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Description
  • There is no individual forecasting method that is generally for any given time series better than any other method. Thus, no matter the efficiency of a chosen method, there always exists a danger that for a given time series the chosen method is inappropriate. To overcome such a problem and avoid the above mentioned danger, distinct ensemble techniques that combine more individual forecasting methods are designed. These techniques basically construct a forecast as a linear combination of forecasts by individual methods. In this contribution, we construct a novel ensemble technique that determines the weights based on time series features. The protocol that carries a knowledge how to combine the individual forecasts is a fuzzy rule base (linguistic description). An exhaustive experimental justification is provided. The suggested ensemble approach based on fuzzy rules demonstrates both, lower forecasting error and higher robustness.
  • There is no individual forecasting method that is generally for any given time series better than any other method. Thus, no matter the efficiency of a chosen method, there always exists a danger that for a given time series the chosen method is inappropriate. To overcome such a problem and avoid the above mentioned danger, distinct ensemble techniques that combine more individual forecasting methods are designed. These techniques basically construct a forecast as a linear combination of forecasts by individual methods. In this contribution, we construct a novel ensemble technique that determines the weights based on time series features. The protocol that carries a knowledge how to combine the individual forecasts is a fuzzy rule base (linguistic description). An exhaustive experimental justification is provided. The suggested ensemble approach based on fuzzy rules demonstrates both, lower forecasting error and higher robustness. (en)
Title
  • Fuzzy Rule-Based Ensemble Forecasting: Introductory Study
  • Fuzzy Rule-Based Ensemble Forecasting: Introductory Study (en)
skos:prefLabel
  • Fuzzy Rule-Based Ensemble Forecasting: Introductory Study
  • Fuzzy Rule-Based Ensemble Forecasting: Introductory Study (en)
skos:notation
  • RIV/61988987:17610/13:A13014MF!RIV13-MSM-17610___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(ED1.1.00/02.0070), P(LH12229), S
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 76096
http://linked.open...ai/riv/idVysledku
  • RIV/61988987:17610/13:A13014MF
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Time series; Ensembles; Fuzzy rules (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [D21D41F7DC8A]
http://linked.open...v/mistoKonaniAkce
  • Konstanz
http://linked.open...i/riv/mistoVydani
  • Heidelberg
http://linked.open...i/riv/nazevZdroje
  • Synergies of Soft Computing and Statistics for Intelligent Data Analysis (Advances in Intelligent Systems and Computing))
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Vavříčková, Lenka
  • Štěpnička, Martin
  • Sikora, David
http://linked.open...vavai/riv/typAkce
http://linked.open...ain/vavai/riv/wos
  • 000312969600041
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • Springer-Verlag
https://schema.org/isbn
  • 978-3-642-33041-4
http://localhost/t...ganizacniJednotka
  • 17610
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