Two-Factors High-Order Neuro-Fuzzy Forecasting Model

2015 ◽  
pp. 83-97
Author(s):  
Pritpal Singh
Keyword(s):  
High Order ◽  
Forecasting Model ◽  
Neuro Fuzzy ◽  
Two Factors

scholarly journals A Neutrosophic Forecasting Model for Time Series Based on First-Order State and Information Entropy of High-Order Fluctuation

Entropy ◽  
2019 ◽  
Vol 21 (5) ◽  
pp. 455 ◽  
Author(s):  
Hongjun Guan ◽  
Zongli Dai ◽  
Shuang Guan ◽  
Aiwu Zhao
Keyword(s):  
Time Series ◽  
Information Entropy ◽  
Stock Exchange ◽  
Time Series Forecasting ◽  
High Order ◽  
Stock Index ◽  
Neutrosophic Set ◽  
Forecasting Model ◽  
Forecasting Models ◽  
Proposed Model

In time series forecasting, information presentation directly affects prediction efficiency. Most existing time series forecasting models follow logical rules according to the relationships between neighboring states, without considering the inconsistency of fluctuations for a related period. In this paper, we propose a new perspective to study the problem of prediction, in which inconsistency is quantified and regarded as a key characteristic of prediction rules. First, a time series is converted to a fluctuation time series by comparing each of the current data with corresponding previous data. Then, the upward trend of each of fluctuation data is mapped to the truth-membership of a neutrosophic set, while a falsity-membership is used for the downward trend. Information entropy of high-order fluctuation time series is introduced to describe the inconsistency of historical fluctuations and is mapped to the indeterminacy-membership of the neutrosophic set. Finally, an existing similarity measurement method for the neutrosophic set is introduced to find similar states during the forecasting stage. Then, a weighted arithmetic averaging (WAA) aggregation operator is introduced to obtain the forecasting result according to the corresponding similarity. Compared to existing forecasting models, the neutrosophic forecasting model based on information entropy (NFM-IE) can represent both fluctuation trend and fluctuation consistency information. In order to test its performance, we used the proposed model to forecast some realistic time series, such as the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX), the Shanghai Stock Exchange Composite Index (SHSECI), and the Hang Seng Index (HSI). The experimental results show that the proposed model can stably predict for different datasets. Simultaneously, comparing the prediction error to other approaches proves that the model has outstanding prediction accuracy and universality.

scholarly journals CANFIS based DSTATCOM modelling for solving power quality problems

2021 ◽  
Vol 4 (2) ◽  
Author(s):  
B. B. Bukata ◽  
R. A. Gezawa
Keyword(s):  
Power Quality ◽  
Fuzzy Inference ◽  
System Structure ◽  
Fuzzy Inference Systems ◽  
Neuro Fuzzy ◽  
Two Factors ◽  
Voltage Swell ◽  
Artificial Neural Network Ann ◽  
Inference Systems ◽  
Distribution Grids

Devolution of the power grid into smart grid was necessitated by the proliferation of sensitive load profiles into the system, as well as incessant environmental challenges. These two factors culminated into aggravated disturbances that cause serious havoc along the entire system structure. The traditional proportional-plus-integral-plus-derivative (PID) solution offered by the distribution synchronous compensator (DSTATCOM) could no longer hold. As such, this paper proposes some soft-computing framework for redesigning DSTATCOM to automatically deal with power quality (PQ) problems in smart distribution grids. A recipe of artificial neural network (ANN) and coactive neuro-fuzzy inference systems (CANFIS) was fabricated for the objective. The system was modelled, simulated, and validated in MATLAB/Simulink SimPowerSystems environment. The performance of the CANFIS against adaptive neuro-fuzzy inference systems (ANFIS), ANN and fuzzy logic controllers’ algorithms proved superior in handling PQ issues like voltage sag, voltage swell and harmonics.

scholarly journals A Novel Fuzzy Time Series Forecasting Model Based on Multiple Linear Regression and Time Series Clustering

2020 ◽  
Vol 2020 ◽  
pp. 1-17
Author(s):  
Yanpeng Zhang ◽  
Hua Qu ◽  
Weipeng Wang ◽  
Jihong Zhao
Keyword(s):  
Time Series ◽  
Linear Regression ◽  
Multiple Linear Regression ◽  
Time Series Forecasting ◽  
High Order ◽  
Fuzzy Time Series ◽  
Forecasting Model ◽  
Time Series Clustering ◽  
Proposed Model ◽  
High Order Time

Time series forecasting models based on a linear relationship model show great performance. However, these models cannot handle the the data that are incomplete, imprecise, and ambiguous as the interval-based fuzzy time series models since the process of fuzzification is abandoned. This article proposes a novel fuzzy time series forecasting model based on multiple linear regression and time series clustering for forecasting market prices. The proposed model employs a preprocessing to transform the set of fuzzy high-order time series into a set of high-order time series, with synthetic minority oversampling technique. After that, a high-order time series clustering algorithm based on the multiple linear regression model is proposed to cluster dataset of fuzzy time series and to build the linear regression model for each cluster. Then, we make forecasting by calculating the weighted sum of linear regression models’ results. Also, a learning algorithm is proposed to train the whole model, which applies artificial neural network to learn the weights of linear models. The interval-based fuzzification ensures the capability to deal with the uncertainties, and linear model and artificial neural network enable the proposed model to learn both of linear and nonlinear characteristics. The experiment results show that the proposed model improves the average forecasting accuracy rate and is more suitable for dealing with these uncertainties.

High Order Lambda Measure Based Choquet Integral Composition Forecasting Model

2013 ◽  
Vol 284-287 ◽  
pp. 3111-3114
Author(s):  
Hsiang Chuan Liu ◽  
Wei Sung Chen ◽  
Ben Chang Shia ◽  
Chia Chen Lee ◽  
Shang Ling Ou ◽  
...  
Keyword(s):  
Time Series ◽  
Linear Regression ◽  
Cross Validation ◽  
Choquet Integral ◽  
Real Data ◽  
High Order ◽  
Forecasting Model ◽  
Mean Square ◽  
Weighted Composition ◽  
Fold Cross Validation

In this paper, a novel fuzzy measure, high order lambda measure, was proposed, based on the Choquet integral with respect to this new measure, a novel composition forecasting model which composed the GM(1,1) forecasting model, the time series model and the exponential smoothing model was also proposed. For evaluating the efficiency of this improved composition forecasting model, an experiment with a real data by using the 5 fold cross validation mean square error was conducted. The performances of Choquet integral composition forecasting model with the P-measure, Lambda-measure, L-measure and high order lambda measure, respectively, a ridge regression composition forecasting model and a multiple linear regression composition forecasting model and the traditional linear weighted composition forecasting model were compared. The experimental results showed that the Choquet integral composition forecasting model with respect to the high order lambda measure has the best performance.

A privacy-preserving high-order neuro-fuzzy c-means algorithm with cloud computing

2017 ◽  
Vol 256 ◽  
pp. 82-89 ◽  
Author(s):  
Peng Li ◽  
Zhikui Chen ◽  
Laurence T. Yang ◽  
Liang Zhao ◽  
Qingchen Zhang
Keyword(s):  
Cloud Computing ◽  
Privacy Preserving ◽  
High Order ◽  
Fuzzy C Means ◽  
Neuro Fuzzy ◽  
Fuzzy C Means Algorithm

INDIRECT ADAPTIVE CONTROL OF UNKNOWN MULTI VARIABLE NONLINEAR SYSTEMS WITH PARAMETRIC AND DYNAMIC UNCERTAINTIES USING A NEW NEURO-FUZZY SYSTEM DESCRIPTION

2010 ◽  
Vol 20 (02) ◽  
pp. 129-148 ◽  
Author(s):  
DIMITRIOS THEODORIDIS ◽  
YIANNIS BOUTALIS ◽  
MANOLIS CHRISTODOULOU
Keyword(s):  
Dynamical Systems ◽  
Nonlinear Dynamical Systems ◽  
High Order ◽  
Control Signal ◽  
Parameter Uncertainties ◽  
Fuzzy Partitioning ◽  
Neuro Fuzzy ◽  
Square Systems ◽  
System States ◽  
Dynamic Uncertainties

The indirect adaptive regulation of unknown nonlinear dynamical systems with multiple inputs and states (MIMS) under the presence of dynamic and parameter uncertainties, is considered in this paper. The method is based on a new neuro-fuzzy dynamical systems description, which uses the fuzzy partitioning of an underlying fuzzy systems outputs and high order neural networks (HONN's) associated with the centers of these partitions. Every high order neural network approximates a group of fuzzy rules associated with each center. The indirect regulation is achieved by first identifying the system around the current operation point, and then using its parameters to device the control law. Weight updating laws for the involved HONN's are provided, which guarantee that, under the presence of both parameter and dynamic uncertainties, both the identification error and the system states reach zero, while keeping all signals in the closed loop bounded. The control signal is constructed to be valid for both square and non square systems by using a pseudoinverse, in Moore-Penrose sense. The existence of the control signal is always assured by employing a novel method of parameter hopping instead of the conventional projection method. The applicability is tested on well known benchmarks.

Transferability of a neuro-fuzzy river ice jam flood forecasting model

2007 ◽  
Vol 48 (3) ◽  
pp. 188-201 ◽  
Author(s):  
C. Mahabir ◽  
F.E. Hicks ◽  
A. Robinson Fayek
Keyword(s):  
Flood Forecasting ◽  
River Ice ◽  
Forecasting Model ◽  
Ice Jam ◽  
Neuro Fuzzy
Sign in / Sign up

Export Citation Format

Share Document