An Enhanced Fuzzy Linguistic Term Generation and Representation for time series forecasting

Atakan Sahin, Tufan Kumbasar, Engin Yesil, M. Furkan Dodurka, Onur Karasakal, Sarven Siradag

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Özet

This paper introduces an enhancement to linguistic forecast representation using Triangular Fuzzy Numbers (TFNs) called Enhanced Linguistic Generation and Representation Approach (ElinGRA). Since there is always an error margin in the predictions, there is a need to define error bounds in the forecast. The interval of the proposed presentation is generated from a Fuzzy logic based Lower and Upper Bound Estimator (FLUBE) by getting the models of forecast errors. Thus, instead of a classical statistical approaches, the level of uncertainty associated with the point forecasts will be defined within the FLUBE bounds and these bound can be used for defining fuzzy linguistic terms for the forecasts. Here, ElinGRA is proposed to generate triangular fuzzy numbers (TFNs) for the predictions. In addition to opportunity to handle the forecast as linguistic terms which will increase the interpretability, ElinGRA improved forecast accuracy of constructed TFNs by adding an extra correction term. The results of the experiments, which are conducted on two data sets, show the benefit of using ElinGRA to represent the uncertainty and the quality of the forecast.

Orijinal dilİngilizce
Ana bilgisayar yayını başlığıFUZZ-IEEE 2015 - IEEE International Conference on Fuzzy Systems
EditörlerAdnan Yazici, Nikhil R. Pal, Hisao Ishibuchi, Bulent Tutmez, Chin-Teng Lin, Joao M. C. Sousa, Uzay Kaymak, Trevor Martin
YayınlayanInstitute of Electrical and Electronics Engineers Inc.
ISBN (Elektronik)9781467374286
DOI'lar
Yayın durumuYayınlandı - 25 Kas 2015
EtkinlikIEEE International Conference on Fuzzy Systems, FUZZ-IEEE 2015 - Istanbul, Turkey
Süre: 2 Ağu 20155 Ağu 2015

Yayın serisi

AdıIEEE International Conference on Fuzzy Systems
Hacim2015-November
ISSN (Basılı)1098-7584

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???event.eventtypes.event.conference???IEEE International Conference on Fuzzy Systems, FUZZ-IEEE 2015
Ülke/BölgeTurkey
ŞehirIstanbul
Periyot2/08/155/08/15

Bibliyografik not

Publisher Copyright:
© 2015 IEEE.

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