Time series prediction based on intuitionistic fuzzy cognitive map

Time series exist widely in either nature or society such that the research on analysis of time series has great significance. However, considering the nonlinearity and uncertainty, the prediction of time series is still an open problem. In this paper, by means of the intuitionistic fuzzy set theory, we proposed a novel time series prediction scheme based on intuitionistic fuzzy cognitive map. In the previous research, intuitionistic fuzzy cognitive map, as a kind of knowledge-based modeling tool, is mainly used in decision-making field, where concept structure and weight matrix are usually obtained from experience of experts. To tackle with the diversity of time series, the proposed algorithm constructs the conceptual structure of cognitive map and weight matrix directly from raw sequential data, which effectively enlarges the application range by reducing human participation. Moreover, in order to appropriately calculate the hesitation degree, which is the key role for the application of intuitionistic fuzzy sets, we propose a real-time adjustable hesitation degree calculation scheme. By using this proposed method, hesitation degree can be adaptively adjusted by combining Femi formula with dynamic membership degree. A number of experiments are implemented to reveal feasibility and effectiveness of the proposed schemes.

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