Univariate Time Series Forecasting with Fuzzy CMAC

Daming Shi, Junbin Gao, R. Tilanil

    Research output: Book chapter/Published conference paperConference paperpeer-review

    4 Citations (Scopus)
    27 Downloads (Pure)

    Abstract

    In financial and business areas, forecasting is a necessary tool that enables decision makers to predict changes in demands, plans and sales. This paper applies a novel Fuzzy Cerebellar-Model-Articulation-Controller (FCMAC) into univariate time-series forecasting and investigates its performance in comparison to established techniques such as Single Exponential Smoothing, Holt's Linear Trend, Holt-Winter's Additive and Multiplicative methods and the Box-Jenkin's ARIMA model. Experimental results from the M3 Competition data reveal that the FCMAC model yielded lower errors for certain data sets. The conditions under which the FCMAC model emerged superior are discussed.
    Original languageEnglish
    Title of host publicationIEEE Proceedings of 3rd, 2004 International Conference on Machine Learning and Cybernetics.
    Place of PublicationUSA
    PublisherIEEE
    Pages4166-4170
    Number of pages5
    Volume7
    ISBN (Electronic)0780384032
    Publication statusPublished - 2004
    EventInternational Conference on Machine Learning and Cybernetics - Shanghai, China, China
    Duration: 26 Aug 200429 Aug 2004

    Conference

    ConferenceInternational Conference on Machine Learning and Cybernetics
    Country/TerritoryChina
    Period26/08/0429/08/04

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