Evaluation of multivariate transductive neuro-fuzzy inference system for multivariate time-series analysis and modelling

H. Widiputra
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Abstract

Multivariate Transductive Neuro-Fuzzy Inference System model, named the mTNFI is a previously proposed conceptual transductive approach designed for analysis and modelling of multivariate time-series data. In this study, we revisit, implement and evaluate the mTNFI model potential for patterns of relationship extraction from a collection of interrelated time-series data. Results of conducted assessment confirm the mTNFI capability in recognizing patterns of relationship and then to model them in human-readable form, i.e. fuzzy rules. Additionally, a comparative analysis also show the superiority of the mTNFI model in comparison to other widely known time-series forecasting techniques when being used to predict future values.
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多变量时间序列分析与建模的多变量传导神经模糊推理系统评价
多变量转导神经模糊推理系统模型,称为mTNFI,是先前提出的用于分析和建模多变量时间序列数据的概念转导方法。在本研究中,我们重新审视、实施和评估了mTNFI模型从相互关联的时间序列数据集合中提取关系模式的潜力。所进行的评估结果证实了mTNFI在识别关系模式方面的能力,然后将它们建模为人类可读的形式,即模糊规则。此外,对比分析还表明,在用于预测未来价值时,与其他广为人知的时间序列预测技术相比,mTNFI模型具有优越性。
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