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• A TIME SERIES FORECASTING METHOD BASED ON COGNITIVE FUZZY MODELING AND REGRESSION ANALYSIS

  А.I. Guseva , R.М. Romanov

  157-178

  2025-12-30

  Abstract ▼

  The relevance of the study stems from the low effectiveness of traditional time series forecasting methods under conditions of high uncertainty and limited data, which are typical of weakly formalized systems. The aim of the work is to develop and substantiate a time series forecasting method based on a hybrid approach that integrates cognitive fuzzy modelling, regression analysis, and the analytic network process. Within the study, a systematic review and comparative analysis of existing forecasting methods was carried out, including approaches based on fuzzy logic, neural network and cognitive modelling, as well as ensemble and hybrid methods, and their limitations were identified when dealing with small samples, nonlinear dependencies, and uncertainty. The proposed method includes: the construction of fuzzy cognitive maps, defuzzification of linguistic assessments, clustering of factors, application of the analytic network process to determine priorities, and the formation of a weighted regression model. The model undergoes statistical validation using the , , , and  metrics, as well as diagnostic checks of the assumptions underlying regression analysis, including tests for multicollinearity and autocorrelation. Application of the method reduced  from 0.38 to 0.22,  from 0.30 to 0.18, and  from 11.65 % to 7.12 %, thereby confirming an improvement in the accuracy and robustness of forecasts under limited data compared with classical multiple regression. The novelty of the proposed method lies in the integration of cognitive modelling, regression analysis, and the analytic network process, whereby the strengths of each component compensate for their individual limitations, providing more accurate and robust forecasting under the uncertainty inherent in the system under study. The practical significance of the work consists in the possibility of applying the proposed method to support decision-making and to enhance the validity of forecasts in various subject domains and situations characterized by a limited number of observations, a substantial role of expert judgments, and a complex structure of causal relationships between indicators over time