Title :
Type-2 Fuzzy Event
Author_Institution :
Centre for Comput. Intell., De Montfort Univ., Leicester, UK
Abstract :
Since Fuzzy Event was proposed by Zadeh, the use of higher order fuzzy events to present real-valued problems is always an inhibitor of fuzzy probability in practice. This paper proposes a new concept, Type-2 Fuzzy Event, and the type-2 fuzzy probability for it. The new concept of Membership Probability Density Function (Mpdf) and a new Representation form - J-plane for type-2 fuzzy set are also presented. As a proof-of-concept application, Type-2 Fuzzy ARIMA is developed and a 36 month forecast of a real-valued problem is carried out. The forecast results are much better than classic Box-Jenkins Model (SARIMA). Also investigated is the gap between higher order fuzzy events realizations and real-valued problems in which type-2 fuzzy algorithms are replaced by classic numerical algorithms to circumvent artificial uncertainty growth.
Keywords :
fuzzy set theory; probability; time series; MPDF; Type-2 Fuzzy ARIMA; higher order fuzzy events; membership probability density function; real-valued problems; type-2 fuzzy event; type-2 fuzzy probability; Correlation; Forecasting; Fuzzy sets; Predictive models; Probability density function; Probability distribution; Time series analysis; ARIMA; fuzzy event; fuzzy probability; fuzzy subsets; real-valued random quantities; seasonal time series forecasting; type-2 fuzzy sets;
Conference_Titel :
Fuzzy Systems and Knowledge Discovery (FSKD), 2012 9th International Conference on
Conference_Location :
Sichuan
Print_ISBN :
978-1-4673-0025-4
DOI :
10.1109/FSKD.2012.6234048
