Evolving Fuzzy Modeling with Variable Step-Size applied to Gas Prices Forecasting in Brazil

被引：0
|
作者：
Campos Queiroz, Eduardo Ravaglia [1 ]
Teles Rocha Alves, Kaike Sa [2 ]
Cyrino Oliveira, Fernando Luiz [1 ]
de Aguiar, Eduardo Pestana [3 ]
机构：
[1] Pontifical Catholic Univ Rio de Janeiro, Dept Ind Engn, Rio De Janeiro, Brazil
[2] Univ Fed Juiz de Fora, Grad Program Computat Modeling, Juiz De Fora, Brazil
[3] Univ Fed Juiz de Fora, Dept Ind & Mech Engn, Juiz De Fora, Brazil
来源：
IEEE CIS INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS 2021 (FUZZ-IEEE) | 2021年
关键词：
Forecasting; Time Series; Evolving Fuzzy Models; Variable Step-Size; IDENTIFICATION;
D O I：
10.1109/FUZZ45933.2021.9494405
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
Fuel represents one of the main transport costs and, consequently, of a logistical operation. So, a computational tool that allows reliable forecasts on the fuel prices becomes a competitive differential for the logistics operator, especially in a country of continental dimensions such as Brazil. The present study developed a participatory evolving fuzzy model, with a variable step-size, denominated VS-ePL-KRLS, applied to the forecast of weekly prices of diesel oil S500 and S10, at the national level, for biweekly and monthly horizons. The proposed model presented better accuracy in relation to the existing ones of this class in the literature, without loss of computational performance for all four analyzed scenarios.
引用
收藏
页数：6
相关论文
共 50 条
  • [1] Variable step-size evolving participatory learning with kernel recursive least squares applied to gas prices forecasting in Brazil
    Eduardo Ravaglia Campos Queiroz
    Kaike Sa Teles Rocha Alves
    Fernando Luiz Cyrino Oliveira
    Eduardo Pestana de Aguiar
    [J]. Evolving Systems, 2022, 13 : 297 - 306
  • [2] Variable step-size evolving participatory learning with kernel recursive least squares applied to gas prices forecasting in Brazil
    Queiroz, Eduardo Ravaglia Campos
    Alves, Kaike Sa Teles Rocha
    Cyrino Oliveira, Fernando Luiz
    Pestana de Aguiar, Eduardo
    [J]. EVOLVING SYSTEMS, 2022, 13 (02) : 297 - 306
  • [3] APA with Evolving Order and Variable Step-size for Echo Cancellation
    Zhu, Mingfeng
    Zhang, Linghua
    [J]. PROCEEDINGS OF 2016 IEEE ADVANCED INFORMATION MANAGEMENT, COMMUNICATES, ELECTRONIC AND AUTOMATION CONTROL CONFERENCE (IMCEC 2016), 2016, : 841 - 844
  • [4] The Selection of the Step-Size Factor in the Variable Step-Size CMA
    Liu, Jia
    Zhao, Baofeng
    [J]. ARTIFICIAL INTELLIGENCE AND COMPUTATIONAL INTELLIGENCE, PT I, 2011, 7002 : 288 - +
  • [5] Richardson estimator with variable step-size
    Aïd, R
    [J]. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1999, 329 (09): : 833 - 837
  • [6] Research of the step-size factor in adaptive variable step-size blind equalization algorithm
    Zhang, LY
    Cheng, HQ
    Liu, T
    Wang, HK
    [J]. ICEMI 2005: Conference Proceedings of the Seventh International Conference on Electronic Measurement & Instruments, Vol 3, 2005, : 667 - 670
  • [7] Variable Step-Size Constant Modulus Algorithm Employing Fuzzy Logic Controller
    Ozen, A.
    Kaya, I.
    Soysal, B.
    [J]. WIRELESS PERSONAL COMMUNICATIONS, 2010, 54 (02) : 237 - 250
  • [8] Variable Step-Size Constant Modulus Algorithm Employing Fuzzy Logic Controller
    A. Özen
    İ. Kaya
    B. Soysal
    [J]. Wireless Personal Communications, 2010, 54 : 237 - 250
  • [9] Power Transformers Thermal Modeling Based on the Modified Set-Membership Evolving Multivariable Gaussian and Variable Step-Size Evolving Multivariable Gaussian
    Marcos V. G. da Rocha
    Kaike Sa T. R. Alves
    Eduardo R. C. Queiroz
    Fernando L. Cyrino Oliveira
    Michel B. Hell
    Eduardo P. de Aguiar
    [J]. Journal of Control, Automation and Electrical Systems, 2022, 33 : 1044 - 1055
  • [10] Power Transformers Thermal Modeling Based on the Modified Set-Membership Evolving Multivariable Gaussian and Variable Step-Size Evolving Multivariable Gaussian
    da Rocha, Marcos V. G.
    Alves, Kaike Sa T. R.
    Queiroz, Eduardo R. C.
    Cyrino Oliveira, Fernando L.
    Hell, Michel B.
    de Aguiar, Eduardo P.
    [J]. JOURNAL OF CONTROL AUTOMATION AND ELECTRICAL SYSTEMS, 2022, 33 (03) : 1044 - 1055
12345