Journal
IEEE TRANSACTIONS ON FUZZY SYSTEMS
Volume 16, Issue 1, Pages 61-72Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TFUZZ.2007.902020
Keywords
fuzzy cognitive maps (FCMs); fuzzy systems; linguistic prediction; prediction methods; time series
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In this paper, we introduce a novel approach to timeseries prediction realized both at the linguistic and numerical level. It exploits fuzzy cognitive maps (FCMs) along with a recently proposed learning method that takes, advantage of real-coded genetic algorithms. FCMs are used for modeling and qualitative analysis of dynamic systems. Within the framework of FCMs, the systems are described by means of concepts and their mutual relationships. The proposed prediction method combines FCMs with granular, fuzzy-set-based model of inputs. One of their main advantages is an ability to carry out modeling and prediction at both numerical and linguistic levels. A comprehensive set of experiments has been carried out with two major goals in mind. One is to assess quality of the proposed architecture, the other to examine the influence of its parameters of the prediction technique on the quality of prediction. The obtained results, which are compared with other prediction techniques using fuzzy sets, demonstrate that the proposed architecture offers substantial accuracy expressed at both linguistic and numerical levels.
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