基于bp神经网络的模糊时间序列预测-模式识别与智能系统专业论文.docxVIP

基于BP神经网络的模糊时间序列预测Fuzzy 基于BP神经网络的模糊时间序列预测 Fuzzy Time1 lme SeriesSeries Forecastingorecastlng Based15ased onon BP N eural N etwork Ab stract Time series iS a sequence of datum which iS collected to reflect the object or phenomena varying with time at different times．We call find the rules hidden in the data by researching the time series，then we can build time series model to solve problems in related area．Time series forecasting iS to forecast the future based on the observed data．which can enable decision—maker to see further and make beRer decisions，this make time series forecasting important in practical application． Fuzzy time series is obtained by fuzzifying the time series，it uses．the concept of fuzzy and clusters the datum into category which has semantic representation，then we can build model about the categories to forecast．The general process of fuzzy time series forecasting concludes four steps，first，we partition the universe of discourse into unequal-length intervals； then，we fuzzily the data on the basis of fuzzy sets；next，we build second-order fuzzy logical relationships；finally，we build model to forecast and defuzzify the output．We do some research about the method of universe of discourse partitioning，and propose two methods of partitioning which are based on fuzzy C—means clustering method and based on information granule method，then combine the methods with BP neural network respectively，SO we obtain two combined forecasting models． In the first forecasting model，we propose the universe of discourse partitioning method based on fuzzy C—means clustering algorithm，which optimizes the objective function to obtain the prototypes，then we calculate the midpoint of adjacent prototypes and make them be the boundary of intervals，next we give the intervals fuzzy meaning to form fuzzy sets and fuzzily the observed data，SO we get the fuzzy time series．We extract second-order fuzzy logical relationships on the fuzzy observations and use them to train a BP neural