Time series forecasting with interval type-2 intuitionistic fuzzy logic systems

Conventional fuzzy time series approaches make use of type-1 or type-2 fuzzy models. Type-1 models with one index (membership grade) cannot fully handle the level of uncertainty inherent in many real world applications. The type-2 models with upper and lower membership functions do handle uncertaint...

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Main Authors: Eyoh, Imo, John, Robert, de Maere, Geert
Format: Conference or Workshop Item
Published: IEEE 2017
Online Access:https://eprints.nottingham.ac.uk/41463/
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author Eyoh, Imo
John, Robert
de Maere, Geert
author_facet Eyoh, Imo
John, Robert
de Maere, Geert
author_sort Eyoh, Imo
building Nottingham Research Data Repository
collection Online Access
description Conventional fuzzy time series approaches make use of type-1 or type-2 fuzzy models. Type-1 models with one index (membership grade) cannot fully handle the level of uncertainty inherent in many real world applications. The type-2 models with upper and lower membership functions do handle uncertainties in many applications better than its type-1 counterparts. This study proposes the use of interval type-2 intuitionistic fuzzy logic system of Takagi-Sugeno-Kang (IT2IFLS-TSK) fuzzy inference that utilises more parameters than type-2 fuzzy models in time series forecasting. The IT2IFLS utilises more indexes namely upper and lower non-membership functions. These additional parameters of IT2IFLS serve to refine the fuzzy relationships obtained from type-2 fuzzy models and ultimately improve the forecasting performance. Evaluation is made on the proposed system using three real world benchmark time series problems namely: Santa Fe, tree ring and Canadian lynx datasets. The empirical analyses show improvements of prediction of IT2IFLS over other approaches on these datasets.
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format Conference or Workshop Item
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institution University of Nottingham Malaysia Campus
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publishDate 2017
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spelling nottingham-414632020-05-04T19:01:50Z https://eprints.nottingham.ac.uk/41463/ Time series forecasting with interval type-2 intuitionistic fuzzy logic systems Eyoh, Imo John, Robert de Maere, Geert Conventional fuzzy time series approaches make use of type-1 or type-2 fuzzy models. Type-1 models with one index (membership grade) cannot fully handle the level of uncertainty inherent in many real world applications. The type-2 models with upper and lower membership functions do handle uncertainties in many applications better than its type-1 counterparts. This study proposes the use of interval type-2 intuitionistic fuzzy logic system of Takagi-Sugeno-Kang (IT2IFLS-TSK) fuzzy inference that utilises more parameters than type-2 fuzzy models in time series forecasting. The IT2IFLS utilises more indexes namely upper and lower non-membership functions. These additional parameters of IT2IFLS serve to refine the fuzzy relationships obtained from type-2 fuzzy models and ultimately improve the forecasting performance. Evaluation is made on the proposed system using three real world benchmark time series problems namely: Santa Fe, tree ring and Canadian lynx datasets. The empirical analyses show improvements of prediction of IT2IFLS over other approaches on these datasets. IEEE 2017-08-24 Conference or Workshop Item PeerReviewed Eyoh, Imo, John, Robert and de Maere, Geert (2017) Time series forecasting with interval type-2 intuitionistic fuzzy logic systems. In: IEEE International Conference on Fuzzy Systems (FUZZ-IEEE 2017), 9-12 Jul 2017, Naples, Italy. http://ieeexplore.ieee.org/document/8015463/
spellingShingle Eyoh, Imo
John, Robert
de Maere, Geert
Time series forecasting with interval type-2 intuitionistic fuzzy logic systems
title Time series forecasting with interval type-2 intuitionistic fuzzy logic systems
title_full Time series forecasting with interval type-2 intuitionistic fuzzy logic systems
title_fullStr Time series forecasting with interval type-2 intuitionistic fuzzy logic systems
title_full_unstemmed Time series forecasting with interval type-2 intuitionistic fuzzy logic systems
title_short Time series forecasting with interval type-2 intuitionistic fuzzy logic systems
title_sort time series forecasting with interval type-2 intuitionistic fuzzy logic systems
url https://eprints.nottingham.ac.uk/41463/
https://eprints.nottingham.ac.uk/41463/