https://oldena.lpnu.ua/handle/ntb/52517| Title: | On the Equivalence between AR Family Time Series Models and Fuzzy Models in Signal Processing |
| Authors: | Kashpruk, Nataliia Walaszek-Babiszewska, Anna Rydel, Marek |
| Affiliation: | Opole University of Technology |
| Bibliographic description (Ukraine): | Kashpruk N. On the Equivalence between AR Family Time Series Models and Fuzzy Models in Signal Processing / Nataliia Kashpruk, Anna Walaszek-Babiszewska, Marek Rydel // Data stream mining and processing : proceedings of the IEEE second international conference, 21-25 August 2018, Lviv. — Львів : Lviv Politechnic Publishing House, 2018. — P. 331–335. — (Hybrid Systems of Computational Intelligence). |
| Bibliographic description (International): | Kashpruk N. On the Equivalence between AR Family Time Series Models and Fuzzy Models in Signal Processing / Nataliia Kashpruk, Anna Walaszek-Babiszewska, Marek Rydel // Data stream mining and processing : proceedings of the IEEE second international conference, 21-25 August 2018, Lviv. — Lviv Politechnic Publishing House, 2018. — P. 331–335. — (Hybrid Systems of Computational Intelligence). |
| Is part of: | Data stream mining and processing : proceedings of the IEEE second international conference, 2018 |
| Conference/Event: | IEEE second international conference "Data stream mining and processing" |
| Issue Date: | 28-Feb-2018 |
| Publisher: | Lviv Politechnic Publishing House |
| Place of the edition/event: | Львів |
| Temporal Coverage: | 21-25 August 2018, Lviv |
| Number of pages: | 5 |
| Page range: | 331-335 |
| Start page: | 331 |
| End page: | 335 |
| Abstract: | In the paper an advanced analysis of the relationships between statistical Autoregressive (AR) type models and fuzzy models have been presented. The examined family of AR type models includes Autoregressive models of order p, AR(p), Threshold AR (TAR) as well as Smooth Transition Autoregressive (STAR) models. On the other hand, fuzzy models representing different approach, characteristic for Computational Intelligence technics, have been tested for time series analysis and forecasting. The data have been taken from financial market. The research can enrich knowledge which is useful for experts using both approaches to modelling. |
| URI: | https://ena.lpnu.ua/handle/ntb/52517 |
| ISBN: | © Національний університет „Львівська політехніка“, 2018 © Національний університет „Львівська політехніка“, 2018 |
| Copyright owner: | © Національний університет “Львівська політехніка”, 2018 |
| References (Ukraine): | [1] G. Box and G. Jenkins, Time Series Analysis: Forecasting and Control, San Francisco: Holden-Day, 1970. [2] J. L. Aznarte and J. M. Benitez, “The links between statistical and fuzzy models for time series analysis and forecasting,” in: Time Series Analysis, Modeling and Applications; A Computational Intelligence Perspective, W. Pedrycz and Shyi-Ming Chen, Eds. Intelligence Systems Reference Library, vol. 47, Springer, pp. 1-30, 2013. [3] E. H. Mamdani and S. Assilan, “An experiment in linguistic synthesis with a fuzzy logic controller,” International Journal of ManMachine Studies, 20(2), pp. 1-13, 1970. [4] R. R. Yager and D. P. Filev, Essentials of Fuzzy Modeling and Control, John Wiley & Sons, Inc. 1994. [5] T. Takagi and M. Sugeno, “Fuzzy identification of systems and its applications to modeling and control,” IEEE Transactions on Systems, Man and Cybernetics, 15, pp.116-132, 1985. |
| References (International): | [1] G. Box and G. Jenkins, Time Series Analysis: Forecasting and Control, San Francisco: Holden-Day, 1970. [2] J. L. Aznarte and J. M. Benitez, "The links between statistical and fuzzy models for time series analysis and forecasting," in: Time Series Analysis, Modeling and Applications; A Computational Intelligence Perspective, W. Pedrycz and Shyi-Ming Chen, Eds. Intelligence Systems Reference Library, vol. 47, Springer, pp. 1-30, 2013. [3] E. H. Mamdani and S. Assilan, "An experiment in linguistic synthesis with a fuzzy logic controller," International Journal of ManMachine Studies, 20(2), pp. 1-13, 1970. [4] R. R. Yager and D. P. Filev, Essentials of Fuzzy Modeling and Control, John Wiley & Sons, Inc. 1994. [5] T. Takagi and M. Sugeno, "Fuzzy identification of systems and its applications to modeling and control," IEEE Transactions on Systems, Man and Cybernetics, 15, pp.116-132, 1985. |
| Content type: | Conference Abstract |
| Appears in Collections: | Data stream mining and processing : proceedings of the IEEE second international conference |
| File | Description | Size | Format | |
|---|---|---|---|---|
| 2018_Kashpruk_N-On_the_Equivalence_between_331-335.pdf | 298.28 kB | Adobe PDF | View/Open | |
| 2018_Kashpruk_N-On_the_Equivalence_between_331-335__COVER.png | 509.74 kB | image/png | View/Open |
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