Título: | FUZZYFUTURE: TIME SERIES FORECASTING TOOL BASED ON FUZZY-GENETIC HYBRID SYSTEM | ||||||||||||||||||||||||||||||||||||||||
Autor: |
VICTOR BARBOZA BRITO |
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Colaborador(es): |
MARLEY MARIA BERNARDES REBUZZI VELLASCO - Orientador RICARDO TANSCHEIT - Coorientador |
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Catalogação: | 20/OUT/2011 | Língua(s): | PORTUGUESE - BRAZIL |
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Tipo: | TEXT | Subtipo: | THESIS | ||||||||||||||||||||||||||||||||||||||
Notas: |
[pt] Todos os dados constantes dos documentos são de inteira responsabilidade de seus autores. Os dados utilizados nas descrições dos documentos estão em conformidade com os sistemas da administração da PUC-Rio. [en] All data contained in the documents are the sole responsibility of the authors. The data used in the descriptions of the documents are in conformity with the systems of the administration of PUC-Rio. |
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Referência(s): |
[pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=18536&idi=1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=18536&idi=2 |
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DOI: | https://doi.org/10.17771/PUCRio.acad.18536 | ||||||||||||||||||||||||||||||||||||||||
Resumo: | |||||||||||||||||||||||||||||||||||||||||
The time series forecasting is present in several areas such as electrical,
financial, economy and industry. In all these areas, the forecasts are critical to
decision making in the short, medium and long term. Certainly, statistical
techniques are most often used in time series forecasting problems, mainly
because of a greater degree of interpretability, guaranteed by the mathematical
models generated. However, computational intelligence techniques have been
increasingly applied in time series forecasting in academic research, with
emphasis on Artificial Neural Networks (ANN) and Fuzzy Inference Systems
(FIS). There are many cases of successful application of ANNs, but the systems
developed are black box, not allowing a better understanding of the final
prediction. On the other hand the FIS are interpretable, but its application is
compromised by reliance on rule-making by experts and by the difficulty in
adjusting the various parameters as the number and shape of fuzzy sets and the
window size. Moreover, the lack of people with the knowledge necessary for the
development and use of models based on these techniques also restricts their
application in the routine planning and decision making in most organizations.
This work aims to develop a computational tool able to make forecasts of time
series, based on the theory of Fuzzy Inference Systems, in conjunction with the
optimization of parameters by Genetic Algorithms, providing an intuitive and
friendly graphical user interface.
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