MODELING AND FORECASTING OF INTERVAL-VALUED TIME SERIES USING FUZZY MODELING AND INTERVAL INFORMATION GRANULARITY

WENYAN SONG; DEGANG WANG; HONGXING LI; LILI CAI

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MODELING AND FORECASTING OF INTERVAL-VALUED TIME SERIES USING FUZZY MODELING AND INTERVAL INFORMATION GRANULARITY

机译：基于模糊建模和区间信息粒度的区间时间序列建模与预测

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摘要

In this paper, modeling and forecasting of interval-valued time series (ITS) are investigated. The principle of justifiable information granularity is utilized to transfer the numeric time series into ITS. And, an interval-valued error-compensated marginal linearization method is proposed to predict ITS. Farther, in order to measure the performance of ITS, a novel criterion, which takes forecasting accuracy and interval coverage into account together, is obtained. Numerical experiments illustrate the validity of the proposed method.

机译：本文研究了区间值时间序列（ITS）的建模和预测。合理的信息粒度原理用于将数字时间序列转换为ITS。并且，提出了一种区间值误差补偿边缘线性化方法来预测ITS。此外，为了衡量ITS的性能，获得了一个新的准则，该准则同时考虑了预测准确性和区间覆盖范围。数值实验证明了该方法的有效性。

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来源
《International Journal of Innovative Computing Information and Control》 |2017年第2期|671-677|共7页
作者
WENYAN SONG; DEGANG WANG; HONGXING LI; LILI CAI;
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作者单位

School of Economics Dongbei University of Finance and Economics,Center for Econometric Analysis and Forecasting, Northeastern Branch No. 217, Jianshan Street, Shahekou District, Dalian 116025, P. R. China;

School of Control Science and Engineering Dalian University of Technology No. 2, Linggong Road, Ganjingzi District, Dalian 116024, P. R. China;

School of Control Science and Engineering Dalian University of Technology No. 2, Linggong Road, Ganjingzi District, Dalian 116024, P. R. China;

School of Control Science and Engineering Dalian University of Technology No. 2, Linggong Road, Ganjingzi District, Dalian 116024, P. R. China;

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正文语种 eng
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关键词
interval-valued time series; interval information granule; fuzzy modeling;

机译：区间值时间序列;区间信息粒度;模糊建模;

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MODELING AND FORECASTING OF INTERVAL-VALUED TIME SERIES USING FUZZY MODELING AND INTERVAL INFORMATION GRANULARITY

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