IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v10y2022i23p4495-d987055.html
   My bibliography  Save this article

Polynomial Fuzzy Information Granule-Based Time Series Prediction

Author

Listed:
  • Xiyang Yang

    (Key Laboratory of Intelligent Computing and Information Processing, Quanzhou Normal University, Quanzhou 362000, China
    Fujian Key Laboratory of Financial Information Processing, Putian University, Putian 351100, China
    School of Mathematical Science, Beijing Normal University, Beijing 100875, China
    Fujian Provincial Key Laboratory of Data-Intensive Computing, Quanzhou Normal University, Quanzhou 362000, China)

  • Shiqing Zhang

    (Key Laboratory of Intelligent Computing and Information Processing, Quanzhou Normal University, Quanzhou 362000, China
    Fujian Provincial Key Laboratory of Data-Intensive Computing, Quanzhou Normal University, Quanzhou 362000, China)

  • Xinjun Zhang

    (Fujian Key Laboratory of Financial Information Processing, Putian University, Putian 351100, China)

  • Fusheng Yu

    (School of Mathematical Science, Beijing Normal University, Beijing 100875, China)

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.

Suggested Citation

  • Xiyang Yang & Shiqing Zhang & Xinjun Zhang & Fusheng Yu, 2022. "Polynomial Fuzzy Information Granule-Based Time Series Prediction," Mathematics, MDPI, vol. 10(23), pages 1-21, November.
  • Handle: RePEc:gam:jmathe:v:10:y:2022:i:23:p:4495-:d:987055
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/10/23/4495/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2227-7390/10/23/4495/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Zhang, Hong & Nguyen, Hoang & Bui, Xuan-Nam & Pradhan, Biswajeet & Mai, Ngoc-Luan & Vu, Diep-Anh, 2021. "Proposing two novel hybrid intelligence models for forecasting copper price based on extreme learning machine and meta-heuristic algorithms," Resources Policy, Elsevier, vol. 73(C).
    2. Mingdi Hu & Chenrui Wang & Jingbing Yang & Yi Wu & Jiulun Fan & Bingyi Jing, 2022. "Rain Rendering and Construction of Rain Vehicle Color -24 Dataset," Mathematics, MDPI, vol. 10(17), pages 1-18, September.
    3. Jiang, Ping & Yang, Hufang & Li, Hongmin & Wang, Ying, 2021. "A developed hybrid forecasting system for energy consumption structure forecasting based on fuzzy time series and information granularity," Energy, Elsevier, vol. 219(C).
    4. Linjie He & Yumin Chen & Caiming Zhong & Keshou Wu, 2022. "Granular Elastic Network Regression with Stochastic Gradient Descent," Mathematics, MDPI, vol. 10(15), pages 1-15, July.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zhang, Lifang & Wang, Jianzhou & Niu, Xinsong & Liu, Zhenkun, 2021. "Ensemble wind speed forecasting with multi-objective Archimedes optimization algorithm and sub-model selection," Applied Energy, Elsevier, vol. 301(C).
    2. Shi, Tao & Li, Chongyang & Zhang, Wei & Zhang, Yi, 2023. "Forecasting on metal resource spot settlement price: New evidence from the machine learning model," Resources Policy, Elsevier, vol. 81(C).
    3. Wang, Chen & Zhang, Shenghui & Liao, Peng & Fu, Tonglin, 2022. "Wind speed forecasting based on hybrid model with model selection and wind energy conversion," Renewable Energy, Elsevier, vol. 196(C), pages 763-781.
    4. Yanfeng Wang & Haohao Wang & Sanyi Li & Lidong Wang, 2022. "Survival Risk Prediction of Esophageal Cancer Based on the Kohonen Network Clustering Algorithm and Kernel Extreme Learning Machine," Mathematics, MDPI, vol. 10(9), pages 1-20, April.
    5. Stefenon, Stefano Frizzo & Seman, Laio Oriel & Aquino, Luiza Scapinello & Coelho, Leandro dos Santos, 2023. "Wavelet-Seq2Seq-LSTM with attention for time series forecasting of level of dams in hydroelectric power plants," Energy, Elsevier, vol. 274(C).
    6. Song, Xiang & Wang, Dingyu & Zhang, Xuantao & He, Yuan & Wang, Yong, 2022. "A comparison of the operation of China's carbon trading market and energy market and their spillover effects," Renewable and Sustainable Energy Reviews, Elsevier, vol. 168(C).
    7. Zheng, Shuxian & Tan, Zhanglu & Xing, Wanli & Zhou, Xuanru & Zhao, Pei & Yin, Xiuqi & Hu, Han, 2022. "A comparative exploration of the chaotic characteristics of Chinese and international copper futures prices," Resources Policy, Elsevier, vol. 78(C).
    8. Zheng, Xiaolei & Nguyen, Hoang & Bui, Xuan-Nam, 2021. "Exploring the relation between production factors, ore grades, and life of mine for forecasting mining capital cost through a novel cascade forward neural network-based salp swarm optimization model," Resources Policy, Elsevier, vol. 74(C).
    9. Yifei Zhao & Jianhong Chen & Hideki Shimada & Takashi Sasaoka, 2023. "Non-Ferrous Metal Price Point and Interval Prediction Based on Variational Mode Decomposition and Optimized LSTM Network," Mathematics, MDPI, vol. 11(12), pages 1-16, June.
    10. Choi, Yosoon & Nguyen, Hoang & Bui, Xuan-Nam & Nguyen-Thoi, Trung, 2022. "Optimization of haulage-truck system performance for ore production in open-pit mines using big data and machine learning-based methods," Resources Policy, Elsevier, vol. 75(C).
    11. Mingdi Hu & Yi Wu & Jiulun Fan & Bingyi Jing, 2022. "Joint Semantic Intelligent Detection of Vehicle Color under Rainy Conditions," Mathematics, MDPI, vol. 10(19), pages 1-16, September.
    12. Qiangqiang Chen & Linjie He & Yanan Diao & Kunbin Zhang & Guoru Zhao & Yumin Chen, 2022. "A Novel Neighborhood Granular Meanshift Clustering Algorithm," Mathematics, MDPI, vol. 11(1), pages 1-15, December.
    13. Liang, Xuedong & Luo, Peng & Li, Xiaoyan & Wang, Xia & Shu, Lingli, 2023. "Crude oil price prediction using deep reinforcement learning," Resources Policy, Elsevier, vol. 81(C).
    14. Sahraei, Mohammad Ali & Çodur, Merve Kayaci, 2022. "Prediction of transportation energy demand by novel hybrid meta-heuristic ANN," Energy, Elsevier, vol. 249(C).
    15. Pang, Qinghua & Dong, Xianwei & Zhang, Lina & Chiu, Yung-ho, 2023. "Drivers and key pathways of the household energy consumption in the Yangtze river economic belt," Energy, Elsevier, vol. 262(PA).
    16. Zhou, Jianguo & Xu, Zhongtian, 2023. "A novel three-stage hybrid learning paradigm based on a multi-decomposition strategy, optimized relevance vector machine, and error correction for multi-step forecasting of precious metal prices," Resources Policy, Elsevier, vol. 80(C).
    17. Hu, Haisheng & Zhao, Laijun & Dong, Wanhao, 2023. "How to achieve the goal of carbon peaking by the energy policy? A simulation using the DCGE model for the case of Shanghai, China," Energy, Elsevier, vol. 278(PA).
    18. Ling Yang & Kai Zhao & Yankai Zhao & Mengyuan Zhong, 2021. "Identifying Key Factors in Determining Disparities in Energy Consumption in China: A Household Level Analysis," Energies, MDPI, vol. 14(21), pages 1-20, November.
    19. Luo, Hongyuan & Wang, Deyun & Cheng, Jinhua & Wu, Qiaosheng, 2022. "Multi-step-ahead copper price forecasting using a two-phase architecture based on an improved LSTM with novel input strategy and error correction," Resources Policy, Elsevier, vol. 79(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:10:y:2022:i:23:p:4495-:d:987055. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.