It has been shown in recent economic and statistical studies that combining forecasts may produce more accurate forecasts than individual ones. However, the literature on combining forecasts has almost exclusively foc...It has been shown in recent economic and statistical studies that combining forecasts may produce more accurate forecasts than individual ones. However, the literature on combining forecasts has almost exclusively focused on linear combining forecasts. In this paper, a new nonlinear combination forecasting method based on fuzzy inference system is present to overcome the difficulties and drawbacks in linear combination modeling of non-stationary time series. Furthermore, the optimization algorithm based on a hierarchical structure of learning automata is used to identify the parameters of the fuzzy system. Experiment results related to numerical examples demonstrate that the new technique has excellent identification performances and forecasting accuracy superior to other existing linear combining forecasts.展开更多
This paper focuses on resolving the identification problem of a neuro-fuzzy model(NFM) applied in batch processes. A hybrid learning algorithm is introduced to identify the proposed NFM with the idea of auxiliary erro...This paper focuses on resolving the identification problem of a neuro-fuzzy model(NFM) applied in batch processes. A hybrid learning algorithm is introduced to identify the proposed NFM with the idea of auxiliary error model and the identification principle based on the probability density function(PDF). The main contribution is that the NFM parameter updating approach is transformed into the shape control for the PDF of modeling error. More specifically, a virtual adaptive control system is constructed with the aid of the auxiliary error model and then the PDF shape control idea is used to tune NFM parameters so that the PDF of modeling error is controlled to follow a targeted PDF, which is in Gaussian or uniform distribution. Examples are used to validate the applicability of the proposed method and comparisons are made with the minimum mean square error based approaches.展开更多
基金Funded by the Excellent Young Teachers of MOE (350) and Chongqing Education Committee Foundation
文摘It has been shown in recent economic and statistical studies that combining forecasts may produce more accurate forecasts than individual ones. However, the literature on combining forecasts has almost exclusively focused on linear combining forecasts. In this paper, a new nonlinear combination forecasting method based on fuzzy inference system is present to overcome the difficulties and drawbacks in linear combination modeling of non-stationary time series. Furthermore, the optimization algorithm based on a hierarchical structure of learning automata is used to identify the parameters of the fuzzy system. Experiment results related to numerical examples demonstrate that the new technique has excellent identification performances and forecasting accuracy superior to other existing linear combining forecasts.
基金Supported by the National Natural Science Foundation of China(61374044)Shanghai Science Technology Commission(12510709400)+1 种基金Shanghai Municipal Education Commission(14ZZ088)Shanghai Talent Development Plan
文摘This paper focuses on resolving the identification problem of a neuro-fuzzy model(NFM) applied in batch processes. A hybrid learning algorithm is introduced to identify the proposed NFM with the idea of auxiliary error model and the identification principle based on the probability density function(PDF). The main contribution is that the NFM parameter updating approach is transformed into the shape control for the PDF of modeling error. More specifically, a virtual adaptive control system is constructed with the aid of the auxiliary error model and then the PDF shape control idea is used to tune NFM parameters so that the PDF of modeling error is controlled to follow a targeted PDF, which is in Gaussian or uniform distribution. Examples are used to validate the applicability of the proposed method and comparisons are made with the minimum mean square error based approaches.
