This paper develops a new time series clustering procedure allowing for heteroskedasticity, non-normality and model's non-linearity. At this aim, we follow fuzzy approach. Specifically, considering Dynamic Conditional Score (DCS) model, propose to cluster according their estimated conditional moments via the Autocorrelation-based C-means (A-FCM) algorithm. The DCS parametric modeling is appeali...

Abstract—Study of fuzzy time series has increasingly attracted much attention due to its salient capabilities of tackling vague and incomplete data. A variety of forecasting models have devoted to improve forecasting accuracy. Recently, Fuzzy time-series based on Fibonacci sequence has been proposed as a new fuzzy time series model which incorporates the concept of the Fibonacci sequence, the f...

The developed software is a web application with open access and is aimed on forecasting of time series stored in database. We proposed approach of time series forecasting, combined ARIMA models with fuzzy techniques: three fuzzy time series models, fuzzy transformation (F-transform) and ACL-scale. Applications of a proposed web service have demonstrated efficiency in practical time series pred...

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...

  Fuzzy time series have been developed during the last decade to improve the forecast accuracy. Many algorithms have been applied in this approach of forecasting such as high order time invariant fuzzy time series. In this paper, we present a hybrid algorithm to deal with the forecasting problem based on time variant fuzzy time series and particle swarm optimization algorithm, as a highly effi...

Fuzzy time series model has been employed by many researchers in forecasting activities such as students’ enrolment, temperature fluctuations and stock prices. The existing fuzzy time series models require exact match of the fuzzy logic relationships to calculate the forecasted value. However, in real life applications, the exact match of fuzzy logic relationships is not possible. Thus, an impr...

awareness of the level of river flow and its fluctuations at different times is one of the significant factor to achieve sustainable development for water resource issues. therefore, the present study two hybrid models, wavelet- adaptive neural fuzzy interference system (wanfis) and wavelet- artificial neural network (wann) are used for flow prediction of gamasyab river (nahavand, hamedan, iran...