Numerical Prediction of Time Series Based on FCMs with Information Granules
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论文类型:期刊论文
发表时间:2014-06-01
发表刊物:INTERNATIONAL JOURNAL OF COMPUTERS COMMUNICATIONS & CONTROL
收录刊物:Scopus、SCIE
卷号:9
期号:3
页面范围:313-324
ISSN号:1841-9836
关键字:Fuzzy Cognitive Maps (FCMs); time series; prediction; information granules
摘要:The prediction of time series has been widely applied to many fields such as enrollments, stocks, weather and so on. In this paper, a new prediction method based on fuzzy cognitive map with information granules is proposed, in which fuzzy c-means clustering algorithm is used to automatically abstract information granules and transform the original time series into granular time series, and subsequently fuzzy cognitive map is used to describe these granular time series and perform prediction. two benchmark time series are used to validate feasibility and effectiveness of proposed method. The experimental results show that the proposed prediction method can reach better prediction accuracy. Additionally, the proposed method is also able to precess the modeling and prediction of large-scale time series.
