计算机科学与应用

基于确定性转换的IFTS预测

展开
  • 1. 空军工程大学防空反导学院,西安710051
    2. 中国人民解放军68331部队,西安714200
郑寇全,博士生,研究方向:智能信息处理,E-mail: zhengkouquan0421@163.com;雷英杰,教授、博导,研究方向:智能信息处理、智能决策等,E-mail: leiyjie@126.com

收稿日期: 2012-04-09

  修回日期: 2012-09-04

  网络出版日期: 2012-09-04

基金资助

国家自然科学基金(No.60773209, No.61272011);国家重点实验室开放基金(No.2012ADL-DW0301)资助

Prediction of IFTS Based on Deterministic Transition

Expand
  • 1. Air Defense and Antimissile Institute, Air Force Engineering University, Xi’an 710051, China
    2. Unit of 68331, PLA, Xi’an 714200, China

Received date: 2012-04-09

  Revised date: 2012-09-04

  Online published: 2012-09-04

摘要

模糊时间序列预测模型在对不确定数据集的模糊趋势描述和论域划分方面有局限性,对此文中规范了直觉模糊时间序列的定义,应用直觉模糊C均值聚类算法优化论域区间划分,通过加入回溯机制构建确定性转换直觉模糊规则库,在此基础上提出一种直觉模糊时间序列预测方法,较好地反映了不确定系统数据的特征分布,提高了复杂环境下时间序列的预测精度. 通过典型实例验证了该方法的有效性和优越性.

本文引用格式

郑寇全1,2, 雷英杰1, 王睿1, 王毅1 . 基于确定性转换的IFTS预测[J]. 应用科学学报, 2013 , 31(2) : 204 -211 . DOI: 10.3969/j.issn.0255-8297.2013.02.016

Abstract

To break the limitation in the description of the fuzzy trend of uncertain data sets and the partitioning intervals, the definition of intuitionistic fuzzy time series is regulated. A forecasting method of intuitionistic fuzzy time series is proposed, which optimize the domain-dividing interval with an intuitionistic fuzzy C-means clustering algorithm. Deterministic transition intuitionistic fuzzy rules are established by adding a back-tracking scheme. The proposed method can better reflect the characteristic distribution of the uncertain system and improve the prediction accuracy of time series in complicated environments. Validity and superiority of the method are checked with a classical instance.

参考文献

[1] 余文利,方建文,廖建平. 一种新的基于模糊C均值算法的模糊时间序列确定性预测模型 [J]. 计算机工程与科学,2010,32(7): 112-116.
YU Wenli, FANG Jianwen, LIAO Jianping. A novel FCM-Based deterministic forecasting model for fuzzy time series [J]. Computer Engineering & Science, 2010, 32(7): 112-116.
[2] Q. Song, B.S. Chission. Forecasting enrollments with fuzzy time series: Part I[J]. Fuzzy Sets and Systems, 1993, 54: 1-9.
[3] Shyi-Ming Chen. Forecasting enrollments based on high-order fuzzy time series [J]. Cybernetics and Systems, 2002, 33(1):1-16.
[4] C.M. Own, P.T.Yu. Forecasting fuzzy time series on a heuristic high-order model [J]. Cybernetics and Systems, 2005, 36(7): 705-717.
[5] Jing-Wei Liu, Tai-Liang Chen, Ching-Hsue Cheng, Chen-Chi Huang. Adaptive-expectation based multi-attribute FTS model for forecasting TAIEX [J]. Computers and Mathematics with Applications, 2010,59:795-802
[6] Q. Song. A note on fuzzy time series model relation with sample autocorrelation functions [J]. Cybernetics and Systems: An International Journal, 2003, 34: 93-107.
[7] Hia Jong Teoh, Ching-Hsue Cheng, Hsing-Hui Chu, Jr-Shian Chen. Fuzzy time series model based on probabilistic approach and rough set rule induction for empirical research in stock markets [J]. Data & Knowledge Engineering, 2008, 67: 103-117
[8] Cagdas Hakan Aladag, Ufuk Yolcu, Erol Egrioglu. A high order fuzzy time series forecasting model based on adaptive expectation and artificial neural networks[J]. Mathematics and Computers in Simulation, 2010,81: 875-882
[9] Sheng Tun Li. Deterministic vector long-term forecasting for fuzzy time series [J]. Fuzzy Sets and Systems, 2010, 161: 1852-1870.
[10] Enjian Bai, Wai-Keung Wong, Wai-Ching Chu, Min Xia, Feng Pan. A heuristic time-invariant model for fuzzy time series forecasting[J]. Expert Systems with Applications, 2011, 38:2701-2707
[11] Young-Keun Bang, Chul-Heui Lee. Fuzzy time series prediction using hierarchical clustering algorithms [J]. Expert Systems with Applications , 2011, 38:4312-4325
[12] 樊雷,雷英杰. 直觉模糊统计决策与判决[J]. 控制与决策,2011, 26(3):357~362.  
FAN Lei, LEI Yingjie. Intuitionistic fuzzy statistic adjudging and decision-making [J]. Control and Decision, 2011, 26(3):357-362. (in Chinese)
[13] Oscar Castillo, Arnulfo Alanis, Mario Garcia. Hector Arias An intuitionistic fuzzy system for time series analysis in plant monitoring and diagnosis [J]. Applied Soft Computing, 2007, 7: 1227-1233.
[14]申晓勇,雷英杰,李进,蔡茹. 基于目标函数的直觉模糊集合数据的聚类方法 [J]. 系统工程与电子技术,2009, 31(11): 2732-2735.
SHEN Xiaoyong, LEI Yingjie, LI Jin, CAI Ru. Clustering technique to intuitionistic fuzzy sets data based on objective function [J]. Systems Engineering and Electronics, 2009, 31(11): 2732-2735.
文章导航

/