scholarly journals Dynamic Type-2 Fuzzy Time Warping (DT2FTW): A Hybrid Model for Uncertain Time-Series Prediction

2021 ◽  
Vol 21 (4) ◽  
pp. 338-348
Author(s):  
Aref Safari ◽  
Rahil Hosseini ◽  
Mahdi Mazinani
Author(s):  
Arthur C. V. e Pinto ◽  
Petronio C. L. Silva ◽  
Frederico G. Guimaraes ◽  
Christian Wagner ◽  
Eduardo P. de Aguiar

2020 ◽  
Vol 12 (11) ◽  
pp. 4730 ◽  
Author(s):  
Ping Wang ◽  
Hongyinping Feng ◽  
Guisheng Zhang ◽  
Daizong Yu

An accurate, reliable and stable air quality prediction system is conducive to the public health and management of atmospheric ecological environment; therefore, many models, individual or hybrid, have been implemented widely to deal with the prediction problem. However, many of these models do not take into consideration or extract improperly the period information in air quality index (AQI) time series, which impacts the models’ learning efficiency greatly. In this paper, a period extraction algorithm is proposed by using a Luenberger observer, and then a novel period-aware hybrid model combined the period extraction algorithm and tradition time series models is build to exploit the comprehensive forecasting capacity to the AQI time series with nonlinear and non-stationary noise. The hybrid model requires a multi-phase implementation. In the first step, the Luenberger observer is used to estimate the implied period function in the one-dimensional AQI series, and then the analyzed time series is mapped to the period space through the function to obtain the period information sub-series of the original series. In the second step, the period sub-series is combined with the original input vector as input vector components according to the time points to establish a new data set. Finally, the new data set containing period information is applied to train the traditional time series prediction models. Both theoretical proof and experimental results obtained on the AQI hour values of Beijing, Tianjin, Taiyuan and Shijiazhuang in North China prove that the hybrid model with period information presents stronger robustness and better forecasting accuracy than the traditional benchmark models.


2012 ◽  
Author(s):  
Ruhaidah Samsudin ◽  
Puteh Saad ◽  
Ani Shabri

In this paper, time series prediction is considered as a problem of missing value. A model for the determination of the missing time series value is presented. The hybrid model integrating autoregressive intergrated moving average (ARIMA) and artificial neural network (ANN) model is developed to solve this problem. The developed models attempts to incorporate the linear characteristics of an ARIMA model and nonlinear patterns of ANN to create a hybrid model. In this study, time series modeling of rice yield data in Muda Irrigation area. Malaysia from 1995 to 2003 are considered. Experimental results with rice yields data sets indicate that the hybrid model improve the forecasting performance by either of the models used separately. Key words: ARIMA; Box and Jenkins; neural networks; rice yields; hybrid ANN model


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