Fuzzy logic-based linguistic summaries of time series: a powerful tool for discovering knowledge on time varying processes and systems under imprecision

2015 ◽  
Vol 6 (1) ◽  
pp. 37-46 ◽  
Author(s):  
Janusz Kacprzyk ◽  
Sławomir Zadrożny
Keyword(s):  
Time Series ◽  
Fuzzy Logic ◽  
Time Varying

Penerapan Logika Samar dalam Peramalan Data Runtun Waktu

2011 ◽  
Vol 3 (2) ◽  
pp. 11-15
Author(s):  
Seng Hansun
Keyword(s):  
Time Series ◽  
Fuzzy Logic ◽  
Time Series Analysis ◽  
Fuzzy Sets ◽  
Fuzzy System ◽  
Time Series Data ◽  
Fuzzy Logic System ◽  
Series Data ◽  
Series Analysis ◽  
Logic System

Recently, there are so many soft computing methods been used in time series analysis. One of these methods is fuzzy logic system. In this paper, we will try to implement fuzzy logic system to predict a non-stationary time series data. The data we use here is Mackey-Glass chaotic time series. We also use MATLAB software to predict the time series data, which have been divided into four groups of input-output pairs. These groups then will be used as the input variables of the fuzzy logic system. There are two scenarios been used in this paper, first is by using seven fuzzy sets, and second is by using fifteen fuzzy sets. The result shows that the fuzzy system with fifteen fuzzy sets give a better forecasting result than the fuzzy system with seven fuzzy sets. Index Terms—forecasting, fuzzy logic, Mackey-Glass chaotic, MATLAB, time series analysis

Recognition of anomalies from time series by fuzzy logic methods

2008 ◽  
Vol 10 (1) ◽  
pp. 1-9 ◽  
Author(s):  
A. D. Gvishiani ◽  
S. M. Agayan ◽  
Sh. R. Bogoutdinov ◽  
E. M. Graeva ◽  
J. Zlotnicki ◽  
...  
Keyword(s):  
Time Series ◽  
Fuzzy Logic

A contribution to the identification in fuzzy-logic control

1990 ◽  
Vol 55 (4) ◽  
pp. 951-963 ◽  
Author(s):  
Josef Vrba ◽  
Ywetta Purová
Keyword(s):  
Time Series ◽  
Fuzzy Logic ◽  
Fuzzy Logic Control ◽  
Fuzzy Logic Controller ◽  
Automatic Generation ◽  
Linguistic Variable ◽  
Fuzzy Subset ◽  
Input Output ◽  
Logic Control ◽  
Correlation Tables

A linguistic identification of a system controlled by a fuzzy-logic controller is presented. The information about the behaviour of the system, concentrated in time-series, is analyzed from the point of its description by linguistic variable and fuzzy subset as its quantifier. The partial input/output relation and its strength is expressed by a sort of correlation tables and coefficients. The principles of automatic generation of model statements are presented as well.

The generation of qualitative descriptions of multivariate time series using fuzzy logic

2014 ◽  
Vol 23 ◽  
pp. 546-555 ◽  
Author(s):  
Juan Moreno-Garcia ◽  
Luis Rodriguez-Benitez ◽  
Juan Giralt ◽  
Ester del Castillo
Keyword(s):  
Time Series ◽  
Fuzzy Logic ◽  
Multivariate Time Series

Selective Linear Segmentation for Detecting Relevant Parameter Changes*

2020 ◽  
Author(s):  
Arnaud Dufays ◽  
Elysee Aristide Houndetoungan ◽  
Alain Coën
Keyword(s):  
Time Series ◽  
Hedge Fund ◽  
Expectation Maximization Algorithm ◽  
Model Parameters ◽  
Relevant Parameter ◽  
Time Varying ◽  
Long Time ◽  
Model Selection Uncertainty ◽  
Penalized Likelihood Approach ◽  
Changes Over Time

Abstract Change-point (CP) processes are one flexible approach to model long time series. We propose a method to uncover which model parameters truly vary when a CP is detected. Given a set of breakpoints, we use a penalized likelihood approach to select the best set of parameters that changes over time and we prove that the penalty function leads to a consistent selection of the true model. Estimation is carried out via the deterministic annealing expectation-maximization algorithm. Our method accounts for model selection uncertainty and associates a probability to all the possible time-varying parameter specifications. Monte Carlo simulations highlight that the method works well for many time series models including heteroskedastic processes. For a sample of fourteen hedge fund (HF) strategies, using an asset-based style pricing model, we shed light on the promising ability of our method to detect the time-varying dynamics of risk exposures as well as to forecast HF returns.

scholarly journals An Extended Time Series Algorithm for Modal Identification from Nonstationary Ambient Response Data Only

2014 ◽  
Vol 2014 ◽  
pp. 1-12 ◽  
Author(s):  
Chang-Sheng Lin ◽  
Dar-Yun Chiang ◽  
Tse-Chuan Tseng
Keyword(s):  
Time Series ◽  
Arma Model ◽  
Identification Problem ◽  
Nonstationary Time Series ◽  
Modal Identification ◽  
Ambient Vibration ◽  
Time Varying ◽  
Varying Parameters ◽  
Response Data ◽  
Time Varying Parameters

Modal Identification is considered from response data of structural systems under nonstationary ambient vibration. The conventional autoregressive moving average (ARMA) algorithm is applicable to perform modal identification, however, only for stationary-process vibration. The ergodicity postulate which has been conventionally employed for stationary processes is no longer valid in the case of nonstationary analysis. The objective of this paper is therefore to develop modal-identification techniques based on the nonstationary time series for linear systems subjected to nonstationary ambient excitation. Nonstationary ARMA model with time-varying parameters is considered because of its capability of resolving general nonstationary problems. The parameters of moving averaging (MA) model in the nonstationary time-series algorithm are treated as functions of time and may be represented by a linear combination of base functions and therefore can be used to solve the identification problem of time-varying parameters. Numerical simulations confirm the validity of the proposed modal-identification method from nonstationary ambient response data.

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