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Authors: Wladyslaw Homenda 1 ; Agnieszka Jastrzebska 2 and Witold Pedrycz 3

Affiliations: 1 Warsaw University of Technology and University of Bialystok, Poland ; 2 Warsaw University of Technology, Poland ; 3 Polish Academy of Sciences and University of Alberta, Poland

Keyword(s): Fuzzy Cognitive Map, Time Series Modelling and Prediction, Fuzzy Cognitive Map Design.

Related Ontology Subjects/Areas/Topics: Artificial Intelligence ; Artificial Intelligence and Decision Support Systems ; Computational Intelligence ; Enterprise Information Systems ; Fuzzy Systems ; Informatics in Control, Automation and Robotics ; Intelligent Control Systems and Optimization ; Knowledge Representation and Reasoning ; Model-Based Reasoning ; Soft Computing ; Symbolic Systems ; Uncertainty in AI

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.

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Paper citation in several formats:
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 1: ICAART; ISBN 978-989-758-074-1; ISSN 2184-433X, SciTePress, pages 406-413. DOI: 10.5220/0005207704060413

@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 1: ICAART},
year={2015},
pages={406-413},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005207704060413},
isbn={978-989-758-074-1},
issn={2184-433X},
}

TY - CONF

JO - Proceedings of the International Conference on Agents and Artificial Intelligence - Volume 1: ICAART
TI - Time Series Modelling with Fuzzy Cognitive Maps - Study on an Alternative Concept’s Representation Method
SN - 978-989-758-074-1
IS - 2184-433X
AU - Homenda, W.
AU - Jastrzebska, A.
AU - Pedrycz, W.
PY - 2015
SP - 406
EP - 413
DO - 10.5220/0005207704060413
PB - SciTePress

- Science and Technology Publications, Lda.
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