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一种新的基于模糊模型的非线性组合预测方法及其应用
引用本文:董景荣. 一种新的基于模糊模型的非线性组合预测方法及其应用[J]. 系统工程理论与实践, 2000, 20(5): 109-114. DOI: 10.12011/1000-6788(2000)5-109
作者姓名:董景荣
作者单位:重庆大学工商管理学院
基金项目:国家自然科学基金!79770105,重庆市科委资助!5569
摘    要:针对线性组合预测方法的局限性,提出了一种基于T-S模糊模型的非线性组合预测新方法,并给出了相应的反向传播学习算法.理论分析和应用实例表明:该方法具有很强的学习与泛化能力,在处理诸如非线性系统中时间序列的组合建模与预测方面有很好的应用价值.

关 键 词:组合预测  模糊模型  反向传播学习算法   

A New Nonlinear Combination Forecasting Method Based on Fuzzy Model and Its Application
DONG Jing-rong. A New Nonlinear Combination Forecasting Method Based on Fuzzy Model and Its Application[J]. Systems Engineering —Theory & Practice, 2000, 20(5): 109-114. DOI: 10.12011/1000-6788(2000)5-109
Authors:DONG Jing-rong
Affiliation:School of Business Administration, Chongqing University
Abstract:In this paper, a new nonlinear combination forecasting method based on fuzzy Takagi-Sugeno model is presented to overcome the limitation in linear combination forecasting. Furthermore, the corresponding back propagation learning algorithm is put forward to identify the structure of the fuzzy model and partitions of fuzzy subsets.Theoretical analysis and forecasting examples all show that the new techniques has reinforcement learning properties and universalized capabilities. With respect to combined modeling and forecasting of non-stationary time series in nonlinear systems, which have some uncertainties, the methed are feasible and effective.
Keywords:combination forecasting  fuzzy model  back propagation learning algorithm
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