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Differential Convolutional Fuzzy Time Series Forecasting
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DOI：10.1109/TFUZZ.2023.3309811.png)
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摘要
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Fuzzy time series forecasting (FTSF) is a typical forecasting method with wide application. Traditional FTSF is regarded as an expert system, which leads to the loss of the ability to recognize undefined features. The mentioned is the main reason for poor forecasting with FTSF. To solve the problem, the proposed model differential fuzzy convolutional neural network (DFCNN) utilizes a convolution neural network to reimplement FTSF with learnable ability. DFCNN is capable of recognizing potential information and improving forecasting accuracy. Thanks to the learnable ability of the neural network, the length of fuzzy rules established in FTSF is expended to an arbitrary length that the expert is not able to handle by the expert system. At the same time, FTSF usually cannot achieve satisfactory performance of nonstationary time series due to the trend of nonstationary time series. The trend of nonstationary time series causes the fuzzy set established by FTSF to be invalid and causes the forecasting to fail. DFCNN utilizes the difference algorithm to weaken the nonstationary time series so that DFCNN can forecast the nonstationary time series with a low error that FTSF cannot forecast in satisfactory performance. After the mass of experiments, DFCNN has an excellent prediction effect, which is ahead of the existing FTSF and common time series forecasting algorithms. Finally, DFCNN provides further ideas for improving FTSF and holds continued research value.
Keyword:
Time series analysis
Forecasting
Market research
Fuzzy sets
Expert systems
Convolution
Neural networks
Convolutional neural network
deep learning
forecasting
fuzzy time series
期刊
IF:
11.9
论文数:
5.0K
被引数:
2.9W
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