Art

J-GLOBAL ID：201702227122037229   Reference number：17A0524037

MODELING AND FORECASTING OF INTERVAL-VALUED TIME SERIES USING FUZZY MODELING AND INTERVAL INFORMATION GRANULARITY

ファジィモデリングとインターバル情報粒子を用いた区間値時系列のモデリングと予測

Author (4)： SONG Wenyan (Dongbei Univ. Finance and Economics, Dalian, CHN) ,  WANG Degang (Dalian Univ. Technol., Dalian, CHN) ,  LI Hongxing (Dalian Univ. Technol., Dalian, CHN) ,  CAI Lili (Dalian Univ. Technol., Dalian, CHN)
Material： International Journal of Innovative Computing, Information and Control  (IJICIC)
Volume： 13  Issue： 2  Page： 671-677  Publication year： Apr. 2017 
JST Material Number： F1199A  ISSN： 1349-4198  Document type： Article
Article type： 原著論文  Country of issue： Japan (JPN)  Language： ENGLISH (EN)

Thesaurus term： *fuzzy set ,  *time series ,  *modeling ,  *particle ,  compensation
Semi thesaurus term： *fuzzy modeling ,  *fuzzy time series ,  *interval-valued fuzzy set ,  Computational modeling ,  error compensation ,  *information granules

JST classification (4)： Logic algebra  (JB03000H) ,  System and control theory in general  (IA02010H) ,  Operations research in general  (KA03010Q) ,  Computer utilization technology in general  (JE01000C)

Reference (13)：

• R. J. Dong and W. Pedrycz, A granular time series approach to long-term forecasting and trend forecasting, Physica A, vol.387, pp.3253-3270, 2008.
• R. A. AL-Hmouz, W. Pedrycz and A. Balamash, Description and prediction of time series: A general framework of Granular Computing, Expert Systems with Applications, vol.42, pp.4830-4839, 2015.
• J. Ruan, X. Wang and Y. Shi, Developing fast predictors for large-scale time series using fuzzy granular support vector machines, Applied Soft Computing, vol.13, pp.3981-4000, 2013.
• X. C. Hu, W. Pedrycz and X. M. Wang, Optimal allocation of information granularity in system modeling through the maximization of information specificity: A development of granular input space, Applied Soft Computing, vol.42, pp.410-422, 2016.
• M. Y. Chen and B. T. Chen, A hybrid fuzzy time series model based on granular computing for stock price forecasting, Information Sciences, vol.294, pp.227-241, 2015.

Terms in the title (5)： ファジィモデリング ,  情報粒子 ,  時系列 ,  モデリング ,  予測