A Novel Fuzzy Time Series Forecasting Model Based on Multiple Linear Regression and Time Series Clustering

Algorithm 1

Learning algorithm of the proposed model.

Input:
	All multiple linear regression models ;
	Training sets ;
Output:
	Forecasting model with ANNs ;
(1)	⟵ initialize all networks
(2)	⟵ normalize
(3)	Repeat
(4)	For all do
(5)	For all do
(6)	Calculate the output value of
(7)	End for
(8)	,
(9)	⟵ cost defined in equation (16)
(10)	For all do
(11)	Calculate the partial derivative defined in equation (19)
(12)	End for
(13)
(14)	For all do
(15)
(16)	Compute and for all weights and offsets
(17)	Update network weights and offsets
(18)	End for
(19)	End for
(20)	Until RMSE is small enough or fallen into a local minimum