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研究生: 廖景帆
Liao, Jing-Fan
論文名稱: 演化式模糊關係之模糊時間序列預測模式
Evolutionary Fuzzy Relational Modeling for Fuzzy Time Series Forecasting
指導教授: 李昇暾
Li, Sheng-Tun
學位類別: 碩士
Master
系所名稱: 管理學院 - 資訊管理研究所
Institute of Information Management
論文出版年: 2012
畢業學年度: 100
語文別: 中文
論文頁數: 70
中文關鍵詞: 模糊時間序列模糊關係預測
外文關鍵詞: Fuzzy time series, fuzzy relationships, forecasting
相關次數: 點閱:100下載:1
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  • 由於日常生活中充斥著不確定的資料,不確定的性質通常來自於隨機現象與多重隸屬現象,因此,除了傳統時間序列之外,模糊時間序列模式亦日趨重要。然而,目前模糊時間序列的研究仍然存在某些議題:(1)目前的預測模式一是運用模糊關係矩陣進行預測,二則是運用模糊邏輯關係的法則式推論,二者皆並未加入學習的機制,所以比較難以從歷史資料中萃取充分資訊進行預測;(2)在二因子及多因子模糊時間序列模式的相關研究中,並未探討主要因子與次要因子之間的關係,難以呈現各個因子之間的因果關聯性。因此,本研究將提出一個演化式模糊預測模式,將模糊關係矩陣的求算方式改善,提出學習架構使得模糊關係矩陣能夠經過學習以更適性於歷史資料,達到更全面完整性的預測效果;另一方面,將探討二因子模糊時間序列模式中,各因子之間的因果關係,接著圖形化其關聯性,清楚因子之間的關係與影響程度,以視覺化的圖形效果呈現。最後,為了評估本研究所提出的預測模式,將使用三種評估指標,包括預測準確性、語意準確性及趨勢準確性,與其他預測模型做為比較,說明本研究所提出的模式將得到較佳預測效果。

    Due to daily life is full of the uncertainty information, the uncertainty nature normally comes from the random phenomenon and the phenomenon of multiple membership. Therefore, in addition to traditional time series, the fuzzy time series forecasting model has become more important. However, there are still some issues in the study of fuzzy time series. (1) Recent research for forecasting model is using fuzzy relational equations and fuzzy logical relation, but both of them did not join the learning mechanisms. This is difficult to extract sufficient information from the historical data to predict. (2) The research of the two-factors and multi-factors fuzzy time series forecasting model did not explore the relationship between the main factor and the secondary factor. It is difficult to show the causal relationship.Therefore, this study will propose an evolutionary fuzzy forecasting model. We improve the calculation of the fuzzy relation matrix, and we propose the learning architecture for fuzzy relation matrix to fit the historical data. On the other hand, we explore the causal relationship between factors in the two-factors fuzzy time series forecasting model, then graph the relationship. Finally, in order to verify the performance and the effectiveness of the forecasting model, we use three evaluation indicators to compare with other forecasting models, including prediction accuracy, linguistic accuracy and trend accuracy.

    摘要...........................................II Abstract.......................................III 誌謝............................................IV 目錄............................................V 表目錄..........................................VIII 圖目錄..........................................IX 第一章 緒論......................................1 1.1 研究背景與動機................................1 1.2 研究目的.....................................4 1.3 研究架構.....................................5 第二章 文獻回顧與探討..............................7 2.1 模糊理論.....................................7 2.1.1 模糊集合 (Fuzzy set).......................7 2.1.2 模糊集合理論................................8 2.1.3 模糊合成運算與解模糊化 ........................9 2.2 模糊時間序列模式..............................11 2.2.1 模糊時間序列...............................11 2.2.2 一因子模糊時間序列模式.......................12 2.2.3 二因子模糊時間序列模式 .......................15 2.2.4 隱藏式馬可夫模型(Hidden Markov Models)......17 2.2.5 模糊時間序列模式之演進.......................20 2.3 模糊自迴歸時間序列模式.........................22 2.3.1 模糊迴歸...................................22 2.3.2 模糊自迴歸時間序列...........................23 2.4 基因演算法...................................26 2.4.1 二進制編碼基因演算法(BCGA)...................27 2.4.2 實數編碼基因演算法(RCGA).....................30 2.4.3 應用於模糊時間序列...........................33 2.5 小結 ........................................33 第三章 研究方法...................................34 3.1 資料前置處理與分析.............................36 3.1.1 定義模糊集合與資料模糊化......................36 3.1.2 建構關係圖..................................39 3.2 演化學習模式..................................41 3.2.1 基因編碼...................................41 3.2.2 適應函數...................................41 3.2.3 演化機制...................................42 3.3 模糊推論與預測................................43 3.3.1 建構模糊關係圖..............................43 3.3.2 預測與解模糊化..............................44 第四章 實驗與結果分析..............................46 4.1 評估指標...................................46 4.2 EFRM實驗..................................47 4.2.1 EFRM一因子實驗.............................47 4.2.2 EFRM二因子實驗.............................56 4.3 結果評估與比較................................63 4.3.1 EFRM一因子實驗評估..........................63 4.3.2 EFRM二因子實驗評估..........................65 第五章 結論與未來發展..............................66 5.1 結論........................................66 5.2 未來發展.....................................67 參考文獻.........................................68

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