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A NEW HYBRID FUZZY TIME SERIES FORECASTING MODEL BASED ON COMBINING FUZZY C-MEANS CLUSTERING AND PARTICLE SWAM OPTIMIZATION
Author(s) -
Nguyễn Văn Tính,
Nguyễn Công Điều
Publication year - 2019
Publication title -
journal of computer science and cybernetics (vietnam academy of science and technology)/journal of computer science and cybernetics
Language(s) - English
Resource type - Journals
eISSN - 2815-5939
pISSN - 1813-9663
DOI - 10.15625/1813-9663/35/3/13496
Subject(s) - particle swarm optimization , fuzzy logic , interval (graph theory) , computer science , data mining , cluster analysis , defuzzification , time series , series (stratigraphy) , fuzzy clustering , artificial intelligence , mathematical optimization , machine learning , fuzzy set , fuzzy number , mathematics , paleontology , combinatorics , biology
Fuzzy time series (FTS) model is one of the effective tools that can be used to identify factors in order to solve the complex process and uncertainty. Nowadays, it has been widely used in many forecasting problems. However, establishing effective fuzzy relationships groups, finding proper length of each interval, and building defuzzification rule are three issues that exist in FTS model. Therefore, in this paper, a novel FTS forecasting model based on fuzzy C-means (FCM) clustering and particle swarm optimization (PSO) was developed to enhance the forecasting accuracy. Firstly, the FCM clustering is used to divide the historical data into intervals with different lengths. After generating interval, the historical data is fuzzified into fuzzy sets. Following, fuzzy relationship groups were established based on the appearance history of the fuzzy sets on the right-hand side of the fuzzy logical relationships with the aim to serve for calculating the forecasting output.  Finally, the proposed model combined with PSO algorithm was applied to adjust interval lengths and find proper intervals in the universe of discourse for obtaining the best forecasting accuracy. To verify the effectiveness of the forecasting model, three numerical datasets (enrolments data of the University of Alabama, the Taiwan futures exchange –TAIFEX data and yearly deaths in car road accidents in Belgium) are selected to illustrate the proposed model. The experimental results indicate that the proposed model is better than any existing forecasting models in term of forecasting accuracy based on the first – order and high-order FTS.

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