A Hybrid Fuzzy Time Series Approach Based on Fuzzy Clustering and Artificial Neural Network with Single Multiplicative Neuron Model

Ozge Cagcag Yolcu

Mathematical Problems in Engineering, 2013, vol. 2013, 1-9

Abstract:

Particularly in recent years, artificial intelligence optimization techniques have been used to make fuzzy time series approaches more systematic and improve forecasting performance. Besides, some fuzzy clustering methods and artificial neural networks with different structures are used in the fuzzification of observations and determination of fuzzy relationships, respectively. In approaches considering the membership values, the membership values are determined subjectively or fuzzy outputs of the system are obtained by considering that there is a relation between membership values in identification of relation. This necessitates defuzzification step and increases the model error. In this study, membership values were obtained more systematically by using Gustafson-Kessel fuzzy clustering technique. The use of artificial neural network with single multiplicative neuron model in identification of fuzzy relation eliminated the architecture selection problem as well as the necessity for defuzzification step by constituting target values from real observations of time series. The training of artificial neural network with single multiplicative neuron model which is used for identification of fuzzy relation step is carried out with particle swarm optimization. The proposed method is implemented using various time series and the results are compared with those of previous studies to demonstrate the performance of the proposed method.

Date: 2013
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://downloads.hindawi.com/journals/MPE/2013/560472.pdf (application/pdf)
http://downloads.hindawi.com/journals/MPE/2013/560472.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:560472

DOI: 10.1155/2013/560472

Access Statistics for this article

More articles in Mathematical Problems in Engineering from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().