A Generalized Intelligent-Agent-based Fuzzy Group Forecasting Model for Oil Price Prediction

作者：Yu, Lean^*; Wang, Shouyang; Lai, Kin Keung

来源：IEEE International Conference on System, Man, and Cybernetic, Singapore, SINGAPORE, 2008-10-12 To 2008-10-15.

DOI：10.1109/ICSMC.2008.4811324

• Intelligent agent
• Fuzzy ensemble forecasting
• multiagent learning
• oil price forecasting

In this study, a generalized Intelligent-agent-based fuzzy group forecasting model is proposed for oil price prediction. In the proposed model, some single Intelligent-agent-based predictors with much disagreement are first created for crude oil price prediction. Then these single prediction results produced by these single intelligent predictors are fuzzified into sonic fuzzy prediction representations. Particularly, some methods of fuzzification are extended into a consolidated framework to make the later computation generalization. Subsequently, these fuzzified prediction representations are integrated into a fuzzy consensus, i.e., aggregated fuzzy prediction. Finally, the aggregated fuzzy prediction is defuzzified into a crisp value as the final prediction results. For verification and testing purposes, two typical oil price series are used to conduct the experiments.

• 出版日期2008
• 单位香港城市大学; 中国科学院数学与系统科学研究院