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Abstract:
Fuzzy neural network (FNN) is regarded as a prominent approach in application of time series modeling. With the capability of fuzzy reasoning, FNN can capture temporal patterns from the time-series samples. However, the existing FNNs may suffer from the temporal pattern distortion because possibly multi-scale features can not be explored sufficiently. To address this problem, a time-aware fuzzy neural network, based on frequency enhanced modulation mechanism (FEM-TAFNN), is developed for time-series prediction in this paper. First, a Fourier-based decoder is established to extract the multi-scale features. This decoder employs the frequency-domain model to orthogonally separate the time-scale features with different frequencies into independent temporal patterns based on the Fourier basis, which prevents the overlap of temporal patterns using time-domain analysis. Second, a frequency enhanced modulation (FEM) mechanism is designed to shape fuzzy rules of FNN based on the contribution of different temporal patterns in the frequency spectrum. It enables FEM-TAFNN to modulate out the realistic multi-scale temporal patterns. Finally, the proposed FEM-TAFNN is tested on four multi-scale time series datasets. Empirical results confirm its superior prediction performance than other methods. IEEE
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IEEE Transactions on Fuzzy Systems
ISSN: 1063-6706
Year: 2024
Issue: 8
Volume: 32
Page: 1-15
1 1 . 9 0 0
JCR@2022
Cited Count:
SCOPUS Cited Count: 3
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 6
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