scholarly journals Fuzzy Time Series Forecasting Model Based on Automatic Clustering Techniques and Generalized Fuzzy Logical Relationship

2015 ◽  
Vol 2015 ◽  
pp. 1-8 ◽  
Author(s):  
Wangren Qiu ◽  
Ping Zhang ◽  
Yanhong Wang
Keyword(s):  
Time Series ◽  
Stock Exchange ◽  
Composite Index ◽  
High Order ◽  
Computational Method ◽  
Fuzzy Time Series ◽  
Time Series Models ◽  
Logical Relationship ◽  
Automatic Clustering ◽  
Fuzzy Logical

In view of techniques for constructing high-order fuzzy time series models, there are three types which are based on advanced algorithms, computational method, and grouping the fuzzy logical relationships. The last type of models is easy to be understood by the decision maker who does not know anything about fuzzy set theory or advanced algorithms. To deal with forecasting problems, this paper presented novel high-order fuzz time series models denoted as GTS(M, N)based on generalized fuzzy logical relationships and automatic clustering. This paper issued the concept of generalized fuzzy logical relationship and an operation for combining the generalized relationships. Then, the procedure of the proposed model was implemented on forecasting enrollment data at the University of Alabama. To show the considerable outperforming results, the proposed approach was also applied to forecasting the Shanghai Stock Exchange Composite Index. Finally, the effects of parametersMandN, the number of order, and concerned principal fuzzy logical relationships, on the forecasting results were also discussed.

scholarly journals High-Order Fuzzy Time Series Model Based on Generalized Fuzzy Logical Relationship

2013 ◽  
Vol 2013 ◽  
pp. 1-11 ◽  
Author(s):  
Wangren Qiu ◽  
Xiaodong Liu ◽  
Hailin Li
Keyword(s):  
Time Series ◽  
Stock Exchange ◽  
Composite Index ◽  
High Order ◽  
Fuzzy Time Series ◽  
Time Series Models ◽  
Logical Relationship ◽  
Proposed Model ◽  
The University ◽  
Fuzzy Logical

In view of techniques for constructing high-order fuzzy time series models, there are three methods which are based on advanced algorithms, computational methods, and grouping the fuzzy logical relationships, respectively. The last kind model has been widely applied and researched for the reason that it is easy to be understood by the decision makers. To improve the fuzzy time series forecasting model, this paper presents a novel high-order fuzzy time series models denoted asGTS(M,N)on the basis of generalized fuzzy logical relationships. Firstly, the paper introduces some concepts of the generalized fuzzy logical relationship and an operation for combining the generalized relationships. Then, the proposed model is implemented in forecasting enrollments of the University of Alabama. As an example of in-depth research, the proposed approach is also applied to forecast the close price of Shanghai Stock Exchange Composite Index. Finally, the effects of the number of orders and hierarchies of fuzzy logical relationships on the forecasting results are discussed.

scholarly journals Peramalan KB Baru IUD dengan Metode Automatic Clustering and Fuzzy Logical Relationship

2018 ◽  
Vol 6 (2) ◽  
pp. 144
Author(s):  
Yunidar Ayu Pratama ◽  
Diah Indriani
Keyword(s):  
Time Series ◽  
Secondary Data ◽  
Fuzzy Time Series ◽  
Percentage Increase ◽  
Logical Relationship ◽  
Automatic Clustering ◽  
Forecasting Method ◽  
Time Series Method ◽  
The Government ◽  
Fuzzy Logical

This research aims for forecasting the number of participants Family Planning (FP) new IUD in East Java in 2017 method using Automatic Clustering And Fuzzy Logic Relationship (ACFLR). Make forecasting for the number of participants FP new IUD in the future important done. Forecasting will support the increase of the number of participants program FP new IUD as emphasized by the Government so that it can be used to take better decisions. Forecasting method of Automatic Clustering And Fuzzy Logical Relationship was chosen because the method has a higher degree of accuracy compared to the classical time series method and fuzzy time series. This study used secondary data recorded in Perwakilan BKKBN East Java in the form of the number of participants KB new IUD in East Java in 2011 to 2016. Based on the research results obtained forecasting the number of participants KB new IUD in 2017 is 65.616 participants with error rate prediction of 0.97% and the percentage increase in the number of participants from the previous year is 0.28%.

Implement multi-step-ahead forecasting with multi-point association fuzzy logical relationship for time series

2021 ◽  
pp. 1-17
Author(s):  
Fang Li ◽  
Lihua Zhang ◽  
Xiao Wang ◽  
Shihu Liu
Keyword(s):  
Time Series ◽  
High Order ◽  
Fuzzy Time Series ◽  
Superior Performance ◽  
Forecasting Model ◽  
Logical Relationship ◽  
Multiple Observations ◽  
One Step ◽  
The One ◽  
Fuzzy Logical

In the existing high-order fuzzy logical relationship (FLR) based forecasting model, each FLR is used to describe the association between multiple premise observations and a consequent observation. Therefore, these FLRs concentrate on the one-step-ahead forecasting. In real applications, there exist another kind of association: the association between multiple premise observations and multiple consequent observations. For such association, the existing FLRs can’t express and ignored. To depict it, the high-order multi-point association FLR is raised in this study. The antecedent and consequent of a high-order multi-point association FLR are consisted of multiple observations. Thus, the proposed FLR reflects the influence of multiple premise observations on the multiple consequent observations, and can be applied for multi-step-ahead forecasting with no cumulative errors. On the basis of high-order multi-point association FLR, the high-order multi-point trend association FLR is constructed, it describes the trend association in time series. By using these two new kinds of FLRs, a fuzzy time series based multi-step-ahead forecasting model is established. In this model, the multi-point (trend) association FLRs effective in capturing the associations of time series and improving forecasting accuracy. The benefits of the proposed FLRs and the superior performance of the established forecasting model are demonstrated through the experimental analysis.

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.

scholarly journals Forecasting Based on High-Order Fuzzy-Fluctuation Trends and Particle Swarm Optimization Machine Learning

2017 ◽  
Author(s):  
Jingyuan Jia ◽  
Aiwu Zhao ◽  
Shuang Guan
Keyword(s):  
Time Series ◽  
Particle Swarm Optimization ◽  
Stock Exchange ◽  
Particle Swarm ◽  
High Order ◽  
Fuzzy Time Series ◽  
Stock Index ◽  
Swarm Optimization ◽  
Training Time ◽  
Comparison Results

Most of existing fuzzy forecasting models partition historical training time series into fuzzy time series and build fuzzy-trend logical relationship groups to generate forecasting rules. The determination process of intervals is complex and uncertainty. In this paper, we present a novel fuzzy forecasting model based on high-order fuzzy-fluctuation trends and the fuzzy-fluctuation logical relationships of the training time series. Firstly, we compare each data with the data of its previous day in historical training time series to generate a new fluctuation trend time series(FTTS). Then, fuzzify the FTTS into fuzzy-fluctuation time series(FFTS) according to the up, equal or down range and orientation of the fluctuations. Since the relationship between historical FFTS and the fluctuation trend of future is nonlinear, Particle Swarm Optimization (PSO) algorithm is employed to estimate the required parameters. Finally, use the acquired parameters to forecast the future fluctuations. In order to compare the performance of the proposed model with that of the other models, we apply the proposed method to forecast the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) time series datasets. The experimental results and the comparison results show that the proposed method can be successfully applied in stock market forecasting or such kinds of time series. We also apply the proposed method to forecast Shanghai Stock Exchange Composite Index (SHSECI) to verify its effectiveness and universality.

scholarly journals A TIME SERIES FORECASTING MODEL BASED ON LINGUISTIC FORECASTING RULES

2021 ◽  
Vol 37 (1) ◽  
pp. 23-42
Author(s):  
Pham Đinh Phong
Keyword(s):  
Time Series ◽  
Historical Data ◽  
Time Series Forecasting ◽  
Fuzzy Time Series ◽  
Forecasting Model ◽  
Logical Relationship ◽  
Forecasting Models ◽  
Model Based ◽  
Time Invariant ◽  
Fuzzy Logical

The fuzzy time series (FTS) forecasting models have been being studied intensively over the past few years. Most of the researches focus on improving the effectiveness of the FTS forecasting models using time-invariant fuzzy logical relationship groups proposed by Chen et al. In contrast to Chen’s model, a fuzzy set can be repeated in the right-hand side of the fuzzy logical relationship groups of Yu’s model. N. C. Dieu enhanced Yu’s forecasting model by using the time-variant fuzzy logical relationship groups instead of the time-invariant ones. The forecasting models mentioned above partition the historical data into subintervals and assign the fuzzy sets to them by the human expert’s experience. N. D. Hieu et al. proposed a linguistic time series by utilizing the hedge algebras quantification to converse the numerical time series data to the linguistic time series. Similar to the FTS forecasting model, the obtained linguistic time series can define the linguistic, logical relationships which are used to establish the linguistic, logical relationship groups and form a linguistic forecasting model. In this paper, we propose a linguistic time series forecasting model based on the linguistic forecasting rules induced from the linguistic, logical relationships instead of the linguistic, logical relationship groups proposed by N. D. Hieu. The experimental studies using the historical data of the enrollments of University of Alabama observed from 1971 to 1992 and the daily average temperature data observed from June 1996 to September 1996 in Taipei show the outperformance of the proposed forecasting models over the counterpart ones.

scholarly journals Metode Automatic clustering-fuzzy logical relationships pada Peramalan Jumlah Penduduk di Kota Makassar

2019 ◽  
Vol 1 (2) ◽  
pp. 193
Author(s):  
Muhammad Abdy ◽  
Rahmat Syam ◽  
Elfira Haryanensi
Keyword(s):  
Time Series ◽  
Fuzzy Theory ◽  
Secondary Data ◽  
Mean Absolute Percentage Error ◽  
Fuzzy Time Series ◽  
Percentage Error ◽  
Absolute Percentage Error ◽  
Automatic Clustering ◽  
Forecasting Method ◽  
Fuzzy Logical

Abstrak. Penelitian ini merupakan penerapan metode automatic clustering-fuzzy logical relationships unruk meramalkan jumlah penduduk di Kota Makassar menggunakan data sekunder BPS Kota Makassar yang bertujuan memprediksi jumlah penduduk  tahun 2017-2021. Penelitian diawali dengan penentuan panjang interval, nilai tengah panjang interval, membuat relasi logika fuzzy, fuzzifikasi, defuzzifikasi, dan menghitung nilai error hasil ramalan dengan metode Mean Absolute Percentage Error. Hasil penelitian ini menunjukkan bahwa ramalan jumlah penduduk di Kota Makassar dari tahun 2016 ke 2017 meningkat, tahun 2017 sampai tahun 2019 menurun, dan pada tahun 2019-2021 meningkat dengan keakuratan yang sangat bagus.Kata kunci:Automatic clustering-fuzzy logical relationships, Fuzzy Time Series,TeoriFuzzyAbstract.This research is the application of the forecasting method of fuzzy time series which is the method of automatic clustering fuzzy-logical relationships in forecasting the population of Makassar City using secondary data from BPS Makassar city which aims to predicting the population in year 2017-2021. The discussion starting from the determination of the length of the interval, determining the value of the middle length interval, making relations of fuzzy logic, fuzzification, defuzzification, and calculating the error value of the forecasting result by using the method of Mean Absolute Percentage Error. The result of this research shows that the predictions of the population of Makassar City from 2016 to 2017 increased, from 2017 to 2019 decreased, and in 2019-2021 increased with the very good accuracy. Keywords:Automatic Clustering-Fuzzy Logical Relationships, Fuzzy Time Series,Fuzzy Theory

scholarly journals Peramalan Nilai Tukar Petani Subsektor Peternakan Menggunakan Fuzzy Time Series Lee

2021 ◽  
Vol 3 (1) ◽  
pp. 1-15
Author(s):  
Mahadi Muhammad ◽  
Sri Wahyuningsih ◽  
Meiliyani Siringoringo
Keyword(s):  
Time Series ◽  
Fuzzy Sets ◽  
Historical Data ◽  
Mean Absolute Percentage Error ◽  
Fuzzy Time Series ◽  
Percentage Error ◽  
Logical Relationship ◽  
Absolute Percentage Error ◽  
The Mean ◽  
Fuzzy Logical

ABSTRAKFuzzy time series (FTS) Lee adalah suatu metode peramalan yang digunakan ketika jumlah data historis yang tersedia sedikit, serta tidak mensyaratkan asumsi-asumsi tertentu yang harus terpenuhi. Metode ini menggunakan data historis berupa himpunan fuzzy yang berasal dari bilangan real atas himpunan semesta pada data aktual. FTS Lee adalah perkembangan dari FTS Song dan Chissom, FTS Cheng, serta FTS Chen. Pada penelitian ini dibahas penerapan FTS Lee pada data Nilai Tukar Petani Subsektor Peternakan (NTPT) di Kalimantan Timur. Tujuan penelitian ini adalah memperoleh hasil peramalan NTPT di Kalimantan Timur pada bulan Januari 2020 dengan menggunakan FTS Lee. Langkah awal dalam penelitian ini yaitu menentukan himpunan semesta pembicaraan, langkah kedua menentukan banyaknya himpunan fuzzy, langkah ketiga mendefinisikan derajat keanggotaan himpunan fuzzy terhadap  dan melakukan fuzzyfikasi pada data aktual, langkah keempat membuat fuzzy logical relationship, langkah kelima membuat fuzzy logical relationship group, langkah keenam melakukan defuzzyfikasi sehingga diperoleh hasil peramalan, serta dilanjutkan dengan menghitung nilai mean absolute percentage error. Hasil penelitian menunjukkan bahwa peramalan menggunakan FTS Lee pada bulan Januari 2020 adalah 110,25. Nilai mean absolute percentage error pada  hasil peramalan dengan menggunakan FTS Lee adalah sangat baik.  ABSTRACTLee’s Fuzzy time series (FTS) is a forecasting method that is used when the number of historical data that available was small and does not require certain assumptions to be fulfilled. This method uses historical data in the form of fuzzy sets derived from real numbers over the set of universes in the actual data. FTS Lee is a development of FTS Song and Chissom, FTS Cheng, and FTS Chen. This research discusses the application of FTS Lee to the Exchange Rate of Farmers Subsectors Farm (ERFSF) in Kalimantan Timur. The purpose of this study was to obtain the results of ERFSF forecasting in Kalimantan Timur in January 2020 using FTS Lee. The first step during research is to determine the set of speech universes, the second step is to determine the number of fuzzy sets, the third step is to define the degree of fuzzy association membership and fuzzification on the actual data, the fourth step is to create a fuzzy logical relationship, the fifth step is to create a fuzzy logical relationship group, the sixth step is to perform defuzzification in order to obtain forecasting results, and continue by calculating the mean absolute percentage error value. The results showed that forecasting using FTS Lee in January 2020 was 110,25. The mean absolute percentage error value in forecasting results using FTS Lee is very good.

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