A high-order multi-variable Fuzzy Time Series forecasting algorithm based on fuzzy clustering

作者：

Highlights：

• A novel high-order multi-variable algorithm (HMV-FTS) is presented.

• HMV-FTS outperforms existing algorithms of Fuzzy Time Series (FTS).

• HMV-FTS reduces computational error compared to the existing algorithms.

• Robustness of HMV-FTS is examined by various examples.

摘要

•A novel high-order multi-variable algorithm (HMV-FTS) is presented.•HMV-FTS outperforms existing algorithms of Fuzzy Time Series (FTS).•HMV-FTS reduces computational error compared to the existing algorithms.•Robustness of HMV-FTS is examined by various examples.

论文关键词：Fuzzy sets,Fuzzy Time Series,Fuzzy clustering,Fuzzy C-Means,Multi-variable algorithms,High-order algorithms

论文评审过程：Available online 6 October 2014.

论文官网地址：https://doi.org/10.1016/j.eswa.2014.09.036