DocumentCode :
2382699
Title :
A new method for fuzzy forecasting based on two-factors high-order fuzzy-trend logical relationship groups and particle swarm optimization techniques
Author :
Chen, Shyi-Ming ; Manalu, Gandhi Maruli Tua ; Shih, Shu-Chuan ; Sheu, Tian-Wei ; Liu, Hsiang-chuan
Author_Institution :
Dept. of Comput. Sci. & Inf. Eng., Nat. Taiwan Univ. of Sci. & Technol., Taipei, Taiwan
fYear :
2011
fDate :
9-12 Oct. 2011
Firstpage :
2301
Lastpage :
2306
Abstract :
This paper presents a new method for fuzzy forecasting based on two-factors high-order fuzzy-trend logical relationship groups and particle swarm optimization techniques. We fuzzify the historical training data of the main factor and the secondary factor, respectively, to form two-factors high-order fuzzy logical relationships. Then, we group the two-factors high-order fuzzy logical relationships into two-factors high-order fuzzy-trend logical relationship groups. Finally, we obtain the optimal weighting vectors for each fuzzy-trend logical relationship group by using particle swarm optimization techniques to perform the forecasting. The experimental results show that the proposed method gets higher average forecasting accuracy rates than the existing methods.
Keywords :
fuzzy logic; fuzzy set theory; particle swarm optimisation; fuzzy forecasting; historical training data; main factor; optimal weighting vectors; particle swarm optimization techniques; secondary factor; two-factors high-order fuzzy-trend logical relationship groups; Forecasting; Fuzzy sets; Particle swarm optimization; Testing; Time series analysis; Training; Vectors; Fuzzy forecasting; Fuzzy time series; Particle swarm optimization techniques; Two-factors high-order fuzzy-trend logical relationship groups;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Systems, Man, and Cybernetics (SMC), 2011 IEEE International Conference on
Conference_Location :
Anchorage, AK
ISSN :
1062-922X
Print_ISBN :
978-1-4577-0652-3
Type :
conf
DOI :
10.1109/ICSMC.2011.6084021
Filename :
6084021
Link To Document :
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