High-dimensional lag structure optimization of fuzzy time series

作者：

Highlights：

• Evolutionary algorithms cause massive computations in selecting lagged variables.

• Supervised PCA is an approach to solve the lag-length optimization problem.

• The redundant left-hand side is transformed into a concise one by supervised PCA.

摘要

•Evolutionary algorithms cause massive computations in selecting lagged variables.•Supervised PCA is an approach to solve the lag-length optimization problem.•The redundant left-hand side is transformed into a concise one by supervised PCA.

论文关键词：Lagged variable selection,Fuzzy time series,Supervised PCA,Predictive analytic

论文评审过程：Received 21 April 2020, Revised 29 November 2020, Accepted 7 February 2021, Available online 13 February 2021, Version of Record 24 February 2021.

论文官网地址：https://doi.org/10.1016/j.eswa.2021.114698