Fuzzy Rule-Based Ensemble for Time Series Prediction: The Application of Linguistic Associations Mining

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

Fuzzy Rule-Based Ensemble for Time Series Prediction: The Application of Linguistic Associations Mining

Popis výsledku v původním jazyce

As there are many various methods for time series prediction developed but none of them generally outperforms all the others, there always exists a danger of choosing a method that is inappropriate for a given time series. To overcome such a problem, distinct ensemble techniques, that combine more individual forecasts, are being proposed. In this contribution, we employ the so called fuzzy rule-based ensemble. This method is constructed as a linear combination of a small number of forecasting methods where the weights of the combination are determined by fuzzy rule bases based on time series features such as trend, seasonality, or stationarity. For identification of fuzzy rule base, we use linguistic association mining. An exhaustive experimental justification is provided.

Název v anglickém jazyce

Fuzzy Rule-Based Ensemble for Time Series Prediction: The Application of Linguistic Associations Mining

Popis výsledku anglicky

As there are many various methods for time series prediction developed but none of them generally outperforms all the others, there always exists a danger of choosing a method that is inappropriate for a given time series. To overcome such a problem, distinct ensemble techniques, that combine more individual forecasts, are being proposed. In this contribution, we employ the so called fuzzy rule-based ensemble. This method is constructed as a linear combination of a small number of forecasting methods where the weights of the combination are determined by fuzzy rule bases based on time series features such as trend, seasonality, or stationarity. For identification of fuzzy rule base, we use linguistic association mining. An exhaustive experimental justification is provided.

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)

Rok uplatnění

2014

Kód důvěrnosti údajů

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

Název statě ve sborníku

IEEE International Conference on Fuzzy Systems

ISBN

978-1-4799-2072-3

ISSN

1098-7584

e-ISSN

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Počet stran výsledku

8

Strana od-do

505-512

Název nakladatele

IEEE

Místo vydání

Beijing, China

Místo konání akce

Beijing, China

Datum konání akce

6. 7. 2014

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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