The granular extension of Sugeno-type fuzzy models based on optimal allocation of information granularity and its application to forecasting of time series

Abstract

The Sugeno-type fuzzy models are used frequently in system modeling. The idea of information granulation inherently arises in the design process of Sugeno-type fuzzy model, whereas information granulation is closely related with the developed information granules. In this paper, the design method of Sugeno-type granular model is proposed on a basis of an optimal allocation of information granularity. The overall design process initiates with a well-established Sugeno-type numeric fuzzy model (the original Sugeno-type model). Through assigning soundly information granularity to the related parameters of the antecedents and the conclusions of fuzzy rules of the original Sugeno-type model (i.e. granulate these parameters in the way of optimal allocation of information granularity becomes realized), the original Sugeno-type model is extended to its granular counterpart (granular model). Several protocols of optimal allocation of information granularity are also discussed. The obtained granular model is applied to forecast three real-world time series. The experimental results show that the method of designing Sugeno-type granular model offers some advantages yielding models of good prediction capabilities. Furthermore, those also show merits of the Sugeno-type granular model: (1) the output of the model is an information granule (interval granule) rather than the specific numeric entity, which facilitates further interpretation; (2) the model can provide much more flexibility than the original Sugeno-type model; (3) the constructing approach of the model is of general nature as it could be applied to various fuzzy models and realized by invoking different formalisms of information granules.