Abstract:

To overcome the problem that the fuzzy time series forecasting theory is mostly limited to short-term forecasting and the insufficiency of the description for the fuzzy trend of uncertain data sets and the partition intervals, the long-term intuitionistic fuzzy time series forecasting model based on parameter adaptation approach is advanced. The new model optimizes the domain-dividing interval with the sliding window scheme and intuitionistic fuzzy C-means clustering algorithm based on parameter adaptation. Meanwhile, the long-term time series forecasting issue is solved efficiently by introducing the vector forecasting technique, thus impoving the prediction accuracy of long-term time series in the complex environment. And the intuitionistic fuzzy time series forecasting theory application is greatly extended. Finally, the classical instances prove the validity and superiority of the proposed method.