A multi-granularity combined prediction model based on fuzzy trend forecasting and particle swarm techniques | |
Deng, Weihui; Wang, Guoyin; Zhang, Xuerui; Xu, Ji; Li, Guangdi | |
刊名 | NEUROCOMPUTING |
2016-01-15 | |
卷号 | 173页码:1671-1682 |
关键词 | Fuzzy Time Series Multi-granularity Combined Prediction Model Fuzzy Trend Forecasting Granular Space Particle Swarm Techniques |
ISSN号 | 0925-2312 |
DOI | 10.1016/j.neucom.2015.09.040 |
英文摘要 | In spite of the impressive diversity of multi-factors fuzzy time series models, there is still a burning need to develop models that can handle the uncertainty inherent in certain data with some certain methods and obtain high forecasting accuracy. This paper proposes a novel multi-granularity combined prediction model for multi-factors fuzzy time series forecasting. The proposed model utilizes the clustering algorithm to generate different lengths of intervals, and forecasts the fuzzy trend in different granular spaces. It calculates the final forecasted value by using the forecasted fuzzy trend in each granular space and the optimal weighting vector obtained by particle swarm techniques. The proposed model can transform the uncertain problem to a certain problem through the granular computing theory. The experiments show that the presented model can not only obtain higher forecasting accuracy than several existing methods to forecast the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) and the civilian unemployment rate, but also capture and interpret the fuzzy trend. (C) 2015 Elsevier B.V. All rights reserved. |
资助项目 | National Science and Technology Major Project[2014ZX07104-006] |
WOS研究方向 | Computer Science |
语种 | 英语 |
出版者 | ELSEVIER SCIENCE BV |
WOS记录号 | WOS:000366879800119 |
内容类型 | 期刊论文 |
源URL | [http://119.78.100.138/handle/2HOD01W0/2118] |
专题 | 大数据挖掘及应用中心 |
作者单位 | Chinese Acad Sci, Chongqing Inst Green & Intelligent Technol, Chongqing 400714, Peoples R China |
推荐引用方式 GB/T 7714 | Deng, Weihui,Wang, Guoyin,Zhang, Xuerui,et al. A multi-granularity combined prediction model based on fuzzy trend forecasting and particle swarm techniques[J]. NEUROCOMPUTING,2016,173:1671-1682. |
APA | Deng, Weihui,Wang, Guoyin,Zhang, Xuerui,Xu, Ji,&Li, Guangdi.(2016).A multi-granularity combined prediction model based on fuzzy trend forecasting and particle swarm techniques.NEUROCOMPUTING,173,1671-1682. |
MLA | Deng, Weihui,et al."A multi-granularity combined prediction model based on fuzzy trend forecasting and particle swarm techniques".NEUROCOMPUTING 173(2016):1671-1682. |
个性服务 |
查看访问统计 |
相关权益政策 |
暂无数据 |
收藏/分享 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论