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A Novel Time Series Forecasting Method Based on Fuzzy Visibility Graph

  • Jingyi Zhou
  • Jiayin WangEmail author
  • Fusheng Yu
  • Lian Yu
  • Xiao Wang
Conference paper
Part of the Advances in Intelligent Systems and Computing book series (AISC, volume 1075)

Abstract

Aiming at the defect of visibility graph, this paper first proposes the definition of fuzzy visibility graph, then gives a new similarity measure of time series induced from the similarity of fuzzy visibility graphs. Based on the proposed definition and similarity measure, a novel time series forecasting method is established. To demonstrate the performance of the proposed method, experiments are carried out on Alabama enrollment, stock price index and Shanghai Pudong Development Bank’s closing price. The results show that the proposed method improves the accuracy of prediction.

Keywords

Forecasting Time series Visibility graph Fuzzy visibility graph 

Notes

Acknowledgement

This work is supported by the National Natural Science Foundation of China (No. 11571001, No. 11701338).

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Copyright information

© Springer Nature Switzerland AG 2020

Authors and Affiliations

  • Jingyi Zhou
    • 1
  • Jiayin Wang
    • 1
    Email author
  • Fusheng Yu
    • 1
  • Lian Yu
    • 1
  • Xiao Wang
    • 2
  1. 1.School of Mathematical Sciences, Laboratory of Mathematics and Complex Systems, Ministry of EducationBeijing Normal UniversityBeijingChina
  2. 2.Beijing Institute of Petrochemical TechnologyBeijingChina

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