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arXiv 2407.08010cs.LGcs.NE
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一种用于多步时间序列预测的自组织区间Type-2模糊神经网络

A Self-organizing Interval Type-2 Fuzzy Neural Network for Multi-Step Time Series Prediction

Newcastle University(纽卡斯尔大学);Shanghai University(上海大学)

Fulong Yao, Wanqing Zhao, Matthew Forshaw, Yang Song

AI总结:

本文提出一种九层多输出自组织区间Type-2模糊神经网络(SOIT2FNN-MO),通过新增共前件层、链接层和转换层及两阶段自组织学习机制,解决了多步预测中的不确定性与可解释性问题,在混沌和微电网任务上准确率提升1.6%至30%。

摘要:

数据不确定性在许多现实应用中普遍存在,给准确的时间序列预测带来了重大挑战。区间Type-2模糊神经网络(IT2FNN)在单步预测任务的不确定性建模中表现出卓越的性能。然而,将其扩展至多步超前预测会在不确定性处理、模型可解释性和准确性方面引入更多问题。为了解决这些问题,本文提出了一种新型多输出自组织区间Type-2模糊神经网络(SOIT2FNN-MO)。不同于传统的六层IT2FNN,本文开发了一种九层网络架构。首先,设计了新的共前件层和修改后的后件层,以提高模糊模型在多步时间序列预测问题上的可解释性。其次,创建了新的链接层,通过在多步预测之间建立时间连接来提高准确性。第三,设计了新的转换层,以解决由高维输入引起的规则强度消失问题。此外,还开发了两阶段自组织学习机制,用于自动从数据中提取模糊规则并优化网络参数。在混沌和微电网预测问题上的实验结果表明,SOIT2FNN-MO优于现有最先进的方法,根据数据中噪声水平的不同,实现了1.6%到30%的更好准确率提升。此外,所提出的模型更具可解释性,为预测过程提供了更深入的见解。

英文摘要:

Data uncertainty is inherent in many real-world applications and poses significant challenges for accurate time series predictions. The interval type 2 fuzzy neural network (IT2FNN) has shown exceptional performance in uncertainty modelling for single-step prediction tasks. However, extending it for multi-step ahead predictions introduces further issues in uncertainty handling as well as model interpretability and accuracy. To address these issues, this paper proposes a new selforganizing interval type-2 fuzzy neural network with multiple outputs (SOIT2FNN-MO). Differing from the traditional six-layer IT2FNN, a nine-layer network architecture is developed. First, a new co-antecedent layer and a modified consequent layer are devised to improve the interpretability of the fuzzy model for multi-step time series prediction problems. Second, a new link layer is created to improve the accuracy by building temporal connections between multi-step predictions. Third, a new transformation layer is designed to address the problem of the vanishing rule strength caused by high-dimensional inputs. Furthermore, a two-stage, self-organizing learning mechanism is developed to automatically extract fuzzy rules from data and optimize network parameters. Experimental results on chaotic and microgrid prediction problems demonstrate that SOIT2FNN-MO outperforms state-of-the-art methods, by achieving a better accuracy ranging from 1.6% to 30% depending on the level of noises in data. Additionally, the proposed model is more interpretable, offering deeper insights into the prediction process.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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