• Industrial Engineering and Management Systems
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• 제13권4호
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• pp.357-368
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• 2014

Since its birth in 1993, fuzzy time series have seen different classes of models designed and applied, such as fuzzy logic relation and rule-based models. These models have both advantages and disadvantages. The major drawbacks with these two classes of models are the difficulties encountered in identification and analysis of the model. Therefore, there is a strong need to explore new alternatives and this is the objective of this paper. By transforming a fuzzy number to a real number via integrating the inverse of the membership function, new autoregressive models can be developed to fit the observation values of a fuzzy time series. With the new models, the issues of model identification and parameter estimation can be addressed; and trends, seasonalities and multivariate fuzzy time series could also be modeled with ease. In addition, asymptotic behaviors of fuzzy time series can be inspected by means of characteristic equations.

• 한국수자원학회논문집
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• 제35권5호
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• pp.631-638
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• 2002

시계열의 예측은 통상 추계학적 모형에 의해 수행하여 왔다. 그러나 본 연구에서는 퍼지 개념을 이용한 퍼지 시계열 모형에 의해 강수량 예측을 수행하였다. 기존에 제안된 퍼지 시계열 모형을 이용하여 예측을 수행하고, 예측 능력을 향상시키기 위하여 퍼지 시계열과 뉴로-퍼지 시스템을 연계한 새로운 방법론을 제안하여 상호 비교ㆍ분석하였다. 이를 위하여 미국 일리노이주의 강수량 시계열 예측에 적용하였으며, 예측 결과, 기존의 모형보다 본 연구에서 제안한 방법론의 결과가 더 정확함을 알 수 있었다.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2000년도 추계학술대회 학술발표 논문집
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• pp.139-144
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• 2000

Recently, a homogeneous fuzzy time series model was proposed by means of defining some new operations on fuzzy numbers. In this paper, we consider expanding the results to the nonhomogeneous fuzzy time series and the general fuzzy time series using Tw, the weakest t-norm, based algebraic fuzzy operations.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2000년도 추계학술발표회 논문집
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• pp.267-269
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• 2000

Using the fuzzified coefficients, ARMA processes can be extended to fuzzy time series model. In this paper, the estimation of parameters in the fuzzy time series model with asymmetric triangular fuzzy coefficients is studied. Nonlinear programming is applied to get solutions of parameters.

• Communications for Statistical Applications and Methods
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• 제16권2호
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• pp.335-348
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• 2009

Fuzzy regression is used as a complement or an alternative to represent the relation between variables among the forecasting models especially when the data is insufficient to evaluate the relation. Such phenomenon often occurs in seasonal time series data which require large amount of data to describe the underlying pattern. Semiparametric model is useful tool in the case where domain knowledge exists about the function to be estimated or emphasis is put onto understandability of the model. In this paper we propose fuzzy semiparametric support vector regression so that it can provide good performance on forecasting of the seasonal time series by incorporating into fuzzy support vector regression the basis functions which indicate the seasonal variation of time series. In order to indicate the performance of this method, we present two examples of predicting the seasonal time series. Experimental results show that the proposed method is very attractive for the seasonal time series in fuzzy environments.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2005년도 학술대회 논문집 정보 및 제어부문
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• pp.622-624
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• 2005

This paper proposes a time series prediction method for the nonllinear system using the fuzzy system and its genetic algorithm, At first, we obtain the optimal fuzzy membership function using the genetic algorithm. With the optimal fuzzy rules and its input differences, a better time prediction series system may be obtained. We obtain a good result for the time prediction of the electric load.

• 대한전기학회논문지:시스템및제어부문D
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• 제50권5호
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• pp.233-240
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• 2001

This paper presents a time series prediction method using a fuzzy rule-based system. Extracting fuzzy rules by performing a simple one-pass operation on the training data is quite attractive because it is easy to understand, verify, and extend. The simplest method is probably to relate an estimate, x(n+k), with past data such as x(n), x(n-1), ..x(n-m), where k and m are prefixed positive integers. The relation is represented by fuzzy if-then rules, where the past data stand for premise part and the predicted value for consequence part. However, a serious problem of the method is that it cannot handle nonstationary data whose long-term mean is varying. To cope with this, a new training method is proposed, which utilizes the difference of consecutive data in a time series. In this paper, typical previous works relating time series prediction are briefly surveyed and a new method is proposed to overcome the difficulty of prediction nonstationary data. Finally, computer simulations are illustrated to show the improved results for various time series.

• 대한전기학회논문지:시스템및제어부문D
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• 제54권6호
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• pp.390-395
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• 2005

Sunspots are dark areas that grow and decay on the lowest level of the sun that is visible from the Earth. Shot-term predictions of solar activity are essential to help plan missions and to design satellites that will survive for their useful lifetimes. This paper presents a parallel-structure fuzzy system(PSFS) for prediction of sunspot number time series. The PSFS consists of a multiple number of component fuzzy systems connected in parallel. Each component fuzzy system in the PSFS predicts future data independently based on its past time series data with different embedding dimension and time delay. An embedding dimension determines the number of inputs of each component fuzzy system and a time delay decides the interval of inputs of the time series. According to the embedding dimension and the time delay, the component fuzzy system takes various input-output pairs. The PSFS determines the final predicted value as an average of all the outputs of the component fuzzy systems in order to reduce error accumulation effect.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제4권3호
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• pp.361-365
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• 2004

In this paper, we present the modeling of time series data which are corrupted by noise via nonsingleton fuzzy logic system. Nonsingleton fuzzy logic system (NFLS) is useful in cases where the available data are corrupted by noise. NFLS is a fuzzy system whose inputs are modeled as fuzzy number. The abilities of NFLS to approximate arbitrary functions, and to effectively deal with noise and uncertainty, are used to analyze corrupted time series data. In the simulation results, we compare the results of the NFLS approach with the results of using only a traditional fuzzy logic system.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2004년도 춘계학술대회
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• pp.91-101
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• 2004

The turbulent flow is of fundamental interest because the conservation equations for thermodynamics, mass and momentum are linked together. This turbulent flow consists of some coherent time- and space-organized vortical structures. Research has already shown that some dynamic systems and experimental models still cannot provide a good nonlinear analysis of turbulent time series. In the real turbulent flow, very complicated nonlinear behaviors, which are affected by many vague factors are present. In this paper, a kernel-based machine for fuzzy nonlinear regression analysis is proposed to predict the nonlinear time series of turbulent flows. In order to show the practicality and usefulness of this model, we present an example of predicting the near-wall turbulence time series as a verifiable model and compare with fuzzy piecewise regression. The results of practical applications show that the proposed method is appropriate and appears to be useful in nonlinear analysis and in fuzzy environments to predict the turbulence time series.