Fuzzy Time Series Forecasting Approach using LSTM Model
Document title: Fuzzy Time Series Forecasting Approach using LSTM Model
Journal: Computación y sistemas
Database:
System number: 000560661
ISSN: 1405-5546
Authors: 1
1
2
3
Institutions: 1Godavari Institute of Engineering and Technology, Department of Computer Science and Engineering, India
2Vignana Bharathi Institute of Technology, Department of Information Technology, India
3Kalinga Institute of Industrial Technology, Department of Computer Engineering, India
Year:
Season: Ene-Mar
Volumen: 26
Number: 1
Pages: 485-492
Country: México
Language: Inglés
English abstract In the present scenario, fuzzy time series forecasting (FTSF) is an interesting concept by the researchers to approach the uncertainty in the dataset. In the current study, we proposed a fuzzy long short term memory (FLSTM) model to forecast a wide range of time series (TS) dataset with less computational complexity. The present research mainly focuses on two issues such as (1) in order to obtain the number of intervals (NOIs) of the universe of discourse (UOD) the trend based discretization (TBD) approach is applied, and (2) the subscript of the fuzzy set associated with the crisp observation is considered to establish the fuzzy logical relationships (FLRs) for the proposed FLSTM model. To demonstrate the forecasting ability of the FLSTM model, six TS datasets with three profound FTSF models are considered in this paper. The empirical result analysis revealed that, in all measured the proposed model outperformed and showed better result than its alternatives. The outcome of the different FTSF models on different measures proves the outperformance of the FLSTM model than its competitors.
Keyword: Long short term memory (LSTM),
Fuzzy time series forecasting (FTSF),
Fuzzy logical relationships (FLRs),
Length of interval (LOI),
Number of Interval (NOI),
Time series (TS),
Fuzzy set theory (FST)
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