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 hybrids algorithm based on Fuzzy Cognitive Map for fuzzy time series prediction

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论文类型:期刊论文

发表时间:2014-01-20

发表刊物:Journal of Information and Computational Science

收录刊物:EI、Scopus

卷号:11

期号:2

页面范围:357-366

ISSN号:15487741

摘要:Fuzzy logic relationship groups are crucial to fuzzy time series prediction. In generally, fuzzy logic relationship groups can be constructed by manually mining fuzzy logic relationship between adjacent data in time series. However, for the large-scale or long-term time series, the way of manually constructing fuzzy logical relationship groups is difficult and infeasible. In this paper, a hybrids prediction algorithm based on Fuzzy Cognitive Map (FCM) is proposed, in which fuzzy c-means clustering algorithm is used to construct the framework of FCM and genetic algorithm (GA) is applied to learn weights of FCM. Finally, a fully learned fuzzy cognitive map is used to represent, store fuzzy logic relationships of fuzzy time series and realize prediction. A benchmark time series. The enrollments of University of Alberta time series is applied to validate the feasibility and effectiveness of the proposed algorithm, whose results show that the proposed prediction algorithm based on FCM is effective and can obtain the satisfactory prediction precision. It is a potential virtue that the proposed algorithm can automatically process the prediction problem of the large-scale or long-term time series. Copyright ? 2014 Binary Information Press.