Abstract
Fuzzy information granulation transfers the time series analysis from the numerical platform to the granular platform, which enables us to study the time series at a different granularity. In previous studies, each fuzzy information granule in a granular time series can reflect the average, range, and linear trend characteristics of the data in the corresponding time window. In order to get a more general information granule, this paper proposes polynomial fuzzy information granules, each of which can reflect both the linear trend and the nonlinear trend of the data in a time window. The distance metric of the proposed information granules is given theoretically. After studying the distance measure of the polynomial fuzzy information granule and its geometric interpretation, we design a time series prediction method based on the polynomial fuzzy information granules and fuzzy inference system. The experimental results show that the proposed prediction method can achieve a good long-term prediction.
Funder
National Natural Science Foundation of China
Science and Technology Program of Quanzhou
Fujian Natural Science Foundation Project
Fujian Key Laboratory of Financial Information Processing
Subject
General Mathematics,Engineering (miscellaneous),Computer Science (miscellaneous)
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献