一种关于模糊时间序列模型论域划分的多尺度比率算法

被引:18
作者
陈刚
曲宏巍
初莹莹
机构
[1] 大连海事大学数学系
关键词
模糊时间序列; 多尺度比率; 模糊C均值聚类; 有效性;
D O I
暂无
中图分类号
O211.61 [平稳过程与二阶矩过程];
学科分类号
070103 [概率论与数理统计];
摘要
针对模糊时间序列研究中比率划分论域方法存在对非均匀数据划分效果不理想的缺陷,提出一种基于模糊?均值聚类(FCM)算法的多尺度比率划分论域的方法.首先利用FCM算法对样本数据进行分类;然后计算各类数据的平均相对误差,并基于各类的平均误差划分论域,产生非等间隔的多尺度论域划分方法;最后,通过算例表明了多尺度比率论域划分方法的有效性.
引用
收藏
页码:251 / 256
页数:6
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