نتایج جستجو برای: fuzzy time series model

تعداد نتایج: 3870057  

Journal: :iranian journal of fuzzy systems 2011
mehdi khashe mehdi bijari seyed reza hejazi

improving time series forecastingaccuracy is an important yet often difficult task.both theoretical and empirical findings haveindicated that integration of several models is an effectiveway to improve predictive performance, especiallywhen the models in combination are quite different. in this paper,a model of the hybrid artificial neural networks andfuzzy model is proposed for time series for...

Journal: :Journal of Korean Institute of Intelligent Systems 2009

2015
Tatiana Afanasieva Nadezhda Yarushkina Mkrtich Toneryan Denis Zavarzin Alexei Sapunkov Ivan Sibirev

The aim of this contribution is to show the opportunities of applying of fuzzy time series models to predict multiple heterogeneous time series, given at International Time Series Forecasting Competition [http://irafm.osu.cz/cif/main.php]. The dataset of this competition includes 91 time series of different length, time frequencies and behaviour. In this paper the framework (algorithm) of multi...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه صنعتی اصفهان - دانشکده ریاضی 1390

abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...

Journal: :ecopersia 2014
mehdi vafakhah saeid janizadeh saeid khosrobeigi bozchaloei

in this study, several data-driven techniques including system identification, adaptive neuro-fuzzy inference system (anfis), artificial neural network (ann) and wavelet-artificial neural network (wavelet-ann) models were applied to model rainfall-runoff (rr) relationship. for this purpose, the daily stream flow time series of hydrometric station of hajighoshan on gorgan river and the daily rai...

2007
Paulo Salgado Getúlio Igrejas Fernando Gouveia

This paper presents a fuzzy system approach to the prediction of nonlinear time series and dynamical systems based on a fuzzy model that includes its derivative information. The underlying mechanism governing the time series, expressed as a set of IF–THEN rules, is discovered by a modified structure of fuzzy system in order to capture the temporal series and its temporal derivative information....

2009
Nadezhda Yarushkina Tagir Unusov Tatyana Afanasyeva

For modeling of change of terminal server load, the approach including representation of time series of server parameters in the form of fuzzy time series is used. Further in the article the analysis of fuzzy time series is considered. The model of fuzzy tendencies is offered for terminal server traffic modeling. This model reflects change of the volume of terminal server traffic expressed ling...

2011
SUBANAR AGUS MAMAN ABADI

A time series is a realization or sample function from a certain stochastic process. The main goals of the analysis of time series are forecasting, modeling and characterizing. Conventional time series models i.e. autoregressive (AR), moving average (MA), hybrid AR and MA (ARMA) models, assume that the time series is stationary. The other methods to model time series are soft computing techniqu...

L. D. Nghiep V. V. Tai

This study proposes the model for interpolating time series to use them  to forecast effectively for future. This model is established based on the improved fuzzy clustering analysis problem, which is implemented by the Matlab procedure. The proposed model is illustrated by a data set and tested for many other datasets, especially for 3003 series in  M3-Competition data. Comparing  to the exist...

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