A new method for short multivariate fuzzy time series based on genetic algorithm and fuzzy clustering

DOI10.1155/2013/494239MaRDI QIDQ888670zbMATH OpenOpenAlexWikidataFDO

Authors K. Selim, Gihan A. Elanany

Publication date 2 November 2015

Published in Advances in Fuzzy Systems (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2013/494239

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and fuzziness (62M86)

Review text

Summary: Forecasting activities play an important role in our daily life. In recent years, fuzzy time series (FTS) methods were developed to deal with forecasting problems. FTS attracted researchers because of its ability to predict the future values in some critical situations where most standard forecasting models are doubtfully applicable or produce bad fittings. However, some critical issues in FTS are still open; these issues are often subjective and affect the accuracy of forecasting. In this paper, we focus on improving the accuracy of FTS forecasting methods. The new method integrates the fuzzy clustering and genetic algorithm with FTS to reduce subjectivity and improve its accuracy. In the new method, the genetic algorithm is responsible for selecting the proper model. Also, the fuzzy clustering algorithm is responsible for fuzzifying the historical data, based on its membership degrees to each cluster, and using these memberships to defuzzify the results. This method provides better forecasting accuracy when compared with other extant researches.

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Cites work

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(4)

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• Near-optimal embedding by genetic algorithms for time series prediction

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