The Modeling of Interval-Valued Time Series: A Method Based on Fuzzy Set Theory and Artificial Neural Networks

Author(s):  
Wei Zhou ◽  
Dan Shan ◽  
Jianhua Yang ◽  
Wei Lu

Interval-valued time series (ITS) are interval-valued data that are collected in chronological order. The modeling of ITS is an ongoing issue in domain of time series analysis. This paper presents a new modeling method of ITS based on the synergy of fuzzy set theory and artificial neural networks. The proposed method involves the construction of collection of fuzzy sets describing characteristics of amplitude of ITS, the expression and reconstruction mechanism of ITS and the emergence of model of ITS based on artificial neural network (ANN). The resulting model of ITS not only supports the linguistic output but also the numeric output in interval format. A series of experimental studies is reported for two publicly available financial datasets showing different dynamic characteristics. Experimental results clearly show that the constructed ITS model has the better performance on the linguistic and numeric level.

2016 ◽  
Vol 9 (1) ◽  
pp. 53-62 ◽  
Author(s):  
R. D. García ◽  
O. E. García ◽  
E. Cuevas ◽  
V. E. Cachorro ◽  
A. Barreto ◽  
...  

Abstract. This paper presents the reconstruction of a 73-year time series of the aerosol optical depth (AOD) at 500 nm at the subtropical high-mountain Izaña Atmospheric Observatory (IZO) located in Tenerife (Canary Islands, Spain). For this purpose, we have combined AOD estimates from artificial neural networks (ANNs) from 1941 to 2001 and AOD measurements directly obtained with a Precision Filter Radiometer (PFR) between 2003 and 2013. The analysis is limited to summer months (July–August–September), when the largest aerosol load is observed at IZO (Saharan mineral dust particles). The ANN AOD time series has been comprehensively validated against coincident AOD measurements performed with a solar spectrometer Mark-I (1984–2009) and AERONET (AErosol RObotic NETwork) CIMEL photometers (2004–2009) at IZO, obtaining a rather good agreement on a daily basis: Pearson coefficient, R, of 0.97 between AERONET and ANN AOD, and 0.93 between Mark-I and ANN AOD estimates. In addition, we have analysed the long-term consistency between ANN AOD time series and long-term meteorological records identifying Saharan mineral dust events at IZO (synoptical observations and local wind records). Both analyses provide consistent results, with correlations  >  85 %. Therefore, we can conclude that the reconstructed AOD time series captures well the AOD variations and dust-laden Saharan air mass outbreaks on short-term and long-term timescales and, thus, it is suitable to be used in climate analysis.


2006 ◽  
Vol 38 (2) ◽  
pp. 227-237 ◽  
Author(s):  
Luis Oliva Teles ◽  
Vitor Vasconcelos ◽  
Luis Oliva Teles ◽  
Elisa Pereira ◽  
Martin Saker ◽  
...  

CERNE ◽  
2014 ◽  
Vol 20 (2) ◽  
pp. 267-276 ◽  
Author(s):  
Pedro Resende Silva ◽  
Fausto Weimar Acerbi Júnior ◽  
Luis Marcelo Tavares de Carvalho ◽  
José Roberto Soares Scolforo

The aim of this study was to develop a methodology for mapping land use and land cover in the northern region of Minas Gerais state, where, in addition to agricultural land, the landscape is dominated by native cerrado, deciduous forests, and extensive areas of vereda. Using forest inventory data, as well as RapidEye, Landsat TM and MODIS imagery, three specific objectives were defined: 1) to test use of image segmentation techniques for an object-based classification encompassing spectral, spatial and temporal information, 2) to test use of high spatial resolution RapidEye imagery combined with Landsat TM time series imagery for capturing the effects of seasonality, and 3) to classify data using Artificial Neural Networks. Using MODIS time series and forest inventory data, time signatures were extracted from the dominant vegetation formations, enabling selection of the best periods of the year to be represented in the classification process. Objects created with the segmentation of RapidEye images, along with the Landsat TM time series images, were classified by ten different Multilayer Perceptron network architectures. Results showed that the methodology in question meets both the purposes of this study and the characteristics of the local plant life. With excellent accuracy values for native classes, the study showed the importance of a well-structured database for classification and the importance of suitable image segmentation to meet specific purposes.


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