Forecasting of Multivariate Time Series via Complex Fuzzy Logic
Why this work is in the frame
A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.
Bibliographic record
Abstract
Multivariate time series consist of sequential vector-valued observations of some phenomenon over time. Time series forecasting (for both univariate and multivariate case) is a well-known, high-value machine learning problem, in which the goal is to predict future observations of the time series based on prior ones. Several learning algorithms based on complex fuzzy logic have recently been shown to be very accurate and compact forecasting models. However, these models have only been tested on univariate and bivariate datasets. There has as yet been no investigation of more general multivariate datasets. We report on the extension of the adaptive neuro-complex-fuzzy inferential system learning architecture to the multivariate case. We investigate single-input-single-output, multiple-input-single-output, and multiple-input-multiple-output variations of the architecture, exploring their performance on four multivariate time series. We also explore modifications to the forward- and backward-pass computations in the architecture. We find that our best designs are superior to the published results on these datasets, and at least as accurate as kernel-based prediction algorithms.
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Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.001 | 0.000 |
| Scholarly communication | 0.001 | 0.000 |
| Open science | 0.001 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it