Prediction Intervals for Granular Data Streams Based on Evolving Type-2 Fuzzy Granular Neural Network Dynamic Ensemble

摘要

Granular data streams (GDSs) are a class of high-level abstract multitime scale description of data streams. Prediction intervals (PIs) for GDSs that provide estimated values as well as their corresponding reliability play an important role for assisting on-site workers to perceive the nonstationary environment in real time. However, constructing reliable PIs for GDSs constitutes a significant challenge. To provide a solution to the problem, an interval type-2 (IT2) fuzzy granular neural network (FGNN) dynamic ensemble approach (IT2FGNNDEnsemble) is proposed in this article. To fully reflect the uncertainty of GDSs, an interval value learning algorithm based IT2FGNN is developed, which can automatically generate, prune, merge, and realize recall in a single-pass learning mode. In addition, an evolving dynamic ensemble method is presented by providing an adaptive structure that considers a tradeoff between coverage and width of PIs, which can dynamically generate and prune the element of an ensemble according to current data tendency. A number of synthetic and industrial data streams experimentally validate the performance of the proposed IT2FGNNDEnsemble by using the state-of-the-art comparative methods. It is demonstrated that the proposed approach exhibits a good performance on PIs for practical applications.