A high precision global prediction approach based on local prediction approaches

IEEE Transactions on Systems, Man and Cybernetics Part C: Applications and Reviews

Volumn 32, Issue 4, 2002, Pages 416-425

  Su, Shun Feng ^a   Lin, Chan Ben ^b   Hsu, Yen Tseng ^a  

^a NATIONAL TAIWAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

^b CHANG GUNG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

Author keywords

Gray models; Model free estimators; Residual corrections; Time series prediction

Indexed keywords

ESTIMATION; FORECASTING; FOURIER TRANSFORMS; FUZZY SETS; MARKOV PROCESSES; MATHEMATICAL MODELS; MATRIX ALGEBRA; NEURAL NETWORKS; TIME SERIES ANALYSIS;

GLOBAL PREDICTION; MARKOV MATRICES; MARKOV-FOURIER GRAY MODEL; MODEL FREE ESTIMATORS; TIME SERIES PREDICTION;

SYSTEMS SCIENCE;

EID: 0036881061     PISSN: 10946977     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSMCC.2002.806745     Document Type: Article

References (44)

1. H. M. Valenzuela and A. S. Jabbi, "2-D recursive bilinear model for nonlinear signal," IEEE Trans. Circuits Syst. II: Analog and Digital Signal Processing, vol. 40, pp. 241-250, April 1993.
2. A. Monin and G. Salut, "ARMA lattice identification: A new hereditary algorithm," IEEE Trans. Signal Processing, vol. 44, pp. 360-370, Feb. 1996.
3. C. Alippi and V. Piuri, "Experimental neural networks for prediction and identification," IEEE Transactions Instrum. Meas., vol. 45, pp. 670-676, April 1996.
4. G. P. Box and G. M. Jenkins, Time Series Analysis: Forecasting and Control: Holden-day Inc., 1976.
5. J. Moody and C. J. Darken, "Fast learning in networks of locally-tuned processing units," Neural Comput., vol. 1, pp. 281-294, 1989.
6. E. Hartman and J. D. Keeler, "Predicting the future: Advantages of semilocal units," Neural Comput., vol. 3, pp. 566-578, 1991.
7. K. Chakraborty, K. Mehrotra, C. K. Mohan, and S. Ranka, "Forecasting the behavior of multivariate time series using neural networks," Neural Networks, vol. 5, pp. 961-970, 1992.
8. S. J. Nowlan and G. E. Hinton, "Simplifying neural networks by soft weight-sharing," Neural Comput., vol. 4, pp. 473-493, 1992.
9. V. Lopez, R. Huerta, and J. R. Dorronsosro, "Recurrent and feedforward of polynomial modeling of coupled time series," Neural Comput., vol. 5, pp. 795-811, 1993.
10. L. X. Wang and J. M. Mendel, "Generating fuzzy rules by learning from examples," IEEE Trans. Syst., Man, Cybern., vol. 22, pp. 1414-1427, Nov./Dec. 1992.
11. T. Burr, "Comparison of fuzzy forecaster to a statistically motivated forecaster," IEEE Trans. on Syst., Man, Cybern., vol. 28, pp. 121-127, Jan. 1998.
12. C. T. Lin and C. S. G. Lee, "Neural-network-based fuzzy logic control and decision systems," IEEE Trans. Comput., vol. 40, pp. 1320-1336, Dec. 1991.
13. W. B. Chang and S. F. Su, "Using linear forms for the consequences in neural-network-based fuzzy logic controllers," in Proc. 1993 Int'l. Symp. Artificial Neural Networks, 1993.
14. J. S. R. Jang, "Adaptive-network-based fuzzy inference systems," IEEE Trans. Syst., Man, Cybern., vol. 23, pp. 665-685, May/June 1993.
15. C. F. Juang and C. T. Lin, "An on-line self-constructing neural fuzzy inference network and its applications," IEEE Trans. Fuzz Syst., vol. 6, pp. 12-32, Feb. 1998.
16. C. V. Altrock, Fuzzy Logic & NeuroFuzzy Applications Explained. Englewood Cliffs, NJ: Prentice Hall, 1995.
17. K. M. Hornik and H. White, "Multilayer feedforward networks are universal approximators," Neural Networks, vol. 2, pp. 359-366, 1989.
18. L. X. Wang, "Fuzzy systems are universal approximators," in Proc. IEEE Int'l Conf. Fuzzy Syst., 1992, pp. 1163-1170.
19. B. Kosko, Neural Networks and Fuzzy Systems, A Dynamical Systems Approach to Machine Intelligence. Englewood Cliffs, NJ: Prentice-Hall, 1992.
20. J. L. Deng, "Control problem of grey system," System and Control Letters, vol. 5, pp. 288-294, 1982.
21. ____, "Introduction to grey system theory," The Journal of Grey System, vol. 1, no. 1, pp. 1-24, 1989.
22. ____, The Course on Grey System Theory. China: Huazhong University of Science and Technology Press, 1992.
23. Y. T. Hsu, C. S. Cheng, and C. C. Wu, "Reliability evaluations based on grey models," The Journal of Grey System, vol. 9, no. 1, pp. 25-39, 1997.
24. Y. T. Hsu, C. B. Lin, S. C. Mar, and S. F. Su, "High noise vehicle plate recognition using grey system," The Journal of Grey System, vol. 10, no. 3, pp. 193-208, 1998.
25. J. L. Deng, The Essential Methods of Grey Systems. China: Huazhung University of Science & Technology Press, 1987.
26. Y. P. Huang and S. F. Wang, "The identification of fuzzy grey prediction system by genetic algorithms," Int. J. Syst. Sci., vol. 28, no. 1, pp. 15-24, 1997.
27. T. C. Hsia, System Identification: Least Square Methods: University of California, at Davis, 1979.
28. L. Bingqian, "The grey modeling for central symmetry sequence," The Journal of Grey System, vol. 2, no. 2, pp. 95-103, 1990.
29. C. L. Tan and S. P. Chang, "Residual correction method of Fourier series to GM(1,1) model," in 1996 1st Nat. Conf. Grey Theory Applicat., 1996, pp. 93-101.
30. C. L. Tan and B. F. Lu, "Grey Markov chain forecasting model," in 1996 1st Nat. Conf. Grey Theory Applicat., 1996, pp. 157-162.
31. C. S. Chang, Y. T. Hsu, and C. C. Wu, "Grey modeling using neural network," The Journal of Grey System, vol. 3, pp. 219-232, 1997.
32. C. K. Chen and T. L. Tien, "The indirect measurement of tensile strength by the deterministic grey dynamic model DGDM(1,1,1)," Int. J. Syst. Sci., vol. 28, no. 7, pp. 683-690, 1997.
33. J. L. Deng, "Modeling for grey series," The Journal of Grey System, vol. 2, no. 2, pp. 217-232, 1990.
34. C. B. Lin, S. F. Su, and Y. T. Hsu, "High precision forecast using grey models," Int. J. Syst. Sci., vol. 32, no. 5, pp. 609-619, 2001.
35. D. E. Rumelhart, G. E. Hinton, and R. J. Williams, "Learning internal representations by error propagation," Parallel Distrib. Proces., vol. 1, pp. 318-362, 1986.
36. M. C. Mackey and L. Glass, "Oscillation and chaos in physiological control systems," Science, vol. 197, pp. 287-289, 1977.
37. N. Kohzadi, M. S. Boyd, B. Kermanshahi, and I. Kaasra, "A comparison of artificial neural network and time series models for forecasting commodity prices," Neurocomputing, vol. 10, pp. 168-181, 1996.
38. C. B. Lin, "Grey system applications and its utilization in prediction," Ph.D. dissertation, Department of Electrical Engineering, National Taiwan University of Science and Technology, Taiwan, R.O.C., 2000.
39. R. G. Brown and R. F. Meyers, "The fundamental theorem of exponential smoothing," Op. Res., vol. 9, p. 673, 1961.
40. E. D. Sontag, "Feedback stabilization using two-hidden-layer nets," IEEE Trans. Neural Networks, vol. 3, pp. 981-990, Nov. 1992.
41. K.-Y. Chen, "On the study of the learning performance for neural networks and neural fuzzy networks," Master thesis, Dept. of Electrical Eng., NTUST, Taiwan, R.O.C., July 1998.
42. S.-F. Su and S.-R. Huang, "Applications of model-free estimators on stock market with the use of technical indicators and the consideration of nondeterministic," J. Chinese Institute Engineers, vol. 26, no. 6, pp. 21-36, 2003, to be published.
43. S.-F. Su and F. P. Yang, "On the dynamical modeling with model-free estimators," IEEE Trans. Neural Networks, vol. 13, pp. 1548-1553, Nov. 2002.
44. N. K. Kasabov and Q. Song, "DENFIS: Dynamic evolving neural-fuzzy inference system and its application for time-series prediction," IEEE Trans. Fuzzy Syst., vol. 10, pp. 144-154, Apr. 2002.