Long-term intuitionistic fuzzy time series forecasting model based on DTW

In existing fuzzy time series forecasting models,the intuitionistic fuzzy relationship groups and deterministic transition rules excessively relied on scale of the training data.A long-term intuitionistic fuzzy time series (IFTS) fore-casting model based on DTW was proposed.The IFTS segment base was...

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Main Authors: Xiao-shi FAN, Ying-jie LEI, Yan-li LU, Ya-nan WANG
Format: Article
Language:zho
Published: Editorial Department of Journal on Communications 2016-08-01
Series:Tongxin xuebao
Subjects:
Online Access:http://www.joconline.com.cn/zh/article/doi/10.11959/j.issn.1000-436x.2016160/
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author Xiao-shi FAN
Ying-jie LEI
Yan-li LU
Ya-nan WANG
author_facet Xiao-shi FAN
Ying-jie LEI
Yan-li LU
Ya-nan WANG
author_sort Xiao-shi FAN
collection DOAJ
description In existing fuzzy time series forecasting models,the intuitionistic fuzzy relationship groups and deterministic transition rules excessively relied on scale of the training data.A long-term intuitionistic fuzzy time series (IFTS) fore-casting model based on DTW was proposed.The IFTS segment base was constructed by IFCM.The complexity of sys-tem was reduced by dynamic update and maintaining of the rule base.The computing method of IFTS segments similar-ity based on the distance of DTW was proposed,which was valid for matching unequal length time series segments.The proposed model implements on the synthetic and the temperature dataset,which including different time series patterns,respectively.The experiments illustrate that the forecasting accuracy of the proposed model is higher than the others on the different tendency patterns of time series.The proposed model overcomes the limitation of single time series pattern and improves the generalization ability.
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institution Kabale University
issn 1000-436X
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publishDate 2016-08-01
publisher Editorial Department of Journal on Communications
record_format Article
series Tongxin xuebao
spelling doaj-art-0998dbb9fce4461394d2393de7a08cda2025-01-14T07:25:32ZzhoEditorial Department of Journal on CommunicationsTongxin xuebao1000-436X2016-08-01379510459702738Long-term intuitionistic fuzzy time series forecasting model based on DTWXiao-shi FANYing-jie LEIYan-li LUYa-nan WANGIn existing fuzzy time series forecasting models,the intuitionistic fuzzy relationship groups and deterministic transition rules excessively relied on scale of the training data.A long-term intuitionistic fuzzy time series (IFTS) fore-casting model based on DTW was proposed.The IFTS segment base was constructed by IFCM.The complexity of sys-tem was reduced by dynamic update and maintaining of the rule base.The computing method of IFTS segments similar-ity based on the distance of DTW was proposed,which was valid for matching unequal length time series segments.The proposed model implements on the synthetic and the temperature dataset,which including different time series patterns,respectively.The experiments illustrate that the forecasting accuracy of the proposed model is higher than the others on the different tendency patterns of time series.The proposed model overcomes the limitation of single time series pattern and improves the generalization ability.http://www.joconline.com.cn/zh/article/doi/10.11959/j.issn.1000-436x.2016160/DTWintuitionistic fuzzy setsIFCM clusteringtime seriesforecasting
spellingShingle Xiao-shi FAN
Ying-jie LEI
Yan-li LU
Ya-nan WANG
Long-term intuitionistic fuzzy time series forecasting model based on DTW
Tongxin xuebao
DTW
intuitionistic fuzzy sets
IFCM clustering
time series
forecasting
title Long-term intuitionistic fuzzy time series forecasting model based on DTW
title_full Long-term intuitionistic fuzzy time series forecasting model based on DTW
title_fullStr Long-term intuitionistic fuzzy time series forecasting model based on DTW
title_full_unstemmed Long-term intuitionistic fuzzy time series forecasting model based on DTW
title_short Long-term intuitionistic fuzzy time series forecasting model based on DTW
title_sort long term intuitionistic fuzzy time series forecasting model based on dtw
topic DTW
intuitionistic fuzzy sets
IFCM clustering
time series
forecasting
url http://www.joconline.com.cn/zh/article/doi/10.11959/j.issn.1000-436x.2016160/
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AT yingjielei longtermintuitionisticfuzzytimeseriesforecastingmodelbasedondtw
AT yanlilu longtermintuitionisticfuzzytimeseriesforecastingmodelbasedondtw
AT yananwang longtermintuitionisticfuzzytimeseriesforecastingmodelbasedondtw