| Mechanics & Control Technology |
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| Application of uncertainty reasoning based on cloud model in time series prediction |
| ZHANG Jin-chun, HU Gu-yu |
| Institute of Command Automation, PLA University of Science and Technology, Nanjing 210007, China |
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Abstract Time series prediction has been successfully used in several application areas, such as meteorological forecasting, market prediction, network traffic forecasting, etc., and a number of techniques have been developed for modeling and predicting time series. In the traditional exponential smoothing method, a fixed weight is assigned to data history, and the trend changes of time series are ignored. In this paper, an uncertainty reasoning method, based on cloud model, is employed in time series prediction, which uses cloud logic controller to adjust the smoothing coefficient of the simple exponential smoothing method dynamically to fit the current trend of the time series. The validity of this solution was proved by experiments on various data sets.
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Received: 03 September 2002
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