The modeling of time series based on fuzzy information granules

作者：

Highlights：

• We proposed a novel approach to develop fuzzy granular model of time series.

• The method can reduce computation overhead of modeling and simplify prediction.

• Our developed fuzzy granular model can perform interval prediction of time series.

• We also propose a performance index to evaluate accuracy of fuzzy granular model.

• We explain the impact of the level of granularity on accuracy of the model.

摘要

•We proposed a novel approach to develop fuzzy granular model of time series.•The method can reduce computation overhead of modeling and simplify prediction.•Our developed fuzzy granular model can perform interval prediction of time series.•We also propose a performance index to evaluate accuracy of fuzzy granular model.•We explain the impact of the level of granularity on accuracy of the model.

论文关键词：Time series,Modeling,Fuzzy information granules

论文评审过程：Available online 19 December 2013.

论文官网地址：https://doi.org/10.1016/j.eswa.2013.12.005