On the Potential of Fuzzy Rule-Based Ensemble Forecasting
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17610%2F13%3AA130150A" target="_blank" >RIV/61988987:17610/13:A130150A - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
On the Potential of Fuzzy Rule-Based Ensemble Forecasting
Original language description
There is no individual forecasting method that is generally for any given time series better than any other method. There always exists a danger that for a given time series the method is inappropriate. To overcome such a problem, distinct ensemble techniques that combine more forecasting methods are designed. These techniques construct a forecast as a (linear) combination of forecasts by individual methods. This contribution provides a novel ensemble technique that determines the weights based on timeseries features. The knowledge how to determine weights comes from the regression analysis. In order to capture the desirable issues of robustness and mainly of interpretability, the knowledge how to combine individual methods is encoded in a linguisticdescription. The mechanism of determination of particular weights is PbLD -- a unique fuzzy inference technique . An experimental justification is provided in order to confirm the promising potential of the given direction of research.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
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
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proc. of 7th International Conference on Soft Computing Models in Industrial and Environmental Applications
ISBN
978-3-642-33017-9
ISSN
2194-5357
e-ISSN
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Number of pages
10
Pages from-to
487-496
Publisher name
Springer-Verlag New York
Place of publication
Berlín
Event location
Ostrava
Event date
Sep 5, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000312969500050