scholarly journals A hybrid forecast model combining fuzzy time series, linear regression and a new smoothing technique

2015 ◽  
Author(s):  
Fabio Jose Justo dos Santos ◽  
Heloisa De Arruda Camargo
Keyword(s):  
Time Series ◽  
Linear Regression ◽  
Forecast Model ◽  
Fuzzy Time Series ◽  
Smoothing Technique ◽  
Model Combining

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.

The Implication of Taiwan's Ore Tramp Carrier Cargo on the Blast Furnace Plant

2013 ◽  
Vol 694-697 ◽  
pp. 3488-3491 ◽  
Author(s):  
Ming Tao Chou ◽  
Chien Chang Chou
Keyword(s):  
Time Series ◽  
Blast Furnace ◽  
Forecast Error ◽  
Forecast Model ◽  
Time Series Model ◽  
Fuzzy Time Series ◽  
Time Series Forecast ◽  
The Relationship ◽  
Furnace Plant ◽  
Blast Furnace Plant

The article used a fuzzy time series model to analyze the relationship between the Taiwans ore tramp carrier cargo and the blast furnace plant in Taiwan. Finally, the proposed fuzzy time series model is applied to an empirical study in Taiwan. The results show that the proposed fuzzy time series forecast model produces a lower forecast error. That indicates it is an appropriate forecast tool.

About One Approach to Defuzzifikation of Outputs of Fuzzy Time Series Model

2011 ◽  
Vol 3 (9) ◽  
pp. 562-566
Author(s):  
Ramin Rzayev ◽  
◽  
Musa Agamaliyev ◽  
Nijat Askerov
Keyword(s):  
Time Series ◽  
Time Series Model ◽  
Fuzzy Time Series

Peramalan Data IHSG Menggunakan Metode Backpropagation

2013 ◽  
Vol 5 (1) ◽  
pp. 26-30
Author(s):  
Seng Hansun
Keyword(s):  
Time Series ◽  
Soft Computing ◽  
Fuzzy Time Series

Jaringan saraf tiruan merupakan salah satu metode soft computing yang banyak digunakan dan diterapkan di berbagai disiplin ilmu, termasuk analisis data runtun waktu. Tujuan utama dari analisis data runtun waktu adalah untuk memprediksi data runtun waktu yang dapat digunakan secara luas dalam berbagai data runtun waktu real, termasuk data harga saham. Banyak peneliti yang telah berkontribusi dalam analisis data runtun waktu dengan menggunakan berbagai pendekatan berbeda. Chen dan Hsu, Jilani dkk., Stevenson dan Porter, dan Hansun telah menggunakan metode fuzzy time series untuk meramalkan data mendatang, sementara beberapa peneliti lainnya menggunakan metode hibrid, seperti yang dilakukan oleh Subanar dan Suhartono, Popoola dkk, Popoola, Hansun dan Subanar. Di dalam penelitian ini, penulis mencoba untuk menerapkan metode jaringan saraf tiruan backpropagation pada salah satu indikator perubahan harga saham, yakni IHSG (Indeks Harga Saham Gabungan). Penelitian dilanjutkan dengan menghitung tingkat akurasi dan kehandalan metode yang telah diterapkan pada data IHSG. Pendekatan ini diharapkan dapat menjadi salah satu cara alternatif dalam meramalkan data IHSG sebagai salah satu indikator perubahan harga saham di Indonesia. Kata kunci—jaringan saraf tiruan, backpropagation, analisis data runtun waktu, soft computing, IHSG

Análise da relação entre O3, NO e NO2 usando técnicas de regressão linear múltipla.

GEOgraphia ◽  
2018 ◽  
Vol 20 (43) ◽  
pp. 124
Author(s):  
Amaury De Souza ◽  
Priscilla V Ikefuti ◽  
Ana Paula Garcia ◽  
Debora A.S Santos ◽  
Soetania Oliveira
Keyword(s):  
Time Series ◽  
Linear Regression ◽  
Nitrogen Dioxide ◽  
Multiple Linear Regression ◽  
Quality Parameters ◽  
Environmental Pollutant ◽  
Environmental Research ◽  
Linear Regression Models ◽  
Mato Grosso ◽  
The Impact

Análise e previsão de parâmetros de qualidade do ar são tópicos importantes da pesquisa atmosférica e ambiental atual, devido ao impacto causado pela poluição do ar na saúde humana. Este estudo examina a transformação do dióxido de nitrogênio (NO2) em ozônio (O3) no ambiente urbano, usando o diagrama de séries temporais. Foram utilizados dados de concentração de poluentes ambientais e variáveis meteorológicas para prever a concentração de O3 na atmosfera. Foi testado o emprego de modelos de regressão linear múltipla como ferramenta para a predição da concentração de O3. Os resultados indicam que o valor da temperatura e a presença de NO2 influenciam na concentração de O3 em Campo Grande, capital do Estado do Mato Grosso do Sul. Palavras-chave: Ozônio. Dióxido de nitrogênio. Séries cronológicas. Regressões. ANALYSIS OF THE RELATIONSHIP BETWEEN O3, NO AND NO2 USING MULTIPLE LINEAR REGRESSION TECHNIQUES.Abstract: Analysis and prediction of air quality parameters are important topics of current atmospheric and environmental research due to the impact caused by air pollution on human health. This study examines the transformation of nitrogen dioxide (NO2) into ozone (O3) in the urban environment, using the time series diagram. Environmental pollutant concentration and meteorological variables were used to predict the O3 concentration in the atmosphere. The use of multiple linear regression models was tested as a tool to predict O3 concentration. The results indicate that the temperature value and the presence of NO2 influence the O3 concentration in Campo Grande, capital of the State of Mato Grosso do Sul.Keywords: Ozone. Nitrogen dioxide. Time series. Regressions. ANÁLISIS DE LA RELACIÓN ENTRE O3, NO Y NO2 UTILIZANDO MÚLTIPLES TÉCNICAS DE REGRESIÓN LINEAL.Resumen: Análisis y previsión de los parámetros de calidad del aire son temas importantes de la actual investigación de la atmósfera y el medio ambiente, debido al impacto de la contaminación atmosférica sobre la salud humana. Este estudio examina la transformación del dióxido de nitrógeno (NO2) en ozono (O3) en el entorno urbano, utilizando el diagrama de series de tiempo. Las concentraciones de los contaminantes ambientales de datos y variables climáticas fueron utilizadas para predecir la concentración de O3 en la atmósfera. El uso de múltiples modelos de regresión lineal como herramienta para predecir la concentración de O3 se puso a prueba. Los resultados indican que el valor de la temperatura y la presencia de NO2 influyen en la concentración de O3 en Campo Grande, capital del Estado de Mato Grosso do Sul.Palabras clave: Ozono. Dióxido de nitrógeno. Series de tiempo. Regresiones.

A Distributed Algorithm for Scalable Fuzzy Time Series

2019 ◽  
pp. 42-56 ◽  
Author(s):  
Petrônio Cândido de Lima e Silva ◽  
Patrícia de Oliveira e Lucas ◽  
Frederico Gadelha Guimarães
Keyword(s):  
Time Series ◽  
Distributed Algorithm ◽  
Fuzzy Time Series

Fuzzy time series for predicting phenological stages of apple trees

2021 ◽  
Author(s):  
Tiago Boechel ◽  
Lucas Micol Policarpo ◽  
Gabriel de Oliveira Ramos ◽  
Rodrigo da Rosa Righi
Keyword(s):  
Time Series ◽  
Fuzzy Time Series ◽  
Phenological Stages ◽  
Apple Trees

Evolving Fuzzy Time Series for Spatio-temporal Forecasting in Renewable Energy Systems

2021 ◽  
Author(s):  
Carlos A. Severiano ◽  
Petrônio de Cândido de Lima e Silva ◽  
Miri Weiss Cohen ◽  
Frederico Gadelha Guimarães
Keyword(s):  
Time Series ◽  
Renewable Energy ◽  
Energy Systems ◽  
Fuzzy Time Series ◽  
Renewable Energy Systems ◽  
Spatio Temporal

scholarly journals Characterization of Export Regimes in Concentration–Discharge Plots via an Advanced Time-Series Model and Event-Based Sampling Strategies

Water ◽  
2021 ◽  
Vol 13 (13) ◽  
pp. 1723
Author(s):  
Ana Gonzalez-Nicolas ◽  
Marc Schwientek ◽  
Michael Sinsbeck ◽  
Wolfgang Nowak
Keyword(s):  
Time Series ◽  
Linear Regression ◽  
Time Series Model ◽  
Data Series ◽  
Additional Parameter ◽  
Sampling Strategies ◽  
Discharge Rates ◽  
Regression Approach ◽  
Event Based ◽  
Stochastic Time Series

Currently, the export regime of a catchment is often characterized by the relationship between compound concentration and discharge in the catchment outlet or, more specifically, by the regression slope in log-concentrations versus log-discharge plots. However, the scattered points in these plots usually do not follow a plain linear regression representation because of different processes (e.g., hysteresis effects). This work proposes a simple stochastic time-series model for simulating compound concentrations in a river based on river discharge. Our model has an explicit transition parameter that can morph the model between chemostatic behavior and chemodynamic behavior. As opposed to the typically used linear regression approach, our model has an additional parameter to account for hysteresis by including correlation over time. We demonstrate the advantages of our model using a high-frequency data series of nitrate concentrations collected with in situ analyzers in a catchment in Germany. Furthermore, we identify event-based optimal scheduling rules for sampling strategies. Overall, our results show that (i) our model is much more robust for estimating the export regime than the usually used regression approach, and (ii) sampling strategies based on extreme events (including both high and low discharge rates) are key to reducing the prediction uncertainty of the catchment behavior. Thus, the results of this study can help characterize the export regime of a catchment and manage water pollution in rivers at lower monitoring costs.

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