1. Deep Fuzzy Cognitive Maps for Interpretable Multivariate Time Series Prediction
- Author
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Junjie Wu, Chao Li, Wang Xiaoda, Zhen Peng, and Jingyuan Wang
- Subjects
Artificial neural network ,Knowledge representation and reasoning ,business.industry ,Computer science ,Applied Mathematics ,Inference ,02 engineering and technology ,Machine learning ,computer.software_genre ,Fuzzy logic ,Fuzzy cognitive map ,ComputingMethodologies_PATTERNRECOGNITION ,Recurrent neural network ,Computational Theory and Mathematics ,Artificial Intelligence ,Control and Systems Engineering ,0202 electrical engineering, electronic engineering, information engineering ,020201 artificial intelligence & image processing ,Artificial intelligence ,Gradient descent ,business ,computer ,Interpretability - Abstract
The fuzzy cognitive map (FCM) is a powerful model for system state prediction and interpretable knowledge representation. Recent years have witnessed the tremendous efforts devoted to enhancing the basic FCM, such as introducing temporal factors, uncertainty or fuzzy rules to improve interpretation, and introducing fuzzy neural networks or wavelets to improve time series prediction. But how to achieve high-precision yet interpretable prediction in cross-domain real-life applications remains a great challenge. In this article, we propose a novel FCM extension called deep FCM (DFCM) for multivariate time series forecasting, in order to take both the advantage of FCM in interpretation and the advantage of deep neural networks in prediction. Specifically, to improve the predictive power, DFCM leverages a fully connected neural network to model connections (relationships) among concepts in a system, and a recurrent neural network to model unknown exogenous factors that have influences on system dynamics. Moreover, to foster model interpretability encumbered by the embedded deep structures, a partial derivative-based approach is proposed to measure the connection strengths between concepts in DFCM. An alternate function gradient descent algorithm is then proposed for parameter inference. The effectiveness of DFCM is validated over four publicly available datasets with the presence of seven baselines. DFCM indeed provides an important clue to building interpretable predictors for real-life applications.
- Published
- 2021