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Numerical and Linguistic Prediction of Time Series With the Use of Fuzzy Cognitive Maps

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3 Author(s)
Stach, W. ; Univ. of Alberta, Edmonton ; Kurgan, L.A. ; Pedrycz, W.

In this paper, we introduce a novel approach to time-series prediction realized both at the linguistic and numerical level. It exploits fuzzy cognitive maps (FCMs) along with a recently proposed learning method that takes advantage of real-coded genetic algorithms. FCMs are used for modeling and qualitative analysis of dynamic systems. Within the framework of FCMs, the systems are described by means of concepts and their mutual relationships. The proposed prediction method combines FCMs with granular, fuzzy-set-based model of inputs. One of their main advantages is an ability to carry out modeling and prediction at both numerical and linguistic levels. A comprehensive set of experiments has been carried out with two major goals in mind. One is to assess quality of the proposed architecture, the other to examine the influence of its parameters of the prediction technique on the quality of prediction. The obtained results, which are compared with other prediction techniques using fuzzy sets, demonstrate that the proposed architecture offers substantial accuracy expressed at both linguistic and numerical levels.

Published in:

Fuzzy Systems, IEEE Transactions on  (Volume:16 ,  Issue: 1 )