Вы находитесь на странице: 1из 315

. .

. .
. .

2010

004.8 (075)
32.813 7
94


, - . . . ,
.
-

94

, . .

. . , . .
, 2010. 320 .


, . .

:
.

/
:

ISBN 978-5-9795-0618-0
(Time Series Data Mining), ,
.
, . ,
, ,
.
, , , ,
, , , .

004.8 (075)
32.813 7

. ., . .,
. ., 2010
. , 2010

ISBN 978-5-9795-0618-0


........................................................................................................... 6
.............................................. 11
1. ....................... 13
............................................................................................................... 13
1.1. .................................... 14
......................................................................................... 20
1.2. ............................................................................ 20
......................................................................................... 26
1.3. .................................................. 27
......................................................................................... 31
1.4.
.................................................................................... 31
......................................................................................... 34
1.5. .. 35
......................................................................................... 40
1.6. ............. 41
......................................................................................... 44
................................................................................................................. 44
................................................................................ 45
2.
................................................................. 58
............................................................................................................... 58
2.1. ..................................................................................... 59
......................................................................................... 64
2.2. .................................................................... 65
......................................................................................... 67
2.3. ............................................................................................ 67
......................................................................................... 70
2.4. ........................................................................ 71
......................................................................................... 77
2.5. ............................... 77
......................................................................................... 81
2.6.
............................... 82
......................................................................................... 95
................................................................................................................. 96
................................................................................ 98

3.
............................................. 100
.............................................................................................................. 100
3.1. ................ 101
........................................................................................ 111
............................................................................... 112
3.2. ................... 113
........................................................................................ 122
............................................................................... 122
3.3. ........................... 123
........................................................................................ 143
............................................................................... 143
3.4. ...................................................... 145
........................................................................................ 152
............................................................................... 152
3.5. ................................................ 154
........................................................................................ 161
................................................................................................................ 162
............................................................................... 165
4.
................................................................ 168
.............................................................................................................. 168
4.1. ACL- . 170
........................................................................................ 193
4.2. ......................................................... 194
........................................................................................ 202
4.3. .............. 202
........................................................................................ 209
4.4. FT-
................................................................................... 209
........................................................................................ 210
4.5. -
..................................... 210
........................................................................................ 217
............................................................................... 217
5. -
.............. 219
.............................................................................................................. 219
5.1. - .. 219
........................................................................................ 224
5.2. ................................ 225
........................................................................................ 233
4

5.3. ............................. 234


........................................................................................ 236
5.4. ........................................................................................ 236
........................................................................................ 238
5.5. ............................ 239
........................................................................................ 246
5.6. ...................................................................................... 246
........................................................................................ 249
5.7. ................................ 250
........................................................................................ 270
5.8. ....................................................... 270
........................................................................................ 277
5.9. ............................................ 278
........................................................................................ 279
5.10.
............................... 279
........................................................................................ 285
................................................................................................................ 285
............................................................................... 286
6.

....................................................... 289
.............................................................................................................. 289
6.1.
FuzzyTend ............................................... 289
6.2. .................................................................. 300
........................................................................................ 313
................................................................................................................ 313
............................................................................... 314
.................................................................................................. 316
...................................................................................................... 317

,

...

, , , , , , , ,
.
(),
, : , , , , , , .

:
1.
,
2. ,
3. .
,
, ,
, .
, , .

,
, -
, , - .
, , Data Mining,

Time Series Data Mining (TSDM). Time Series Data Mining , -,
, ,
, -, , , -,
.
Time Series Data Mining
, (), . , , , - .
.
,
.
, ,
Data Mining
: , , , , , , , , .
7

, :
. , . , . , . , . , . ,
. . . ,
. , . .
, , .
, , () ,
. ,
-, , , , ,
.
.
: , , , ,
. ,
. ,
, .


: ,
,
.

Time Series Data Minig, :
, , , .
, . .

. -
ACL-. ACL-
. .
, F-
, Time Series Data Minig.
-

(Time Series Data Minig): , , ,
, , , . , 9

,
, . , .

. - ,
.

10


ACL- (Absolute&Comparative Linguistic) .
CICO CICO (Crisp-Input and
CrispOutput).
CiFo CIFO (Crisp-Inputs and Fuzzy-Outputs).
CWP (computing with words and perceptions
CWP).
DM Data Mining (DM)
.
FARIMA -
(FARIMA)
FAT Fuzzy Approximation Theorem, , .
FiFo FIFO (Fuzzy-Inputs and
Fuzzy-Outputs).
FLSRA ,
FLSRA (Fuzzy least-square regression analysis).
GCL : Generalized Constraint Language.
GTU (Generalized Theory
of Uncertainty.
IFSA , , International Fuzzy Systems Association.
NL
, .
TPM Theory of Precisiation of Meaning (TPM).
TSDM Time Series Data
Mining (TSDM).
.
11

.
(ARIMA) .
.
.
.
.
.
.
.
.
.
, .
.
.
.
.
.
.
.
.
.
(MSE) .
.
.

12

1.


- , . , -
:

, ;

, ;
,
.
, , ,
( ). , ,
.

13

1.1.

() , , , , (), .

. , . , , . ,
.
,
. ,
,
, , ,
, , , , . . , , : , , .
-.
.


, , , , .
, , , 14

. 2003-2009 ., ( ), ( ), IAS
( ).
.
:
[ ., 2008; , 2008],
- [ ., 2008; , 1986],

[, 2008],
[, 2005; , 2008],
[ ., 2008],

[ ., 2008 ],
[, 2005],
, ( ) [, 2005],
[, 2006],
[ ., 2006].
:
[, 2008],
[, 2008 ],
15


[, 2008 ],

[, 2008],
[ ., 2008].
:
, [ ., 2008],
[, 2008],

[
., 2009],
[ ., 2002],

[ ., 2008],
[ .,
2008].
:
[ ., 2008],
[ ., 2008],
- [, 2008],
16

[ ., 2008 ],
[, 2007; ,
2008],

[, 2003; ., 2007],
( 1.0) [,
2005],

[, 2008 ].
:
[, 2007; , 2007],
[ ., 2007 ; ., 2007
; ., 2007],
[, 2008],

[, 2008],

[, 2008; , 2004],

[, 2008].
:
[ ., 2008],
- [, 2009; , 2001],
17

[, 2009],
[
., 2008; ., 2007].
:
[, 1997;
, 2004],
[, 2008],
-
[ ., 2008; , 2007],
CAD/CAM/CAE- [, 2008],
[
., 2008],

[, 2008],
[ ., 2008],
[ ., 2008 ].

.
-, [, 1974].
()
,
.
-18

, . ,
- .

.
.
-, : , , ,
,

[ ., 2007 ; , 2007 ; .,
2007; , 1999] .
-, , ,
/ ,
. (
) ,
.
-,
:
, , .

1. ?
19

2. ?
3.
?
4. ?
5. ?
6. , .
7. ?

1.2.

.
.
, (, , ), .
X
. , .
, S.
VK. Mr, VK,

Mr Mark ( X , Y , VK , S , MK ),
20

Y;
VK (, , );
S ;
MK .
MK . .

, .
[, 2006].
, ,
. , , , , , , , , .
. .

[, 2006].
Y,
.
. ,
, . VK, .
21

. (
),
(Human Development Index), . . S. , ,
() , .

Mr , ,
, ,
, .

, , , , .
:
1. , : , , ,
.
2. ,
,
, .
, , , , , . , , . , , .

: .
22


: (, , , ), (, , , , ,
). S ,
.
, S , ,
.
, ,
xi ,
t i . :
1) xi i- ( ),
2) ( ),
3) , , ,
, :
) pr-, , , ,
;
) post-, , , ;
) cur-, ,
.
(pr-), (post-) (cur-) 23

. r- , , post- cur-.
, , .
, .
,
:
, ;
;
, .
, - ,

, , ,
.

.
[, 1974].
, ()
, .
, ,
.

F _ Mr F _ Mark ( X , Y , VK , S , MK ),
24

Y;
VK (, , );
S , . (), <Name,W,MF>, Name ( ), W ( ), MF , W, W [0,1];
MK
().
:
1.
, .
2. ,
, .
3. , .

1. ?
2. ?
3. .
4. ? .
5. ? .
6. .

25

7.
?
8.
?
9. . ?
10. Mr.
11. ?
12. .
13.
? .
14.
?
.
15.
() ?
.
16. Mr.
17.
.
18.
.
19.
?
20. , ?
21. : ,
, pr-, post-, cur-.

26

22. ?
23. .
1.3.

-

. , , ,
, .
()
, [ .,
2007 ]:
: ( ),
( ), ( );
( , );
( , );
, , (
);
, ( );
(,
).
, , : , , ,
27

.
:
1) ,
;
2) ;
3) ;
4) .

, .
, , , , ,
.
. , ,
[, 2004].
, , , .
.
, .
, .
: , , , , 28

, . . , (), . , .
. , , , .
, , n
.
,
1
{xi , t i } , , x i X , X R , t i N , i [1, n ].

xi .
1.1. () -


, ,
t i -

~
i .
~
i .
.
Fuzzy,

~
xi Fuzzy ( ~xi ( w), xi ) ,
~ ~ ~
i X , X ;
~
w ( X) i , xi w ;

29

~x ( w) [0,1] ~ i
i

xi , .

~
1.2. i
w B xi w , ~xi ( w) 0 , B -

~
X .
, . , , . ~xi ( w) [0,1] .
. 1.1 , -

~
i , .

. 1.1.

1. ?
2. , .
30

3. .
4. .

~
5. i .
1.4.

,

.
[, 1984]:
,

;
-

;
- -

, ;
.


cur- , , , .
, .
.
[ ., 2003],
, , .
.
31

,
.
:
, -

, ;
, -

;
, -

.
, ,
. , , .
,
, , ,
,
.
: 1. i- 2. 3. 4. 5.
. , .
, .

. 32

[, 2007;
, 1999; ., 2006].
: 1. i-
2. 3. . , [, 2008; , 2008; , 1989; ., 1976; , 1990].
pre- , [, 2008 ; ., 2007 ]. ( ),
, ,
.
,
.
, - :
-

, ;
-

;
-

,
.
, ;
-

, -

33

, .

1. .
2.
?
3. .
4.
,

.
5. ?
6. , .

1.5.

-, . , , , , , . ,
.
,
, . , , () , . ,
34

,
, .
( ) , .
, , , , : ; , ,
.
, , , , :

() ,

35

. , , [, 2003]
,
[, 1997; , 2004;
., 2007 ; ., 2008 ; , 2001; , 1985].

1.5.1.
, .
, ,
.
, ,
, , . , ,
.
, t1 z1, (t2, t3) z2,
t4 z4
z5.
[, 1985].
, , , ,

36

,
, . , [, 2008; ., 1991], ,
[, 2008].

, ,
, .

, ,
.
, .
1.5.2.

-. , . - ,
, , , . , , , . :
37

, , , . , [ ., 1989].

, . , , , ,
. [, 2008; , 1981].
, ,
,

. , ,
, , , , , ,
. . , , , .



[, 2008; ., 2008; , 2007].
,
,
38

, ,
, . [, 2004] .

. ,
, .
. -,
. -, ,
. -, , , .
.
,
, , .

1. (),
?
2. , , , , .
39

3. ,
?
4. ?
5. .
6.
, ?
7. .
1.6.

( )
.

[,
2004]: , , , . . , , , , .
. ,
40

,
.
,
.
1. .

. , ().
,
, . () .
. ,
, {xi , t i } .
x

t0 ti tn, ( )
Tr. Tr
, , , [, 2004]. ,
{xi , t i } , Tr
,
.
2. .
, , ,
.
41

, ,
. , ,
, , . ,
, .
. ,
. , , .

, ,
.
, ,
, .
.
3. .
, ,
.
. , . Tr . Tr
, , , .
.
4. .
, 42

. , , , , .
,
.
, ,
,
.
.
Tr , .
. , , .
, , , .

1. ?
2.
.
3.
.
4. .
5.
.

43


- , , () , . ,
,
, ,
, , ,
.

1. [, 2008 ] , . . / . //
(-2008):

(. , 27-29 , 2008 .). 2. :
, 2008. . 3-9.
2. [, 2008 ] , . .
/ . // (-2008) :
(. , 27-29 , 2008 .). . 2. : , 2008. . 9-23.
3. [ ., 1986] / . . , . . , . .
. ; . . . . . : . . . .-. ., 1986.
312 .

44

4. [ ., 2008] , . . / . . ,
. . , . . // 2008 (28 - 3 , 2008 ., . , ) : . .1. . : , 2008. . 269-280.
5. [ ., 2008] , . .
CAD/CAM/CAT / . . , . . // -
(AIS08) (CAD-2008).
4- . . : , 2008. . 3. . 312-314.
6. [ ., 1990] , . . / . . , . . , . . //
. . . . . 29. . :
, 1990. . 127-201.
7. [ ., 2008] , . . / . . , . . // - (AIS08) (CAD2008). 4- . . : , 2008. . 1.
. 95-100.
8. [ ., 2003] , . . : . / . . , . . , . . ;
. . . . . : , 2003. 368 .
9. [ ., 2008] , . .

/ . . , . . //

V - -

45

(, 20-30 2009 .). .2.


. : , 2009. . 785-799.
10. [, 2009] , . .
/ . . //
, , ,
, 2-5 2009 , . / . . . ., .
. . , . .-. ., . . . . : ,
2009. . 31-33.
11. [, 2008 ] , . . / . . // : . : , 2008. . 37-39.
12. [ ., 2008 ] , . .
/ . . , . . //
: .
: , 2008. . 34-37.
13. [, 2005] , . . / . . // III - (, 15-17 2005 .). . 2. . :
, 2005.
14. [, 1989] , . .
/ . . // . : , 1989.
. 29-35.
15. [ ., 2007 ] , . .
/ . . , . . //
. . 2. 2007. 1.
46

16. [ ., 2007 ] , . . .
/ . . , . . , . . .
. : , 2007. 208 .
17. [ ., 1976] , . / . , . //
. : , 1976. . 172-215.
18. [ ., 2002] , . . / . . , . . , . . . . : ,
2002.
19. [, 1985] . / . . . . : . . -, 1985.
164 .
20. [, 1989]
/ . . , . . , . . . . :
, 1989. 304 .
21. [ ., 2007] , . . /
. . , . . , . . . . : , 2007. 284 .
22. [ , 2008] , . . / . . , . . //
(-2008) : (. , 27-29 , 2008 .). . 2. : , 2008.
. 144-151.
23. [ ., 2007] , . .
/ . . , . . . // . 2007. 4. . 80-82.
24. [ ., 2008] , . .
/ . . , . . // 47


-2008 (28 -3 , 2008 .,
. , ) : . . 3. . : , 2008.
. 235-240.
25. [, 2008] , . .
/ . . // V (, 20-30 2009 .). .2. . : , 2009.
. 799-808.
26. [ ., 1989] , . . / . . , . . . . :
. ., 1989. 184 .
27. [, 2004] , . .
/ . . . : , 2004. 219 .
28. [ ., 2008] , . .
/ . . , . . // - (AIS08)
(CAD-2008). 4- . 1. . : ,
2008. . 46-52.
29. [, 2005] , . .

/ . . // III (, 15-17 2005 .) . 2. . : , 2005.
30. [ ., 2008] , . . / . . ,
. . , . . . // 48

2008 (28 -3 , 2008 ., . , ) : . .1. . : , 2008. . 68-76.


31. [, 2008] , . . / . . // V
-
(, 20-30 2009 .) . 2. . : , 2009.
. 812-822.
32. [ ., 2008] , . .

/ . . , . . , . . . // - (AIS08) (CAD-2008). 4- . . 2. . : , 2008. . 129-135.
33. [, 2001] , . .
/ . . , . . , . . . //
2001. - .
., 2001. . 245-246.
34. [, 1984] , . .
/ . . //
. . : .
. -, 1987. . 84-91.
35. [ ., 2008] , . .
/ . . , . . ,
. . // -2008 (28 3 , 2008 ., . , ): . . 1. . :
, 2008. . 77-85.

49

36. [, 2001] , . .
/ . . //
. 2001. 2. . 109-115.
37. [, 1974] , . . / . . // .
. : , 1974. . 5-49.
38. [, 2008] , . .
/
. . // (-2008) :

(. , 27-29 , 2008 .). . 2.
: , 2008. . 24-31.
39. [, 2008] , . .
/ .

//

- (AIS08) (CAD-2008). 4- . . 1 . : , 2008. . 343-348.


40. [, 2008] , . . /
. . // -2008 (28 3 , 2008 ., . , ): . . 3. . :
, 2008. . 132-139.
41. [ ., 2008] , . .
- / . . , . . // - (AIS08) (CAD-2008). 4- . 1. . : , 2008. . 248255.
42. [, 2003] , . .
/ . . . . : , 2003.
50

43. [, 2008] , . . / . . //
-
(AIS08) (CAD-2008).
4- . . 1. . : , 2008. . 268-277.
44. [, 2008] , . . / . . //

-2008 (28 - 3 , 2008 .,
. , ): . . 3. . : , 2008.
. 123-131.
45. [, 2007] , . .
/ . . // , , . 2007. 12.
46. [ ., 2008] , . . /
. . , . . , . . //
- (AIS08)
(CAD-2008). 4- .
. 1. . : , 2008. . 353-361.
47. [, 2008] , . .
/
. . // -
(AIS08)
(CAD-2008). 4- . . 1. . : , 2008.
. 277-280.
48. [ ., 2007] , . . / . . ,
. . // . . 3. 2007. 3.

51

49. [ ., 2007] , . .
/ . . , . . , . . . :
, 1991. 136 .
50. [ ., 2008] , . . - / . . , . . , . . . //
-2008
(28 - 3 , 2008 ., . , ): .
. 1. . : , 2008. . 171-178.
51. [, 2005] , . . ,
( ) / . . //
III - (, 15-17 2005 .).
. 2. . : , 2005.
52. [ ., 2008] , .
/ . , . ,
. . // . 2008.
4(84). . 65-68.
53. [, 2008] , . / . //

-2008 (28 - 3 , 2008 ., . , ):
. . 3. . : , 2008. . 149-154.
54. [, 2002] , . . : . / . . . 2- ., . .
. : - . . . , 2002. 336 .
55. [, 2009] , .. /
. . // V - 52

(,
20-30 2009 .). . 2. . : , 2009. . 698-705.
56. [, 2008] , . . Internet
/ . . , . . ,
. . // -2008 (28 3 , 2008 ., . , ): . . 3. . :
, 2008. . 116-122.
57. [, 1981] , . .
/ . . . . : , 1981.
58. [, 2008] , . . / . . //
- (AIS08) (CAD-2008). 4- . .2. . : , 2008. . 307-312.
59. [, 2008] , . . / . . ,
. . // -2008 (28 3 , 2008 ., . , ): . . 3. . :
, 2008. . 300-305.
60. [, 1999] , . . : , , /
. . . : -, 1999. 320 .
61. [ ., 2008] , . . / . . , . . , . . . // (-2008) : -

53

(. , 27-29 , 2008 .). . 2. : ,


2008. . 96-104.
62. [, 2008] , . .
/ . . // . 2008. 3.
63. [, 2007] , . . - / . . . : , 2007. 333 .
64. [, 2008] , . . /
. . , . . // (AIS08) (CAD-2008). 4- . . 1.
. : , 2008. . 127-132.
65. [, 2006] , . .
/ . . // . 2006.
2(12).
66. [ ., 2008 ] , . . / . . , . . // - (AIS08)
(CAD-2008). 4- .
. 1. . : , 2008. . 10-15.
67. [ ., 2008] , . .
/ . . , . //
-
(AIS08) (CAD-2008).
4- . .1. . : , 2008. . 123-126.
68. [, 2006] , . .
/

54

. . // . . . 2006. 5.
69. [, 2008] , . .
/ . . //
- (AIS08) (CAD-2008). 4- . . 3. . : , 2008. . 382-385.
70. [, 2007] , . . /
. . . . : , 2007. 312 .
71. [ ., 2006] , . . - / . . , . . ;
. . . // : , ,
. : , 2006. 10. . 185-217.
72. [ ., 2009] , . .
/ . . , . . , . . // V - (, 20-30 2009 .) . 1. . : , 2009.
. 538-543.
73. [, 2007] , . . MATLAB/ . . . . : , 2007.
288 .
74. [, 1997] , . .
/ . . . : - .
-, 1997.
75. [, 2004] , . .
: . / . . . . : ,
2004. 320 .

55

76. [ ., 2005] , . . -
INTERNET / . . , . . ,
. . // . 2005. 3.
77. [ ., 2007 ] , . .

. . , . . , . . // .
2007. 12. . 46-51.
78. [ ., 2007 ] , . .
/ . . , . . //
XXI . - . , (3 - 8 2007 ).
, 2007. . 88-90.
79. [ ., 2008] , . .
/ . . , . . ,
. . // -2008 (28 3 , 2008 ., . , ): . . 2. . :
, 2008. . 278-286.
80. [, 2006] , . . :
/ . . . . : - : . , 2006. 316 .

56

2.

, . , -
. ,
,
- , . , , , () .
[Zadeh, 1965; , 1974; , 2007; , 1986;
, 1989; , 1999; , 2004; , 2006; , 2006;
., 2007; ., 2007].
, ,
(), , :
1. , , , . ,
, . , .
57

2. , : ,
, , .

.
3.
.
,
, .
.
2.1.

, . [Zadeh, 1965] ,
, , .
, ,
,
.
, . , , .
, . , .
58

,
.
,
.
.
xX :

Y= (x,B),
Y , () xX;
, , : [0,1].
;
X . , , ( ). (x,B) wX, (x,B) , . ;
B , .

,
, X. , ,
. , ,

1.

59

, 2.
, :
1. . . ,
,
Y= (x,B) w, . = {x1/y1,
2/2, .., n/yn}. ,
Y= (x,B), ,
.
2. . ,
, , . Y=(x,B) (. 2.1).
2.1. ={, c}:
2

xc
( x, B ) exp(
),

;
.

60

(x)

(x)

b
)

c
)

(x)
1

c
)

. 2.1.
) , ) , )

2.2. , B={a, b , c}, :

x a
b a , a x b

c x
,b x c
( x, B )
c
b

0, x a, x c,

b ;
, .
2.3. , B={a, b, c, d}:

61

x a
b a , a x b

1, b x c
( x, B )
d x , c x d
d c
0, x a, x d .


, Y=() Y=(x,B).
.
() ( )
. Z ( ) Z=Z(). , .
x, Z, ,
x Z Z(x). ,
Z Z(), , , . Z Z() .
X {x} ( ), . X :
A=, B=, C=,
. , xX
A

A {x, A ( x)} , B
B {x, B ( x)} ,

C {x, C ( x)} . , ,
62

: A A (x) ,

B B (x) , C C (x) .
m
:
1) , ;
2) X {x} , , ( ), ;
3) ( ) , ;
4) .

1. ?
2. .
?
3. , ,
: , , .
4. .
5. .
6. .
7. ,

?

63

8. ,

?
9. ?
10. , .
11. .
2.2.

, .
, , ,
, . , ,
,
,
. , , -,
, , ,
, ,
[, 1976].
,
. ,
64

? .
, ,
() [, 1974].

~
Name , X , X , G , P ,
Name ;
x;
~
X -, ~
, , X ={, , ,

.};
~

G () X ,
-, ;
P , -
~

X X .
, [, 2007],
. 2.2.

. 2.2.

65

, , ,
.

1. .
2. , ?
3. :
~

, X -, G () , P .
2.3.

() ,
,
. . :


.
,

(fuzzified) , , .
.

66

,
.
, .
(), ()
[, 2001 a].

(t-)

T : [0,1] [0,1] [0,1] , :

1)

T(0, 0)=0; T(x, 1)= x; T(1, x)= x ;

2)

T ( x, y ) T ( a, b) , x a , y b ;

3)

T ( x, y ) T ( y , x ) ;

4)

T ( x, T ( y , z )) T (T ( x, y ), z ) .

(s-)

S : [0,1] [0,1] [0,1] , :


1)

S(1, 1)=1; S(x, 0)= x; S(0, x)= x ;

2)

S ( x, y ) S (a, b) , x a , y b ;

3)

S ( x, y ) S ( y, x) ;

4)

S ( x, S ( y, z )) S ( S ( x, y ), z ) .
t- s-

. , ,
:

S ( x, y ) n (T ( n( x ), n ( y ))) , T ( x, y ) n ( S ( n ( x ), n( y ))) .
t- s-,
n(x)=1-x, :

67

T(x, y) = min{x,y}

()

S(x, y) = max{x,y}

()

T(x, y) = xy

()

S(x, y) = x+y-xy

( )

T(x, y)=max{x+y-1, 0}

(t- )

S(x, y)=min{x+y,1}

(t-
)


[, 2004;
., 2007].
, ,
(clumping) , . (clumps)
. , , , . (granule). ()
. .

-,
.



. [, 1974], modus ponens:
68

AB

A (AB)

U V u
v . A F U UV.
,
A F B A F .

B (v) S (T ( A (u ), F (u, v)) ,


s- t- ()max () min

B (v )

((

uU

(u ) F (u , v )) .

,

[, 2004; , 2006; , 2007; ., 2007].
, .

1. .
2. . ?
3. ?
4.
(), () ?
69

5. (t- s-) .
.
6. . .
7. .
2.4.

, ,
.
( )

Y=f(X),
Y ;
n;
f Y, .
-
, , , .

[ ., 2007].

-, ,
( ).
( ) , , .
70


(. 2.3):
1) ( );
2) ( );
3) ;
4) ;
5) .
,
( ) .
. () .

. 2.3.

:
Ri: X i Y Bi , Z i,
Ri: X i Y Bi , z=fi(x,y),
X, Y ;
Z ;
i, Bi, ( );
i ( );
71

fi .
:
1)
.
2) ,
(
).
.

[, 2004 a].
1: (Mamdani). , .
2: (Tsukamoto).
, , .
3. (Sugeno). , .
4. (Larsen). .
5. .
:
X i Y Bi , z=Zi,
Zi .

Ri: X i Y Bi , Z i.
1. .
:

72

ai Ai ( X )
bi Bi (Y ),

ai X Ai;
bi Y Bi;
i = [1,r];
r .

2. .
, t- :

i min( ai , bi ) .
z :

'i ( z ) min( i , i ( z )) ,
i (z ) Zi.
3. .

(s-):

' ( z ) max ( i ( z )) , i = [1,r].


i

4. .
.

, .
.
.
73

x ( x)dx

.
( x)dx

, . :
k

x
0

xi ( xi )

i 1
k

i 1

( xi )

2.4 .

. 2.4.

80-
74

FAT (Fuzzy Approximation Theorem),


, . , - -, , - , .
. , . 1992 , :
min,
, .
1995 . . :
,
, .
, ,
[, 2004; ., 2007].

1. .
2. ?
3. .
4. .
5. ?
6.
?
75

7. .
8. .
.
2.5.

[, 2007].


1975 ., (Mamdani and Assilian)
.
,
[ . 2001]. , 1973 ,
, . , PDP-8
. , . ,
, .
. . ,
, , , , , . .
- ,
( )
76

. ,
,
,
, .
, ,
.
1982 (Holmblad and Osregaad) ,
.
, -,

.
, , .
. , ,
,
. ,
1988 .

, , ,
.
- .

( [, 2001]).
77

. 1991 Nissan
(),
Honda. Mitsubishi Motors Lancer
. General
Motors ,
Nissan
.
Nissan, Mitsubishi Honda, BMW, Hyundai, Mazda, Mercedes
Peugeot . ,
, . ,
: (
) .

5-8 ( , , , ,
. .), ,
( ), , .
,
.

(). , .
78

,
PID-
,
.
. -
, .
, ,
.
( )
.
,
. , ,
. , , , . , , ,
1-1,5 ,
. , .

( [, 2001]).

.
,
, , 79

, . .

, . , , .

1. ?
2. ?
3. ?
4. .
5. .
2.6.

2010 .
45-. , , International Fuzzy Systems Association (IFSA),
. . , , , (5-7 ).
[, 2003] IFSA97 IFSA03 .
3 IFSA: IFSA05 (,
. , 2005) [15] IFSA07 (, . , 2007) [16], IFSA-EUSFLAT
2009 (, . , 2009).
80

. .
IFSA05, IFSA07, IFSA-EUSFLAT 2009,
2.1, 2.2, 2.3, 2.4.
2.1

IFSA05

. ,
.
.
.
.


Toward a Computational Theory of Precisiation of Meaning Based on Fuzzy
Logic The Concept of Cointensive Precisiation
,

Order Structure, Topology and Fuzzy Sets
,
From Natural Language to Formalized Language and Back

On the Links between Probability and Possibility Theories

Knowledge-based Clustering for Human-Centric Systems
, ,

IFSA07

2.2

Fuzzy Logic as the Logic of Natural Languages


Computing with Words and Granules


Control/Robotics Applications based on Soft Computing


Technology
,

Computing with words, usuality qualification and linguistic quantifiers:


tools for human-centric computing
,
:

Dynamic and Distributed (D2) Fuzzy Modeling


81

. 2.2
Novel Weighted Averages as a Computing With Words Engine

Uncertainty and Fuzziness in Knowledge Discovery from Large Databases



.
(
)

OWA Operators for Gene Product Similarity, Clustering, and Knowledge


Discovery
OWA ,

2.3

IFSA09


A Unified View of Uncertainty Theories

Fuzzy Modeling: Fundamentals, Design and Challenges


: ,

Visual Clustering Methods


Fuzzy and Probabilistic Clustering


Artificial Neural Networks


. ,
.

Introduction to Fuzzy Networks


82

. 2.3
.
.

Fuzzy Data in Statistics: Formalization and Main Problems


:
Soft Computing for Sensor and Algorithm Fusion

Robust Statistics

An Axiomatic Approach to the Notion of Rational Preference Structures


Feature Selection

2.4

IFSA- EUSFLAT09

. ,
.
.
.


Casual Communication with Robots using Speech Recognition Module
,
Fuzzy Logic in Machine Learning

Capacities and the Choquet integral in decision making: a survey of fundamental concepts and recent advances
:
Fuzzy Systems, Choice Paradoxes and Optimal Committees
,

83

.
, , . .
IFSA05 , IFSA07
. . , - ,
, , . .
, , .
, ,
.
. , .
. , . ,
. ,
. . IFSA05
. ,
. , .
Theory of Precisiation of Meaning (TPM), .
,
[Zadeh, 2006].

84

[Zadeh, 1965], ,
. . :
1. / .
(value),
(v-precise, v-imprecise).
(meaning),
(m-precise, m-imprecise). m-precise. ,
. ,
p: x is X,
X m ;
m ;
, p v-imprecise m-precise.
: .
2. v-imprecise.
() : , -
, . . .
(attribute-based) . .
3. : Generalized Constraint Language (GCL).
. IFSA07 IFSA05,
. ,
, .
1. . .
.
85

(Generalized Theory of Uncertainty


GTU) .
2. GTU , , .
3. ( ) .
4. GTU

(NL-capability).

I ( X ) GC ( X ) , X , U, I(X)

X, GC .
. NL-capability
,
.
- . IFSA09
. , . .
, .
. , , ,
.
. IFSA05
.
86

, .
,
;
. .
. IFSA05 IFSA07
. IFSA05 IFSA07 .
IFSA05 ,
FCM-
, . . IFSA07
. .
. IFSA05, .
IFSA07. . IFSA07
.
, IFSA05,
.
.
. IFSA07 , . , , -
, Web.

87

. IFSA07 ,
:

, , (Choquet). .
. ,
IFSA09
,
: ( ,
, - ) . RTM. ( , , ).
.
.
IFSA09
, .
.

88

.
:
. ,
IFSA09
. . , .
,
. , , .
(topics)
(Proceedings) , ,
. , ( ), . IFSA, , , . , : 25 52 IFSA97 IFSA03. 2005 (52 ) 2007 . (64 ) 16 , 2007 2009 (172) 36.
, ,
,
.
. , 89

, . ,
, . Fuzzy sets and systems.
IFSA09
IFSA97 IFSA03, IFSA05 IFSA07 , . 2.5.

2.5

IFSA97, 03, 05, 07, 09


Fuzzy
sets
and systems

1.
1.1.


1.2.

2.
2.1.

-
c
IFSA97/

IFSA97
(%)
33/9

-
c
IFSA03/

IFSA03
(%)
20/8

-
c
IFSA05/

IFSA05
(%)
16/5

-
c
IFSA07/

IFSA07
(%)
20/9

-
c
IFSA09/

IFSA09
(%)
35/11

25/7

10/4

11/4

14/7

32/10

8/2

10/4

5/1

6/2

3/1

==

67/18

44/19

52/17

41/19

67/22

===

7/2

5/2

11/4

4/2

21/7

90

. 2.5
1
2.2.


2.3.

2.4. ,

2.5

2
5/1

3
6/3

4
3/1

5
2/1

6
14/5

7
=

20/5

1/-

9/3

3/1

4/1

25/7

26/11

20/6

13/6

25/8

10/3

6/3

9/3

19/9

3/1

==

3.

3.1.

3.2.

36/10

15/6

25/8

20/9

24/8

==

25/7

9/4

23/7.5

13/6

14/5

==

11/3

6/2

2/0.5

7/3

10/3

= =

4.

4.1.


4.2.

4.3.


5.

5.1.

5.2.

50/13

43/18

71/24

48/22

94/30

8/2

6/3

21/7

0/0

15/5

23/6

15/6

28/9

16/7

31/10

19/5

22/9

22/8

32/15

48/15

107/28

44/19

69/23

34/16

43/14

55/15

25/11

26/9

17/8

35/11

52/14

19/8

43/14

17/8

8/3

91

6.

6.1.

6.2.

7.
7.1.

7.2.

48/13

26/11

31/10

31/14

. 2.5
34/11
=

15/4

11/5

18/6

19/9

26/8

==

33/9

15/6

13/4

12/5

8/3

==

38/10

24/10

32/11

24/11

12/4

===

34/9

18/8

19/7

5/3

8/3

== =

2/0.5

5/2

12/4

18/8

4/1

2.5 , , ,

- ;

, -

.
92

, IFSA09
, , , , (IFSA97) (IFSA03), (BISCSE05 IFSA07).
IFSA09
, . ,
,
.
IFSA09
IFSA05 BISCSE05 , IFSA07 IFSA09 . IFSA07 14
128 , IFSA09 32 (240 ).
,
( , , Data Mining, Web), (. 2.6).
IFSA05 Data
Mining (DM) . ,
,
,
.

1. International Fuzzy Systems Association (IFSA)?


2. . ?
3. . IFSA09.
4. . IFSA05.
93

5. . IFSA05
IFSA07.
6. . IFSA05, .
IFSA07. . IFSA07.
7. .
, IFSA09.
8. . IFSA09.
9. .
: . , IFSA09.
10. .


, . :
1. ;
2. ;
3. ;
4. , ;
5. .

94

2.6

IFSA09

Recent advances in Evolving Fuzzy Systems



Advances in Soft Computing Applied to Databases and
Information Systems
,

Transforms, Time Series and Other Applications
,

Fuzzy and Possibilistic Optimization

Fuzzy Differential Equations

Soft-computing for Web 2.0 and Semantic Web
Web 2.0 Web
Solvability of Fuzzy Relation Equations and Fuzzy Interpolation


Aggregation Operators

Fuzzy Sets in Computational Biology

Mathematical Fuzzy Logic

Machine Learning and Data Mining


Type-2 Fuzzy Logic, Advances and Applications
2,
Inter-relation Between Interval and Fuzzy Techniques


Advances in Soft Computing for Spatiotemporal Information Systems

-
Interpretability of Fuzzy systems: Theory and Applications
:

Computing With Words, Actions and Perceptions
,
New trends in Fuzzy Reasoning of Robotic Systems

95

E. Lughofer, D. Filev, P. Angelov


P. Bosc, A. Hadjali, O. Pivert

I. Perfilieva, V. Novak,
N. Yarushkina
M. Inuiguchi, W. A. Lodwick,
M. Luhandjula
Y. Chalco-Cano, W. A. Lodwick
R. Yager, M. Reformat
I. Perfilieva, M. Stepnicka

H. Bustince, T. Calvo, R. Mesiar


U. Bodenhofer, E. Huellermeier,
F. Klawonn
P. Cintula, C. Noguera
P. Angelov, E. Huellermeier,
F. Klawonn, D. Sanchez
A. Celikyilmaz, I. B. Turksen
V. Kreinovich
G. De Tr, R. Ribeiro, J. Dujmovic

J. M. Alonso, L. Magdalena
S. Guadarrama
P. J. Sequeira Gonalves,
L. F. Mendona

Fuzzy Numbers and Fuzzy Arithmetic



Intuitionistic Fuzzy Sets

New Advances on Genetic Fuzzy Systems

Measures and Integrals

Fuzzy Geographical Information

Soft Computing in Image Processing and Computer Vision


Models and Fuzzy Arithmetic in Economics and Business

Soft Computing in Finance

Topics in Decision-Making Using Fuzzy Sets
,

Decision Making in Fuzzy Environments

Soft Computing in Medical Imaging

Medical Concepts in Soft Computing

Philosophical, Sociological and Economical Thinking
,

. 2.6
P. Grzegorzewski, L. Stefanini
E. Szmidt, J. Kacprzyk
Y. Nojima, R. Alcal
M. Grabisch
C. C. Fonte, J. Santos,
M. Caetano, L. Gonalves
Soft Computing in Image
Processing and Computer Vision
M. L. Guerra and L. Stefanini
R. J. Almeida, M. Lovric, V. Milea
D.Ralescu
M. T. Lamata, D. Pelta
I. K. Vlachos, G. Schaefer
C. Schuh, R. Seising
E. Trilla, R. Seising, H. Nurmi

1. [Zadeh, 1965] Zadeh, A. Lotfi. Fuzzy Sets / Lotfi A. Zadeh // Information and
Control. 1965.
2. [ ., 1986] / . . , . . , . . . ;
. . . . . : . . . .-. ., 1986. 312 .
3.

[ ., 2007 ] , . . .
/ . . , . . , . . .
. : , 2007. 208 .

96

4. [ ., 2005] , . . / . . ,
. . . : - .
2005. 132 c.
5. [ ., 2007]

, . . /

. . , . . , . . . . : , 2007. 284 .
6. [, 2001] , . .
/ . . , . . , . . . // 2001. - . .,
2001. . 245-246.
7. [, 1974] , . .
/ . . // . . : , 1974. . 5-49.
8. [, 2001] , . .
/ . . , . . , . . . . : , 2001.
224 .
9. [, 2001] , . /
. // . 2001. 38.
10. [, 1999] , . . : , , /
. . . : -, 1999. 320 .
11. [ ., 2006] , . .
: . / . . , . . ; .,
2006. 72 .
12. [, 2007] , . .
MATLAB / . . . . : , 2007. 288 .
13. [, 2004] , . .
: . / . . . . : , 2004.
320 .
14. [, 2006] , . . :
/ . . . . : - : . , 2006. 316 .
97

3.

,
.
() (,
) y(t1), y(t2), , y(tN), , .
, , , ,
.
y =f(t) .
, ,
, ,
. ,
.
, , 1, ,
, 2.
98

- , , ,
() .
.

Y { y (1), y ( 2),..., y ( N )} ,

y(t) ,
t- (t = 1, 2, ..., N). Y { y ( N 1), y ( N 2),..., y ( N )} , 1 N , .
, , ()
.
, , ,
.
3.1.

()

,
. yt , , [, 1981; ., 1998].

99

yt = f(t,) +t.
yt
f(t,), ,
t,
,
.
f(t,) , , , (
t=t), ( t=yt-), , .
,
t yt = f(t,), . , yt = f(yt-,) +t,
.
: ,
, .
, , (1938) ,
f(yt-,) t.
,

( ) , ,
t ( ).

100


(. . 3.1):
1. .
,
.

. 3.1.

( ()
) .
- () /
( Data mining).
2. - .
, .
, , , , (, ) , . .

101


( ) .
, , [, 2001].
3. .


. ,
, , , , - .
.
,
, .
4. .
, . .
, , , .
3.1, y i , y i
, n .
102

3.1

()

1 n
2
MSE yi y i
n i 1

RMSE
MAPE

SMAPE

1 n
( yi yi ) 2

n i 1

1 n y i y i
y 100 %
n i 1
i

y i y i
1 n
100 %

n i 1 ( y i y i ) / 2


. . .
, , . , ( ) .
, .
, ,
:
( ).
.
.
.
.

103

.
, . , , . ,
,
.
()
. . ,
,
.
,
- [, 2001].
, .
.
( (p,d,q) ARIMA (p,d,q)) [-,
1974; , 2002]. ARIMA :
, ( ) ,
.
104


ARIMA(p,d,q), p, d, q,
, :
1. AR(p)
ARIMA(p,0,0). AR(p) :
(t ) f 0 f 1 * X (t 1) f 2 * X (t 2) f p * X (t p ) (t ) ,

(t ) t ;
f 0 , f1 , f 2 , , f p ;

;
t , .
, f 0 , f1 , f 2 , , f p .
, ,
-, , .
2. MA(q)
ARIMA(0,0,q). MA(q) :
Z (t ) m (t ) w1 * (t 1) w2 * (t 2) wq * (t q ) ,

Z (t ) t ;
m , ;

w0 , w1 , w2 , , wq .
3. ARMA(p,q)
ARIMA(p,0,q) AR(p) MA(q).
, ( ), ARIMA(p,d,q),
d
105

. .
:
1. . [, 1981].
: ( - ), , .
. , ,
.
, , (
) , .
, ,
, , , , .
2. ,
, .
, ,
, ,
. , 106

,
, , .
, , ,
, .
, , () , ,
, .
.
2. , . .

, , ARIMA (). , . (
), . , ( )
,
, , .
,
,
,
MSE ().

107


.

[, 2001]. , .
, , , , :
.

, . ,
[, 2002; , 2008; , 2006];
.
( 40) [
., 1974; Khashei, 2008];
.

, , [, 2002; , 2007; , 2005; , 2008];

108

.
,
, .
. ;
.
.

1. ?
2. ?
3. ?
4. ?
5. .
6. ?
7. ?
8. ?
9. -
.
10. .
11. ?
12. .

1. [ ., 1998] , . . / . . , . . . . : , 1998. 1024 .

109

2. [ ., 2001] , . . : / . . , . . . . :
, 2001. 228 .
3. [ ., 1974] , . . / . , . ; . . . ; . . . :
, 1974. 406 .
4. [, 2005] , . . / . . // . . . 2005.
5. [, 2001] , . .
/ . . . : , 2001.
6. [, 2001] . . - /
. . . . : - .-. -, 2001.
7. [, 2002] , . . /
. . // . 2002. 1-2.
8. [, 2006] , . . - / . . //
. . . 2006.
9. [, 1981] , . / . ; . . . . . . . : , 1981. 199 .
10. [, 2002] , . . . / . . . . : , 2002. 273 .
11. [, 2008] , . . / . . //
..-. . 2008.
12. [, 2007] , . .
/ . . //
.. . 2007.

110

3.2.

, ,
.
() ,

. ( ). .
,
,
, , , .
3.2.1.
,

n

y F ( wi xi ) F (WX ) ,
i 1

T
X ( x1 , x2 ,..., xn ) ;

W ( w1 , w2 ,..., wn ) ( );

F .


.
111


.

, :

y k 1 ( y k ,..., y k n1 ) k 1 ,
y k 1 ;
y k ,..., y k n1 ;

( y k ,..., y k n1 ) , ;

k 1 ;
n .
,
. .

k 1 .

, .
, , , , .

[, 2007]. [, 1956]:
, ,
. [Takens,
1981], , y k ,
112

n, , k.
[, 1998] , , .
[Bothe, 1997]. , : ,
. , .
,

( y k ,..., y k n1 ) ,
:

, ;

,
.
113

, (Feedforward)
.
, , .

( ). , ,
, , ,
. .
, .
.
: , , , , , , ,
, , (RBF-), ,
, , [, 2004;
, 2007].
3.2.2.
()
.

[, 2004; , 2002; , 2002]. .
.

. , , , , [, 2002].
114

. ,
.
W , ,
V . :

i , j , , , k .
( X a , Ya ), a 1 p . y ,
x .
:
0.

V (t 0)
W (t 0) .

1.

X a ,
y 1 Ya .
:
x j Wij X ia ; y j f ( x j ) , x k V jk y j ; y k f ( x k ) .
i

f (x) .
2.

: E

1
( y k Yka ) 2 .
2 k

. : V jk (t 1) V jk (t ) h

E
.
V jk

V jk ,
115

:
E
k ( yk Yka );
yk
E E yk
k yk (1 yk );

xk yk xk
E yk xk
E
k yk (1 yk ) y j .

V jk yk xk V jk

f (x) :
,
f ( x) f (1 f ) . , -

V .
3.

. : Wij (t 1) Wij (t ) h

E
.
Wij

, d j :
E E yk

k yk (1 yk );
xk yk xk
E xk
E
j

k yk (1 yk ) V jk ;
y j
k xk y j
k

E
E y j x j
j y j (1 y j ) X ia k yk (1 yk ) V jk y j (1 y j ) X ia .

Wij y j x j Wij
k

d j : . . , ,
, , ,
. .
116

4.

1-3 . .

2-3,
.
h .
, .
.
. (
) .
, , ,
. , ,
[, 2004].
[, 1990]. , , () . ,
, .
,
.
[, 1990] , . 117

:
.

.
.
:
.
, ,

N

C wij2 ,
i 1 j 1

wij ;
i ;
j ;
N ;
M .
.
,

0, wij
wij
,
wij , wij , wij
.
[, 2001] ,
,

.
, [0,1] [-1,1]. .
118


[, 2007; , 2008]
, , .

.

1. ?
2. .
3.
?
4. .
5. ?
6. ?

1. [Bothe, 1997] Bothe, H.-H. Fuzzy Neural Network / H.-H. Bothe. Prague :
IFSA, 1997.
2. [Takens, 1981] Takens, . Detecting strang attractors in turbulence / . Takens //
Lec. Notes in Math., 1981.
3. [, 2004] , . . : , , / . . . . : ,
2004. 176 .
4. [, 2002] , . . / . . // VIII
: . . . : 119

. . . , 2002. . 11201125.
5. [, 2001] , .. : ,
. .4 : . / . . ; .
. . . . : , 2001. 256 .
6. [ ., 1998] , . . / . . ,
. . -, . . . : , 1998.
296 .
7. [,

1990]

. . . . : , 1990. 159 .
8. [, 2002] , . . / . . // VIII
. . . : . . . , 2002. . . . . 931-933.
9. [, 2008] , . .
/ . . //
. . . 2008.
10. [, 1956] , . .

/ . . // . .
1956. . 108. 2. . 179-182.
11. [, 2002] , . .
/
. . // VIII : . . . :
. . . , 2002. . 1000-1006.
12. [, 2007] , . . /
. . . . : , 2007. 224 .
120

13. [, 2004] , . .
: . / . . . . : ,
2004. 320 .

3.3.


,

(),
.
,
.
,
, . , , ,
, ,
, . , . , ,
, . , ,
.

121

, , , .
,
, , , , , .

.
,
. ,

.
3.3.1.

, .
1993 Song Chissom [Song, 1993] (time-variant) (time-invariant)
(fist-order)
(), .

.

122

X t , (t 1,...) R 1 , -

y ti , (i 1,2,...) Yt y ti , (i 1,2,...) .
Yt .
, :

R ( y t , y t 1 ), ( y t 1 , y t 2 )... Yt Yt 1 ,
Yt , Yt 1 ;
y t , y t 1 .

f : Yt 1 Yt ,
( , AR(1)):

y t f ( y t 1 , , ) y t 1 t ,
t , .
:

ytj yti1 Rij (t , t 1),


yti Yt , yti1 Yt 1 , i I , j J ,
;
R(t , t 1) Rij (t , t 1) , i, j

Yt Yt 1 .
R Yt Yt 1 R(t , t 1) , p:
Yt (Yt 1 Yt 2 ... Yt p ) R (t , t p ) ,
R(t , t p)

max min
i
y tj , y ti11 ,... y t p p .

p j , i1 , i2 ,...i p

123

, 2.4,
, FAT (Fuzzy Approximation Theorem),
, . , -, , -.
3.3.2.
,
. [, 2003],
.
(F-) . F ,
.
F- . [a, b,]
. n ( n 2 ) x1 ,..., xn [a, b,] , x1 ... x n , a x1 , b x n .
3.1 [Perfiliev, 2006]. [a, b,] -

n A1 ,..., An : [a, b] [0,1], :


1) Ak : [a, b] [0,1], Ak ( x k ) 1 ;
2) Ak ( x) 0 , x ( x k 1 , x k 1 ) ,
x 0 a, x n 1 b ;
3) Ak (x) ;
4) Ak ( x), k 2, , n [ x k 1 , x k ] Ak ( x), k 1, , n 1 ,
[ x k , x k 1 ] ;
124

5) x [a, b]

A ( x) 1 .
k 1

A1 ,..., An .

A1 ,..., An A1 ,..., An ( ). ,
, , , .
[ x1 , x n ] ,
:
( x x1 )
, x [ x1 , x 2 ],
1
h1
A1 ( x)
0,

( x x k 1 )
, x [ x k 1 , x k ],
h
k 1

( x xk )
, x [ x k , x k 1 ],
Ak ( x) 1
h
k

0,

( x x n 1 )
, x [ x n 1 , x n ],
1
hn 1
An ( x)
0,

k 1, , n 1, hk x k 1 x k .

, f -

P p 1 ,..., p l [ a , b ] , l n . P A1 ,..., An , :
(k ) (j ) A k ( p j ) 0 .
Ak ( p j ) akj , k 1,.., n; j 1,.., l , Anl (akj ) P , :
1) (k ) (j ) a kj [0,1] ;
2) (j )

a
k 1

kj

1 .

125

f : P R P , ..
f ( f 1 ,..., f l ), f j f ( p j ) , j 1,.., l , , f R l , R l -

l .
3.2 [Perfiliev, 2006]. F- f R , n
A , Fn [ f ] R ,
l

Fn [ f ] ( F1 ,..., Fn ) Fi

a
j 1

ij

fj
.

a
i 1

ij

Fn [ f ] F-.
l

ai aij , i 1,.., n;
j 1

(a1 F1 ,..., an Fn ) T A f .

F- ,
.
3.1 [Perfiliev, 2006].

A1 ,..., An , P , f .

Fn [ f ] ( F1 ,..., Fn )

F-

f y1 ,..., y n
n

( y1 ,..., y n ) ( f j y i ) 2 aij .
i 1 j 1

l
n
3.3 [Perfiliev, 2006]. f R , Fn [ f ] R

F-

f,

Anl (akj )

F- Fn [ f ] f F ,n R l ,
f FT,n Fn [ f ] A .

, n , f F , n ( p j )
f ( p j ), j 1,..., N .

F- ( ) ,
: (a)
126

; (b) ; (c) F- p1 ,..., p N . ,


pk (, , N), f F , n
. F-,
, [Perfilieva, 2006].
F- [ ., 2009].
3.3.3.

, [Song, 1993 ], :
1.
( ),
.
2. Yt Yt 1 .
3. .
4.

Rij (t , t 1) .

5. R

ij

(t , t 1) .

i, j

6. .
7. .
[Song, 1993 ] :
127

1. , .
2. ,
, ,
.
3.
, .
4. () .
[Chen, 1996], , [Song, 1993]
, .
, .

, , ( ). , , , .
, ,
[Huarng, 2001 ]. , , ,
.
Chen Hsu [Chen, 2004] ( ) .

4,
3, 2 , 128

. , .
[Chen, 2006] Chen Chung , .
[Jilani, 2007]

, , .
[Khashei, 2008] , , ,
.
( ), , . , .
[Chen, 2002] , : ,
, . [Song, 2003] ,

. ,
, .
(Own Yu) [Own, 2005]
, . Tsaur . [Tsaur, 2005]
,
T, .

129

[ah, 2004] ,
, , (
).
Huarng [Huarng, 2001] , , , / ( //).
, ,
, , .
3.3.4.
.
.
, , ,
, .

, , (
[, 2007]). 130

, ,
,
, , .
,

, , , . ,
: ,
, , , .
, :
1. .
2. .
3. , .
,
, ,
, .
3.3.5.

USD/RUB 2005 , [, 2008]


[Song, 1994], () (131

) (
), () R j
.

,
, [ah, 2004].

6 (=2,42) , ,
(. . 3.2).
USD/RUB
:
1: ( U )
, .

. 3.2.

132


2002 , . . 0.3679 ( 36 /). 2004 70 (-0.6949). ,
(-0.6949 +0.3679) .
, 6- U 0.7, 0.5.
2: U .
,

ui , i 1,6 ,

u1 0.7, 0.5, u 2 0.5, 0.3, ... , u 6 0.3, 0.5 ( , ).


3: Ai .
,
-, : A1 ( ), A2 (), A3 ( /),

Ai (), A5 ( ), A6 ( ).
ui , i 1,6 , ui A j , j 1,6
[0,1] (,
, A j , ):

133

A1 1 / u1 0.5 / u 2

A2 0.5 / u1 1 / u 2 0.5 / u 3

A3 0.5 / u 2 1 / u 3 0.5 / u 4

A4 0.5 / u 3 1 / u 4 0.5 / u 5
A5 0.5 / u 4 1 / u 5 0.5 / u 6
A6 0.5 / u 5 1 / u 6 ,

ui U U , , , ui A j , j 1,6 .
4: , 1.
, t p ui , ( A j ) , ui , p A j . , 2002 +0.2476 u5 ,
A5 . ,
A6 ( 2002), A5 ( 2002), A5
( 2002), A4 ( 2002), A5 ( 2002), A5 ( 2002), A4 ( 2002) . .

5: Ai A j .
, (
, , . .), 4. , :
A1 A2 , A1 A4
A2 A1 , A2 A2 , A2 A3 , A2 A4 , A2 A5
A3 A2 , A3 A3 , A3 A4
A4 A2 , A4 A3 , A4 A4 , A4 A5
A5 A3 , A5 A4 , A5 A5 , A5 A6
A6 A5 , A6 A4 .

134

, D B C
B C
, , D

d ij biT c j min bi , c j , bi c j B C , .
6: ( 5), , , Ri , i 1,6
. , (. 5), :
A1 A2 , A4
A2 A1 , A2 , A3 , A4 , A5
A3 A2 , A3 , A4
A4 A2 , A3 , A4 , A5
A5 A3 , A4 , A5 , A6
A6 A5 , A4 .

Ri , i 1,6 ,
, i - :
R1 A1T A2 A1T A4
R2 A2T A1 A2T A2 A2T A3 A2T A4 A2T A5
R3 A3T A2 A3T A3 A3T A4
R4 A4T A2 A4T A3 A4T A4 A4T A5
R5 A5T A3 A5T A4 A5T A5 A5T A6
R6 A6T A4 A6T A5 .

7: .
Ri

Ai Ai 1 Ri ,
Ai , i ;

Ai 1 (i 1) - (
Ai 1 A j , Ri R j , j 1,6 );
max-min .

135

, 2004 (-0.5714)
F (02.2004) A1 R1 , R1 , ,

Ai 2004 .
8: USD/RUB.
7 .
, .
, .
, ,
,
, ()
.

3.3.6.

[ ., 2007] ,
, , , .
,
, ,
.
.
136

.
g
x rg = ( x1gr , x2gr ,..., x gjr ,..., xmr
) = (zg, ur, zr)

r,
. xj (tjk), j 1, m ,
tjk yi (k)
tk,
(k) = (x1(k), x2(k), , xm(k)) = (x1(t1k), x2(t2k), , xm(tmk)),

xj(k), j 1, m yi(k) tk.


, ,
yi(k) , r- g tk, k = 1, N :
y i ( k ) f ( x ( k ), i ), i 1, q ,

rg,i .
, . . y i (k ) yi (k )
i-
J

1
N

|
k 1

y i ( k ) - y i ( k ) |, i 1 , q .

. , , :
Ri : x1 (k ) X i1 , x2 (k ) X i2 ,..., x j (k ) X ij ,..., xm (k ) X im ,

yi (k ) = ci0 + ci1 x1 (k ) + ... + cij x j (k ) + ... + cim


xm (k ), = 1, n i , i = 1, q,

X ij ,
() X ( x j , d ij ) , xj
d ij = (d ij1 , d ij 2 ,..., d ij ) , 1, n , j 1, m , i 1, q ;

137

, ni , i- yi;
ij .
, , :
yi(k )

(c

)T x

(k ,d

),

(ci ) T (ci0 , ci1 ,..., cim )


- ;
x i (k ) ( i , i x1 (k ),..., i xm (k ))
1, ni ; ~

- ,
d i
(d )

wi
ni

w
1

wi - ,

wi X i ( x1 ) X i ( x 2 ) ... X i ( x m ).

, ,
( = ij ,

d d ij , 1, n, i 1, q, j 1, m ) ( n m ).
. () , 900
13 , 7 10 .
138


. i, J r (i ) J = 0.8, . .
J r (i ) J .
3.2.
3.2

0
0
5
0
0
0
11
0
0
20
160
0
3
11
1
0

0
0
4
0
0
0
6
0
0
17
51
0
3
5
0
0


(N)

0
1
2
3
0
1
2
3
0
1
2
3
0
1
2
3

(N)

(N)

0
0
1
0
0
0
5
0
0
2
100
0
0
6
1
0

0
0
0,95
0
0
0
0,89
0
0
0,92
0,79
0
1
0,86
0,75
0

0,95

0,89

0,86

0,87

3.2 , 1, 3, 6 1, 2, 5, 7.

139

1. .
2. .
3. ?
4. .
5.
.
6. ?

1. [Song, 1993 ] Song, Q. Fuzzy time series and its models / Q. Song, B. Chissom // Fuzzy Sets and Systems. 54 (1993) . 269-277.
2. [Song, 1993 ] Song, Q. Forecasting enrollments with fuzzy time series
Part I / Q. Song, B. Chissom // Fuzzy Sets and Systems. 54 (1993)
. 1-9.
3. [Song, 1994] Song, Q. Forecasting enrollments with fuzzy time series Part II /
Q. Song, B. Chissom // Fuzzy Sets and Systems. 64 (1994) . 1-8.
4. [Chen, 1996] Chen, S. M. Forecasting enrollments based on fuzzy time series /
S.M. Chen // Fuzzy Sets and Systems. 81 (1996) . 311319.
5. [Huarng, 2001 ] Huarng, K. Effective lengths of intervals to improve forecasting in fuzzy time series / K. Huarng // Fuzzy Sets and Systems, 2001.
123). . 387-394.
6. [Huarng, 2001 ] Huarng, K. Heuristic models of fuzzy time series for forecasting / K. Huarng // Fuzzy Sets and Systems. 123 (2001). . 369-386.
7. [Chen, 2002] Chen, S. M. Forecasting enrollments based on high-order fuzzy
time series / S.M. Chen // Cybernetics and Systems: An International Journal.
33 (2002). . 1-16.
8. [Song, 2003] Song, Q. A note on fuzzy time series model relation with sample
autocorrelation functions / Q. Song // Cybernetics and Systems: An International Journal. 34 (2003). . 93-107.
140

9. [Chen, 2004] Chen, S. M. A new method to forecast enrollments using fuzzy


time series / S. M. Chen // International Journal of Applied Sciences and Engineering. 2 (3) (2004) . . 234-244.
10. [Khashei, 2008] Khashei, M. Improvement of Auto-Regressive Integrated
Moving Average models using Fuzzy logic and Artificial Neural Networks /
M. Khashei, M. Bijari , G. Rassi Ardali // Neurocomputing, 2008.
11. [Own, 2005] Own, C. M. Forecasting fuzzy time series on a heuristic highorder model / C. M. Own, P. T. Yu // Cybernetics and Systems: An International Journal. 36 (2005). . 705-717.
12. [, 2003] , . . /
. // . , 2003. . 275-300.
13. [Perfilieva, 2006] Perfilieva, I. Fuzzy transforms: Theory and applications /
I. Perfilieva // Fuzzy Sets and Systems, 2006. 157.
14. [ah, 2004] ah, M. Forecasting Enrollment Model Based on First-Order
Fuzzy Time Series / M. ah, K. Y. Degtiarev // Proc. Int. Conf. Computational
Intelligence (ICCI) (2004). . 375-378
15. [Tsaur, 2005] Tsaur, R. C. Fuzzy relation analysis in fuzzy time series model /
R. C. Tsaur, J. C. O. Yang, H. F. Wang // Computer and Mathematics with
Applications. 49 (2005) . . 539-548.
16. [Chen, 2006] Chen, S. M. Forecasting enrollments of students by using fuzzy
time series and genetic algorithms / S. M. Chen, N. Y. Chung // Information
and Management Sciences, Vol. 17. .3, September, 2006. . 1-17.
17. [Jilani, 2007] Jilani, Tahseen Ahmed. Fuzzy Metric Approach for Fuzzy Time
Series Forecasting based on Frequency Density Based Partitioning / Tahseen
Ahmed Jilani, Syed Muhammad Aqil Burney, Cemal Ardil. // Proceedings of
World Academy of Science, Engineering and Technology, Vol. 23, 2007.
18. [Xihao, 2008] Xihao, Sun. Average-based fuzzy time series models for forecasting Shanghai compound index / Sun Xihao, Li Yimin // World Journal of
Modelling and Simulation, Vol. 4 (2008) . 2. . 104-111.

141

19. [, 2007] , . . , USB/RUB /


.

http://www.exponenta.ru/

educat/news/degtyarev/paper.pdf; 30.12.2009].
20. [, 2008] , . .
, / . . [ :
http://www.exponenta.ru/educat/news/degtyarev/paper2.pdf;
30.12.2009].
21. [ ., 2007] , . . / . . , . . , . . // , , , 2007.
12. . 12-15.
22. [ ., 2009] , . . F- / . . , . . ,
. . // 2009 : . : , 2009. . 459-461.
23. [, 2008] , . / . , . , .
. // . 2008. 4 . . 65-68.
3.4.

, ,
, , , ,
. , , . 142

,
,

3.4.1. -

,

, .
, (Least-square),
,
. , .
( , ). .
,
1982 .
, .
, , .

143

. (vagueness)
() ( ).

.
, , , , ( ) .

(. 3.3).

PossibilisticFuzzy
RegressionModel

Fuzzyleast-square
regression analysis

. 3.3.

,
(Possibilistic Fuzzy Regression Model) [Tanaka, 1982].
,
FLSRA (Fuzzy least-square regression analysis) [Diamond,
1988; Celmi, 1987].
, , ,
,
.
, 144

, , , .
,
.
: y j , x j1 ,...x jn , j 1,..., m ,
:
~

Y A0~ A1~ x1 ... An~ x n ,


c
L
R
Ai ( ai , si , si ), i 1,..., n ;

a ic Ai~ ;
siL , s iR .

:
1. y j
Y j~ Y j~ ( y j ) h, j 1,..., m , h , , .
2.
. . , y j , x j1 ,...x jn , j 1,..., m
:
R
R
R

c
c
L
L
L
(a0 ,...an ), s ( s 0 ,...s n ), s ( s 0 ,...s n ),
n
Z m( s 0L s 0R ) s 0L siL siR
I 1

x
m

j 1

ij

, . (MSE) :

145

1 n
MSE [ y j def (Y j )] 2 ,
m j 1
def (Y j ) .
, :
CICO (Crisp-Input and CrispOutput), FIFO (Fuzzy-Inputs and Fuzzy-Outputs)
CIFO (Crisp-Inputs and Fuzzy-Outputs) [D'Urso, 2003;
Hojati, 2005; Bisserier, 2009].
[, 1997; Bardossy, 1990; Sabic,
1991], , . [, 2000]
, 40% .

ARIMA
,
.
(FARIMA) [Tsenga, 2001]. , - ARIMA . FARIMA
ARIMA .
[Khashei, 2008] , ARIMA
146

. , ARIMA
+ + .
3.4.2. -
, ,
[, 2007; , 2008].
, [Huarng, 2006; Yu, 2008]

.
[Alizadeh, 2009] - .
- .
-
: ,
,
. -

.

[Kuo, 2001]

. [, 2006] ,
, [ ., 2007; , 2008]
147

.

() , -, - [, 2004].
, .
, . , . ,
, : , , .

ANFIS TSK. , .
.
[, 2004; ., 2007; , 2007;
., 2007].

1.
?

148

2.
?
3. ?
4. ARIMA ?
5. ?

1. [Alizadeh, 2009] Alizadeh, M. Forecasting Exchange Rates. A Neuro-Fuzzy


Approach / . Alizadeh // IFSA-EUSFLAT 2009.
2. [Bardossy, 1990] Bardossy, A. Note on fuzzy regression / A Bardossy //
Fuzzy Sets and Systems. 1990. 37 . 65-75.
3. [Bisserier, 2009] Bisserier, Amory. An Interval Approach for Fuzzy Linear
Regression with Imprecise Data / Amory Bisserier, Reda Boukezzoula, Sylvie Galichet // IFSA-EUSFLAT 2009.
4. [Celmi, 1987] Celmi, A. Least squares model fitting to fuzzy vector data /
A. Celmi, // Fuzzy Sets and Systems. 1987. 22(3). . 245-269.
5. [Diamond, 1988] Diamond, P. Fuzzy least squares / P. Diamond // Information Sciences. 1988. 46(3). . 141-157.
6. [D'Urso, 2003] D'Urso, P. Linear regression analysis for fuzzy/crisp input
and fuzzy/crisp output data / P. D'Urso // Computational Statistics & Data
Analysis. 2003. 42 (1-2). . 47-72.
7. [Hojati, 2005] Hojati M. A simple method for computation of fuzzy linear
regression / M. Hojati, C. R. Bector, K. Smimou // European Journal of Operational Research. 2005. 166. . 172-184.
8. [Huarng, 2006] Huarng, K. The application of neural networks to forecast
fuzzy time series / K. Huarng // Physica. 2006. A 336. . 481-491.
9. [Krashei, 2008] Krashei, . Improvement of Auto-Regressive Integrated
Moving Average Models using Fuzzy logic and Artificial Neural Nenworks /
. Krashei // Neurocomputing, 2008.
149

10. [Kuo, 2001] Kuo, R. J. A sales forecasting system based on fuzzy neural
network with initial weights generated by genetic algorithm / R. J. Kuo // European Journal of Operational Research Volume 129, Issue 3, 16 March
2001, P. 496-517.
11. [Sabic, 1991] Sabic, D.A. Evaluation on fuzzy linear regression models /
D. A. Sabic, W. Pedrycr // Fuzzy Sets and Systems. 1991 23. . 51-63.
12. [Tanaka, 1982] Tanaka, H. Linear regression analysis with fuzzy model /
H. Tanaka, S. Uejima, K. Asai // IEEE Transactions on Systems, Man and
Cybernetics. 1982. 12(6). . 903-907.
13. [Tsenga, 2001] Tsenga, F. M. Fuzzy ARIMA model for forecasting the foreign exchange market / F. M. Tsenga, G. H. Tzengb, H. C. Hsiao-Cheng Yua //
Fuzzy Sets and Systems. 2001. 118.
14. [Yu, 2008] Yu, T. A bivariate fuzzy time series model to forecast the TAIEX
/ T. Yu, K. Huarng // Expert systems with Applications. 2008. Vol. 34, Issue 4.
15. [ ., 2007] , . . .
/ . . , . . , . .
. . : , 2007. 208 .
16. [ ., 2007] , . . /
. . , . . , . . . . : , 2007. 284 .
17. [, 2006] , . .
- / . . //
- , .
2006. 7(20). . 142-146.
18. [, 2000] , . .
/ . . //
.
. . 308. . : , 2000. 220 .
150

19. [, 2008] , . .
/ . . // . 2008. 3.
20. [, 1997] , . .
/ . . //
. 1997. 11. . 27-32.
21. [, 2004] , . . : . / . . . . : , 2004. 320 .
22. [, 2007] , . . /
. . , . . , . . // . 2007. 4. . 15-19.
3.5.

3.5.1.
.
,

, , .
,
. () . .

[, 2009]. -

151

() k X.
W ( x, k ) wi i 1,2,..., n k 1 k-
X. ,
wi . ,

Ci (i 1,2,..., s ) .

ai i 1,2,...s . -

D( x) a j , a j ,..., a j
1

, ,
. , , .

,
. -
.
, , [, 2009].
,

(computing with words and perceptions CWP)

[Zadeh, 2001;

Batyrshin, 2004].

() -
, . . .
(attribute-based) .
152

(generalized constraint) [Zadeh, 2006].


X isr R,
X ;
r ;
R () .
:

X n- , X= (X1, , Xn);

X ;

X : X=f(Y);

X X/Y;

X , , X= Location (Residence(Carol));

X G[A]: (Name1, , Namen), -

X: Y isr R;

Namei, i =1, , n, Ai.


X isr R:
r: = : X=R, X is=R;
r: : X R;
r:

: X R;

r: blank

: X is R, R

X;
r: v

: X isv R, R X;

r: p

: X isp R, R -

X;
r: bm : X R is bm;
153

r: rs : X isrs R, R X;
r: fg : X isfg R, X R ;
r: u

( usually): X isu R

(X is R);
r: g

: X isg R , R

.

: Generalized Constraint Language (GCL).
. :
1) ;
2) ;
3) ;
4) .
:
. (computing
with words and perceptions CWP) : ( perception) . (generalized constraints).
, .
3.5.2. (Time Series Data Mining)

,
Data Mining,
154

Time Series Data


Mining (TSDM).

, .
Data
Mining , .
.
(CWP) , . Data Mining , ,
,
.
, .
Data Mining , [Batyrshin, 2007]:
1) [Graves, 2009];
2) [Giove, 2009];
3)
[Herbst, 2009];
4)
;
5) (summarization) ,

[Kacprzyk, 2009];
6) , ;
7) ;
8) ;

155

9) , .
: , .
. :
, , , . .
- -
, : .
TSDM
,
[, 2007]:
1)
;
2)
, - .

- ( ).
- [, 2007]:
1) ;
2)
;
3) ( );
4) .
156

[, 2007] ,
.

: . . .
, :

(t a , tb ) ( y (t a , tb ) ) & ((t a , tb ) q) .

[ta, tb] q
. , . ,
, . ,
.
CWP [, 2009]:
(precisiation) , ;
(gene-

ralized constraints);
;
-

(generalized constraints);

.
157

Time Series Data


Mining :
1)
[, 2004];
2) :
If trend is F then next point is Y [, 2004];
3) ;
4)
[Yu, 2005];
5) [Batyrshin, 2004].

1. .
2. .
3. Data
Mining?
4. Data Mining?
5. - .
6. Time Series Data Mining.

, 3, ,
:
1. .
,
. ,
,
158

, .
2. .
, , .
,
.
.
3. .
:
, , , () , ,
, .
4. ().

, . : .
,
, , , .
.
.

159

3.3
/
.
,
, ,
.
, , , ,
.
2004 . . [, 2004]
,
.
, ,
.
3.3

(
)

(
)

(
)

/

/

/
.
/

/
/

160


1.
2.
3.
1.
2.
3.
1.
2.
3.


(

)

(

)



(,

/
.
/

/
/

,

. 3.3
1.
2.
3.
1.
2.
3.
4.
5.

1.
2.
3.
4.
5.
6.
7.
8.
9.

,
, ,
. ,

,
.
.

, .

161

, , ,

( ), Time Series
Data Mining, ,
,
.
.

1.

[Batyrshin, 2004] Batyrshin, I. Construction of granular derivatives and solution of granular initial value problem / I. Batyrshin // Fuzzy Partial Differential
Equations and Relational Equations. Studies in Fuzziness and Soft Computing,
Vol. 142, Springer-Verlag, 2004. . 285-307.

2.

[Batyrshin, 2007] Batyrshin, I. Perception Based Time Series Data Mining for
Decision Making / I. Batyrshin // IFSA07 Fuzzy Logic, Soft Computing and
Computational Intelligence.

3.

[Giove, 2009] Giove, S. Fuzzy logic and Clustering methods for time series
analisys / S. Giove // 2009 International Fuzzy Systems Association World
Congress and 2009 European Society for Fuzzy Logic and Technology Conference (IFSA-EUSFLAT 2009).

4.

[Graves, 2009] Graves, D. Multivariate Segmtntation of Timr Series with Differential Evolution / D. Graves, W. Pedrycz // 2009 International Fuzzy Systems Association World Congress and 2009 European Society for Fuzzy Logic
and Technology Conference (IFSA-EUSFLAT 2009).

5.

[Herbst, 2009] Herbst, G. Online Recognition of fuzzy time series patterns /


G. Herbst, S. F. Bocklish // 2009 International Fuzzy Systems Association
World Congress and 2009 European Society for Fuzzy Logic and Technology
Conference (IFSA-EUSFLAT 2009).
162

6.

[Kacprzyk, 2009] Kacprzyk, J. Using Fuzzy Linguistic summaries for the


comparison of time series / J. Kacprzyk, A. Wilbik // 2009 International Fuzzy
Systems Association World Congress and 2009 European Society for Fuzzy
Logic and Technology Conference (IFSA-EUSFLAT 2009).

7.

[Zadeh, 2001] Zadeh, Lotfi A. Toward a theory of fuzzy information granulation and its centrality in human reasoning and fuzzy logic. / Lotfi A. Zadeh //
Fuzzy Sets and Systems,Vol. 90. 1997. . 111-127.

8.

[Zadeh, 2006] Zadeh, Lotfi A. Generalized theory of uncertainty (GTU)


principal concepts and ideas / Lotfi A. Zadeh // Computational statistic & Data
analysis. 2006. 51. . 15-46.

9.

[Yu, 2005] Yu, F. Finding Fuzzy Rules from Granular Time series / F. Yu,
W. Pedrycz, J. Yuan // IFSA05 Fuzzy Logic, Soft Computing and Computational Intelligence.

10. [, 2007] , . . -
/ . . //
: IV- - . 2- . .1 . : , 2007. 354 .
11. [, 2004] , . .
: . / . . . . : ,
2004. 320 .
12. [, 2009] , . . / . . // V -
(, 20-30 2009 .). 2- . .1. . :
, 2009. . 19-30.

163

4.

1
, , , :

F _ Mr F _ Mark ( X , Y , VK , S , MK ),
Y;
VK (, , );
S , . (), <Name,W,MF>, Name ( ), W ( ), MF , W, W [0,1];
MK
().
F_Mr
.

(), , , ,
. , 164

,
, ,
.

F_Mr

,
, , .
, [, 2004].
()
, ( ) .
, : , , , , .
, ,
, - . .
, , () .
, , , ,
, , , , , , .
() : , , .
.

. , .
165

, , .
, .

,
( ) .
, ,
.
, ,
, , () , . , , , , .
, ,
.

(Time Series Data Mining)
.
4.1. ACL-


, 166

ACL-(Absolute&Comparative Linguistic) [, 2008]. , ACL-, () , .


:
< X , , Y >,
X={xi, Rx} xi, i [1,m],
Rx;
Y={ (xi ), Ry} Ry;

X Y , { (xi)} Ry , {xi} Rx i [1,m] [, 2003].


={ (xi)} .

4.1.1. ACL-
ACL-:
1. x X ACL-
.
, x y, :
(I)

: x x,

x X

(II) : x y y z, x z , x, y, z X
(III) : x y y x, x = y, x, y X, x y.
2. ACL-
~
~ , X ,

~ .
~
~
X ~ y , -

:
(I)

~
: ~ ~ , ~ X

~ ~
(II) : ~ y y
167

~
z ,

~
z,

~
~ , y ,

~
z X~

~
~ ~
~
~
(III) : ~ y y ~ , ~ = y , ~ , y X .
~
3. , ~i X ~i (x)

, X . ~i (x)
~
~i X x (-

) x ~i .
~i ={ x, ~i (x)}.
4.1. ACL- Sx

Sx = <Name_ Sx, X , , G, P>,


Name_ Sx ACL- ( VK,
x );
x, . , : nmin= inf(), nmax = sup();
~
X -

( , F_Mr), ~
~
, X ={, , , .}, ~i X ,

i [1,m];
G ()
~

( X , );
P ,
~
~
~i X X , i [1,m*].
~

X ={0-1, 0, 1, 2, 2+1}, =[-10,50]


pi P,
Sx , . 4.1.

168

. 4.1.
~
X ~

~
y , -

TTend( ~i , ~ j ),
, ~i ,
~
j .

TTend( ~i , ~ j ) , v~ij =
TTend( ~i , ~ j ), (
) ~i
~
j , , -

, {, , }.
~
TTend X ={ ~1 , ~2 , ~3 } 4.1.

169

4.1

TTend( ~i , ~ j )
~
1

~
2

~
3

~
1

~
2

~
3

, v~ij = TTend( ~i , ~ j ) , .
TTend , :
~
~
x X TTend ( ~
x, ~
x ) 0,
~
~
x, ~
y X (~
x~
y ) TTend ~
x, ~
y TTend ( ~
y, ~
x)0
~
~
x, ~
y, ~
z X TTend ( ~
x, ~
z ) TTend ( ~
x, ~
y ) TTend ( ~
y, ~
z)

TTend
.
~

V ={ v~ij }
~ ~

Sv =<Name_ TTend, V , X , X, Gv, Pv>.


, RTend( ~i , ~ j ) ,
~i , ~ j . RTend ( ~i , ~ j )
, ~ij = RTend ( ~i , ~ j ), , ~i , ~ j ,
, ,
{, , , }. RTend
~

X ={ ~1 , ~2 , ~3 , ~4 } 4.2.

170

4.2

RTend ( ~i , ~ j )
~
1

~
2

~
3

~
4

~
1

~
2

~
3

~
4

~ij
,
.
RTend :
~
~
x X RTend ( ~
x, ~
x ) 0,
~
~
x, ~
y X RTend ~
x, ~
y RTend ( ~
y, ~
x ).
RTend
,
~
~ ~
A ={ ~ij } Sa =<Name_ RTend, A , X , , Ga, Pa>.
~

ACL- Sx V ,
~
A , Pv,

Pa

TTend, RTend, ,
,
. ACL- Sx

~

Sx = <Name_ Sx, X , , G, P, V , A >.

171

, ACL- Sx . ACL- Sx ~i x. . ~i ~ j
( v~ij , ~ij ),
Sv, Sa.
,
.
ACL-.
ACL- Sx ,
, . ACL- Sx .
4.1.2. ACL-
F={ F_T, F_C, F_Er } ACL-, : F_T, F_C F_Er.
F_T ACL- Sx,
, :
1. ~i
xj
~
~
i =Fuzzy(xj), xj , ~
i X .

2. xj ~i
~
xj = DeFuzzy( ~i ),xj , ~i X .

3. ( )
172

~
~
i , ~
j ), ~
i X , ~
j X .
v~ij = TTend( ~

TTend .
4. ( )
~
~
i , ~
j ), ~
i X , ~
j X .
~ij = RTend ( ~

RTend .
v~ij ~ij DeFuzzy .
5.
~
j = Comp( ~
i , v~ij , ~ij ).

,
F_T = { Fuzzy, DeFuzzy, TTend, RTend, Comp }.
, 4.3.
4.3

ACL-

ACL-

~
Fuzzy: X

~
DeFuzzy: X

~
~
~
TTend: X X V

~
~
~
RTend: X X A

~ ~ ~
~
Comp: X V A X

F_C ACL-,
:
1.
173

~ij =Diff( ~i , ~ j ).

2.
~ij = Union( ~i , ~ j ).

3.
~ij = Inter( ~i , ~ j ).

Diff, Union, Inter , , .



, 2.
ACL-: F_C = {Diff, Union, Inter}.

()

F_Er={Er_v, Er_a, Er_ ~ , Er_x}, ACL-,


:
1. :
ij, ACL- ij, ACL-
Er _ TTend ( ~
x ,~
x ) ,
j

~ j ACL- Fuzzy;
~
' j , -

Comp.
.
.
(, , . .).
2.
Er _ a RTend ( ~
x ,~
x ) ,
j

~ j , ACL- Fuzzy;
174

~
' j , -

Comp.
.
3. ~i
Er_ ~ = Er_ ~ ( ~ j , ~ ' j ).
4. x
Er _ x Er ( x, x ) ,

x DeFuzzy (x~ ) ;
x () x X ;
~
x x ACL-.
ACL- Sx , . ,
ACL-
ACL-,
.
4.1.3. ACL-
ACL- -
ACL-.
, -
ACL- ,
. , , -.

175

,
. ,
ACL- .
.

ACL-, - ACL-, , . ACL-
- .
ACL- , ,
, . , ACL- .
ACL- Sx
={, d, MF, nmin, nmax},
(, (/));
d ,
, ,
, , ;
MF ,
~
~
i X , i [1,m], , ;

nmin= inf(), nmax = sup().

176

( X )
: m

2 (n max n min)
1 , d

4.1.4. - ACL-
, - ACL-, :
C={ , , },
~

~ ~

: ={, X , G, P, V , A };
, :
={F_T, F_C, F_Er},

F_T = {Fuzzy, DeFuzzy, Comp, TTend, RTend},


F_C = {Diff, Union, Inter},
F_Er={Er_v, Er_a, Er_ ~ , Er_x};
={, d, MF, nmin, nmax}.
ACL- , .
ACL- (, , ), , , . . 4.2 ACL-,
.

177

ACL-
C={ , , }

={, d, MF, nmin, nmax}

~
~ ~
={, X , G, P, V , A }

={F_T, F_C, F_Er },

F_T = { Fuzzy , DeFuzzy , Comp,

TTend, RTend },
F_C = { Diff, Union, Inter },
, Er_x }
F_Er={Er_v, Er_a, Er_ ~

. 4.2. ACL-

ACL- , ,
.
.

: , ( ) ,
, ( ),
, ( ),
, .

178

4.1.5. ACL-

ACL- ,
() .
4.2. ACL-

( ), m.
.
(), ,
ACL- ,
. ,
, ACL-
.
, = |x x|
x A x. , () d,
x, , A.
, d, /2, ,
2 d .
d
. , d
, ,
.

179

4.1. ACL-. ACL-,

,
.
:
, m ACL- :
m

2 (n max n min)
1,
d

d=/2 ;
nmax, nmin .
m ACL-.

ACL-. .
.
, ,

1
k

MAPE = ( (abs( X i X ' i ) / X i )) ,


i 1

k ;
( X 1 ,..., X k ) , ;
( X 1' ,..., X k' ) ,

Fuzzy/DeFuzzy ACL-.
,
. ,
,
MAPE

i 1

180

X
k

.
i

S
i 1

, MAPE S .
Xi
k

, =, S .
k

.
, ( X 1 ,..., X k )

ACL-: d

k
.
2S


ACL-
m

2 (n max n min)
1,
d

, :
4 ( X max X min )
m int
S 1,
k

Xmax - Xmin ;
( X 1 ,..., X k ) ;
k

S
i 1

1
;
Xi

k ;

(
) ACL-.
.
,
ACL- ( ) , .

181

ACL-
ACL-
. . , ~
~i X , i [1,m], , -

x .
ACL- , , . .
xX , ,
~i .

~
X = { ~i }, i [1,m]. , m

.
,
, ,
.
,
m.
.
ACL-.
1.

: , -

. ,
.

182

2.

={, d, MF, nmin, nmax}.

= .
MF=.
3.

d, ,
, ACL-, ~
~i X , i [1,m], ,
m

2 (n max n min)
1 , .
d

d , m. d.
, X ,
d=(nmax- nmin)/ m.
X .
4.

m ~i = {x, ~i (x)},

~
x, ~i X , i [1,m] MF (, ) d

. (a,b,c), x :

(x)

5.

x
b
c
c
0, x

a
, a x b
a
x
, b x c
b
a , x c.

TTend, RTend,
~

X Sv, Sa, .
, TTend, RTend , 183

4.1, 4.2. , TTend, RTend,


~
m ~i X , i [1,m]. -

TTend {, , },
RTend
,
. RTend
( ) ~i . .
, ACL- , .
4.1.6. ACL-

ACL- [
., 2009].
x X.
:
1) .
xX . . xX ~
~i X . ,

, .

184

2) . ~
~
, ~i X , ~ j X , -

.
~
: ~i , ~ j X
~
~
v~ij V ~ij A

(). , ,
.

, Fuzzy(x)
ACL-, .
1.

Fuzzy: X

~
xX ~i =Fuzzy(x), x , ~i X ,i=[1,k].

2.

~i -

i :
i = arg max ( ~i (x)), i=[1,k].
~ j .
TTend, RTend ACL- , , :
~

~
~
i , ~
j ), ~
i X , ~
j X
v~ij =TTend( ~

R, TTend: X X V

RTend: X X A

~
~
i , ~
j ), ~
i X , ~
j X :
~ij =RTend( ~
R1 : IF X t is A11 AND X t 1 is A12 THEN vt is B1 AND at is N 1
..............................................................................................
Rm : IF X t is Am1 AND X t 1 is Am 2 THEN vt is Bm AND a t is N m

R 4.4.
185

4.4


~
i ,
j
i , ~
j
v~ij = TTend( ~
~ij =RTend( ~
~
j )
)

~
i
S
at

St

Ze

St

Ze

St

Ze

St

Ze

St

Ze

Inc

Sm

Inc

Me

Inc

Bi

Inc

VeBi

Dec

Sm

Inc

Sm

Inc

Me

Inc

Bi

Dec

Me

Dec

Sm

Inc

Sm

Inc

Me

Dec

Bi

Dec

Me

at
G
o

o
E

x
B

ad

ad
Z

e
Z

ad
Z

at
Z

o
Z

x
B

ad

e
B

ad

at
B

ad

o
B

ad

x
S

at

e
S

at

ad
S

at

o
S

at

x
G

e
G

ad

186

G
o

Dec

Sm

Inc

Sm

Dec

VeBi

Dec

Bi

Dec

Me

Dec

Sm

at
G

x
E

e
E

ad
E

at
E

4.4
: Ze(), Bad(), Sat(),
Go(), Ex(), Inc(),
Dec(), St(),
Bi(),

Me(),

Sm()

Ve(),

Si(), No().
, - ACL-,
, ,
,
(). ACL-
.
4.1.7.
ACL-

[, 2004]. ()

187

, , -

~
t i i .
,
,

ACL-.
.

1
Y= {ti , xi } , x i R , t i N , i [1, n ].

Y {ti , ~xi } , xi {xi , t i }


~
~i X , i [l , n] xi ( xi ) .

. ACL-,
.
ACL- Y= {ti , xi } ACL- X [ xmax , xmin ] , xmax , xmin (.
4.1.5).
,
, 4.1.6.
, , ACL-
~
Y {ti , ~
xi , x ( xi )},
i

~i ;
188

x ( xi ) ,
i

.
4.1. -

~xi {xi , x ( xi )},


i

(1) Y {ti , ~xi , x ( xi )};


i

(2) Y {ti , ~xi };


~

(3) Y {ti , x ( xi )};


i

~
yt }
(4) Y { ~
.
4.1. Y= {ti , xi }
~

{Yk }
ACL-,
.
4.2. ,

ACL- Y= {ti , xi } ~

Y {ti , ~xi } .
~

4.3. Y {ti , ~xi } ,

ACL- Y= {ti , xi } ,
{Ys } , ~

DeFuzzy( Y ) ACL-,
. Er_x ACL-.
~

4.4. Y {ti , ~xi }

Y= {ti , xi } ACL-,
()

189

~
i ,

1. .
2. ACL-.
3. TTend( ~i , ~ j )?
4. RTend ( ~i , ~ j ).
5. ACL-, ?
6. ACL-?
7. ACL-.
8. ACL-.
9.
ACL- .
10.
ACL- .
11. ,
, ?
4.2.

[, 2004],
~

k Y {ti , ~xi }, i [1, n] , ~i X


, .

k { X , ( X )}, k [1, kn] , ( X ) k

190

k ,

~
X .
, , , , ,
, . .
():
1. . , .
2. . .
3. . ,
,
.
4. . .
5. . ,
.
6. .
. , , .

,
, ACL- , .
ACL- ,

.
191

, ACL- 0=( , ).
ACL- , ,
, . , ACL- ,
, 1=( , ( ,
)) 1=(, , ).
, , , , , , .
ACL- 2=(,
~

( A ), ( A )), A .
2 : (k ( pks)), k , k ,

pks

, s . ,

0, 1, 2 , .
2 , ().
,
.
. ACL- ,
, k 2.
k
,
192

k- tk. k, tk ,
.
, 0,
1, 2 :

k ( X~ ,0) = (k , k ),
k ( X~ ,1) = (k , k ),
k ( X~ ,2) = (k , k ,k,tk ),
k ;

k , , 0 { , }, 1 2 {, , }.
;

k ,
;

k , ;
tk .

2 .
, ,
, , , .
~

ACL- V
~

. V V 1 V 2 , V 1
, ~
V 1 {v~1, v~ 2, v~3} , , v~1 =, v~ 2 =,
v~3 =,

~
V 2 ,

193

~
, , V 2 {v~ 4, v~5} , v~ 4 = -

, v~5 = .
~

A
ACL- .
T , , t T .
ACL- S T ~
~t T .

4.5. ~

Y {ti , ~xi } ,
~

V A :
v~, a~, ~t , ,

() , ;
~
v~ ( ), v~ V ;

~
a~ , , a~ A ;
~
~
t , ~
t T ;

~t .
, , .
4.3. -

i v~i , a~i , ~ti , i s v~s , a~s , ~ts , s , v~i v~s .


4.4.
i v~i , a~i , ~ti , i s v~s , a~s , ~ts , s

j i s ,

j v~j , a~ j , ~t j , j , v~j v~s , a~ j Union(a~i , a~s ), j i s ,

~t j Union(~ti , ~ts ) .

194

4.5. -

i v~i , a~i , ~ti , i s v~s , a~s , ~ts , s , ,


a~i a~s , ~
ti ~
ts , i s .

4.6. -

i v~i , a~i , ~ti , i s v~s , a~s , ~ts , s , , v~i v~s .


4.7. -

i v~i , a~i , ~ti , i

s v~s , a~s , ~ts , s ,

a~i a~s , ~
ti ~
ts .

, - ACL-.
~

Y {ti , ~xi }, i [1, n] , n . ,


,
, , () GG
, , , , NN.
~i , ~i 1
t i .

~i ~ j , i j t i . N { 1 , 2 ,..., m }
m j i, m n .

195

, G { 1 , 2 ,..., m } m=n.
,
, Union
ACL- .
,
.
4.6. -

{ti , i }, i [1, n] ,

N {t j , N j }, j [1, n1], n1 n .

, :
1. , , .
2. .
3.
.
4.


- .

Data Mining ,
point-wise (pw-).
196

4.3, [Batyrshin, 2007],


pw- . .
[Batyrshin, 2007] , window-wise (ww-).

.
,
, , .
, , ,
[Zadeh, 2006].
, .
, , .

197

. 4.3. ) ; b) ,
()
; c)

,
, ,
N={1, 2 ,..., m}.
. 4.4 .

1. .
2. .
3. ,
.
4. .

198

4.3.

s v~s , a~s , ~ts , s ,


ACL-,
- .
, s v~s , a~s , ~ts , s , DeFuzzy
ACL- , - [, 2009].

. 4.4.

4.8. ()

k ,

~ ~
i , i1.

199

,
~
V 1 {v~1, v~ 2, v~3} , v~1 =,
v~ 2 =, v~3 =.

, ,
, , .
4.9. -

s v~s , a~s , ~ts , s , , v~ i

i v~i , a~i , ~ti , i

v~ s .

v~ = .
4.10. -

i v~i , a~i , ~ti , i

s v~s , a~s , ~ts , s , , ( v~ i = v~ s ) ( v~ i v~ s =).

4.11.

i v~i , a~i , ~ti , i s v~s , a~s , ~ts , s , v~ i v~ s =

j i s ,

j v~j , a~ j , ~t j , j ,

v~j v~s ,

~
~ ~
a~ j Union(a~i , a~s ), j i s , t j Union( ti , ts ) .

4.12.

s v~s , a~s , ~ts , s ,

~i 1 , xi .
4.13. s v~s , a~s , ~ts , s

, ~i 1 , xi .
- ACL-.

.

200

4.2.
~
Y {ti , ~
xi }, i [1, n] , , -

.
. , , ,
, , , . , . ,
.

, , .

.
i v~i , a~i , ~ti , i
s v~s , a~s , ~ts , s .

i s q : i s [0,1] , , : i s [0,1] ,
( ). , q( i , s ) 1 ( i , s ) , ,
, q( i , s ) 0 , ( i , s ) 1 i s ,
q( i , s ) 1 , ( i , s ) 0 ,

i s

.
4.3. -

. i s :
201

( i , s ) (v~i , v~s ) (a~i , a~s ) 2 ( i , s ) 2 .

: ( i , s ) , : v~i v~s , v~j v~s , a~i a~s , i s v~j v~s .


, , ( i , s ) (v~i , v~s ) 1 . ( i , s ) (v~i , v~s ) 0,5 .
( i , s ) (v~i , v~s ) 0 ,

0 q( i , s ) 1 , 0 ( i , s ) 1 .
i, s a~ , , , = , s

( i , s )
(~i , ~s ) , ( i , s ) = (~i , ~s ) , s = i , v~j v~s .

(~i , ~s )
ACL-, ~is Diff (a~i , a~s ) .

(~i , ~s )
ACL- i,s, , [0,1].
(~i , ~s ) , :
1. (~i , ~s ) = Defuzzy( Diff (a~i , a~s )) / Defuzzy (max (a~i , a~s )) .
2. i= Defuzzy( ~i ), i= i/ max(i,s), s = Defuzzy( ~s ), s= s /max(i,s),

202

(~i , ~s ) , , (~i , ~s ) ai a s ,
.
, (~i , ~s )
, 0 ( i , s ) 1 .
, (~i , ~s ) ,
( i , s ) = (~i , ~s ) , s = i , v~j v~s , q ( i , s ) 1 ( i , s ) .

,
, a~ i= a~ s, s i.
( i , s ) , : ( i , s ) = ( i , s ) .

( i , s ) , , -

: , [ ., 2007;
., 2006].
, , .

[,

2004;

2006]:

( i , s ) i & (1 s ) min( i ; (1 s )) .

( i , s )
, i, s
, i, s
( i , s ) max(i , s ) min(i , s ) . 203

i s , =1.
, , , ( i , s )

1:

( i , s ) i s . , , [0,1], -

( i , s ) [0,1].
,
a~ i= a~ s
( i , s ) = ( i , s ) .


a~i a~s , i s

:
( i , s ) F ( (a~i , a~s ), ( i , s )) (a~i , a~s ) 2 ( i , s ) 2 .


( i , s ) ,
( i , s ) (v~i , v~s ) (a~i , a~s ) 2 ( i , s ) 2 .

()
() .
, , .
,
: t[1,m].
.
, N 1 { 11 , 21 ,..., m1} N 2 { 12 , 22 ,..., m 2 } ,
m
ij.
204

, N1 N2 ( N 1, N 2) q( N 1, N 2) .

, .
N1 N2 t[1,m]:
( it , st )
t 1 max( ( it , st )
m

( N 1, N 2) =

, ,
q ( N 1, N 2) = 1 ( N 1, N 2) ,

( it , st ) (v~it , v~st ) (a~it , a~st ) 2 ( it , st ) 2


.

1. .
2. .
3. .
4. .
5. () .

4.4. FT-

, . ,
205

. , -
X v {ti , vi } , X {ti , i }
k X a {ti , ai }
X t {ti , ti } , i [1,n-1] , n .

FuzzyTend- FT- [ , 2008 ].
FT-

:
~
~
Fuzzy() X FT ( X , , ) {}m Func ({}m) RFunc,

{}m , , Func , ,
. RFunc
,
, . ,

, .

1. FuzzyTend-?
2. FT-?

206

4.5. -

Data Mining ,
. , .

.

(), .
4.14.


Y T, X ,

, ;
, .
~i , ACL- S x ,
.
~

4.15. Yx X -

ACL- X
Y. -
~

Yx Y
~
Yx X , X , ~x ( X ) ,

X ACL-
;
~

X~ ( X ) X .

207

4.16. YT T -

ACL- S Y. -
~

YT Y
~
YT T , T , T~ (T ) ,

X ACL- ;
~

T~ (T ) T T .
~

4.17. Y -


~
~ ~
Y Join(Y , Yx , YT )
~

Y, Yx YT ,
~
~
~
Y T , X , T , T~ (T ), X , X~ ( X ) .

, .
-
, ACL- X.
4.18.
, , , t ,

, TTend
ACL- X. ;

, ;

208

, , RTend ACL- X;
t .

, .
4.19. ,
~

Y ,
~
Y T , ,

, , , t .
4.20. FT- -

Y ,

~
~ ~
Y Join(Y , Y ) .

- , : , , , , , , .
[, 2009]:
1.


~
Pr1 ProjT , ( Y ) ,

.
,
. , ,
, 209

, , .
2.


~
Pr2 ProjT , ( Y ) ,


. , , .
3.

(-)

~
Pr3 Pr ojT , , ( Y ) ,

. , , .
4.


~
Pr4 ProjT~ , X~ ( Y ) ,

.
5.


~
Pr5 ProjT , , , ,t ( Y ) ,

~
T.


Pr5. - ~

T .
210

6.

Pr1, Pr2, Pr3, Pr4, Pr5, -

, Time Series
Data Mining, ,
, , , .
4.5 , -
Time Series Data Mining.
7.

, ,
FT-1-.
4.5

Time Series Data Mining

Pr1

Pr2

Pr3

Pr4
+

+
+

+
+

Pr5

+
+
+

1. LANG ~
~
vT X Y .
211

2. LANG
VN =N . S=G.
3. LANG
P=Rule_e,
: (i), (j).
4. LANG

~ ~ ~
,V , A ,

ACL-.
5. (TSDM),
4 , LANG:

( ) LANG.

LANG: -

LANG
.

LANG.


:

, , , .

212

, .

LANG .

1. .
2. -
.
3. .
4. Data Mining.
5. - .

1. [Batyrshin, 2007] Batyrshin, I. Perception Based Time Series Data Mining for
Decision Making / I. Batyrshin // IFSA07 Fuzzy Logic, Soft Computing and
Computational Intelligence.
2. [Zadeh, 2006] Zadeh, Lotfi A. Generalized theory of uncertainty (GTU)
principal concepts and ideas / Lotfi A. Zadeh // Computational statistic & Data
analysis. 2006. 51. . 15-46.
3. [, 2003] , . . :
. / . . , . . , . . ;
. . . . . : , 2003. 368 .

213

4. [, 2008 ] , . . ACL- / . . //
. . . . . .2. 2008. 4(14). . 91-97.
5. [, 2008 ] , . . FT-
/ . . // (-2008) : (. , 27-29 , 2008 .). 2 . .1. : , 2008. . 122-126.
6. [, 2009] , . .
/ . . // ,
, , , 2-5 2009 , . / . . . ., . . . ,
. .-. ., . . . . : , 2009. . 35-37.
7. [ ., 2009] , . . ACL- / . . , . . ,
. . // V - (,
20-30 2009 .). .2. . : , 2009. . 298-304.
8. [ ., 1997] , . .
/ . . , . . , . . [

http://works.tarefer.ru/46/100085/index.html;

30.12.2009].
9. [ ., 2007] , . . / . . , . . //
. , 2007. 3.
10. [, 2004] , . .
: . / . . . . : ,
2004. 320 .

214

11. [, 2006] . . :
/ . . . . : - : . , 2006. 316 .

5. -

Time Series
Data Mining (TSDM) -
, .
, ,
, , . , ,
.
- - ACL-, FT- , 4.
-
LANG, ,
.

215

5.1. -

, ,

,
.
G VN ,VT , P, S ,
VN ;
VT ;
S , S V N ;
P ()

u p v ; u , v ( V N V T ), p P , .

, , , , .

, ,
.
,
( ) .

ACL-
- . ,
216

, ,
, ,
, , , , , . .

() , .
, ,
VT LANG.
() ,
, , . , , VN ,
S.
, , .
, LANG

:
1.

LANG?
2. LANG?

217

3.
?
4.
LANG?

-
- , LANG, [, 2008].
LANG
.
, , LANG , : , , .
-

:
~
~
Y T , X , X , X~ ( X ), ,

~, ,~, t ,
, ;
, ;
~
X ,

;
218

X~ ( X ) X ;

;
v~ , TTend
ACL-. ;
a~ , , RTend ACL-;.


, =1 ;

t .
- :
1. LANG ~
~
vT X Y .
2. LANG
VN =N . S=G.
3. LANG
P=Rule_e,
: (i), (j).
4. LANG ~ ~ ~

,V , A , ACL-.
5. (TSDM),
4 , LANG:

( ) LANG.

LANG: -

.
219

LANG
.

LANG.


:

, , , .

, .

LANG .


.
.

1. Data Mining,
- .
2. - .
220

3. ?

5.2.

()
k Y.
4 () , : .
().

5.2.1.

- .
() .
~

ETend: X X , ,

t=ETend( X~ t, X~ t+1) t [1..n-1] 1, ={t },


t =( v~ t , t , a~ t).

, , 4.

221

ETend TTend RTend ACL, ( .


4).
.

~
Y {ti , ~
xi }, i [1, n] ,

~
i , xi Y= {ti , xi } , t i ;
n .
. ,
:

{ti , xi , ~
xi ,~i , a~i , i } ,
{ti , xi } , ;

~
i ;

i , ~
i 1 ;
v~i , i ~
a~i v~i .
,
F- [Perfilieva, 2006].
1. i i , i F-.
2. 1=Er1( i , i ).
, ,
().
3. i= i i .
4. , {ti , xi , xi, xi } .
222

5. i
~
~
Fuzzy: X ACL- i -

: i=max( ~ j ( i )), ~ j

X ,

j=[1,m].

~
, {t i , xi , xi, xi , xi , i } .
~ ~
6. i , i 1 . ~ ~
ACL-: v~i =TTend( i , i 1 )
~ ~
~i =RTend( i , i 1 )
.
7. :

12 v~i TTend( ~
12 ),
11 xi 1 ~
11 , ~
xi ~

11 xi 1 ~
12 a~i RTend( ~
11 , ~
12 ).
xi ~
-
{ti , xi , ~
xi ,~i , a~i , i } , ~i
( i=DeFuzzy( a~i )) :

{ti , xi , ~
xi ,~i , ai , i } .
, Pr2, Pr3 -
(-) (. 5.1).
, ACL-, 5.1.

223

5.1


t i

xi

i
~

TTend v~ i

RTend a~

1971

13055

1,00

A0

1972

13563

0,76

A1

1973

13847

0,88

A1

1974

14696

0,68

A2


0,8
0,6
0,4
0,2
0
1

10

11

12

13

14

15

16

17

18


0,8
0,6
0,4
0,2
0
1

10

11

12

13

14

15

16

17

18


14
12
10
8
6
4
2
0
1

10

11

12

13

14

15

16

17

18

15

16

17

18


0,6
0,4
0,2
0
1

10

224

11

12

13

14


15
10
5
0
1

9 10 11 12 13 14 15 16 17 18

. 5.1.

5.2.2.

.
, , , , ,
,
.
, .


,

, , . N { 1 , 2 ,..., m } ,
.

225

STend:N, , N j STend ( i , i 1 ) .
STend Union ACL-
v~, a~, ~t , . .
a~
:
R 11 : IF

v t is Inc

IF

a t is

..........

..........

m 1

at

v t is

is

R 12 : IF
IF

..........
R

m 2

IF

A 11 AND
..........

: IF

IF

IF

is

Inc
AND

v t is

Dec

is

11

Am1

is

..........

TInc
..........

is B

..........

..........

....

THEN
a t 1 is

m 2

THEN

TInc

is B

THEN
a

Dec

is

t1

..........

AND

A 12 THEN

..........

AND

..........
v

a t 1 is

..........

Am1

..........

THEN

A 12 THEN

..........

..........

TDec

..........

..........

is

..........

....

THEN
a

is

t1

m 2

THEN

TDec

is B

STend 5.2.
5.2

STend
a~ t

a~ t+1

TInc (TDec)

226


, N
LANG . ,
-. , / .

[, 2004], .

,
.
, , .
.
, .
, .
=N.
:
1) ;
2) .
Tend:
~
Tend[Y ] .

227

, ,
, . , (), .
() . m ,
.
( ),
.
, Tend , , .

. deTend,
Tend:
~
~
~
Y ' deTend[ ] , Y ' Y ,
~

Y ' {~y ' } ()

( ~y ' ) max( [Y ]) . ,

.
~
Y=DeFuzzy( Y ' ),
.
Tend
().
228

, :
- T ( S ( x1 , w1 ), S ( x2 , w2 )) : ;
- S (T (1 , z1 ),T ( 2 , z2 )) : .
:
(x1 w1) (x2 w2), ,
(1 z1) (2 z2), .
w z
.

.
. ( ): . :
r

' S [T ( j , z j )] , j T [T [S ( tik , w j ,i ,k )]] ,


j 1

i 1 k 1

' , ;
T ;
S ;
r ;
l, p .
(zj, wj,i,k) ( ),
.

229

1. .
2.
.
3. STend?
4. ?
5. ?
6. deTend?
5.3.

5.3.1.


.
, .
. ={ i },

i v~i , a~i , ~ti , i .


s1, s2 ,..sk ,
, , .
,
, i s [0,1], ( ), .

230

s1, s2 ,..sk , .

f_Clus: S, s S.

:
, , ,
, ,
,
a~ t. a~ t ,

.
, ,
. , , , ,

s1 =

, .
.

, t . ,
,
, .
231

,
ACL-,
.

S , , k.
k : S={ s1, s2 ,..sk }.
S g_Clus: S R, R1,
, , . g_Clus .

1. .
2. ?
3. g_Clus.
5.4.

,
- LANG, ,
.
( ),
.
, ,
, .
232

{ti, zi}, i [1, n] , ziZ. ziZ , ,


, ,
: , , .
S={s1,s2,...,sk} zi
s S . , zi s
s .
f_Clus: Z S, ziZ s S.
zi .
S g_Clus: S R, R 1, ,
, .
zi . . 5.2.

233

. 5.2.

ACL-,
5
, - (.
. 5.3). . 5.4.

. 5.3.

. 5.4.

234

1.

2.

.
5.5.

( )
GG, [, 2004]. ()
G, 4,
.
.
~
Y {ti , ~
xi }, i [1, n] . -

G={G}, ,
G v~ , a~ , ~
t , .
Gtend:NNG ,
, ~
~
~
v~ , a~ , t , v~ V , ~
i

i.
, Gtend
Gtend:G.
,
~
~ ~
, V = V 1, V 1 {v~ 0, v~1, v~ 2,~3} .
, ,
~
~ ~
V = V 2, V 2={ v~ 4 , v~5 }.

235

(): ,
( v~ 0=, v~ 1=, v~ 2=,
v~ 3=),

( v~ 4= , v~ 5= ).
5.5.1.
Y {ti , xi } , i [1, n] , n
. x,
G ( ) Y.
Y {ti , xi }
. ,
- (bottom-up). ,
x Fuzzy ( x ) .
ACL-: ~
i

, :
1 . LANG: , .
,
. .

t ETend ( ~xt , ~xt 1 ) .

2 . () ()
. STend
, , N j STend ( i , s ) .
236

3 .
.
Gtend.
ETend ( ~
xi , ~
xi 1 ) STend ( i , s ) GTend ( N i , N s ) , .
, . ETend,
x ,~
x ) , i [1, n 1] , n .
: ETend ( ~
i

i 1

ETend TTend RTend ACL-.


STend,

N j STend ( i , s ) , i, s .

STend,

Union ACL-. N j STend ( i , s ) , v j vi , j Union( i , s ) , j i s ,
t j t i t s .
.
,

GTend,

G GTend ( N i , N s ) , Ni, Ns .

GTend Diff ACL-.


237

R 1 : IF TInc

is A11 AND

TDec

is A 12 THEN

G is B 1

.......... .......... .......... .......... .......... .......... .......... .......... .......... ....
R m : IF TInc
is A m 1 AND TDec
is A m 2 THEN
G is B m
TInc, TDec , .
GTend.
. ,
.
,
:
ETend ( ~
xi , ~
xi 1 ) STend ( i , s ) GTend ( N i , N s ) .

5.5 5.6,
.

. 5.5. : =

238

. 5.6. : = .

, ,

ACL-,
.

, ,
[, 2006].
,
v~ = , , .

.
5.5.2.
, , , [ ., 2009] .
,
,

239

,
, .
, .
()
~
~
V 1={ v~ 1, v~ 2, v~ 3}, V 2={ v~ 4, v~ 5}, v~ 1=, v~ 2=,
v~ 3=.

, , , . . , .
.
:
sh= <Tsh, w, I>,
sh ;
Tsh ;
w ;
I .
:

.
:
1.
w, , w = 2, 240

N 1 { 11 , 21 ,..., m1} N 2 { 12 , 22 ,..., m 2 } , m


, ij. .
2. .
q(N1,N2) . , (N1,N2),

q ( N 1, N 2) = 1 ( N 1, N 2) ,

( it , st ) (v~it , v~st ) (a~it , a~st ) 2 ( it , st ) 2 ,


, 4.
3. , , , Q(N1,N2).

: w, Q(N1,N2.. Nw) /
, w ,
Tsh= N1.
, .
, , ,

. ,
, .
,

241

N ={11, 21 , .., m1 },
.
, ,
, ,
, .
, ,
,
, ,
.

1. .
2. Gtend.
3. .
4. ?
5. ?
6. .
5.6.

, [ ., 2007] [, 2004] .

242

, , . . Rule={R kp }, k ; p ( ) .
(i=[1,k]) :
Rip : x1 ~
x1 x ~
x j ... x p ~
x p y ~
yi ,
~
~
~x j X , ~y i Y .

, , p ( ) k ( ).
~
~
~x j X , ~y i Y -

, .
,
.
Atl Bt (W ) ,
At-l ,
t-l xt;
Bt , t yt;
W B.
: . ,
.
W:
s : A B;
243

c : A B,
B A.
:
N

T (
i 1

N
N

( i l ), B ( i ))

T (
i 1

(i l ), B (i ))
,

A (i l )
i 1

T t-;

A ;
B.
, (. 5.7).
yt-l
B1

B2

Bi

A1

z11

z12

z1i

x A2

z21

z22

z2i

Aj

zj1

zj2

zij

. 5.7. .
Ai Bi xt
yt; zij Aj, Bi

244


,
ACL-
(. 4).
,
.
Rule_e={R kp }, , , 5.2.
,
ACL- Sx. m
ACL-
~
( 4) ~i X , i [1, m], ~

V , A , .
k 2 m m 2 m 2 .
Rule_e={R kp }
=2. ,
ACL-, Rule_e={R 22m }, m ACL-,
2

245

1. ?
2. .
3. ?
4. ?
5.7.

, .
. (, ), . .
, , ,
, . ,
:
, , ,
ACL-. , , , .

. ,

d- :

246

t f (t , t 1 ,..., t d ) ,
d , ;
t, n-1, , n-d ;
~
f .

5.7.1.

[, 2009] Y {xt } ~
~
xt Fuzzy ( xt ) , ~t X , t [l , n] ,
xt } , ~
Y {~
xt , ~
xt 1 )
, t ETend ( ~
FT- ACL-. , , ,
t v~t , a~t , ~tt , t , ,

. (. 5.8). x ,
x ~
t

v~t ~t .

. 5.8.

247

:
~
t Fuzzy ( xt ),
~t TTend ( ~xt , ~xt 1 ) ,
~
~ f ~ (~ ),
t 1

a~t RTend ( a~t , a~t 1 ),


~
a~t 1 f a~ ( a~t ),
~
xt 1 Comp ( ~
xt 1 ,~t 1 , a~t 1 ),
x DeFuzzy ( ~
x ) ,
t 1

t 1

t 1

Fuzzy, TTend, RTend, Comp, DeFuzzy ACL-;


~ ~
f~ , f a~ ,

~ (t 1) R~ (t , t 1) ~ t

~ (t 1) R~ (t , t 1) ~ t ;
xt 1 , t .


-.
,

, ,

ACL-.
,
, (),
.

, . 5.9, ACL- .

248

. 5.9.

5.10.

. 5.10.

ACL-

ACL-. ( ) (
). ()
249

. TTend RTend,
, . , ,
, - , .
, ACL-,
,
. ,
() , .
4 ACL-.

ACL-, , . , , ,
: , , (.
4). -
( ) .
:
1. F2S: =(, v~ , a~ ).
2. F1N: =(, , ), = DeFuzzy( v~ ), =DeFuzzy( a~ ).

250

3. F3N1S: =( a~ , 1, 2, 3), 1, 2, 3
( )
, , .
.
.
( F2S) , ( F1N)
( ).
FT-
. .


Rule_e={R kp }, .
, , .
LANG.
LANG, . ,
k
.
, , , -

251

, .


, ,
, . . :
< Y ,, , , x >,
Y ,, , , x , , ,
.
.
5.7.2.
F2S
=(, v~ , a~ ). , , , , -
(AR(p) ):

Y (t ) R (t , t ) Y t .
Y(t), Y(t-p) (t), (t-), R(t,t-p) ,
:

( t ) R ( t , t ) t ,
~ (t ) R ~ (t , t ) ~ t ,

252

~ (t ) R~ (t , t ) ~ t .
{R(t,t-)} , , , =1 5.2.
5.2

if ((Input0 is )) then (Output is )

if ((Input0 is )) then (Output is )

if ((Input0 is )) then (Output is )

if ((Input0 is )) then (Output is )

,
,
. ,
- (. . 5.11)
DeFuzzy ACL-.

F(t)

10

11

12

13

14

. 5.11.

F2S 5.12.

253

. 5.12. F2S

F1N
=(, ,), = DeFuzzy( v~ ),
=DeFuzzy( a~ ),
.
.

, , :

F ( wi i ) ,
i 1

T
( 1 , 2 ,..., ) ;

( w1 , w2 ,..., w ) ;

254

F , .

, , .
, ACL-.
F1N 5.13.
F3N1S

=( a~ ,1,2,3), 1, 2, 3 ( ) ,
, ; a~
, R0, R1 . .

255

. 5.13. F1N

F3N1S
(.
. 5.3).
, .

,
, .
. .

256

5.3

if ((Input0 is R3)) then (Output is

R2)
1

if ((Input0 is R2)) then (Output is

R2)
2

if ((Input0 is R2)) then (Output is

R1)
3

if ((Input0 is R1)) then (Output is

R3)
4

if ((Input0 is R3)) then (Output is

R1)
5

if ((Input0 is R1)) then (Output is R1)

if ((Input0 is R3)) then (Output is R5)

if ((Input0 is R5)) then (Output is R1)

, ;
~ ( t ) R ~ ( t , t ) ~ t ,

1 F 1 ( w i 1 i ) ,
i 1

2 F 2 ( w i 2 i ) ,
i 1

3 F 3 ( w i 3 i ) ,
i 1

r arg(max(1, 2 , 3) ,

r .
F3N1S 5.14.

257

5.7.3.
.
,
(. . 5.15).

. 5.14. F3N1S

, ,
. .
,
(. 5.4).
258

.5.15.
5.4

()

MSE

RMSE
MAPE

SMAPE

1 n
yi y i 2

n i 1

1 n
( yi yi ) 2

n i 1

1 n y i y i
y 100 %
n i 1
i

y i y i
1 n
100 %

n i 1 ( y i y i ) / 2


, .
FPE, FCE FME.
FPE , , 8.5%. FCE , , , 2/10. n
( i , i ) 3:
FPE=(ErrorCoun/TotalCount)100%,
FCE = ErrorCount / TotalCount,
259

1
FME
n

( , ) .
i 1



:
FPE, FCE;
FME;
TFPE, TFCE ;
RFPE, RFE.


.

R1: x1 A11 xn A1n, y B1

Ri: x1 Ai1 xn Ain, y Bi

Rm: x1 Ai1 xn Amn, y Bm,


xk, k=1..n ;
y ;
Aik .


( ) . , :
1. .
2. .
260


, .

(). , .

. ,
,
, (. 5.5).
5.5

if ((Input0 is ) and (Input1 is )) then (Output is )

if ((Input0 is ) and (Input1 is )) then (Output is )

if ((Input0 is ) and (Input1 is )) then (Output is ) 8


if ((Input0 is ) and (Input1 is )) then (Output is )

if ((Input0 is ) and (Input1 is )) then (Output is )

.
5.7.4.

. ,
(. 5.16).
261

, ,
. .

. 5.16.

(. 5.17):
1. :
,
.

262

. 5.17.

2. : ,
: .
5.7.5.
() , ,
. :
~y1a (i ,1,1) ~y ka (i ,1,k ) ~y ma (i ,1,m ) , i ,

263

~y1a (i , j ,1) ~y ka (i , j ,k ) ~y ma (i , j ,m ) , i .
~

a(i, j, m) Y ;
i ;
j ;
k .
Tend [, 2007].

(),
Tend ( ):

R1 :

t {
i
t

S (T
j

k 1

( ~y ta(ki ,j1, k ) ))}.


.
:

t ( t 1 ,... t l ) R2 .
:
tc(1i ,1,1) tc(ki ,1,k ) tc(li ,1,l ) , i ,

tc(1i , j ,1) tc(ki , j ,k ) tc(li , j ,l ) , i ,


(i, j, l) ;
i ;
j ;
l .
:
264

R2 :

i
t

(T (

c (i , j ,k )
tk

k 1

))}.


( deTend)
, , :
i , ~y1 ~y b (i ,1) ,

i , ~ym ~y b (i ,m ) ,
b(i, m) ;
i .
,
deTend, :
R

~y { ~y k
t
t

i1

j 1,
b (i, j) k

i
t j 1

)}.

, .
,
[, 2007]:

R1 R2 R3 ,

. R1
R3 .
( R2) . : 265

. , ,
.
,
:
- T ( S ( x1 , w1 ), S ( x2 , w2 )) : ;
- S (T ( 1 , z1 ), T ( 2 , z2 )) : .
:
(x1 w1) (x2 w2), ,
(1 z1) (2 z2), .
w z
. - ,
:
w1=0: T ( S ( x1 ,0), S ( x2 , w2 )) T ( x1 , S ( x2 , w2 )) x1 ;
w1=1: T ( S ( x1 ,1), S ( x2 , w2 )) T (1, S ( x2 , w2 )) S ( x2 , w2 ) x1
.
- ,
:
z1=0: S (T ( 1 ,0), T ( 2 , z2 )) S (0, T ( 2 , z2 )) T ( 2 , z2 ) 1
;

z1=1: S (T ( 1 ,1), T ( 2 , z2 )) S ( 1 , T ( 2 , z2 )) 1
.

, R2 266

. .

1. ?
2. .
3. F2S?
4. F1N, F3N1S F2S?
5. ?
6. .
7. ?
8. ?
9.
.
5.8.

, ,
, . ,
, , , , .
, , . , ,
, ,
.
. , , 267

,
.
, [, 2007], ( ), (
,
) LANG. LANG , , , , .
, ,
.
, .
:
1)

2)

3)

( ) -

;
4)

, , -

( );
5)

;
6)

. 268

, (, , ) .
, ,
.
, .

.
, . , ,
, .

, , .
5.8.1.
L Vt V*t ={x},
Vt :
L : Vt* [0,1] ,

L () L
. ,
, : ,
.
[, 1986]
269

G V N ,VT , P, S , L, ,

VN ;
VT ;
S S VN ;
P

v; u , v (VN VT )*, p P ;
p

L (, 0 1);
:P
L, ( p) p P .

G; u, v V * . , u

1,

u1 , u2 , x, y V * ,

p P : ( p ) 1 , u u xu , v u yu , x

y .
1
2
1
2
p
1, p
u

v .

u , v, z0 ,..., zm V * . z0 ,..., zm u v, v u G, P:
1, p1
mpm
u z 0
z1 ... z m 1
z m v .

,
, . . ,
. .
. , , , , ,
.

[, 1986]

A U , X , Y , s0 , , ,
U {a1 ,..., a2 } ;
270

X {x1 ,..., xn } ;
Y { y1 ,..., y p } ;

: X U X L ;
: X Y L ;
s0 .
,
( xiyj ) , 1 i n,1 j p .
5.8.2.

,
. R_F_A.
, , , , .
. 5.18
:
VN={<>,<>,<>,<>} ,VT={,,},
P (. . 5.6):

F(t)

10

11

. 5.18.

271

5.6

1: <>::=<>

2: <>::=<>

3: <>::=<>
4:
<>::=<>
5:
<>::=<>
6: <>::=
7:
<>::=<>

8:
<>::=<>

0,8

9:
<>::=<>

0,7

10: <>::=

0,9

0,8

11:
<>::=<>

0,8

0,7

12:
<>::=<>

0,7

13: <>::=

0,9

0,6

0,9


(. 5.19).

272

<>
0,8
<>
0,8<>
0,7
<C>
0,6
<C>
0,7

<P>
0,9

. 5.19.

,
0,6.
, , . , . 5.7.
5.7


0
1

1
, 1

2
, 1

3
, 1

,
0.8

, ,
0.7 0.9

10

, 0.6

,
0.8

,
0.7

,
0.9

3
4

,
0.8

, ,
0.7 0.9

, 0.6

273

,
0.8

,
0.7

,
0.9

11

12

13

, ,
0.8 0.7

,
0.9

. 5.7
6
7

,
0.8

, 0.6

,
0.8

,
0.7

,
0.9

, ,
0.7 0.9

9
10
11
12

,
0.8

, 0.6

,
0.7

, ,
0.8 0.7

,
0.9

, ,
0.8 0.7

,
0.9

,
0.9

13

U=VT={,,},

X={0,1,2,3,4,5,6,7,8,9,10,11,12,13},

S0={0},

0=(1,0,0,0,0,0,0,0,0,0,0,0,0), 1=(0,0,0,0,0,1,0,0,0,1,0,0,1),
Xf={6,10,13}.
, :
()= 0 1 = 0.6.
,
(, ), 0, .

1. , , ?
2.
?
3. L.
4.
5. ?

274

5.9.

.
. , ,
,
, .
, .

:

~
D_ Y G , max_ , max_ N , max_ Rule _ e ,
G ,
GTend;
max_ , g_Clus(E);
max_N , g_Clus(N);
max_Rule_e ,
g_Clus(Rule_e).
SMR ,

275

is_name=Name :
is_Ttend= ~ is_Rtend= ~ .
: is_Ttend= ~
is_Rtend= ~ .

: is_Ttend= ~

is_Rtend= ~ is_t= ~t .
iz_Rule_e=Rmax.

pw-

ww-. , , .
, , : , , , .

, SMR.

1. ?
2. .
3. .
5.10.

,
(), : 276

- -,
-.

. / , , , (value),
(v-precise, v-imprecise).
(v-precise). . , (v-imprecise).

.
,
, . , ,
, .
,
, ,
, Time Series Data
Mining (TSDM).
, 3, () [ ., 2008]:
277

1. --.
, , ,
( ),
.
, , ,

().
, ,
, ( ), 1 , , 2
, , , , 3 , .
,
,
.
2. , .
3. .
4.
, .
5. .
,
, -

278

,
.
-
, :
1. -. , , , .
2. -. ,
.
3. -.
.
4. -. . ,
, .
5. -. , , , .
6. -. , .
7. -. .
8. -. , , ,
.
9. -. .
, , - ( 4, 1, 2, 7), ( 3, 5), ( 6, 8, 9).
-.
S
, .
S, Y,
~
Y , F,

K, , , F, Cs = < Y , Y , F , K >.
279

, , :
, .
Cs ,
.
S
, , S , . ,

, S .
Cs S Rs= R( Y , Y , F , K ), , s = P( Y , Y , F , K ) .

S Ms = < Cs, Rs, s>, -. S , , , .
, TSDM (. . 5.8), , , s,
S.

280

5.8

Etend
Stend

SMR

F2S
F1N
F3N1S

R1 R2 R3

f_Clus

G_Tend

g_Clus

R_F_A

Rule

. ,

.
L- , -
.

281

1. ?
2. ?
3. ?
4. -?
5. - .

- , ,
(.
3). , ,
, . ,

,
, , .
- : , , .
, - ,
, ,
.

282

1. [ ., 1986] / . . , . . , . .
. ; . . . . . : . . . .-. ., 1986.
312 .
2. [, 2008] , . . - / . . // . 2008. 4(84). . 61-65.
3. [ ., 2008] , . . / . . ,
. . , . . // .
. . . . .2. .
: , 2008. 4(14). . 85-91.
4. [, 2009] , . . / . . //
V - (, 20-30 2009 .). .2.
. : , 2009. . 291-297.
5.

[, 2009] , . . / . . ; .
. . ., . . . , . .-. ., . . . // , , ,
, 2-5 2009 , . . : ,
2009. . 33-35.

6. [ ., 2007] , . . / . . , . . //
. 2007. . 2. 1.

283

7. [ ., 2007] , . . /
. . , . . , . . . . : , 2007. 284 .
8. [, 2004] , . .
: . / . . . . : ,
2004. 320 .
9. [, 2006] , . . :
/ . . . . : - : . , 2006. 316 .

284

6.

FuzzyTend [ ., 2009],
, 5.
FuzzyTend :
1. .
:
2. .
3.
.
4. Time Series Data Mining (TSDM).
6.1.
FuzzyTend

FuzzyTend
. , / .
F2S, F1N, F3N1S, 285

F- [Perfilieva, 2006].
FuzzyTend S- [Song, 1993] D-
[ah, 2004], .


.
,
,
:

, ,
.

, -

286

, , , .

html-

. 6.1 , .
, :
, 5.

. 6.1.

287

6.2
. ,
.

. 6.2.

288

ACL-. 6.3.
, , ,
.

. 6.3. ACL-



( 4). , ,

, .
,
ACL- (. 6.4).

289

. 6.4. ACL-

, , , (. 6.5),
,
(. 6.6).
, ,

( ) .

290

. 6.5.

. 6.6.

: (. 6.7),
(. 6.8), (. 6.9, 6.10).

. 6.7. ()

291

. 6.8. ()

. 6.9.

292

)
. 6.10.

293

(. 6.10).

( y i , y i ):
1 n
2
MSE yi y i
n i 1
RMSE

MAPE

1 n
yi y i 2 ) ;

n i 1

1 n y i y i
y 100 % ;
n i 1
i

TTend=(ErrorCount/TotalCount)100% .
. 6.11.
, , (Rule), (. 6.1) (Count) (MF).

. 6.11.

294

6.1


Rule

Count

if ((Input0 is ) and (Input1 is ))

MF

0,76

0,64

0,64

0,64

0,64

0,66

0,66

1,00

then (Output is )
if ((Input0 is ) and (Input1 is )) then (Output is )
if ((Input0 is ) and (Input1 is )) then
(Output is )
if ((Input0 is ) and (Input1 is ))
then (Output is )
if ((Input0 is ) and (Input1 is ))
then (Output is )
if ((Input0 is ) and (Input1 is )) then (Output is )
if ((Input0 is ) and (Input1 is )) then (Output is )
if ((Input0 is ) and (Input1 is )) then (Output is )

6.2.

-
, -
.

TTend,
, MSE RMSE, , . , 295


,
, . , , ,
, , , .

: F2S(,Y,Z), F1N(,Y,Z), F3N1S(,Y,Z)
S(,Y,Z) [Song, 1993], D(,Y,Z)
[ah, 2004].
ACL-, Y , Z (
). ,
+ .
:
1 (
[, 2007]).
2 211 .
3 , 22 , 1971 (
[Song, 1993]).
4 223 .
5 ( ),
http://www.neural-forecasting-competition.com/NN5/index.htm,


(NN5-2005).
296

6
( [, 2000]).
1
1
( [, 2007]).
, 22 (.6.12),

.
6.2.

. 6.12.
6.2


Rule

Count

if ((Input0 is )) then (Output is )

if ((Input0 is )) then (Output is )

if ((Input0 is )) then (Output is )

if ((Input0 is )) then (Output is )

if ((Input0 is )) then (Output is )

if ((Input0 is )) then (Output is )

6.3 1
. 297

ACL- ( 1) ,

2 ,

D-.
, 1
ACL-, , (. . 6.4).
6.3

1 ( =3)

TTend

MSE

F2S(3,1,1)

1,9

576

S(3,1,1)

11

18360

D(3,1,1)

0,45

30

ARIMA(1,0,1)

12,6

23104

F2S(3,1,2)

769

S(3,1,2)

10

25

15396

D(3,1,2)

5,7

25

4802

8,715568

6400

F2S(3,1,3)

16,6

13613

S(3,1,3)

6,2

50

7713

D(3,2,3)

3,4

2547

ARIMA(1,0,1)
2

298

6.4

1 ( =10)

TTend

MSE

F2S(10,1,1)

1,9

576

S(10,1,1)

11

18360

D(10,2,1)

0,45

30,5

F2S(10,1,2)

769

F1N(10,1,2

1,5

353

S(10,1,2)

10

25

15396

D(10,1,2)

6,9

75

7138

F2S(10,1,3)

16,6

13613

S(10,1,3)

6,2

33

7713

D(10,2,3)

14

33

31579

2
2 211
, .
(. 6.13)
() 3 , () , ()
, () .
S- D-. . 6.5.

299

. 6.13. 211

, ( < 10%, TTend=0),


S- D-.
6.5

2 ( =10)

()211-3

()211-2

()211-1

()211-0

TTend

MSE

F2S(10,1,1)

5,4

0,69*10^12

S(10,1,1)

0,6

50

0,8*10^10

D(10,3,1)

9,4

0,2*10^13

F2S(10,1,1)

8,2

0,43*10^13

S(10,3,1)

22

0,3*10^14

D(10,1,1)

42

50

0,1*10^15

F1N(10,1,1)

5,9

0,1*10^13

S(10,4,1)

17

0,28*10^13

D(10,1,1)+

52

0,24*10^15

F1N(10,2,1)

0,1*10^13

S(10,4,1)

30

0,78*10^14

D(10,1,1)+

29

0,7*10^14

300

2
, RMSE
SARIMA(1,1,1)x(1,0,0): MAPE=49%, RMSE=88*10^5. , . 6.6.
6.6

MAPE

RMSE

TTend

F1N(3,3,3)+

28

70*10^5

16,6

F3N1S(3,3,3) +

36

122*10^5

16,6

F2S(3,4,3) +

42

80*10^5

16,6

SARIMA(1,1,1)x(1,0,0)

49

88*10^5

50

F3N1S(3,4,3) +

49

101*10^5

F2S(3,1,3) +

55

88*10^5

SARIMA(1,1,1)x(1,0,0) F1N(3,3,3)
, F3N1S(3,4,3) F2S(3,1,3) SARIMA(1,1,1)x(1,0,0), .
. F1N(3,3,3) (. 6.6) RMSE 2 30*10^5. F1N(3,3,3)
F3N1S(3,1,3) + .
3

,
301

, , -, ,
(. 6.14).
6.7 [Song, 1993] [Huarng, 2006],
. 6.8 ,
S- D-.
6.7

3
ARIMA(1,0,1)

MAPE

5,49

Song

Huarng

[ Song, 1993]

[Huarng,
2006]

F2S(33,5,0)
+

F1N(33,4,0)
+

3,11

1,5294

1,2
TTend =0

0, 96
TTend =0

. 6.14.

302

6.8

F2S(19,2,1)

TTend

0,2

MSE

RMSE

1,9*10^

44

212*10^

461

395*10^

629

3
S(19,1,1)

2,4

50
3

D(19,2,1)

3,3

100
3

F2S(19,2,2)

S(19,2,2)

0,11

666

25

13

50

7110

2666

13 416

115

786
D(19,1,2)

0,5

25

6.7 6.8 , (. 6.7)


(. 6.8) .
4
, 223 ,
2005 2009, 53 (. 6.15). F2S(6,4,3), 6 , 4 , 3
,
RMSE .
, (ARIMA) .
303

,
SARIMA (1,1,1)x(1,0,0).

. 6.15.

(. . 6.9), ,
SARIMA (1,1,1)x(1,0,0),
S- D- (. 6.10).
6.9

TTend

F1N(6,2,3)+

28,2

18*10^10

F2S(6,4,3)

33,9

16,6

8*10^10

SARIMA(1,1,1)x(1,0,0)

78

50

49*10^10

304

MSE

6.10

TTend

MSE

F1N(6,2,3)+

28,2

18*10^10

F2S (6,4,3)

33,9

16,6

8*10^10

S(6,3,3)

58

33

26*10^10

D(6,5,3)

39

33

22*10^10

5
5 (. 6.16)
113 .
NN5 (. http://www.neural-forecasting-competition.com/NN5/index.htm).

. 6.16.

MSE,
TTend . 6.11.

305

6.11

5
1.

2.

F1N(13,1,2)

3.

ARIMA(1,0,0)

4.

5.

F3N1S

(6,2,5)+

TTend

MSE

0,164

30

121

15

10

40

6.

F2S(10,1,10)

22

105,5

7.

S(10,1,10)

25

40

73

8.

D(10,1,10)

23

30

67

. 6.11,
,
NN5,
. , ,
,
, .


, .
.
.
F- [Perfilieva, 2006].
. 6.17 2 F- , 5.
306

. 6.17. 2


,
: = 2,9%, TTend=0,
F1N(10,1,1). , ,

. ,
()

.
6
6 (. 6.18) . 1925 1985 . [ ., 2000]. . 6.12.

307

. 6.18.
6.12

6
9.

TTend

MSE

10.

F2S(10,1,1)

0,67

0,002

11.

D(10,3,1)

2,7

0,04

12.

S (10,3,1)

5,6

50

0,17

1. FuzzyTend?
2. FuzzyTend?
3.
FuzzyTend?
4. ?
5. ?
6. FuzzyTend.

308

FuzzyTend, , - . ,
.


, , .

,
, ( ) ( TTend).
,
, . , ,
.
, ,
. , -, -

309

,
.

1. [Huarng, 2006] Huarng, K. The application of neural networks to forecast


fuzzy time series / K. Huarng // Physica. 2006. A 336. . 481-491.
2. [Perfilieva, 2006] Perfilieva, I. Fuzzy transforms: Theory and applications /
I. Perfilieva // Fuzzy Sets and Systems. 2006. 157.
3. [Song, 1993] Song, Q. Forecasting enrollments with fuzzy time series Part I
/ Q. Song, B. Chissom // Fuzzy Sets and Systems. 54 (1993). . 1-9.
4. [ah, 2004] ah, M. Forecasting Enrollment Model Based on First-Order
Fuzzy Time Series / M. ah, K. Y. Degtiarev // Proc. Int. Conf. Computational
Intelligence (ICCI) (2004) . . 375-378.
5. [ ., 2009] , . . / . . , . . , . . // , ,
. .2. : , 2009. . 542-549.
6. [, 2000] , . . .
/ . . . . : , 2000. . 191-192.
7. [, 2007] , . .
: , / . . . 3- ., . . . :
-, 2007. . 494-495.

310


.
, , ,
, , , -
. , , , ,
.

, ,
Time Series Data Mining .
-
, , .
FuzzyTend
, ,
.
- .

311


(, ) y(t1), y(t2), , y(tN),
, .
, , ,
.
.
,
.
LANG.
LANG: .
, , , , (), .
,
.
, ~
i ~
j , i j

t i .
() .
ACL- ( ), m.
s v~s , a~s , ~
ts , s , ~
, x .
i 1


s v~s , a~s , ~ts , s , , v~i v~s .

i v~i , a~i , ~ti , i


i v~i , a~i , ~ti , i s v~s , a~s , ~ts , s , , ( v~ i = v~ s ) ( v~ i v~ s

=).
() ,

, .

~
i

.
,
-, -.

312

, ( ) .
, , .
.
, -

, t i

~
i .

[,

1986]

A U , X , Y , s0 , , .
L Vt
V*t ={x}, Vt :

L : Vt* [0,1] .
.
[, 1986] G V N ,VT , P, S , L, .

~
i w B xi w , ~
~xi ( w) 0 , B X .

() ,
.
v~ , a~ , ~
t ,
i

s v~s , a~s , ~ts , s ,

v~ i

v~ s =

j i s , ,

j v~j , a~ j , ~t j , j , v~j v~s , a~ j Union(a~i , a~s ), j i s , ~


t j Union(~
ti , ~
ts ) .
i v~i , a~i , ~
ti , i s v~s , a~s , ~
ts , s ,
~
j i s , , j v~j , a~ j , t j , j , v~j v~s ,
~
~ ~
a~ Union(a~ , a~ ), , t Union( t , t ) .
j


s v~s , a~s , ~ts , s , v~i v~s .

i v~i , a~i , ~ti , i

( ),
.
( )
.
.

313

i v~i , a~i , ~
ti , i
~
~
~
v~ , a~ , t , , , a~ a~ , t t .
s

,
LANG .
LANG .
, ,
.
: , , , .
,
N LANG
.
i v~i , a~i , ~
ti , i s v~s , a~s , ~
ts , s , , v~ i v~ s .
,

.
( ) LANG.
( )
, .
, , , .
( ) ,
, .

.
s v~s , a~s , ~
ts , s ,
, x .
~
i 1

, .

.

v~ , a~ , ~t , v~ , a~ , ~t , , , a~ a~ , ~t ~t , .
i

, .
.

314

, , , , , , .
() k ,

~
i , ~
i1.







. .
020640 22.10.97.
09.08.2010. 60 84/16.
. . . 18,60. 100 . 814.

432027, . , . , . 32.
. 432027, . , . , . 32.

315