Time Series Analysis and Prediction Based on Fuzzy Rules and the Fuzzy Transform
نویسندگان
چکیده
A new methodology for analysis and forecasting of time series is proposed. It directly employs two techniques: the fuzzy transform and the perception-based logical deduction. Due to the usage of both of them and due to the innovative approach consisting in a construction of several independent models, the methodology is successfully applicable for robust long time predictions. Keywords— Time series, fuzzy transform, perception-based logical deduction, fuzzy partition.
منابع مشابه
A Novel Fuzzy Based Method for Heart Rate Variability Prediction
Abstract In this paper, a novel technique based on fuzzy method is presented for chaotic nonlinear time series prediction. Fuzzy approach with the gradient learning algorithm and methods constitutes the main components of this method. This learning process in this method is similar to conventional gradient descent learning process, except that the input patterns and parameters are stored in mem...
متن کاملTREND-CYCLE ESTIMATION USING FUZZY TRANSFORM OF HIGHER DEGREE
In this paper, we provide theoretical justification for the application of higher degree fuzzy transform in time series analysis. Under the assumption that a time series can be additively decomposed into a trend-cycle, a seasonal component and a random noise, we demonstrate that the higher degree fuzzy transform technique can be used for the estimation of the trend-cycle, which is one of the ba...
متن کاملResidual analysis using Fourier series transform in Fuzzy time series model
In this paper, we propose a new residual analysis method using Fourier series transform into fuzzy time series model for improving the forecasting performance. This hybrid model takes advantage of the high predictable power of fuzzy time series model and Fourier series transform to fit the estimated residuals into frequency spectra, select the low-frequency terms, filter out high-frequency term...
متن کاملForecasting Stock Market Using Wavelet Transforms and Neural Networks: An integrated system based on Fuzzy Genetic algorithm (Case study of price index of Tehran Stock Exchange)
The jamor purpose of the present research is to predict the total stock market index of Tehran Stock Exchange, using a combined method of Wavelet transforms, Fuzzy genetics, and neural network in order to predict the active participations of finance market as well as macro decision makers.To do so, first the prediction was made by neural network, then a series of price index was decomposed by w...
متن کاملAdaptive Network-based Fuzzy Inference System-Genetic Algorithm Models for Prediction Groundwater Quality Indices: a GIS-based Analysis
The prediction of groundwater quality is very important for the management of water resources and environmental activities. The present study has integrated a number of methods such as Geographic Information Systems (GIS) and Artificial Intelligence (AI) methodologies to predict groundwater quality in Kerman plain (including HCO3-, concentrations and Electrical Conductivity (EC) of groundwater)...
متن کامل