摘要
可能性线性系统的输出时间序列可用模糊数来表示，我们称其为模糊时间序列（ＦＴＳ）．这篇论文提出了ＦＴＳ分析的新方法，并研究它的参数估计和模型定阶。两个仿真例子表明本文提出的方法对ＦＴＳ分析是非常有效的。
The output time series of possibilistic linear systems ,expressed by fuzzy numbers,is called fuzzy time series (FTS).This paper proposes a new method of the FTS analysis and develops its parameter identification and the model or-der estimation.Two examples areselected for simulation study and results show that the method proposed by this paper is very efficient for the FTS anal-ysis.
出处
《模糊系统与数学》
CSCD
1995年第4期15-25,共11页
Fuzzy Systems and Mathematics
关键词
模糊时间序列
模糊数
系统辨识
参数估计
Fuzzy time series
Fuzzy numbers
Nolinear programming
Modelling
System identification
