On the Potential of Fuzzy Rule-Based Ensemble Forecasting

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

On the Potential of Fuzzy Rule-Based Ensemble Forecasting

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

On the Potential of Fuzzy Rule-Based Ensemble Forecasting

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

BA - Obecná matematika

OECD FORD obor

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Projekt

Výsledek vznikl pri realizaci vícero projektů. Více informací v záložce Projekty.

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2013

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

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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Počet stran výsledku

10

Strana od-do

487-496

Název nakladatele

Springer-Verlag New York

Místo vydání

Berlín

Místo konání akce

Ostrava

Datum konání akce

5. 9. 2012

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

000312969500050