Parsimonious fuzzy time series modelling

作者：

Highlights：

• Establish parsimonious fuzzy time series model objectively and automatically.

• Propose a novel complexity term for fuzzy time series model.

• Integrate data transformation, feature selection and hyper-parameter optimization together.

• A two-stage GA optimization is proposed to achieve sparsication and accuracy simultaneously.

摘要

•Establish parsimonious fuzzy time series model objectively and automatically.•Propose a novel complexity term for fuzzy time series model.•Integrate data transformation, feature selection and hyper-parameter optimization together.•A two-stage GA optimization is proposed to achieve sparsication and accuracy simultaneously.

论文关键词：Parsimonious fuzzy time series,Hyper-parameter optimization,Genetic algorithm,Forecasting

论文评审过程：Received 2 December 2019, Revised 6 March 2020, Accepted 8 April 2020, Available online 13 April 2020, Version of Record 27 April 2020.

论文官网地址：https://doi.org/10.1016/j.eswa.2020.113447