Modeling Time Series Using Multi-Modality Fuzzy Cognitive Maps

Authors

Guoliang Feng, 1.School of Control Science and Engineering, Dalian University of Technology, Dalian 116023, China;Follow
Wei Lu, 1.School of Control Science and Engineering, Dalian University of Technology, Dalian 116023, China;2.Liaoning Industrial Equipment Distributed Control Technology Innovation Center, Dalian 116023, China;Follow
Jianhua Yang, 1.School of Control Science and Engineering, Dalian University of Technology, Dalian 116023, China;2.Liaoning Industrial Equipment Distributed Control Technology Innovation Center, Dalian 116023, China;

Abstract

Abstract: A multi-modality modeling method for time series data based on fuzzy cognitive maps is proposed to address the problem that a single model is difficult to accurately reflect the multi-modal characteristics of time series.The bootstrap method is used to select multiple sub-sequences from the original time serieswhich contain the diverse modality in the original time series. The fuzzy cognitive map sub-models are constructed on each sub-sequencesrespectively. The formed sub-models are further merged by means of granular computing method and the merging performance with different weighting strategies is analyzed. The developed multi-modal model not only has prediction abilities at the numeric and interval level, but also has better interpretability. Experimental results on public datasets exhibit the usefulness and satisfactory efficiency of the proposed approach.

Recommended Citation

Feng, Guoliang; Lu, Wei; and Yang, Jianhua (2022) "Modeling Time Series Using Multi-Modality Fuzzy Cognitive Maps," Journal of System Simulation: Vol. 34: Iss. 3, Article 12.
DOI: 10.16182/j.issn1004731x.joss.20-0834
Available at: https://dc-china-simulation.researchcommons.org/journal/vol34/iss3/12

First Page

543

Revised Date

2021-01-09

DOI Link

https://doi.org/10.16182/j.issn1004731x.joss.20-0834

Last Page

554

CLC

TP274

Recommended Citation

Guoliang Feng, Wei Lu, Jianhua Yang. Modeling Time Series Using Multi-Modality Fuzzy Cognitive Maps[J]. Journal of System Simulation, 2022, 34(3): 543-554.

Corresponding Author

Wei Lu,luwei@dlut.edu.cn

DOI

10.16182/j.issn1004731x.joss.20-0834