Software of Time Series Forecasting based on Combinations of Fuzzy and Statistical Models

T. Afanasieva, A. Sapunkov, A. Afanasiev

Abstract


The developed software is a web application with open access and is aimed on forecasting of time series stored in database. We proposed approach of time series forecasting, combined ARIMA models with fuzzy techniques: three fuzzy time series models, fuzzy transformation (F-transform) and ACL-scale. Applications of a proposed web service have demonstrated efficiency in practical time series predictions with suitable accuracy.

Keywords


time series; fuzzy time series; software; forecasting model

References


Box, G. and Jenkins, G., Time series Analysis: Forecasting and Control, Holden- Day, San Francisco, 1970.

J. D. Hamilton, Time series analysis. New Jersey: Princeton University Press, 1994.May, P., Ehrlich, H.C., Steinke, T.: ZIB Structure Prediction Pipeline: Composing a Complex Biological Workflow through Web Services. In: Nagel, W.E., Walter, W.V., Lehner, W. (eds.) Euro–Par 2006. LNCS, vol. 4128, pp. 1148–1158. Springer, Heidelberg

S.A. Yarushev, A.N. Averkin. REVIEW OF STUDIES ON TIME SERIES FORECASTING BASED ON HYBRID METHODS, NEURAL NETWORKS AND MULTIPLE REGRESSION. Software & Systems, No 1 (113), 2016, pp.75-82.

I. Perfilieva, Fuzzy transforms: theory and applications, Fuzzy Sets Syst. 157 (2006) 993–1023. ?

T. Afanasieva, N. Yarushkina, M. Toneryan, D. Zavarzin, A. Sapunkov and I. Sibirev Time series forecasting using fuzzy techniques // International Joint Conferece IFSA-EUSFLAT (16th World Congress of the International Fuzzy Systems Association (IFSA), 9th Conference of the European Society for Fuzzy Logic and Technology (EUSFLAT)), June 30th-July 3rd, Gijon (Asturias) Spain), 2015. – P. 1068- 1075.

Afanasieva T., Yarushkina N., Zavarzin D., Gyskov G., Romanov A. Time series forecasting using combination of exponential models and fuzzy techniques. // A. Abraham et.al. (eds.) Proceedings of the First International Scientific Conference «Intelligent Information technologies for Industry» (IITI'16), Advances in Intelligent Systems and Computing 450. : Springer International Publishing Switzerland 2016, pp. 41 – 50.

Dataset of time series, In CIF-2015, CIF-2016. [http://irafm.osu.cz/cif/main.php?c=Static&page=dates]

Ralf Mikut and Markus Reischl . Data mining tools. Advanced review. John Wiley & Sons, Inc. 2011.

Perfilieva, I.G. , Yarushkina, N.G., Afanasieva, T.V., Romanov A.A. Web-based System for Enterprise Performance Analysis on the Basis of Time series Data Mining// A. Abraham et.al. (eds.) Proceedings of the First International Scientific Conference «Intelligent Information technologies for Industry» (IITI'16), Advances in Intelligent Systems and Computing 450. : Springer International Publishing Switzerland 2016, pp. 75-86.

Afanasieva T., Yarushkina N., Gyskov G.The Study of Basic Fuzzy Time series Forecasing models // World Scientific Proceedings on Computer Engineering and Information Science – V0l.10. UNCERTAINTY MODELLING IN KNOWLEDGE ENGINEERING AND DECISION MAKING. Proceedings of the 12th International FLINS CONFERENCE ENSAIT (FLINS 2016), Roubaix, France, 24-26 August, 2016.?- pp.295-300.

T. Afanasieva T., N. Yarushkina, G. Gyskov. ACL-Scale as a Tool for Preprocessing of Many-Valued Contexts. In Proc. of The Second International Workshop on Soft Computing Applications and Knowledge Discovery (SCAD 2016), 2016, pp. 2-11.

Song, Q. A note on fuzzy Time series model relation with sample autocorrelation functions // Cybernetics and Systems: An International Journal. – 2003. – ? 34. – P. 93-107.

Hwang, J.R., Chen S.M. and Lee, C.H. 1998. Handling forecasting problem using fuzzy Time series, Fuzzy Sets and Systems, 100, 217-228.?

AngularJS. Available at: https://angularjs.org (accessed on 6 February 2017).

ASP.NET. Available at: https://www.asp.net (accessed on 6 February 2017).

SQL Server 2016. Available at: https://www.microsoft.com/en-cy/sql-server/sql-server-2016 (accessed on 6 February 2017).

Mamdani, E.H. and S. Assilian, "An experiment in linguistic synthesis with a fuzzy logic controller," International Journal of Man-Machine Studies, Vol. 7, No. 1, pp. 1-13, 1975.

Time series Analysis and Mining with R. Available at: http://www.rdatamining.com/docs/time-series-analysis-and-mining-with-r (accessed on 6 February 2017).


Full Text: PDF

Refbacks

  • There are currently no refbacks.


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.

IT in Innovation IT in Business IT in Engineering IT in Health IT in Science IT in Design IT in Fashion

IT in Industry @ (2012 - ) . http://www.it-in-industry.com . ISSN (Online): 2203-1731; ISSN (Print): 2204-0595