杨建华

个人信息Personal Information

教授

博士生导师

硕士生导师

性别:男

毕业院校:吉林工业大学

学位:硕士

所在单位:控制科学与工程学院

电子邮箱:jianhuay@dlut.edu.cn

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The Linguistic Forecasting of Time Series based on Fuzzy Cognitive Maps

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论文类型:会议论文

发表时间:2013-06-24

收录刊物:EI、CPCI-S、Scopus

页面范围:649-654

摘要:Most researches of time series forecasting mainly focus on the aspect of pursuing the numerical forecasting precision by constructing the quantitative model. But in the real world, precision is sometimes not necessary for perceiving and reasoning of human, and the qualitative forecasting of time series is able to satisfy requirement of some decision problems. In this paper, a new qualitative forecasting method is proposed, which combines the fuzzy c-means clustering algorithm, fuzzy cognitive map (FCM) and the real-coded genetic algorithm (RCGA). The fuzzy c-means clustering algorithm is used to extract linguistic label, transform the original time series into the fuzzy time series and construct the framework of FCM, automatically. The RCGA algorithm is adopted to learn weights of constructed FCM for modeling the formed fuzzy time series. Finally, a fully learned fuzzy cognitive map is exploited to carry out linguistic forecast by iterations. The proposed forecasting method is applied to forecast the enrollments of university of Alberta on the linguistic level, whose results show the feasibility and effectiveness of proposed method.