Computational intelligence in forecasting - the results of the time series forecasting competition

The aim of this paper is to present the results of the time series forecasting competition that was organized within the IFSA-EUSFLAT 2015 conference.

[1]  B. Chissom,et al.  Fuzzy time series and its models , 1993 .

[2]  Reinhard Viertl,et al.  Statistical Methods for Fuzzy Data: Viertl/Statistical Methods for Fuzzy Data , 2011 .

[3]  Vilém Novák,et al.  A comprehensive theory of trichotomous evaluative linguistic expressions , 2008, Fuzzy Sets Syst..

[4]  José Manuel Benítez,et al.  Smooth transition autoregressive models and fuzzy rule-based systems: Functional equivalence and consequences , 2007, Fuzzy Sets Syst..

[5]  S. Askari,et al.  A high-order multi-variable Fuzzy Time Series forecasting algorithm based on fuzzy clustering , 2015, Expert Syst. Appl..

[6]  Martin Stepnicka,et al.  Fuzzy rule base ensemble generated from data by linguistic associations mining , 2016, Fuzzy Sets Syst..

[7]  R. Viertl.  Statistical Methods for Fuzzy Data , 2011 .

[8]  Martin Stepnicka,et al.  On Perception-based Logical Deduction and Its Variants , 2015, IFSA-EUSFLAT.

[9]  C. Chatfield,et al.  The M2-competition: A real-time judgmentally based forecasting study , 1993 .

[10]  Vilém Novák,et al.  Time Series Trend Extraction and Its Linguistic Evaluation Using F-Transform and Fuzzy Natural Logic , 2014 .

[11]  T. Martin McGinnity,et al.  An approach for on-line extraction of fuzzy rules using a self-organising fuzzy neural network , 2005, Fuzzy Sets Syst..

[12]  Heloisa A. Camargo,et al.  A hybrid forecast model combining fuzzy time series, linear regression and a new smoothing technique , 2015, IFSA-EUSFLAT.

[13]  Irina Perfilieva,et al.  Fuzzy transforms: Theory and applications , 2006, Fuzzy Sets Syst..

[14]  Nikola K. Kasabov,et al.  DENFIS: dynamic evolving neural-fuzzy inference system and its application for time-series prediction , 2002, IEEE Trans. Fuzzy Syst..

[15]  Michal Burda,et al.  Linguistic fuzzy logic in R , 2015, 2015 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE).

[16]  George E. P. Box,et al.  Time Series Analysis: Forecasting and Control , 1977 .

[17]  Vilém Novák,et al.  Analysis of seasonal time series using fuzzy approach , 2010, Int. J. Gen. Syst..

[18]  Lennart Ljung,et al.  System identification (2nd ed.): theory for the user , 1999 .

[19]  Vilém Novák,et al.  On the semantics of perception‐based fuzzy logic deduction , 2004, Int. J. Intell. Syst..

[20]  P. Young,et al.  Time series analysis, forecasting and control , 1972, IEEE Transactions on Automatic Control.

[21]  Spyros Makridakis,et al.  The M3-Competition1 , 2000 .

[22]  Tatiana Afanasieva,et al.  Time series forecasting using fuzzy techniques , 2015, IFSA-EUSFLAT.

[23]  Sven F. Crone,et al.  Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction , 2011 .

[24]  Vilém Novák.  Perception-Based Logical Deduction , 2004, Fuzzy Days.

[25]  Jonathan D. Cryer,et al.  Time Series Analysis , 1986 .

[26]  Petre Stoica,et al.  Decentralized Control , 2018, The Control Systems Handbook.

[27]  Martin Stepnicka,et al.  A linguistic approach to time series modeling with the help of F-transform , 2011, Fuzzy Sets Syst..

[28]  Daniel Sánchez,et al.  Time Series Comparison Using Linguistic Fuzzy Techniques , 2010, IPMU.

[29]  Pierpaolo D’Urso,et al.  Autocorrelation-based fuzzy clustering of time series , 2009, Fuzzy Sets Syst..

[30]  Paramasivan Saratchandran,et al.  Sequential Adaptive Fuzzy Inference System (SAFIS) for nonlinear system identification and prediction , 2006, Fuzzy Sets Syst..

[31]  R Core Team,et al.  R: A language and environment for statistical computing. , 2014 .

[32]  Robert L. Winkler,et al.  The accuracy of extrapolation (time series) methods: Results of a forecasting competition , 1982 .

[33]  Shyi-Ming Chen,et al.  TAIEX Forecasting Based on Fuzzy Time Series and Fuzzy Variation Groups , 2011, IEEE Transactions on Fuzzy Systems.

[34]  Anna Wilbik,et al.  Linguistic summarization of time series using a fuzzy quantifier driven aggregation , 2008, Fuzzy Sets Syst..

[35]  L. Pazvakawambwa,et al.  Forecasting methods and applications. , 2013 .

[36]  Martin Stepnicka,et al.  Fuzzy Rule-Based Ensemble for Time Series Prediction: Progresses with Associations Mining , 2014, SMPS.

[37]  Kunhuang Huarng,et al.  Heuristic models of fuzzy time series for forecasting , 2001, Fuzzy Sets Syst..

[38]  Spyros Makridakis,et al.  The M3-Competition: results, conclusions and implications , 2000 .

[39]  Iveta MRáZOVá,et al.  Growing Fuzzy Inference Neural Networks: Their Principle and Application , 2007 .

[40]  Fernando A. C. Gomide,et al.  Adaptive Fuzzy C-Regression Modeling for Time Series Forecasting , 2015, IFSA-EUSFLAT.