关键词: 模糊聚类, 马尔可夫模型, 模糊关系, 模糊时间序列, 性能预测

Abstract: Specific to the lack of effective domain division method and much first-order fuzzy relationship, this paper proposes a second-order Markov model based fuzzy time series prediction method. It uses fuzzy C-means clustering to obtain the membership of elements in the time series. It introduces the transition matrix in second-order Markov model to represent fuzzy relations. It updates traditional representation and calculation of fuzzy relations. It forecasts the element’s membership in fuzzy clusters and defuzzifies the membership using the center-of-gravity method. It applies the model to the performance prediction of China Mobile 3G, and the accuracy is improved when compared to the traditional fuzzy time series prediction method.

Key words: fuzzy clustering, Markov model, fuzzy relation, fuzzy time series, performance prediction