A Fuzzy Time Series Prediction Method Based on Spectral Clustering

Chun-nan ZHOU, Shao-bin HUANG, Guo-feng LIU, Rong-hua CHI


The accuracy of fuzzy time series prediction method depends on the accuracy of the discourse division and fuzzy relation extraction. Aiming at the main problems in the model, this paper put forward a kind of fuzzy time series prediction method based on spectral clustering using spectral clustering dividing time series discourse and calculate the corresponding fuzzy sets to construct fuzzy time series; At the same time using second-order Markov probability model constructing fuzzy relation in fuzzy time series, and then predict the subsequent numerical. Compared with the traditional fuzzy time series prediction method, this method can improve the accuracy.


Discourse, Fuzzy theory, Markov probability process



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