Double-level optimal fuzzy association rules prediction model for time series based on DTW-i[formula omitted] fuzzy C-means.

Information granulation theory has been widely used in short-term time-series forecasting research and holds significant weight. However, the error accumulation due to the lack of granular accuracy, along with information redundancy or deficiency in predictions, significantly affects short-term prediction accuracy. To compensate for these shortcomings, this paper proposes a double-level optimal fuzzy association rules prediction model for short-term time-series forecasting, which can strengthen the performance of information granulation in prediction. Firstly, this paper proposes a concept of breakpoints, which can accurately segment complex linear trends in time series and thus obtain a granular time series with highly accurate linear fuzzy information granules (LFIGs). Secondly, a improved distance is proposed to more accurately reflect the similarity between LFIGs by addressing counter-intuitive problems in the original distance. Theoretical analysis shows that the improved distance can effectively reduce errors in granular calculation. Then, a granule-suited fuzzy c-means algorithm is proposed for clustering LFIGs. Finally, this paper proposes a double-level optimal fuzzy association rules prediction model, which establishes the optimal rules for each cluster and selects the optimal two rules for prediction by the contribution of the clusters. The experimental results show that the prediction method effectively avoids the problems of information redundancy and information deficiency, and increases forecast accuracy. The model's exceptional performance is demonstrated through comparative analysis with existing models in experimental investigations. • A new concept of breakpoints is proposed to partition time series linear trends. • A DTW-iL1 distance is proposed to measure the similarity between granules. • DTW-iL1 Fuzzy C-Means(DFCM) is proposed for clustering granules. • Propose double-level optimal fuzzy association rules prediction model based on DFCM. [ABSTRACT FROM AUTHOR]