The Code of Time series prediction using sparse autoencoder and high-order fuzzy cognitive maps. Please Cite this paper: K. Wu, J. Liu, P. Liu and S. Yang, "Time Series Prediction Using Sparse Autoencoder and High-Order Fuzzy Cognitive Maps," in IEEE Transactions on Fuzzy Systems, vol. 28, no. 12, pp. 3110-3121, Dec. 2020, doi: 10.1109/TFUZZ.2019.2956904.