Evolutionary fuzzy decision model for cash flow prediction using time-dependent support vector machines

详细信息    查看全文

• 作者：Min-Yuan Cheng ; Andreas F.V. Roy
• 关键词：Cash flow prediction ; Time series ; Fuzzy Logic ; Weighted Support Vector Machine ; Fast Messy Genetic Algorithms
• 刊名：International Journal of Project Management
• 出版年：2011
• 出版时间：January 2011
• 年：2011
• 卷：29
• 期：1
• 页码：56-65
• 全文大小：559 K

文摘

The ability of project managers to make reliable cash flow predictions enhances project cost flow control and management. Reliable cash flow prediction over the course of a construction project puts the project manager in a better position to identify potential problems and develop appropriate strategies to mitigate the negative effects of such on overall project success. Therefore, managers should monitor project progress using cash flow data, which has unique characteristics, as time series data. However, the complex, mutable nature of construction projects currently requires significant reliance on experience and expert opinions to predict cash flow on an ongoing basis. Recent studies have indicated good potential for using artificial intelligence to reduce reliance on human input in cash flow prediction processes. The Evolutionary Fuzzy Support Vector Machine Inference Model for Time Series Data (EFSIM_T), an artificial intelligence hybrid system focusing on the management of time series data characteristics which fuses fuzzy logic (FL), weighted support vector machines (weighted SVMs) and a fast messy genetic algorithm (fmGA), represents a promising alternative approach to predicting cash flow. Simulations performed on historical cash flow data demonstrate the EFSIM_T is an effective tool for predicting cash flow.