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[45070] Artykuł: Fuzzy Cognitive Maps and Multi-step Gradient Methods for Prediction: Applications to Electricity Consumption and Stock Exchange ReturnsCzasopismo: INTELLIGENT DECISION TECHNOLOGIES, Smart Innovation Systems and Technologies Tom: 39, Strony: 501-511ISSN: 2190-3018 ISBN: 978-3-319-19857-6 Wydawca: SPRINGER-VERLAG BERLIN, HEIDELBERGER PLATZ 3, D-14197 BERLIN, GERMANY Opublikowano: 2015 Seria wydawnicza: Smart Innovation Systems and Technologies Autorzy / Redaktorzy / Twórcy Grupa MNiSW: Materiały z konferencji międzynarodowej (zarejestrowane w Web of Science) Punkty MNiSW: 15 Klasyfikacja Web of Science: Proceedings Paper Pełny tekst DOI Web of Science Keywords: Fuzzy cognitive map  Multi-steps algorithms  Gradient method  Markov model of gradient  Electricity consumption predcition  Stock exchange returns prediction  |
The paper focuses on the application of fuzzy cognitive map (FCM) with multi-step learning algorithms based on gradient method and Markov model of gradient for prediction tasks. Two datasets were selected for the implementation of the algorithms: real data of household electricity consumption and stock exchange returns that include Istanbul Stock Exchange returns. These data were used in learning and testing processes of the proposed FCM approaches. A comparative analysis of the two-stepmethod of Markov model of gradient, multi-step gradient method and one-step gradient method is performed in order to show the capabilities and effectiveness of each method and conclusions are based on the obtained MSE, RMSE, MAE and MAPE errors.