Proceedings of the 2015 Conference of the International Fuzzy Systems Association and the European Society for Fuzzy Logic and Technology

Time series forecasting using fuzzy techniques

Authors
Tatiana Afanasieva, Nadezhda Yarushkina, Mkrtich Toneryan, Denis Zavarzin, Alexei Sapunkov, Ivan Sibirev
Corresponding Author
Tatiana Afanasieva
Available Online June 2015.
DOI
https://doi.org/10.2991/ifsa-eusflat-15.2015.151How to use a DOI?
Keywords
F-transform, fuzzy tendency, fuzzy time series, forecasting, linguistic description.
Abstract

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 multiple time series forecasting, based on fuzzy techniques, is proposed. We applied the traditional decomposition of time series, using F-transform technique. To identify the model of the time series three fuzzy time series models were tested: model, based on fuzzified time series values, model, based on fuzzified first differences of time series values and model, based on the fuzzy tendency. To choose the best model we introduce two step algorithm and new criteria in addition to well-known, based on lin- guistic description of time series fuzzy tendency. In the conclusion the received results are discussed and the efficiency of the proposed approach is shown.

Copyright
© 2015, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2015 Conference of the International Fuzzy Systems Association and the European Society for Fuzzy Logic and Technology
Series
Advances in Intelligent Systems Research
Publication Date
June 2015
ISBN
978-94-62520-77-6
ISSN
1951-6851
DOI
https://doi.org/10.2991/ifsa-eusflat-15.2015.151How to use a DOI?
Copyright
© 2015, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Tatiana Afanasieva
AU  - Nadezhda Yarushkina
AU  - Mkrtich Toneryan
AU  - Denis Zavarzin
AU  - Alexei Sapunkov
AU  - Ivan Sibirev
PY  - 2015/06
DA  - 2015/06
TI  - Time series forecasting using fuzzy techniques
BT  - Proceedings of the 2015 Conference of the International Fuzzy Systems Association and the European Society for Fuzzy Logic and Technology
PB  - Atlantis Press
SP  - 1068
EP  - 1075
SN  - 1951-6851
UR  - https://doi.org/10.2991/ifsa-eusflat-15.2015.151
DO  - https://doi.org/10.2991/ifsa-eusflat-15.2015.151
ID  - Afanasieva2015/06
ER  -