Development of Estimation and Forecasting Method in Intelligent Decision Support Systems

Abstract

The method of estimation and forecasting in intelligent decision support systems was developed. The essence of the method is the analysis of the current state of the object and short-term forecasting of the object state. Objective and complete analysis is achieved by using improved fuzzy temporal models of the object state and an improved procedure for processing the original data under uncertainty. Also, the possibility of objective and complete analysis is achieved through an improved procedure for forecasting the object state and an improved procedure for learning evolving artificial neural networks. The concepts of fuzzy cognitive model are related by subsets of influence fuzzy degrees, arranged in chronological order, taking into account the time lags of the corresponding components of the multidimensional time series. The method is based on fuzzy temporal models and evolving artificial neural networks. The peculiarity of the method is the possibility of taking into account the type of a priori uncertainty about the object state (full awareness of the object state, partial awareness of the object state and complete uncertainty about the object state). The possibility to clarify information about the object state is achieved using an advanced training procedure. It consists in training the synaptic weights of the artificial neural network, the type and parameters of the membership function, as well as the architecture of individual elements and the architecture of the artificial neural network as a whole. The object state forecasting procedure allows conducting multidimensional analysis, consideration, and indirect influence of all components of a multidimensional time series with their different time shifts relative to each other under uncertainty. The method provides an increase in data processing efficiency at the level of 15–25% using additional advanced procedures.