Abstract: To the limitation of that the existing fuzzy time series forecasting theory is limited to short-term realm and the insufficiency of the description for the fuzzy trend of uncertain data sets, the long-term intuitionistic fuzzy time series forecasting model based on vector quantization is advanced. By introducing sliding windows scheme and vector quantization technique, the non-matching historical patterns is solved efficiently. Meanwhile, the distribution characters of the uncertain time series data system are reflected accurately. The long-term forecasting accuracy of time series in the complex environment is improved, thus greatly extending the intuitionistic fuzzy time series forecasting application. Finally, the experimental results validate the efficiency and advantage of the proposed algorithm.

Key words: Intuitionistic Fuzzy Set, Time Series, Deterministic Transition, Vector Quantization