Elman Yapay Sinir Ağları ve Modifiye Adaptif Ağ Bulanık Çıkarım Sistemi kullanan yeni bir Hibrit Zaman Serisi Tahmin Yaklaşımı

Yıl 2025, Cilt: 15 Sayı: 1, 223 - 247

Ebrucan İslamoğlu , Murat Alper Başaran

https://doi.org/10.30783/nevsosbilen.1508663

Öz

Aralık Değerli Zaman Serisi (ITS) teknikleri, veri analizinde hem modelleme hem de tahmin yapmak için kullanılmaktadır. Bu makale, ITS için tahmin üretmek amacıyla iki etkili yöntemi birleştiren hibrit bir model önermektedir: Modifiye Adaptif Ağ Tabanlı Bulanık Çıkarım Sistemi (MANFIS) ve Elman Yapay Sinir Ağı (ERNN) modeli. ITS, geleneksel (aralık olmayan) zaman serilerinden, aralığın hem en yüksek hem de en düşük değerlerini aynı anda dikkate alarak farklılık gösterir. Bu şekilde, sınırlar arasındaki olası ilişkiler dikkate alınabilir. Önerilen hibrit strateji, ERNN ve MANFIS'i birleştirerek veri aralığı zaman serisi verilerini tahmin etmeye yönelik bu yönü dikkate alır. Önerilen yöntem iki kısımdan oluşmaktadır. İlk kısım, ANFIS yapısına ait algoritmayı oluşturur. İkinci kısım ise ERNN model yapısına dayanır. Önerilen yöntemin avantajları şu şekilde ifade edilebilir: 1. ERNN-MANFIS olarak adlandırılan önerilen yöntem, modeli eğitmek için parçacık sürü optimizasyonu yöntemini kullanır, 2. Hem doğrusal hem de doğrusal olmayan tahmin yönlerini ele alarak, sırasıyla model tabanlı ve veri tabanlı yaklaşımlar olarak bilinen iki avantaj sunar. Bu yöntem, bulanık c-means yöntemi ve parçacık sürü optimizasyonu kullanılarak eğitilmektedir. Girdi değerlerinin bulanıklaştırma adımında, üyelik değerleri sistematik olarak bulanık c-means kümeleme tekniği kullanılarak elde edilir. Bu şekilde, yöntemin tahmin performansı artırılır. Belirtilen yaklaşımın etkinliğini doğrulamak için yedi farklı gerçek veri seti kullanılmıştır. Ayrıca, sonuçlar literatürde mevcut olan önceki modellerin sonuçları ile karşılaştırılmıştır. Sonuç olarak, önerilen modelin etkinliğini göstermek için karşılaştırmalar sağlanmıştır.

Anahtar Kelimeler

aralık değerli zaman serisi, modifiye ANFIS, ERNN, bulanık c-means kümeleme, parçacık sürü optimizasyonu

An innovative hybrid approach to forecasting İnterval Time Series data with Elman Artificial Neural Networks and a modified adaptive Network-Based Fuzzy Inference System

Öz

Interval valued Time Series (ITS) techniques have been employed to conduct both modeling and forecasting in the data analysis. This manuscript recommends a hybrid model that combines two operative methods, which are the Modified Adaptive Network Based Fuzzy Inference System (MANFIS) and Elman Artificial Neural Network (ERNN) model, to be employed for ITS to generate a forecast. The ITS mainly differs from conventional (non-interval) time series by taking into account both highs and lows of interval simultaneously. By doing so, possible interrelations between bounds can be taken into account. The recommended hybrid strategy takes into account this aspect of the data to forecasting interval time series data combining both ERNN and MANFIS. The recommended method composes of two parts. The initial part constructs the algorithm pertaining to the ANFIS structure. The second part is based on the ERNN model structure. The advantages of the proposed method can be expressed as in 1. The recommended method, called ERNN-MANFIS, uses the optimization method of particle swarm optimization to train the model, 2. Addressing both linear and nonlinear aspects of forecasting, this approach offers dual advantages, known respectively as model-based and data-based approaches. It is trained by using fuzzy c-means method and particle swarm optimization. In the fuzzification step of the input values, membership values are systematically obtained by using fuzzy c-means clustering technique. By doing this, the prediction performance of the method is improved. Seven different real datasets are used to affirm the effectiveness of the mentioned approach. In addition, the results were compared with the results of previous models available in the literature. In conclusion, comparisons have been provided to show the effectiveness of the recommended model.

Anahtar Kelimeler

interval valued time series, the modified ANFIS, ERNN, fuzzy c-means clustering, particle swarn optimization

Kaynakça

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