In the article we have discussed an approach to time series modelling based on Fuzzy Cognitive Maps (FCMs). We have introduced FCM design method that is based on replicated ordered time series data points. We named this representation method history h, where h is number of consecutive data points we gather. Custom procedure for concepts/nodes extraction follows the same convention. The objective of the study reported in this paper was to investigate how increasing h influences modelling accuracy. We have shown on a selection of 12 time series that the higher the h, the smaller the error. Increasing h improves modelâs quality without increasing FCMâs size. The method is stable - gains are comparable for FCMs of different sizes.
Discussion(0)
No comments yet. Be the first to comment.