análisis intelectual de series temporales. yarushkina n.g

315
МИНИСТЕРСТВО ОБРАЗОВАНИЯ И НАУКИ РОССИЙСКОЙ ФЕДЕРАЦИИ Государственное образовательное учреждение высшего профессионального образования УЛЬЯНОВСКИЙ ГОСУДАРСТВЕННЫЙ ТЕХНИЧЕСКИЙ УНИВЕРСИТЕТ Н. Г. Ярушкина Т. В. Афанасьева И. Г. Перфильева И И Н Н Т Т Е Е Л Л Л Л Е Е К К Т Т У У А А Л Л Ь Ь Н Н Ы Ы Й Й А А Н Н А А Л Л И И З З В В Р Р Е Е М М Е Е Н Н Н Н Ы Ы Х Х Р Р Я Я Д Д О О В В Учебное пособие Ульяновск 2010

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Texto de enseñanza en ruso sobre minería de datos. Ulianovsk. 2010

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  • 1

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  • 3

    ........................................................................................................... 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

  • 4

    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

  • 5

    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

  • 6

    , ...

    .

    , , -

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

    :

    1. ,

    2. , 3. . ,

    , , , - .

    , - , - .

  • 7

    , , - - -, , - - .

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

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

  • 8

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

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

    . : -

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

  • 9

    : , , .

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

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

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

  • 10

    , , - . -, - .

    - . - - , - - .

  • 11

    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 , , Interna-tional Fuzzy Systems Association.

    NL , .

    TPM Theory of Precisiation of Meaning (TPM). TSDM Time Series Data

    Mining (TSDM).

    .

  • 12

    . (ARIMA) -

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

  • 13

    1.

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

    , ;

    , - ;

    , .

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

  • 14

    1.1.

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

    - .

    , , - , , .

    , , - , -

  • 15

    . - 2003-2009 ., ( - ), ( ), IAS ( ). .

    : -

    [ ., 2008; , 2008], - [-

    ., 2008; , 1986],

    [, 2008], [, 2005; -

    , 2008], [ ., 2008],

    [ ., 2008 ], -

    [, 2005], , ( -

    ) [, 2005], [-

    , 2006], [ ., 2006].

    : -

    [, 2008], -

    [, 2008 ],

  • 16

    [, 2008 ],

    [, 2008],

    [- ., 2008].

    : -

    , - [ ., 2008],

    - [, 2008],

    [ ., 2009],

    - [ ., 2002],

    [ ., 2008],

    [ ., 2008].

    : -

    [ ., 2008], -

    [ ., 2008], - -

    [, 2008],

  • 17

    - [ ., 2008 ],

    [, 2007; , 2008],

    [, 2003; ., 2007],

    - ( 1.0) [, 2005],

    [, 2008 ].

    : -

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

    ; ., 2007], [, 2008],

    [, 2008],

    [, 2008; , 2004],

    [, 2008].

    : -

    [ ., 2008], - -

    [, 2009; , 2001],

  • 18

    [, 2009], [

    ., 2008; ., 2007].

    : [, 1997;

    , 2004], [, 2008], -

    [ ., 2008; , 2007], CAD/CAM/CAE- [-

    , 2008], [

    ., 2008],

    [, 2008], -

    [ ., 2008], -

    [ ., 2008 ].

    . -, -

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

  • 19

    , - . , - - . . .

    -, - - : - , , , , [ ., 2007 ; , 2007 ; ., 2007; , 1999] .

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

    -, : , -, .

    1. ?

  • 20

    2. ? 3.

    ? 4. -

    ? 5. ? 6. , . 7. ?

    1.2.

    - . .

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

    , - S. - VK. Mr, - VK,

    ),,,,,( MKSVKYXMarkMr

  • 21

    Y; VK (, , -

    ); S ; MK . MK -

    . - - - . , .

    - [, 2006].

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

    [, 2006].

    Y, . . , , - . - VK, .

  • 22

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

    Mr , , , , , . , -, , , - .

    : 1. -

    , : , - , , .

    2. , , , .

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

    : .

  • 23

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

    , - S -, , .

    - , , ix , it . - : 1) ix i- ( ), 2) ( ), 3) , , , , :

    ) pr-, -, , , ; ) post-, , - , -; ) cur-, , . (pr-), -

    (post-) (cur-) -

  • 24

    . r- , -, post- cur-.

    - , - , . - , .

    , : , ; ; , -

    . -

    , - , , - , , .

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

    ),,,,,(__ MKSVKYXMarkFMrF

  • 25

    Y; VK (, , -

    ); S , -

    . - (), , Name - ( ), W ( - -), MF , W, - W [0,1];

    MK ().

    -:

    1. - , .

    2. , , .

    3. - , .

    1. ? 2. -

    ? 3. . 4. ? . 5. ? . 6. .

  • 26

    7. - ?

    8. ?

    9. . ? 10. Mr. 11. -

    ? 12. . 13.

    ? . 14.

    ? .

    15. () ? .

    16. Mr. 17.

    . 18.

    . 19.

    ? 20. , -

    ? 21. : ,

    , pr-, post-, cur-.

  • 27

    22. - ?

    23. .

    1.3.

    - . - , - , , , .

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

    ( ), - ( );

    ( , ); ( , ); , , (

    ); , ( -

    ); (,

    ). , -

    , - : , , , -

  • 28

    . :

    1) , ;

    2) - ;

    3) ; 4) .

    , . , -

    , , , , -. . - -, , [, 2004]. - , , -, .

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

  • 29

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

    , , n .

    , - },{ ii tx , , ].,1[,,, 1 niNtRXXx ii

    ix . 1.1. () -

    , , it - i~ .

    i~ - .

    . Fuzzy,

    )),((~ ~ ixi xwFuzzyx i , i~ X~ , X~ ; w ( X) i~ , wxi ;

  • 30

    ]1,0[)(~ wix

    i~ ix , .

    1.2. i~ wB wxi , 0)(~ wix , B - X~ .

    , - . - , , -. ]1,0[)(~ w

    ix .

    . 1.1 , - i~ , -.

    . 1.1.

    1. - ?

    2. , - .

  • 31

    3. . 4. . 5. i~ .

    1.4.

    , . [, 1984]:

    , ;

    - ;

    - -, - ;

    .

    cur- , - , , . , . - .

    [ ., 2003], - , , . - .

  • 32

    , . - :

    , - , ;

    , - ;

    , - .

    , , . - , , - .

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

    , - - . . -

  • 33

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

    pre- , - [, 2008 ; ., 2007 ]. - ( ), , , . , .

    , - - - :

    - , - ;

    - ;

    - , . , ;

    - , -

  • 34

    , - .

    1. . 2.

    ? 3. . 4.

    , .

    5. ? 6. , -

    .

    1.5.

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

  • 35

    , , - . ( ) - - , - .

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

    - , -, , - , :

    ,

    () ,

    ,

    ,

    .

  • 36

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

    1.5.1.

    - , . , , .

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

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

    - , , , - ,

  • 37

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

    , , , . , - , - .

    , - - .

    1.5.2.

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

  • 38

    , , - - , . -, [ ., 1989].

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

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

    , ,

  • 39

    , , , - . - [, 2004] .

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

    - - . - , , , .

    1. -

    (), ?

    2. , , - , - , .

  • 40

    3. , ?

    4. - -?

    5. - .

    6. , ?

    7. .

    1.6.

    ( )

    -.

    - [, 2004]: , , , . - - . , - , - , - , . - . - - ,

  • 41

    , .

    , .

    1. .

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

    . , , },{ ii tx . x t0 ti tn, ( ) Tr. Tr , , , - [, 2004]. , },{ ii tx , Tr , - .

    2. . , , ,

    .

  • 42

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

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

    3. . , ,

    . . -

    , - . - Tr . Tr , - , , . .

    4. . -

    , -

  • 43

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

    . Tr , - . . - , , - . , - , , .

    1. -

    ? 2.

    . 3.

    . 4. -

    . 5.

    .

  • 44

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

    1. [, 2008 ] , . . -

    / . // (-2008): (. , 27-29 , 2008 .). 2. : , 2008. . 3-9.

    2. [, 2008 ] , . . / . - // (-2008) : - (. , 27-29 , 2008 .). . 2. - : , 2008. . 9-23.

    3. [ ., 1986] - / . . , . . , . . . ; . . . . . : . . . .-. ., 1986. 312 .

  • 45

    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) (CAD-2008). 4- . . : , 2008. . 1. . 95-100.

    8. [ ., 2003] , . . - : . / . . , . . , . . ; . . . . . : , 2003. 368 .

    9. [ ., 2008] , . . - / . . , . . // V - -

  • 46

    (, 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.

  • 47

    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] , . . / . . , . . // -

  • 48

    -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] , . . - / . . , . . , . . . // - -

  • 49

    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.

  • 50

    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.

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    41. [ ., 2008] , . . - / . . , . . // - - - (AIS08) (CAD-2008). - 4- . 1. . : , 2008. . 248255.

    42. [, 2003] , . . / . . . . : , 2003.

  • 51

    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.

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    48. [ ., 2007] , . . - / . . , . . // . . 3. 2007. 3.

  • 52

    49. [ ., 2007] , . . / . . , . . , . . . : , 1991. 136 .

    50. [ ., 2008] , . . - - / . . , . . -, . . . // -2008 (28 - 3 , 2008 ., . , ): . . 1. . : , 2008. . 171-178.

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    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 - -

  • 53

    (, 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) : - -

  • 54

    (. , 27-29 , 2008 .). . 2. : , 2008. . 96-104.

    62. [, 2008] , . . / . . // - . 2008. 3.

    63. [, 2007] , . . - - / . . . : -, 2007. 333 .

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    65. [, 2006] , . . / . . // . 2006. 2(12).

    66. [ ., 2008 ] , . . - / . . , . . // -- (AIS08) (CAD-2008). 4- . . 1. . : , 2008. . 10-15.

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    68. [, 2006] , . . /

  • 55

    . . // . -. . 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 .

  • 56

    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 .

  • 57

    2.

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

    , , - (), , :

    1. , - , - , . - , , - . , - .

  • 58

    2. , - : , , -, . .

    3. . , , - . .

    2.1.

    , . [Zadeh, 1965] - , - , , - . , - , , .

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

  • 59

    , - .

    , .

    . - xX :

    Y= (x,B), Y , -

    () xX; , , :[0,1].

    ; X . -

    , , - ( ). (x,B) - wX, (x,B) , - . - ;

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  • 60

    , - 2.

    -, : 1. . -

    . , , Y= (x,B) - w, . - = {x1/y1, 2/2, .., n/yn}. - , Y= (x,B), , .

    2. . , , , - . Y=(x,B) - (. 2.1).

    2.1. - ={, c}:

    )exp(),(2

    cxBx ,

    ; .

  • 61

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  • 62

    . , ,0

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    }{xX ( ), - . X : A=, B=, C=, . , xX A

    )}(,{ xxA A , B )}(,{ xxB B , )}(,{ xxC C . , ,

  • 63

    : )(xA A , )(xB B , )(xC C .

    m - : 1) , ; 2) }{xX , -

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  • 64

    8. , ?

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    . , , -

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

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  • 65

    ? . , , () [, 1974].

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    , , X~ ={, , , .};

    G () X~ , -, - ;

    P , - X~ X~ . , [, 2007], . 2.2.

    . 2.2.

  • 66

    , - , - , .

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  • 67

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

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  • 68

    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:

  • 69

    BA A

    )( BAA

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  • 70

    5. - (t- s-) . .

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    . -

    , , , . [ ., 2007].

    -, - , ( ).

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  • 71

    (. 2.3): 1) ( ); 2) ( -

    ); 3) ; 4) ; 5) .

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    . 2.3. -

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

    X, Y ; Z ; i, Bi, ( ); i ( );

  • 72

    fi . :

    1) .

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    .

    [, 2004 a]. 1: (Mamdani). -

    , . 2: (Tsukamoto).

    , , - .

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  • 73

    ),(

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  • 74

    - :

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  • 75

    FAT (Fuzzy Approximation Theorem), , -. , - --, -, -- - , .

    - . , . 1992 , - : min, , - .

    1995 . . : , , - .

    , , [-, 2004; ., 2007].

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    . 4. . 5. ? 6.

    ?

  • 76

    7. . 8. -

    . .

    2.5.

    [, 2007].

    1975 ., (Mamdani and Assilian) .

    , [ . 2001]. , 1973 , - , . - , PDP-8 . , -. - , , .

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

    - , ( )

  • 77

    . , , , , . , , .

    1982 (Holmblad and Osregaad) - , . , -, . , , -. . -, , , . , 1988 - .

    , -, , . - - - -.

    ( [, 2001]).

  • 78

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

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

    (). - - , .

  • 79

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

    , . , -, . -, , , -. , , , 1-1,5 , - . - , - .

    ( [, 2001]).

    . , , - , -

  • 80

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

    1. -

    ? 2. -

    ? 3. ? 4. . 5. .

    2.6.

    2010 .

    45-. , , Interna-tional Fuzzy Systems Association (IFSA), . - . , , - , (5-7 ). [, 2003] - IFSA97 IFSA03 .

    3 IFSA: IFSA05 (, . , 2005) [15] IFSA07 (, . , 2007) [16], IFSA-EUSFLAT 2009 (, . , 2009).

  • 81

    -. - . 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, ,

    2.2

    IFSA07

    .

    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

  • 82

    . 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

  • 83

    . 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 funda-mental concepts and recent advances : -

    . Fuzzy Systems, Choice Paradoxes and Optimal Committees ,

  • 84

    . .

    , , . . IFSA05 -

    - , IFSA07 . . , - , , - , . . -, , - . - , , .

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

  • 85

    [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. . . .

  • 86

    (Generalized Theory of Uncertainty GTU) . 2. GTU -

    , , - .

    3. ( ) - .

    4. GTU (NL-capability). :

    )()( XGCXI , X , U, I(X) X, GC . . NL-capability

    , .

    - . IFSA09 . - - , -. . , - .

    . , -, , .

    . - IFSA05

    . -

  • 87

    , . , ; . - .

    . IFSA05 IFSA07 . IFSA05 IFSA07 -

    -.

    IFSA05 , FCM- , . - . IFSA07 - . - .

    . IFSA05, . IFSA07. . IFSA07

    . , IFSA05, . .

    . IFSA07 -, - . , - , - , Web.

  • 88

    . IFSA07 , : , - , - (Choquet). - .

    . , IFSA09

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

    - .

    . IFSA09

    , - . - .

  • 89

    . : . ,

    IFSA09 . . -

    , - . , . , - , - .

    (topics) (Proceedings) , ,

    . , - (- ), . - IF-SA, , - , -. , - : 25 52 - IFSA97 IFSA03. - 2005 (52 ) 2007 . (64 ) - 16 , 2007 2009 (172) 36.

    , , , .

    -. , -

  • 90

    , -. , , . - Fuzzy sets and systems.

    IFSA09 IFSA97 IFSA03, IFSA05 IFSA07 - , . 2.5.

    2.5

    IFSA97, 03, 05, 07, 09 Fuzzy

    sets and systems

    - c

    IFSA97/

    IFSA97

    (%)

    - c

    IFSA03/

    IFSA03

    (%)

    - c

    IFSA05/ -

    IFSA05

    (%)

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    IFSA07/

    IFSA07

    (%)

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    IFSA09

    (%)

    1. 33/9 20/8 16/5 20/9 35/11 = 1.1.

    25/7 10/4 11/4 14/7 32/10 =

    1.2.

    8/2 10/4 5/1 6/2 3/1 ==

    2. 67/18 44/19 52/17 41/19 67/22 === 2.1. - -

    7/2 5/2 11/4 4/2 21/7 =

  • 91

    . 2.5 1 2 3 4 5 6 7

    2.2. -

    5/1 6/3 3/1 2/1 14/5 =

    2.3.

    20/5 1/- 9/3 3/1 4/1 =

    2.4. - -, - - - -

    25/7 26/11 20/6 13/6 25/8 =

    2.5 10/3 6/3 9/3 19/9 3/1 == 3. -

    36/10 15/6 25/8 20/9 24/8 ==

    3.1. - - -

    25/7 9/4 23/7.5 13/6 14/5 ==

    3.2. 11/3 6/2 2/0.5 7/3 10/3 = = 4.

    50/13 43/18 71/24 48/22 94/30 = 4.1.

    8/2 6/3 21/7 0/0 15/5 =

    4.2. -

    23/6 15/6 28/9 16/7 31/10 =

    4.3. - -

    19/5 22/9 22/8 32/15 48/15 =

    5.

    107/28 44/19 69/23 34/16 43/14 5.1. - - -

    55/15 25/11 26/9 17/8 35/11

    5.2.

    52/14 19/8 43/14 17/8 8/3

  • 92

    . 2.5 6.

    48/13 26/11 31/10 31/14 34/11 =

    6.1. - -

    15/4 11/5 18/6 19/9 26/8 ==

    6.2. - -

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    7. -

    38/10 24/10 32/11 24/11 12/4 === 7.1. - -

    34/9 18/8 19/7 5/3 8/3 ===

    7.2. 2/0.5 5/2 12/4 18/8 4/1

    2.5 , , - ,

    - ; ; ; ; , -

    ; ; .

    : ; ; ; ; ; .

  • 93

    , IFSA09 , -

    , , - , (IFSA97) - (IFSA03), (BISCSE05 IFSA07).

    IFSA09 , . , , .

    IFSA09 IFSA05 BISCSE05 , IF-

    SA07 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.

  • 94

    5. . IFSA05 IFSA07.

    6. . IFSA05, . IFSA07. . IFSA07.

    7. . , IFSA09.

    8. . - IFSA09.

    9. . : - . , - IFSA09.

    10. .

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

    ; 5. .

  • 95

    2.6 IFSA09

    Recent advances in Evolving Fuzzy Systems -

    E. Lughofer, D. Filev, P. Angelov

    Advances in Soft Computing Applied to Databases and Information Systems ,

    P. Bosc, A. Hadjali, O. Pivert

    Transforms, Time Series and Other Applications ,

    I. Perfilieva, V. Novak, N. Yarushkina

    Fuzzy and Possibilistic Optimization

    M. Inuiguchi, W. A. Lodwick, M. Luhandjula

    Fuzzy Differential Equations

    Y. Chalco-Cano, W. A. Lodwick

    Soft-computing for Web 2.0 and Semantic Web Web 2.0 Web

    R. Yager, M. Reformat

    Solvability of Fuzzy Relation Equations and Fuzzy Inter-polation

    I. Perfilieva, M. Stepnicka

    Aggregation Operators

    H. Bustince, T. Calvo, R. Mesiar

    Fuzzy Sets in Computational Biology

    U. Bodenhofer, E. Huellermeier, F. Klawonn

    Mathematical Fuzzy Logic

    P. Cintula, C. Noguera

    Machine Learning and Data Mining

    P. Angelov, E. Huellermeier, F. Klawonn, D. Sanchez

    Type-2 Fuzzy Logic, Advances and Applications 2,

    A. Celikyilmaz, I. B. Turksen

    Inter-relation Between Interval and Fuzzy Techniques

    V. Kreinovich

    Advances in Soft Computing for Spatiotemporal Informa-tion Systems -

    G. De Tr, R. Ribeiro, J. Dujmovic

    Interpretability of Fuzzy systems: Theory and Applications :

    J. M. Alonso, L. Magdalena

    Computing With Words, Actions and Perceptions ,

    S. Guadarrama

    New trends in Fuzzy Reasoning of Robotic Systems

    P. J. Sequeira Gonalves, L. F. Mendona

  • 96

    . 2.6 Fuzzy Numbers and Fuzzy Arithmetic

    P. Grzegorzewski, L. Stefanini

    Intuitionistic Fuzzy Sets

    E. Szmidt, J. Kacprzyk

    New Advances on Genetic Fuzzy Systems

    Y. Nojima, R. Alcal

    Measures and Integrals

    M. Grabisch

    Fuzzy Geographical Information

    C. C. Fonte, J. Santos, M. Caetano, L. Gonalves

    Soft Computing in Image Processing and Computer Vision

    Soft Computing in Image Processing and Computer Vision

    Models and Fuzzy Arithmetic in Economics and Business

    M. L. Guerra and L. Stefanini

    Soft Computing in Finance

    R. J. Almeida, M. Lovric, V. Milea

    Topics in Decision-Making Using Fuzzy Sets ,

    D.Ralescu

    Decision Making in Fuzzy Environments

    M. T. Lamata, D. Pelta

    Soft Computing in Medical Imaging

    I. K. Vlachos, G. Schaefer

    Medical Concepts in Soft Computing

    C. Schuh, R. Seising

    Philosophical, Sociological and Economical Thinking ,

    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 .

  • 97

    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 .

  • 98

    3.

    , -

    .

    () - (, ) y(t1), y(t2), , y(tN), - , .

    - , , - , -, .

    - y =f(t) .

    , , - , , . - , - .

    , -, 1, - , , 2.

  • 99

    - -, - , , () -.

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    )}(),...,2(),1({ NyyyY , y(t) , t- (t = 1, 2, ..., N). - )}(),...,2(),1({ NyNyNyY , N 1 , -.

    , -, () . , , - , .

    3.1. ()

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

    -

  • 100

    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 ( ).

  • 101

    (. . 3.1):

    1. . ,

    .

    . 3.1. ( -

    () ) . - () - / ( Data mining).

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

  • 102

    - ( ) . , -, [, 2001].

    3. .

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

    4. . - - , - . - . , , , - .

    - 3.1, iy , iy , n .

  • 103

    3.1

    ()

    n

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

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  • 104

    . , -

    . , - , -. - , , .

    () . - -. - , , .

    , - [, 2001]. , - .

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

  • 105

    ARIMA(p,d,q), p, d, q, , : 1. AR(p) ARIMA(p,0,0). - AR(p) :

    )()(*)2(*)1(*)( 210 tptXftXftXfft p , )(t t ;

    pffff ,,,, 210 ; ; t , .

    , pffff ,,,, 210 . , , -, - , .

    2. MA(q) ARI-MA(0,0,q). MA(q) :

    )(*)2(*)1(*)()( 21 qtwtwtwtmtZ q , )(tZ t ; m , ;

    qwwww ,,,, 210 . 3. ARMA(p,q) ARIMA(p,0,q) - AR(p) MA(q).

    , - ( ), ARIMA(p,d,q), d

  • 106

    - . - .

    - :

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

    - . - , , .

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

    2. , - , .

    - , - , -, , . , -

  • 107

    , - , , .

    , -, , - , .

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

    2. - -, . - .

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

  • 108

    - . [, 2001]. - , . , , -

    , - -, :

    . -, . , - - [, 2002; , 2008; , 2006];

    . - ( 40) [ ., 1974; Khashei, 2008];

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

  • 109

    . , , . - . - ;

    .

    .

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

    . 10. . 11. ? 12. .

    1. [ ., 1998] , . . -

    / . . , . . . . : , 1998. 1024 .

  • 110

    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.

  • 111

    3.2.

    -

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  • 112

    .

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    ; 1k ;

    n . ,

    . - . 1k . , . , , , - , .

    [, 2007]. - [, 1956]: , - , . [Takens, 1981], , - ky ,

  • 113

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

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  • 114

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  • 115

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  • 116

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  • 117

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  • 118

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  • 119

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    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 : . . . : -

  • 120

    . . . , 2002. . 1120-1125.

    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 .

  • 121

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

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  • 127

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  • 130

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  • 137

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  • 139

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

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    , , - -

    3.4.1. -

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

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  • 145

    , , - , -.

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  • 146

    n

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    : CICO (Crisp-Input and CrispOutput), - FIFO (Fuzzy-Inputs and Fuzzy-Outputs) CIFO (Crisp-Inputs and Fuzzy-Outputs) [D'Urso, 2003; Hojati, 2005; Bisserier, 2009].

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    [Khashei, 2008] , - ARIMA

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

    [Kuo, 2001] . [, 2006] - - , , [ ., 2007; , 2008]

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    - , .

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

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

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    sue 4.

    15. [ ., 2007] , . . . / . . , . . , . . . . : , 2007. 208 .

    16. [ ., 2007] , . . / . . , . . , . . . . : -, 2007. 284 .

    17. [, 2006] , . . - / . . // - , . 2006. 7(20). . 142-146.

    18. [, 2000] , . . / . . // . . . 308. . : , 2000. 220 .

  • 151

    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]. -

  • 152

    () - k X.

    1,...,2,1),( kniwkxW i k- X. ,

    iw . -, s : ),...,2,1( siCi .

    siai ,...2,1 . -

    mjjjaaaxD ,...,,)(

    21 .

    , , . - , , - - .

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

    , (computing with words and perceptions CWP) [Zadeh, 2001; Batyrshin, 2004].

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

  • 153

    - (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 X: Y isr R; X G[A]: (Name1, , Namen), -

    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;

  • 154

    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,

  • 155

    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) ;

  • 156

    9) , - .

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

    TSDM , [, 2007]:

    1) ;

    2) - , - .

    - ( - ).

    - [, 2007]: 1) -

    ; 2)

    ; 3) -

    ( ); 4) -

    .

  • 157

    [, 2007] - , . - : - - . - . - .

    - , :

    )),((&)),((),( qttttytt bababa .

    [ta, tb] q . - , -. , , . - , .

    CWP - [, 2009]:

    (precisiation) , ; (gene-

    ralized constraints);

    ; -

    (generalized constraints);

    .

  • 158

    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. . -

    , . , ,

  • 159

    , - .

    2. . , -

    , - . , . .

    3. . :

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

    4. ().

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

  • 160

    3.3 / .

    , - , , .

    , - , - , , .

    2004 . . [, 2004] , . , - , .

    3.3

    / ( )

    /

    1. - 2. 3.

    ( )

    /

    1. 2. 3.

    ( )

    / . / / - /

    1. 2. 3.

  • 161

    . 3.3 - ( )

    /

    1. - 2. 3.

    - ( )

    /