A Novel Fuzzy Time Series Forecasting Model Based on Multiple Linear Regression and Time Series Clustering
المؤلفون المشاركون
Zhang, Yanpeng
Qu, Hua
Wang, Weipeng
Zhao, Jihong
المصدر
Mathematical Problems in Engineering
العدد
المجلد 2020، العدد 2020 (31 ديسمبر/كانون الأول 2020)، ص ص. 1-17، 17ص.
الناشر
Hindawi Publishing Corporation
تاريخ النشر
2020-01-13
دولة النشر
مصر
عدد الصفحات
17
التخصصات الرئيسية
الملخص EN
Time series forecasting models based on a linear relationship model show great performance.
However, these models cannot handle the the data that are incomplete, imprecise, and ambiguous as the interval-based fuzzy time series models since the process of fuzzification is abandoned.
This article proposes a novel fuzzy time series forecasting model based on multiple linear regression and time series clustering for forecasting market prices.
The proposed model employs a preprocessing to transform the set of fuzzy high-order time series into a set of high-order time series, with synthetic minority oversampling technique.
After that, a high-order time series clustering algorithm based on the multiple linear regression model is proposed to cluster dataset of fuzzy time series and to build the linear regression model for each cluster.
Then, we make forecasting by calculating the weighted sum of linear regression models’ results.
Also, a learning algorithm is proposed to train the whole model, which applies artificial neural network to learn the weights of linear models.
The interval-based fuzzification ensures the capability to deal with the uncertainties, and linear model and artificial neural network enable the proposed model to learn both of linear and nonlinear characteristics.
The experiment results show that the proposed model improves the average forecasting accuracy rate and is more suitable for dealing with these uncertainties.
نمط استشهاد جمعية علماء النفس الأمريكية (APA)
Zhang, Yanpeng& Qu, Hua& Wang, Weipeng& Zhao, Jihong. 2020. A Novel Fuzzy Time Series Forecasting Model Based on Multiple Linear Regression and Time Series Clustering. Mathematical Problems in Engineering،Vol. 2020, no. 2020, pp.1-17.
https://search.emarefa.net/detail/BIM-1202326
نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)
Zhang, Yanpeng…[et al.]. A Novel Fuzzy Time Series Forecasting Model Based on Multiple Linear Regression and Time Series Clustering. Mathematical Problems in Engineering No. 2020 (2020), pp.1-17.
https://search.emarefa.net/detail/BIM-1202326
نمط استشهاد الجمعية الطبية الأمريكية (AMA)
Zhang, Yanpeng& Qu, Hua& Wang, Weipeng& Zhao, Jihong. A Novel Fuzzy Time Series Forecasting Model Based on Multiple Linear Regression and Time Series Clustering. Mathematical Problems in Engineering. 2020. Vol. 2020, no. 2020, pp.1-17.
https://search.emarefa.net/detail/BIM-1202326
نوع البيانات
مقالات
لغة النص
الإنجليزية
الملاحظات
Includes bibliographical references
رقم السجل
BIM-1202326
قاعدة معامل التأثير والاستشهادات المرجعية العربي "ارسيف Arcif"
أضخم قاعدة بيانات عربية للاستشهادات المرجعية للمجلات العلمية المحكمة الصادرة في العالم العربي
تقوم هذه الخدمة بالتحقق من التشابه أو الانتحال في الأبحاث والمقالات العلمية والأطروحات الجامعية والكتب والأبحاث باللغة العربية، وتحديد درجة التشابه أو أصالة الأعمال البحثية وحماية ملكيتها الفكرية. تعرف اكثر