Time Series Modelling with Fuzzy Cognitive Maps - Study on an Alternative Concept’s Representation Method

Wladyslaw Homenda, Agnieszka Jastrzebska, Witold Pedrycz

2015

Abstract

In the article we have discussed an approach to time series modelling based on Fuzzy Cognitive Maps (FCMs). We have introduced FCM design method that is based on replicated ordered time series data points. We named this representation method history h, where h is number of consecutive data points we gather. Custom procedure for concepts/nodes extraction follows the same convention. The objective of the study reported in this paper was to investigate how increasing h influences modelling accuracy. We have shown on a selection of 12 time series that the higher the h, the smaller the error. Increasing h improves model’s quality without increasing FCM’s size. The method is stable - gains are comparable for FCMs of different sizes.

Paper Citation

in Harvard Style

Homenda W., Jastrzebska A. and Pedrycz W. (2015). Time Series Modelling with Fuzzy Cognitive Maps - Study on an Alternative Concept’s Representation Method . In Proceedings of the International Conference on Agents and Artificial Intelligence - Volume 2: ICAART, ISBN 978-989-758-074-1, pages 406-413. DOI: 10.5220/0005207704060413

in Bibtex Style

@conference{icaart15,
author={Wladyslaw Homenda and Agnieszka Jastrzebska and Witold Pedrycz},
title={Time Series Modelling with Fuzzy Cognitive Maps - Study on an Alternative Concept’s Representation Method},
booktitle={Proceedings of the International Conference on Agents and Artificial Intelligence - Volume 2: ICAART,},
year={2015},
pages={406-413},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005207704060413},
isbn={978-989-758-074-1},
}

in EndNote Style

TY - CONF
JO - Proceedings of the International Conference on Agents and Artificial Intelligence - Volume 2: ICAART,
TI - Time Series Modelling with Fuzzy Cognitive Maps - Study on an Alternative Concept’s Representation Method
SN - 978-989-758-074-1
AU - Homenda W.
AU - Jastrzebska A.
AU - Pedrycz W.
PY - 2015
SP - 406
EP - 413
DO - 10.5220/0005207704060413