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Uncertainty Forecasting in Engineering
Bernd Möller, Uwe Reuter
Verlag Springer-Verlag, 2007
ISBN 9783540371762 , 202 Seiten
Format PDF, OL
Kopierschutz Wasserzeichen
Geräte
Preface
5
Contents
7
Abbreviations
9
1 Introduction
14
1.1 Application of Time Series for Forecasting in Engineering
14
1.2 Data Uncertainty and Fuzzy Time Series
18
1.3 Examples of Fuzzy Time Series
20
2 Mathematical Description of Uncertain Data
22
2.1 Fuzzy Variables
22
2.2 Fuzzy Random Variables
38
2.3 Fuzzy Random Processes
66
3 Analysis of Time Series Comprised of Uncertain Data
71
3.1 Plot of Fuzzy Time Series
71
3.2 Fuzzy Component Model
75
3.3 Stationary Fuzzy Time Series
81
3.4 Transformation of Fuzzy Time Series Using Filters
86
3.5 Modeling on the Basis of Specific Fuzzy Random Processes
91
3.6 Modeling on the Basis of Artificial Neural Networks
118
4 Forecasting of Time Series Comprised of Uncertain Data
142
4.1 Underlying Concept
142
4.2 Forecasting on the Basis of Specific Fuzzy Random Processes
145
4.3 Forecasting on the Basis of Artificial Neural Networks
155
5 Uncertain Forecasting in Engineering and Environmental Science
164
5.1 Model-Free Forecasting
164
5.2 Model-Based Forecasting
166
5.3 Applications
174
References
203
Index
208
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