scholarly journals A New Method for Short Multivariate Fuzzy Time Series Based on Genetic Algorithm and Fuzzy Clustering

2013 ◽  
Vol 2013 ◽  
pp. 1-10 ◽  
Author(s):  
Kamal S. Selim ◽  
Gihan A. Elanany
Keyword(s):  
Genetic Algorithm ◽  
Time Series ◽  
Fuzzy Clustering ◽  
Clustering Algorithm ◽  
Historical Data ◽  
New Method ◽  
Fuzzy Time Series ◽  
Forecasting Accuracy ◽  
Forecasting Methods ◽  
Critical Issues

Forecasting activities play an important role in our daily life. In recent years, fuzzy time series (FTS) methods were developed to deal with forecasting problems. FTS attracted researchers because of its ability to predict the future values in some critical situations where most standard forecasting models are doubtfully applicable or produce bad fittings. However, some critical issues in FTS are still open; these issues are often subjective and affect the accuracy of forecasting. In this paper, we focus on improving the accuracy of FTS forecasting methods. The new method integrates the fuzzy clustering and genetic algorithm with FTS to reduce subjectivity and improve its accuracy. In the new method, the genetic algorithm is responsible for selecting the proper model. Also, the fuzzy clustering algorithm is responsible for fuzzifying the historical data, based on its membership degrees to each cluster, and using these memberships to defuzzify the results. This method provides better forecasting accuracy when compared with other extant researches.

IMPROVING THE FORECASTED ACCURACY OF MODEL BASED ON FUZZY TIME SERIES AND K-MEANS CLUSTERING

2017 ◽  
Vol 3 (2) ◽  
pp. 46
Author(s):  
Nghiem Van Tinh ◽  
Nguyen Cong Dieu
Keyword(s):  
Time Series ◽  
Clustering Algorithm ◽  
Historical Data ◽  
Fuzzy Time Series ◽  
Interval Length ◽  
Logical Relationship ◽  
Forecasting Accuracy ◽  
Model Based ◽  
Proposed Model ◽  
Fuzzy Logical

There are many approaches to improve the forecasted accuracy of model based on fuzzy time series such as: determining the optimal interval length, establishing fuzzy logic relationship groups, similarity measures, …wherein, the length of intervals is a factor that greatly affects forecasting results in fuzzy time series model. In this paper, a new forecasting model based on combining the fuzzy time series (FTS) and K-mean clustering algorithm with three computational methods, K-means clustering technique, the time - variant fuzzy logical relationship groups and defuzzification forecasting rules, is presented. Firstly, we apply the K-mean clustering algorithm to divide the historical data into clusters and tune them into intervals with proper lengths. Then, based on the new intervals obtained, the proposed method is used to fuzzify all the historical data and create the time -variant fuzzy logical relationship groups based on the new concept of time – variant fuzzy logical relationship group. Finally, Calculate the forecasted output value by the improved defuzzification technique in the stage of defuzzification. To evaluate performance of the proposed model, two numerical data sets are utilized to illustrate the proposed method and compare the forecasting accuracy with existing methods. The results show that the proposed model gets a higher average forecasting accuracy rate to forecast the Taiwan futures exchange (TAIFEX) and enrollments of the University of Alabama than the existing methods based on the first – order and high-order fuzzy time series.

Enhanced Forecasting Accuracy of Fuzzy Time Series Model Based on Combined Fuzzy C-Mean Clustering with Particle Swam Optimization

2020 ◽  
Vol 19 (02) ◽  
pp. 2050017
Author(s):  
Nghiem Van Tinh
Keyword(s):  
Time Series ◽  
Historical Data ◽  
Pso Algorithm ◽  
Time Series Forecasting ◽  
Fuzzy Time Series ◽  
Forecasting Accuracy ◽  
Forecasting Models ◽  
Proposed Model ◽  
Fuzzy C Means Clustering ◽  
Universe Of Discourse

Over the past 25 years, numerous fuzzy time series forecasting models have been proposed to deal the complex and uncertain problems. The main factors that affect the forecasting results of these models are partition universe of discourse, creation of fuzzy relationship groups and defuzzification of forecasting output values. So, this study presents a hybrid fuzzy time series forecasting model combined particle swarm optimization (PSO) and fuzzy C-means clustering (FCM) for solving issues above. The FCM clustering is used to divide the historical data into initial intervals with unequal size. After generating interval, the historical data is fuzzified into fuzzy sets with the aim to serve for establishing fuzzy relationship groups according to chronological order. Then the information obtained from the fuzzy relationship groups can be used to calculate forecasted value based on a new defuzzification technique. In addition, in order to enhance forecasting accuracy, the PSO algorithm is used for finding optimum interval lengths in the universe of discourse. The proposed model is applied to forecast three well-known numerical datasets (enrolments data of the University of Alabama, the Taiwan futures exchange —TAIFEX data and yearly deaths in car road accidents in Belgium). These datasets are also examined by using some other forecasting models available in the literature. The forecasting results obtained from the proposed model are compared to those produced by the other models. It is observed that the proposed model achieves higher forecasting accuracy than its counterparts for both first—order and high—order fuzzy logical relationship.

scholarly journals Fuzzy Time Series Forecasting Model based on Frequency Density and Similarity Measure Approach

2018 ◽  
Vol 7 (4.30) ◽  
pp. 281
Author(s):  
Nazirah Ramli ◽  
Siti Musleha Ab Mutalib ◽  
Daud Mohamad
Keyword(s):  
Time Series ◽  
Similarity Measure ◽  
Fuzzy Numbers ◽  
Historical Data ◽  
Fuzzy Time Series ◽  
Forecasting Model ◽  
Forecasting Accuracy ◽  
Forecasting Error ◽  
Proposed Model ◽  
Fuzzy Forecast

This paper proposes an enhanced fuzzy time series (FTS) prediction model that can keep some information under a various level of confidence throughout the forecasting procedure. The forecasting accuracy is developed based on the similarity between the fuzzified historical data and the fuzzy forecast values. No defuzzification process involves in the proposed method. The frequency density method is used to partition the interval, and the area and height type of similarity measure is utilized to get the forecasting accuracy. The proposed model is applied in a numerical example of the unemployment rate in Malaysia. The results show that on average 96.9% of the forecast values are similar to the historical data. The forecasting error based on the distance of the similarity measure is 0.031. The forecasting accuracy can be obtained directly from the forecast values of trapezoidal fuzzy numbers form without experiencing the defuzzification procedure.

scholarly journals A NEW HYBRID FUZZY TIME SERIES FORECASTING MODEL BASED ON COMBINING FUZZY C-MEANS CLUSTERING AND PARTICLE SWAM OPTIMIZATION

2019 ◽  
Vol 35 (3) ◽  
pp. 267-292
Author(s):  
Nghiem Van Tinh ◽  
Nguyen Cong Dieu
Keyword(s):  
Time Series ◽  
Fuzzy Sets ◽  
Historical Data ◽  
Fuzzy Time Series ◽  
Forecasting Model ◽  
Forecasting Accuracy ◽  
Fuzzy C Means ◽  
Model Based ◽  
Proposed Model ◽  
Fcm Clustering

Fuzzy time series (FTS) model is one of the effective tools that can be used to identify factors in order to solve the complex process and uncertainty. Nowadays, it has been widely used in many forecasting problems. However, establishing effective fuzzy relationships groups, finding proper length of each interval, and building defuzzification rule are three issues that exist in FTS model. Therefore, in this paper, a novel FTS forecasting model based on fuzzy C-means (FCM) clustering and particle swarm optimization (PSO) was developed to enhance the forecasting accuracy. Firstly, the FCM clustering is used to divide the historical data into intervals with different lengths. After generating interval, the historical data is fuzzified into fuzzy sets. Following, fuzzy relationship groups were established based on the appearance history of the fuzzy sets on the right-hand side of the fuzzy logical relationships with the aim to serve for calculating the forecasting output.  Finally, the proposed model combined with PSO algorithm was applied to adjust interval lengths and find proper intervals in the universe of discourse for obtaining the best forecasting accuracy. To verify the effectiveness of the forecasting model, three numerical datasets (enrolments data of the University of Alabama, the Taiwan futures exchange –TAIFEX data and yearly deaths in car road accidents in Belgium) are selected to illustrate the proposed model. The experimental results indicate that the proposed model is better than any existing forecasting models in term of forecasting accuracy based on the first – order and high-order FTS.

scholarly journals A NEW HYBRID FUZZY TIME SERIES FORECASTING MODEL BASED ON COMBINING FUZZY C-MEANS CLUSTERING AND PARTICLE SWAM OPTIMIZATION

2019 ◽  
Vol 35 (3) ◽  
pp. 267-292
Author(s):  
Nghiem Van Tinh ◽  
Nguyen Cong Dieu
Keyword(s):  
Time Series ◽  
Fuzzy Sets ◽  
Historical Data ◽  
Fuzzy Time Series ◽  
Forecasting Model ◽  
Forecasting Accuracy ◽  
Fuzzy C Means ◽  
Model Based ◽  
Proposed Model ◽  
Fcm Clustering

Fuzzy time series (FTS) model is one of the effective tools that can be used to identify factors in order to solve the complex process and uncertainty. Nowadays, it has been widely used in many forecasting problems. However, establishing effective fuzzy relationships groups, finding proper length of each interval, and building defuzzification rule are three issues that exist in FTS model. Therefore, in this paper, a novel FTS forecasting model based on fuzzy C-means (FCM) clustering and particle swarm optimization (PSO) was developed to enhance the forecasting accuracy. Firstly, the FCM clustering is used to divide the historical data into intervals with different lengths. After generating interval, the historical data is fuzzified into fuzzy sets. Following, fuzzy relationship groups were established based on the appearance history of the fuzzy sets on the right-hand side of the fuzzy logical relationships with the aim to serve for calculating the forecasting output.  Finally, the proposed model combined with PSO algorithm was applied to adjust interval lengths and find proper intervals in the universe of discourse for obtaining the best forecasting accuracy. To verify the effectiveness of the forecasting model, three numerical datasets (enrolments data of the University of Alabama, the Taiwan futures exchange –TAIFEX data and yearly deaths in car road accidents in Belgium) are selected to illustrate the proposed model. The experimental results indicate that the proposed model is better than any existing forecasting models in term of forecasting accuracy based on the first – order and high-order FTS.

A Novel Intuitionistic Fuzzy Time Series Method Based on Bootstrapped Combined Pi-Sigma Artificial Neural Network

2021 ◽  
Vol 01 ◽  
Author(s):  
Eren Bas ◽  
Erol Egrioglu ◽  
Emine Kölemen
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Artificial Neural Network ◽  
Stock Exchange ◽  
Fuzzy Time Series ◽  
Time Series Models ◽  
Intuitionistic Fuzzy ◽  
Forecasting Methods ◽  
Time Series Method ◽  
Artificial Neural

Background: Intuitionistic fuzzy time series forecasting methods have been started to solve the forecasting problems in the literature. Intuitionistic fuzzy time series methods use both membership and non-membership values as auxiliary variables in their models. Because intuitionistic fuzzy sets take into consideration the hesitation margin and so the intuitionistic fuzzy time series models use more information than fuzzy time series models. The background of this study is about intuitionistic fuzzy time series forecasting methods. Objective: The study aims to propose a novel intuitionistic fuzzy time series method. It is expected that the proposed method will produce better forecasts than some selected benchmarks. Method: The proposed method uses bootstrapped combined Pi-Sigma artificial neural network and intuitionistic fuzzy c-means. The combined Pi-Sigma artificial neural network is proposed to model the intuitionistic fuzzy relations. Results and Conclusion: The proposed method is applied to different sets of SP&500 stock exchange time series. The proposed method can provide more accurate forecasts than established benchmarks for the SP&500 stock exchange time series. The most important contribution of the proposed method is that it creates statistical inference: probabilistic forecasting, confidence intervals and the empirical distribution of the forecasts. Moreover, the proposed method is better than the selected benchmarks for the SP&500 data set.

Air quality management using genetic algorithm based heuristic fuzzy time series model

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Lalit Bhagat ◽  
Gunjan Goyal ◽  
Dinesh C.S. Bisht ◽  
Mangey Ram ◽  
Yigit Kazancoglu
Keyword(s):  
Genetic Algorithm ◽  
Air Pollution ◽  
Time Series ◽  
Air Quality ◽  
Quality Management ◽  
Fuzzy Time Series ◽  
Selection Algorithm ◽  
Content Type ◽  
Proposed Model ◽  
Adaptive Time

PurposeThe purpose of this paper is to provide a better method for quality management to maintain an essential level of quality in different fields like product quality, service quality, air quality, etc.Design/methodology/approachIn this paper, a hybrid adaptive time-variant fuzzy time series (FTS) model with genetic algorithm (GA) has been applied to predict the air pollution index. Fuzzification of data is optimized by GAs. Heuristic value selection algorithm is used for selecting the window size. Two algorithms are proposed for forecasting. First algorithm is used in training phase to compute forecasted values according to the heuristic value selection algorithm. Thus, obtained sequence of heuristics is used for second algorithm in which forecasted values are selected with the help of defined rules.FindingsThe proposed model is able to predict AQI more accurately when an appropriate heuristic value is chosen for the FTS model. It is tested and evaluated on real time air pollution data of two popular tourism cities of India. In the experimental results, it is observed that the proposed model performs better than the existing models.Practical implicationsThe management and prediction of air quality have become essential in our day-to-day life because air quality affects not only the health of human beings but also the health of monuments. This research predicts the air quality index (AQI) of a place.Originality/valueThe proposed method is an improved version of the adaptive time-variant FTS model. Further, a nature-inspired algorithm has been integrated for the selection and optimization of fuzzy intervals.

The unordered time series fuzzy clustering algorithm based on the adaptive incremental learning

2020 ◽  
Vol 38 (4) ◽  
pp. 3783-3791 ◽  
Author(s):  
Huanchun Xu ◽  
Rui Hou ◽  
Jinfeng Fan ◽  
Liang Zhou ◽  
Hongxuan Yue ◽  
...  
Keyword(s):  
Time Series ◽  
Fuzzy Clustering ◽  
Incremental Learning ◽  
Clustering Algorithm ◽  
Fuzzy Clustering Algorithm

scholarly journals An Adaptive Multiobjective Genetic Algorithm with Fuzzy c-Means for Automatic Data Clustering

2018 ◽  
Vol 2018 ◽  
pp. 1-13 ◽  
Author(s):  
Ze Dong ◽  
Hao Jia ◽  
Miao Liu
Keyword(s):  
Genetic Algorithm ◽  
Fuzzy Clustering ◽  
Clustering Algorithm ◽  
Majority Vote ◽  
Clustering Algorithms ◽  
Nsga Ii ◽  
Number Of Clusters ◽  
Automatic Data ◽  
Multiobjective Genetic Algorithm ◽  
Fuzzy Clustering Method

This paper presents a fuzzy clustering method based on multiobjective genetic algorithm. The ADNSGA2-FCM algorithm was developed to solve the clustering problem by combining the fuzzy clustering algorithm (FCM) with the multiobjective genetic algorithm (NSGA-II) and introducing an adaptive mechanism. The algorithm does not need to give the number of clusters in advance. After the number of initial clusters and the center coordinates are given randomly, the optimal solution set is found by the multiobjective evolutionary algorithm. After determining the optimal number of clusters by majority vote method, the Jm value is continuously optimized through the combination of Canonical Genetic Algorithm and FCM, and finally the best clustering result is obtained. By using standard UCI dataset verification and comparing with existing single-objective and multiobjective clustering algorithms, the effectiveness of this method is proved.

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