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Record W4401069904 · doi:10.1109/tfuzz.2024.3435043

Synergizing Two Types of Fuzzy Information Granules for Accurate and Interpretable Multistep Forecasting of Time Series

2024· article· en· W4401069904 on OpenAlex

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.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueIEEE Transactions on Fuzzy Systems · 2024
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of Alberta
FundersNational Natural Science Foundation of China
KeywordsSeries (stratigraphy)Computer scienceTime seriesFuzzy logicData miningArtificial intelligenceFuzzy control systemMachine learningPattern recognition (psychology)

Abstract

fetched live from OpenAlex

High accuracy and decent interpretability are two main pursuits in time series multistep forecasting. Trend fuzzy information granulation shows the potential to improve accuracy. That is, trend fuzzy information granulation-based models give multistep forecasts by predicting a trend-type fuzzy information granule (FIG) at one time, thus avoiding cumulative errors resulting from repetitive iterations. However, since trend fuzzy information granulation focuses on trend information but misses magnitude information of time series, the models based on which are decently interpretable in the sense of trend but not magnitude, leading to the accuracy-interpretability dilemma. To overcome this dilemma, we first propose a new type of FIGs, named multiamplitude FIG, to interpret amplitude features and magnitude distributions. Then we present trend-magnitude synergy-oriented fuzzy information granulation, which constructs two types of FIGs on each segment simultaneously: multilinear-trend FIG and multiamplitude FIG. They, respectively, act as trend and magnitude semantic descriptors of time series. Such fuzzy information granulation method benefits to mining multilinear-trend and multiamplitude fuzzy rules that can effectively interpret complex trend associations and magnitude associations. With such new fuzzy rules, we synergize trends and magnitudes well to develop a time series multistep forecasting model. This model operates at the granular level, predicting a multilinear-trend FIG and a multiamplitude FIG at one time. Therefore, it is with not only high accuracy but also decent interpretability thanks to the sound trend-magnitude synergy. Experiments verify the validity of our multistep forecasting model in accuracy and interpretability.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not 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.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.933
Threshold uncertainty score0.654

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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.

Opus teacher head0.070
GPT teacher head0.351
Teacher spread0.282 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it