Monitoring of Time Series Using Fuzzy Weighted Prediction Models

被引:1
|
作者
Hryniewicz, Olgierd [1 ]
Kaczmarek-Majer, Katarzyna [1 ]
机构
[1] Syst Res Inst, Newelska 6, PL-01447 Warsaw, Poland
来源
关键词
Control chart; Autocorrelated observations; Fuzzy weighted process model;
D O I
10.1007/978-3-319-97547-4_15
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
Monitoring of processes described by autocorrelated time series data has been considered. For this purpose, we propose to use the Shewhart control chart for residuals, designed using the WAM* approach introduced by the authors. The main problem, that has to be solved in the design of the proposed control chart, is the choice of the weight w(0) assigned to the model estimated directly from data. In this paper, we propose a method for choosing the optimal value of w(0) using fuzzy values of parameters describing a monitored process.
引用
收藏
页码:107 / 114
页数:8
相关论文
共 50 条
  • [21] Using repetitive fuzzy method for chaotic time series prediction
    Gholizade-Narm, Hossein
    Shafiee-Chafi, Mohammad Reza
    [J]. JOURNAL OF INTELLIGENT & FUZZY SYSTEMS, 2015, 28 (04) : 1937 - 1946
  • [22] PREDICTION OF CYCLIC COMPONENTS OF A TIME SERIES USING FUZZY TRANSFORM
    Nguyen, Linh
    Novak, Vilem
    Holcapek, Michal
    [J]. UNCERTAINTY MODELLING IN KNOWLEDGE ENGINEERING AND DECISION MAKING, 2016, 10 : 288 - 294
  • [23] Modeling volatility of time series using Fuzzy GARCH models
    Popov, AA
    Bykhanov, KV
    [J]. Korus 2005, Proceedings, 2005, : 687 - 692
  • [24] Fuzzy Time Series Prediction Model
    Garg, Bindu
    Beg, M. M. Sufyan
    Ansari, A. Q.
    Imran, B. M.
    [J]. INFORMATION INTELLIGENCE, SYSTEMS, TECHNOLOGY AND MANAGEMENT, 2011, 141 : 126 - +
  • [25] Ensemble of evolving data clouds and fuzzy models for weather time series prediction
    Soares, Eduardo
    Costa Jr, Pyramo
    Costa, Bruno
    Leite, Daniel
    [J]. APPLIED SOFT COMPUTING, 2018, 64 : 445 - 453
  • [26] Fuzzy Reasoning Based Time Series Forecasting Using Weighted Subsethood Model
    Mansor, Rosnalini
    Othman, Mahmod
    Kasim, Maznah Mat
    [J]. ADVANCED SCIENCE LETTERS, 2017, 23 (09) : 9094 - 9097
  • [27] Enhanced accuracy of fuzzy time series model using ordered weighted aggregation
    Garg, Bindu
    Garg, Rohit
    [J]. APPLIED SOFT COMPUTING, 2016, 48 : 265 - 280
  • [28] Real time flow prediction using fuzzy logic models
    Debebe, A
    Bauwens, W
    [J]. APPLIED MODELING OF URBAN WATER SYSTEMS, MONOGRAPH 8, 2000, 8 : 175 - 182
  • [29] A prediction method of network traffic using time series models
    Jung, S
    Kim, C
    Chung, Y
    [J]. COMPUTATIONAL SCIENCE AND ITS APPLICATIONS - ICCSA 2006, PT 3, 2006, 3982 : 234 - 243
  • [30] Fuzzy stochastic fuzzy time series and its models
    Song, Q
    Leland, RP
    Chissom, BS
    [J]. FUZZY SETS AND SYSTEMS, 1997, 88 (03) : 333 - 341