scholarly journals Fuzzy Time Series and Artificial Neural Network: Forecasting Exportation of Natural Rubber in Malaysia

2021 ◽  
Vol 6 (1) ◽  
pp. 22-30
Author(s):  
Siti Nor Nadrah Muhamad ◽  
Shafeina Hatieqa Sofean ◽  
Balkiah Moktar ◽  
Wan Nurshazelin Wan Shahidan

Natural rubber is one of the most important crops in Malaysia alongside palm oil, cocoa, paddy, and pineapple. Being a tropical country, Malaysia is one of the top five exporters and producers of rubber in the world. The purpose of this study is to find the forecasted value of the actual data of the number of exportations of natural rubber by using Fuzzy Time Series and Artificial Neural Network. This study is also conducted to determine the best model by making comparison between Fuzzy Time Series and Artificial Neural Network. Fuzzy Time Series has allowed to overcome a downside where the classical time series method cannot deal with forecasting problem in which values of time series are linguistic terms represented by fuzzy sets. Artificial Neural Network was introduced as one of the systematic tools of modelling which has been forecasting for about 20 years ago. The error measure that was used in this study to make comparisons were Mean Square Error, Root Mean Square Error and Mean Absolute Percentage Error. The results of this study showed that the fuzzy time series method has the smallest error value compared to artificial neural network which means it was more accurate compared to artificial neural network in forecasting exportation of natural rubber in Malaysia.

2019 ◽  
Vol 24 (11) ◽  
pp. 8243-8252 ◽  
Author(s):  
Cem Kocak ◽  
Ali Zafer Dalar ◽  
Ozge Cagcag Yolcu ◽  
Eren Bas ◽  
Erol Egrioglu

Author(s):  
Eren Bas ◽  
Erol Egrioglu ◽  
Emine Kölemen

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.


Author(s):  
Harry Ganda Nugraha ◽  
Azhari SN

AbstrakMasalah peramalan adalah masalah yang sering ditemukan dalam proses pengambilan keputusan. Tool yang cukup populer untuk menangani masalah peramalan adalah jaringan syaraf tiruan. Jaringan syaraf tiruan banyak digunakan karena kemampuannya untuk meramalkan data nonlinear time series. Algoritma pembelajaran yang sering digunakan untuk memperbaiki bobot pada jaringan syaraf tiruan adalah backpropagation. Namun proses pembelajaran backpropagation terkadang menemui kendala seperti over fiting sehingga tidak dapat menggeneralisasi masalah. Untuk mengatasi masalah tersebut diusulkan penggunaan particle swarm optimization untuk melatih bobot pada jaringan. Performa dari masing-masing model akan diukur dengan mean square error, mean absolute percentage error, normalized mean square error, prediction of change in direction, average relative variance. Untuk keperluan analisis model digunakan data time series inflasi di indonesia. Metode yang diusulkan menunjukan sistem jaringan hybrid mampu menangani masalah peramalan data time series dengan performa mendekati jaringan syaraf tiruan backpropagation.. Kata kunci—jaringan syaraf tiruan, particle swarm optimization, prediction of change in direction, average relative variance .  AbstractForecasting problem is common problem that easily found in decision making process. The popular tool to handle that problem is artificial neural network. Artificial neural network have been widely use because its ability to forecast nonlinear time series data. The learning method that have been widely use to train artificial neural network weight is backpropagation. Otherwise backpropagation learning process sometimes find problem such as over fiting so it can’t generalized the problem. Particle swarm optimization method had been proposed to train artificial neural network weigth. Mean square error, mean absolute percentage error, normalized mean square error, prediction of change in direction, average relative variance had been use to measures the model performance. Indonesia inflation time series data had been use to analyzed the model. The proposed method show that hybrid system could handle the time series forecasting problem as good as backpropagation artificial neural network Keywords—artificial neural network, particle swarm optimization, prediction of change in direction, average relative variance.


2020 ◽  
Vol 38 (2A) ◽  
pp. 255-264
Author(s):  
Hanan A. R. Akkar ◽  
Sameem A. Salman

Computer vision and image processing are extremely necessary for medical pictures analysis. During this paper, a method of Bio-inspired Artificial Intelligent (AI) optimization supported by an artificial neural network (ANN) has been widely used to detect pictures of skin carcinoma. A Moth Flame Optimization (MFO) is utilized to educate the artificial neural network (ANN). A different feature is an extract to train the classifier. The comparison has been formed with the projected sample and two Artificial Intelligent optimizations, primarily based on classifier especially with, ANN-ACO (ANN training with Ant Colony Optimization (ACO)) and ANN-PSO (training ANN with Particle Swarm Optimization (PSO)). The results were assessed using a variety of overall performance measurements to measure indicators such as Average Rate of Detection (ARD), Average Mean Square error (AMSTR) obtained from training, Average Mean Square error (AMSTE) obtained for testing the trained network, the Average Effective Processing Time (AEPT) in seconds, and the Average Effective Iteration Number (AEIN). Experimental results clearly show the superiority of the proposed (ANN-MFO) model with different features.


2021 ◽  
Vol 11 (4) ◽  
pp. 1885-1904
Author(s):  
Anietie Ndarake Okon ◽  
Idongesit Bassey Ansa

AbstractCalculation of water influx into petroleum reservoir is a tedious evaluation with significant reservoir engineering applications. The classical approach developed by van Everdingen–Hurst (vEH) based on diffusivity equation solution had been the fulcrum for water influx calculation in both finite and infinite-acting aquifers. The vEH model for edge-water drive reservoirs was modified by Allard and Chen for bottom-water drive reservoirs. Regrettably, these models solution variables: dimensionless influx ($$W_{{{\text{eD}}}}$$ W eD ) and dimensionless pressure ($$P_{D}$$ P D ) were presented in tabular form. In most cases, table look-up and interpolation between time entries are necessary to determine these variables, which makes the vEH approach tedious for water influx estimation. In this study, artificial neural network (ANN) models to predict the reservoir-aquifer variables $$W_{{{\text{eD}}}}$$ W eD and $$P_{D}$$ P D was developed based on the vEH datasets for the edge- and bottom-water finite and infinite-acting aquifers. The overall performance of the developed ANN models correlation coefficients (R) was 0.99983 and 0.99978 for the edge- and bottom-water finite aquifer, while edge- and bottom-water infinite-acting aquifer was 0.99992 and 0.99997, respectively. With new datasets, the generalization capacities of the developed models were evaluated using statistical tools: coefficient of determination (R2), R, mean square error (MSE), root-mean-square error (RMSE) and absolute average relative error (AARE). Comparing the developed finite aquifer models predicted $$W_{{{\text{eD}}}}$$ W eD with Lagrangian interpolation approach resulted in R2, R, MSE, RMSE and AARE of 0.9984, 0.9992, 0.3496, 0.5913 and 0.2414 for edge-water drive and 0.9993, 0.9996, 0.1863, 0.4316 and 0.2215 for bottom-water drive. Also, infinite-acting aquifer models (Model-1) resulted in R2, R, MSE, RMSE and AARE of 0.9999, 0.9999, 0.5447, 0.7380 and 0.2329 for edge-water drive, while bottom-water drive had 0.9999, 0.9999, 0.2299, 0.4795 and 0.1282. Again, the edge-water infinite-acting model predicted $$W_{{{\text{eD}}}}$$ W eD and Edwardson et al. polynomial estimated $$W_{eD}$$ W eD resulted in the R2 value of 0.9996, R of 0.9998, MSE of 4.740 × 10–4, RMSE of 0.0218 and AARE of 0.0147. Furthermore, the developed ANN models generalization performance was compared with some models for estimating $$P_{D}$$ P D . The results obtained for finite aquifer model showed the statistical measures: R2, R, MSE, RMSE and AARE of 0.9985, 0.9993, 0.0125, 0.1117 and 0.0678 with Chatas model and 0.9863, 0.9931, 0.1411, 0.3756 and 0.2310 with Fanchi equation. The infinite-acting aquifer model had 0.9999, 0.9999, 0.1750, 0.0133 and 7.333 × 10–3 with Edwardson et al. polynomial, then 0.9865, 09,933, 0.0143, 0.1194 and 0.0831 with Lee model and 0.9991, 0.9996, 1.079 × 10–3, 0.0328 and 0.0282 with Fanchi model. Therefore, the developed ANN models can predict $$W_{{{\text{eD}}}}$$ W eD and $$P_{D}$$ P D for the various aquifer sizes provided by vEH datasets for water influx calculation.


2016 ◽  
Vol 2 (11) ◽  
pp. 555-567 ◽  
Author(s):  
Samaneh Khademikia ◽  
Ali Haghizadeh ◽  
Hatam Godini ◽  
Ghodratollah Shams Khorramabadi

In this study a hybrid estimation model ANN-COA developed to provide an accurate prediction of a Wastewater Treatment Plant (WWTP). An effective strategy for detection of some output parameters tested on a hardware setup in WWTP. This model is designed utilizing Artificial Neural Network (ANN) and Cuckoo Optimization Algorithm (COA) to improve model performances; which is trained by a historical set of data collected during a 6 months operation. ANN-COA based on the difference between the measured and simulated values, allowed a quick revealing of the faults. The method could obtain the fault detection and used in solving continuous and discrete optimization problems, successfully. After constructing and modelling the method, selected performance indices including coefficient of Regression, Mean-Square Error, Root-Mean-Square Error and Aggregated Measure used to compare the obtained results. This analysis revealed that the hybrid ANN-COA model offers a higher degree of accuracy for predicting and control the WWTP.


2021 ◽  
Vol 29 (3) ◽  
pp. 368-380
Author(s):  
Cristina Ghinea ◽  
Petronela Cozma ◽  
Maria Gavrilescu

Neural network time series (NNTS) tool was used to predict municipal solid waste composition in Iasi, Romania. The nonlinear input output (NIO) time series model and nonlinear autoregressive model with external (exogenous) input (NARX) included in this tool were selected. The coefficient of determination (R2) and root mean square error (RMSE) were chosen for evaluation. By applying NIO, the optimum model is 4-11-6 artificial neural network (ANN, R2 = 0.929) in the case of testing as for the validation, with all 0.849 and 0.885, respectively. Applying NARX, the suitable model became 4-13-6 ANN model, with R2 = 0.999 for training, 0.879 for testing, and 0.931, respectively 0.944 for validation and all. The resulted RMSE is zero for training and 0.0109 for validation in the case of this model which had 4 inputs, 13 neurons and 6 outputs. The four input variables were: number of residents, population aged 15–59 years, urban life expectancy, total municipal solid waste (ton/year). The suitable ANN model revealed the lowest root mean square error and the highest coefficient of determination. Results indicate that NNTS tool is a complex instrument, NARX is more accurate than NIO model, and can be used and applied easily.


2013 ◽  
Vol 63 (2) ◽  
Author(s):  
Nur Haizum Abd Rahman ◽  
Muhammad Hisyam Lee ◽  
Mohd Talib Latif ◽  
Suhartono S.

In recent years, the arisen of air pollution in urban area address much attention globally. The air pollutants has emerged detrimental effects on health and living conditions. Time series forecasting is the important method nowadays with the ability to predict the future events. In this study, the forecasting is based on 10 years monthly data of Air Pollution Index (API) located in industrial and residential monitoring stations area in Malaysia. The autoregressive integrated moving average (ARIMA), fuzzy time series (FTS) and artificial neural network (ANNs) were used as the methods to forecast the API values. The performance of each method is compare using the root mean square error (RMSE). The result shows that the ANNs give the smallest forecasting error to forecast API compared to FTS and ARIMA. Therefore, the ANNs could be consider a reliable approach in early warning system to general public in understanding the air quality status that might effect their health and also in decision making processes for air quality control and management.


2015 ◽  
Vol 27 (3) ◽  
pp. 217-225 ◽  
Author(s):  
Muhammed Yasin Çodur ◽  
Ahmet Tortum

This study presents an accident prediction model of Erzurum’s Highways in Turkey using artificial neural network (ANN) approaches. There are many ANN models for predicting the number of accidents on highways that were developed using 8 years with 7,780 complete accident reports of historical data (2005-2012). The best ANN model was chosen for this task and the model parameters included years, highway sections, section length (km), annual average daily traffic (AADT), the degree of horizontal curvature, the degree of vertical curvature, traffic accidents with heavy vehicles (percentage), and traffic accidents that occurred in summer (percentage). In the ANN model development, the sigmoid activation function was employed with Levenberg-Marquardt algorithm. The performance of the developed ANN model was evaluated by mean square error (MSE), the root mean square error (RMSE), and the coefficient of determination (R2). The model results indicate that the degree of vertical curvature is the most important parameter that affects the number of accidents on highways.


2020 ◽  
Vol 69 (11-12) ◽  
pp. 595-602
Author(s):  
Hichem Tahraoui ◽  
Abd Elmouneïm Belhadj ◽  
Adhya Eddine Hamitouche

The region of Médéa (Algeria) located in an agricultural site requires a large amount of drinking water. For this purpose, the water analyses in question are imperative. To examine the evolution of the drinking water quality in this region, firstly, an experimental protocol was done in order to obtain a dataset by taking into account several physicochemical parameters. Secondly, the obtained data set was divided into two parts to form the artificial neural network, where 70 % of the data set was used for training, and the remaining 30 % was also divided into two equal parts: one for testing and the other for validation of the model. The intelligent model obtained was evaluated as a function of the correlation coefficient nearest to 1 and lowest mean square error (RMSE). A set of 84 data points were used in this study. Eighteen parameters in the input layer, five neurons in the hidden layer, and one parameter in the output layer were used for the ANN modelling. Levenberg Marquardt learning (LM) algorithm, logarithmic sigmoid, and linear transfer function were used, respectively, for the hidden and the output layers. The results obtained during the present study showed a correlation coefficient of <i>R</i> = 0.99276 with root mean square error RMSE = 11.52613 mg dm<sup>–3</sup>. These results show that obtained ANN model gave far better and more significant results. It is obviously more accurate since its relative error is small with a correlation coefficient close to unity. Finally, it can be concluded that obtained model can effectively predict the rate of soluble bicarbonate in drinking water in the Médéa region.


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