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Adaptive partition intuitionistic fuzzy time series forecasting model.

Authors :
Xiaoshi Fan
Yingjie Lei
Yanan Wang
Source :
Journal of Systems Engineering & Electronics. Jun2017, Vol. 28 Issue 3, p585-596. 12p.
Publication Year :
2017

Abstract

To enhance the accuracy of intuitionistic fuzzy time series forecasting model, this paper analyses the influence of universe of discourse partition and compares with relevant literature. Traditional models usually partition the global universe of discourse, which is not appropriate for all objectives. For example, the universe of the secular trend model is continuously variational. In addition, most forecasting methods rely on prior information, i.e., fuzzy relationship groups (FRG). Numerous relationship groups lead to the explosive growth of relationship library in a linear model and increase the computational complexity. To overcome problems above and ascertain an appropriate order, an intuitionistic fuzzy time series forecasting model based on order decision and adaptive partition algorithm is proposed. By forecasting the vector operator matrix, the proposed model can adjust partitions and intervals adaptively. The proposed model is tested on student enrollments of Alabama dataset, typical seasonal dataset Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) and a secular trend dataset of total retail sales for social consumer goods in China. Experimental results illustrate the validity and applicability of the proposed method for different patterns of dataset. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10044132
Volume :
28
Issue :
3
Database :
Academic Search Index
Journal :
Journal of Systems Engineering & Electronics
Publication Type :
Periodical
Accession number :
124457892
Full Text :
https://doi.org/10.21629/JSEE.2017.03.18