A knowledge-based fuzzy decision tree classifier for time series modeling
A new approach is suggested to classify a pattern of a particular time series into one of autoregressive moving-average (ARMA) models based on a fuzzyfied decision tree classifier. A knowledge-based tree search algorithm is presented to find promising search. The pattern for input of this algorithm is obtained by means of an extended sample autocorrelation function. The proposed approach essentially results in a fuzzy logic search through the space of possible terminal nodes. Experimental results show the good efficiency of this algorithm.
scientific article; zbMATH DE number 4131621
scientific article