Fuzzy Rule-Based Ensemble Forecasting: Introductory Study

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17610%2F13%3AA13014MF" target="_blank" >RIV/61988987:17610/13:A13014MF - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Fuzzy Rule-Based Ensemble Forecasting: Introductory Study
Original language description
There is no individual forecasting method that is generally for any given time series better than any other method. Thus, no matter the efficiency of a chosen method, there always exists a danger that for a given time series the chosen method is inappropriate. To overcome such a problem and avoid the above mentioned danger, distinct ensemble techniques that combine more individual forecasting methods are designed. These techniques basically construct a forecast as a linear combination of forecasts by individual methods. In this contribution, we construct a novel ensemble technique that determines the weights based on time series features. The protocol that carries a knowledge how to combine the individual forecasts is a fuzzy rule base (linguistic description). An exhaustive experimental justification is provided. The suggested ensemble approach based on fuzzy rules demonstrates both, lower forecasting error and higher robustness.
Czech name
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Czech description
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Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Synergies of Soft Computing and Statistics for Intelligent Data Analysis (Advances in Intelligent Systems and Computing))
ISBN
978-3-642-33041-4
ISSN
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e-ISSN
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Number of pages
9
Pages from-to
379-387
Publisher name
Springer
Place of publication
Heidelberg
Event location
Konstanz
Event date
Jan 1, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000312969600041

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