模糊时间序列模型在论域划分上的研究

doi:10.3969/j.issn.1006-2475.2015.11.005

计算机与现代化 ›› 2015, Vol. 0 ›› Issue (11): 22-26+121.doi: 10.3969/j.issn.1006-2475.2015.11.005

模糊时间序列模型在论域划分上的研究

(1.武汉邮电科学研究院，湖北武汉430074；2.烽火通信科技股份有限公司南京研发部，江苏南京210019)

出版日期:2015-11-12 发布日期:2015-11-16
作者简介:汪洋(1978-),男,江苏南京人，武汉邮电科学研究院、烽火通信科技股份有限公司南京研发部高级工程师，硕士,研究方向:计算机网络; 陈海燕(1990-),女,湖北黄冈人，硕士研究生,研究方向:网络行为分析; 彭艳兵(1974-),男,高级工程师，博士,研究方向:网络行为分析,海量数据挖掘。
基金资助:
江苏省科技支撑计划项目(2015BAK20B05)

Research on Discourse Partition of Fuzzy Time Series Models

(1. Wuhan Research Institute of Posts and Telecommunications, Wuhan 430074, China; 2. Nanjing Research and Development Department, FiberHome Communication Technology Co. Ltd., Nanjing 210019, China)

Online:2015-11-12 Published:2015-11-16

摘要/Abstract

摘要： 模糊时间序列的研究方向主要是围绕论域划分和模糊关系表示2个方面。首先，本文针对模糊时间序列模型中多尺度比率的论域划分方法存在的问题，提出用相邻数据相对误差的几何平均代替算术平均的方法，以提高模糊区间的精度和预测的准确度；其次，针对周期性的时间序列,采用连续时间的观测值表示模糊逻辑关系将存在很大的预测误差，使用以周期为间隔的时间序列的观测值来表示模糊逻辑关系,此方法不仅简化了模糊关系矩阵，而且降低了算法复杂度；最后，通过重庆某网吧客流量的预测，验证此方法的有效性。

关键词: 模糊时间序列, 多尺度比率, 几何平均, 周期性时间序列

Abstract:

There are two research directions on it, one is discourse partition, and the other is fuzzy relations. Firstly, aiming at the problem of fuzzy time series model of multi-scale ratio existing in the theory of discourse partition method, the paper puts forward a method that uses relative error of the geometric average adjacent data instead of the arithmetic mean, in order to improve the precision of fuzzy intervals and the accuracy of prediction. Secondly, if the periodic time sequence using observations of continuous time to represent the fuzzy logic relation will exist a lot of prediction error, the paper comes up with using cycle as the interval of time series observation value indicates the fuzzy logic relationship. This method not only simplifies the fuzzy relationship matrix, but also reduces the algorithm complexity. Finally, the effectiveness of this method through Chongqing Net Bars traffic forecast is demonstrated in the paper.


Key words: fuzzy time series model, multi-scale ratio, geometric average, periodic time series

中图分类号:

TP273

汪洋1,2，陈海燕1,2，彭艳兵1,2. 模糊时间序列模型在论域划分上的研究[J]. 计算机与现代化, 2015, 0(11): 22-26+121.

WANG Yang1,2, CHEN Hai-yan1,2, PENG Yan-bing1,2. Research on Discourse Partition of Fuzzy Time Series Models[J]. Computer and Modernization, 2015, 0(11): 22-26+121.

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模糊时间序列模型在论域划分上的研究

Research on Discourse Partition of Fuzzy Time Series Models

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