Fuzzy Time Series Research Articles

Forecasting tourist arrivals using dual decomposition strategy and an improved fuzzy time series method

Forecasting tourist arrivals using dual decomposition strategy and an improved fuzzy time series method

An improved monarch butterfly optimization based multivariate fuzzy time series approach for forecasting GDP of India

An improved monarch butterfly optimization based multivariate fuzzy time series approach for forecasting GDP of India

Prediction of the Number of New Cases of Covid-19 in Indonesia Using Fuzzy Time Series Model Chen

Coronavirus Diseases 2019 (Covid-19) is a disease caused by a virus that originated in Wuhan, China. This virus infects people rapidly to the country of Indonesia. According to the latest Covid-19 Development Team in Indonesia, as of 09/08/2021, there were around 3,686,740 people who were confirmed positive for Covid-19. With the numbers continuing to grow, predictions of new cases of Covid-19 in Indonesia were made using the time series method. The method used by the researcher is Chen's Fuzzy Time Series. The purpose of the researcher is to forecast, to find out the prediction of the number of new cases of Covid-19 in Indonesia using the FTS Chen method into software. In addition, in order to provide information to predict, so that the government knows and can make decisions. To measure the performance of the method, the Mean Absolute Percentage Error (MAPE) is used as a measure of the level of accuracy of the forecasting performed. The test data used were 363 data with several variations of parameters & . From the results of the analysis that was tested by the researcher, with 50 trials of parameter input, better accuracy results were obtained at input = 135135 and = 2000 with MAPE is 35.55006797 (35%).

STFTiS: Introducing a spatio‐temporal FTiS model to investigate the level of citizens' satisfaction of 311 non‐emergency services

AbstractUsing the 311 service, citizens can help the government gain a deeper understanding of citizens' needs by reporting the status of municipal services. This study proposes the STFTiS model to examine the level of citizens' satisfaction by investigating the spatio‐temporal patterns of 311 reports provided by citizens regarding municipal services. The main novelty of the proposed STFTiS model is its ability to integrate the spatial domain into the traditional FTiS (frequency, time interval, and satisfaction) model. For this purpose, Moran's I index was used to cluster the 311 reports from a spatial perspective. Afterward, the reports were clustered based on the spatial labels and the parameters of time interval and frequency. A fuzzy time series and an autoregressive moving average prediction model have been combined to find the best temporal window for association rule mining. The proposed model was applied to a database of the Boston 311 service. The results from interpreting clusters indicate that Boston's citizens are most interested in government responses to address Transportation and Inspection Service issues. Besides, the most important rule states a strong relationship between the Mayor's 24‐Hour Hotline and Inspection Service reports, with 86% support and 95.7% confidence. The evaluation shows that the STFTiS model has significantly improved the results of the non‐spatial FTiS model. The results can be used by policymakers to effectively manage citizens' needs and provide necessary on‐demand support by discovering the most critical needs of citizens.

Using fuzzy time series with and without markov chain: to forecast of edible bird nest exported from Indonesia

Edible bird nest (EBN) were traditional medicine consumed by the Tiongkok. This study compared two-algorithm method. Fuzzy time series and Markov chain as forecast method the number of bird nest exported from Indonesia. The secondary data between 2012 and 2018 were from Bureau Central Statistic (BPS). The scope using in this study were bird nest between 2012 until 2018, with a unit of volume kilograms (Kg). Used secondary export data, collected from BPS of Indonesia. Data were analysed using Fuzzy Time Series with and without Markov Chain using R Studio. The result showed that Fuzzy Time Series with and without Markov Chain method performs better in the forecasting ability in short-term period prediction and the values of Mean Absolute Percentage Error (MAPE) and Mean Square Error (MSE) tends to be smaller than the Fuzzy Time Series without Markov Chain. It can be concluded the number of exported can be used Fuzzy time series.

Using fuzzy time series forecasting and Gaussian mixture model to classify and predict new cases of COVID-19 in Saudi Arabia

In light of the global events resulting from the spread of the Corona pandemic and viral mutations, there is a need to examine epidemic data in terms of numbers of infected and deaths, different geographical locations, and the dynamics of disease dissemination virus. In the Kingdom of Saudi Arabia (KSA), since the spread of the virus on March 2, 2020, the number of confirmed cases has increased to 599044 cases until January 13, 2022, of which 262 are critical cases, while the number of recovery cases have reached 55035 cases, and deaths are 8901. It is a serious disease, and its spread is difficult to contain. The number of cases has continued to grow rapidly since the first cases appeared. Guess and Buck?s model for forecasting time-series data is an important figure that cannot be crossed when predicting fuzzy time-series, although several modifications have been made to the model to improve the accuracy of its results. The Gaussian mixture model and the fuzzy method for modelling new cases in Saudi Arabia were used as machine learning methods to classify and predict new cases of the virus in Saudi Arabia. Foggy time series forecasting. The studied datasets from the World Health Organization from May 15 to August 12, 2020 were used.

Forecasting Models Based on Fuzzy Logic: An Application on International Coffee Prices

In recent decades, Fuzzy Time Series (FTS) has become a competitive, sometimes complementary, approach to classical time series methods such as that of Box-Jenkins. This study has two different purposes: a theoretical purpose, presenting an overview of the fuzzy logic and fuzzy time series models, and a practical purpose, which is to estimate and forecast monthly international coffee prices during the period 2000-2022. Analysing and forecasting the dynamics of coffee prices is of great interest to producers, consumers, and other market actors in managing and making rational decisions. The findings showed that international coffee prices exhibited significant fluctuations, with large increases and decreases influenced mainly by the level of top-ranked producers. The forecasted results revealed that a decrease in prices during the next six months (Jan 2023 to June 2023) is expected. Based on the results, it is also clear that the FTS models are more flexible and can be applied in forecasting time-series variables. At the same time, volatility and, sometimes, the unexpected swingsin coffee prices continue to draw more criticism and raise different issues regarding the roles of the markets and countries in ensuring food security.

APPLICATION OF THE THEORY OF TYPE-2 FUZZY SETS TO THE FORECASTING OF CATEGORICAL TIME SERIES: A MATHEMATICAL MODEL AND ALGORITHM

In this paper is considered the problem of forecasting categorical time series. Such series have a wide practical application in almost all spheres where judgments and expert evaluations are used. The analysis of modern research shows that the problem of taking into account the linguistic uncertainty remains insufficiently studied. The purpose of this research is to design a time series model based on type-2 fuzzy sets theory that will allow to perform computing with words. The type-2 fuzzy time series model gives the result in the form of a granular term, which is described by a word and a discrete interval type-2 fuzzy set. Based on the proposed model, the fuzzy algorithm for forecasting time series has been developed, which consists of five steps: word model definition; fuzzification of time series values; fuzzy relations definition; fuzzy forecasting; defuzzification. The high quality of the proposed forecast model is confirmed by three evaluation characteristics: Mean Absolute Percentage Error (MAPE), Mean Absolute Error (MAE), Root Mean Squared Error (RMSE).

A hybrid ARFIMA-fuzzy time series (FTS) model for forecasting daily cases of Covid-19 in Iraq

Most time series are characterized in practice that they consist of two components, linear and non-linear, and when making predictions, the single models are not sufficient to model these series. Recently several linear, non-linear and hybrid models have been proposed for prediction, In this research, a new hybrid model was proposed based on the combination of the linear model Auto-Regressive Fractionally Integrated Moving Average (ARFIMA) with the non-linear model fuzzy time series model (FTS). The proposed hybrid model analyzes the linear component of the specified time series using the ARFIMA model, calculates the estimated values, and then calculates the residuals for this model by subtracting the estimated values from the original time series. The nonlinear component is analyzed using the (FTS) model for the computed residuals, which inherently contain the nonlinear patterns of the time series. The final values for the prediction by applying the} {hybrid model (ARFIMA-FTS) are obtained by combining the predictions of the (ARFIMA) model of the original series with the predictions of the model (FTS) for the residual series. The new hybrid model was used to predict those infected with the Covid-19 virus in Iraq for the period from 24/2/2020 to 11/8/2021. The proposed model was more efficient in the prediction process than the single (ARFIMA) model using a number of comparison criteria, including (RMSE), (MAPE) and (MAE). The final results showed that the proposed model has the ability to predict time series that contain linear and nonlinear components

Ifs and Soda Based Computational Method for Fuzzy Time Series Forecasting

Ifs and Soda Based Computational Method for Fuzzy Time Series Forecasting

Comparison of Fuzzy Time Series Methods and Autoregressive Integrated Moving Average (ARIMA) for Inflation Data

This study compares the Fuzzy Time Series (FTS) method with the Autoregressive Integrated Moving Average (ARIMA) method on time series data. These two methods are often used in predicting future data. Forecasting or time-series data analysis is used to analyze data in the form of time series. In this study, Indonesian inflation data was used to be analyzed in comparing the FTS and ARIMA methods. Inflation is one of the economic indicators used to measure the success of a country's economy. If the inflation rate is low and stable, it will stimulate economic growth. This inflation value is calculated every month where the value can decrease and increase from one period to another. Comparison of the FTS and ARIMA methods is seen in the error value generated by the two methods. A method can be better than other methods if the value of the resulting forecast error is smaller. In this study, Mean Squared Error (MSE) and Mean Absolute Percentage Error (MAPE) were used to see the magnitude of the error value of the two methods on the fives data testing used. The results obtained in this study are the results of Indonesia's inflation forecast for the period January to May 2021 using the FTS method, respectively, at 0.57%, 0.375%, 0.2%, 0.2%, and 0.1125%, while the forecast results using the ARIMA method, respectively. Of 0.3715848%, 0.2362817%, 0.1508295%, 0.1731906%, and 0.2432851% and the results of calculating the size of error using MSE and MAPE indicate that the ARIMA method with the model ARIMA(3,0,0) is better at predicting inflation data in Indonesia with a value of MSE of 0.009 and MAPE of 64.987% compared to the FTS method resulted in MSE values of 0.047 and MAPE of 132.548%.

PERBANDINGAN METODE DOUBLE EXPONENTIAL SMOOTHING HOLT DAN FUZZY TIME SERIES CHEN UNTUK PERAMALAN HARGA PALADIUM

Palladium is one of the precious metal commodities with the best performance since 3 years ago. Palladium has many benefits, including being used in the electronics, medical, jewelry and chemical industries. The benefits of palladium in the chemical field are that it can help speed up chemical reactions, filter out toxic gases in exhaust gases, and convert the gas into safer substances, so palladium is usually used as a catalyst for cars. Forecasting is a process of processing past data and projected for future interest using several mathematical models. The model used in this study is the Double Exponential Smoothing Holt and Fuzzy Time Series Chen methods. The process of forecasting palladium prices using monthly data from January 2011 to December 2020 with the Double Exponential Smoothing Holt method and the Fuzzy Time Series Chen method will be carried out in this study to describe the performance of the two methods. Based on the results of the analysis, it can be concluded that the Double Exponential Smoothing Holt and Fuzzy Time Series Chen methods have equally good performance with sMAPE values of 6.21% for Double Exponential Smoothing Holt and 9.554% for Fuzzy Time Series Chen. Forecasting for the next 3 periods using these two methods generally produces forecasting values that are close to the actual data.

Multivariate intuitionistic fuzzy inference system for stock market prediction: The cases of Istanbul and Taiwan

Many of decision-making and policy planning processes involve a time-series prediction problem and so this area has extensive literature including a great variety of time-series prediction tools and inferences systems. An important part of these is based on fuzzy sets. However, it is known that fuzzy sets may fail to satisfy or characterize the uncertainty of the data in a comprehensive manner because they cannot depict the neutrality degree of time-series. Another important and decisive deficiency of current inference systems is to based on the univariate structure. However, the time series dealt with in a prediction problem generally interact with other time series. Considering these issues, creating an inference system based on intuitionistic fuzzy sets and multivariate relationships for a time series prediction problem is a requirement even an obligation. With these regards, this study presents a multivariate intuitionistic fuzzy time-series definition and its prediction models and introduces a multivariate intuitionistic fuzzy inference system (M-IFIS). The basic novelty of the article can be expressed as the definition of a multivariate intuitionistic fuzzy time series, as well as the creation of a relevant analysis mechanism, first-time in the literature. Sigma-pi neural network is used as an inference tool in M-IFIS and membership and non-membership values and lagged crisp observations of multivariable time-series are used as inputs of it. In order to reveal the performance of the proposed system, Istanbul Stock Exchange (IEX) and Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) are analysed and the results are evaluated as comprehensive and comparative. All findings reveal the superiority M-IFIS in predictive accuracy.

Exchange Rate Forecasting Based on Combined Fuzzification Strategy and Advanced Optimization Algorithm

Exchange rate forecasting is a crucial but challenging task due to the uncertainty and fuzziness of the associated data caused by complex influence factors. However, most traditional forecasting methods ignore the ambiguity of the data itself. Thus, in this paper, a novel fuzzy time series forecasting system based on a combined fuzzification strategy and an advanced optimization algorithm was proposed for use in exchange rate forecasting, and was proven to have an excellent ability to deal with the uncertainties and ambiguities in data. Concretely, the data “decomposition and ensemble” strategy was applied to carry out the data preprocessing process. The combined fuzzification strategy was used in the fuzzification of the observed data, and the advanced optimization algorithm was developed to determine the optimal parameters in the models. The analysis of this experiment verified the effectiveness of the proposed forecasting system, which will benefit future research and decision-making related to investments.

Fuzzy time series forecasting based on hesitant fuzzy sets, particle swarm optimization and support vector machine-based hybrid method

Fuzzy time series forecasting based on hesitant fuzzy sets, particle swarm optimization and support vector machine-based hybrid method

Air quality deterministic and probabilistic forecasting system based on hesitant fuzzy sets and nonlinear robust outlier correction

Performing scientific and accurate forecasting and realizing the quantitative description of uncertainties in air quality remain challenging prospects. Because of the strong volatility and uncertainty of air pollutant concentrations, this problem increases in difficulty when multiple requirements are considered. In this study, a novel air quality deterministic and probabilistic forecasting system based on hesitant fuzzy sets and nonlinear robust outlier correction was proposed to realize air quality early warning. The proposed system solves the non-stochastic non-deterministic problem in air quality forecasting considering a novel hesitant fuzzy time series forecasting model wherein the intervals are partitioned by different approaches with optimal weights determined by the multi-objective JAYA algorithm. The forecasting performance is further enhanced with the introduction of a new nonlinear error correction model based on an outlier robust extreme learning machine and multi-objective JAYA algorithm, and the quality of the solution obtained is verified by sensitivity analysis. However, point forecast information alone is not sufficient to facilitate the rational integration of pollution control measures. Therefore, this study conducts probabilistic forecasting and constructs proper prediction intervals based on the optimal distribution of the forecasting residuals. By comparing the results with typical counterparts and comparison models considering multiple metrics, the experimental results confirmed the improvement scheme proposed in this study on the traditional fuzzy time series forecasting method while the effectiveness of applying the proposed system to air quality early warning was confirmed as well.

Prediction of passenger train using fuzzy time series and percentage change methods

In the subject of railway operation, predicting railway passenger volume has always been a hot topic. Accurately forecasting railway passenger volume is the foundation for railway transportation companies to optimize transit efficiency and revenue. The goal of this research is to use a combination of the fuzzy time series approach based on the rate of change algorithm and the Holt double exponential smoothing method to forecast the number of train passengers. In contrast to prior investigations, we focus primarily on determining the next time period in this research. The fuzzy time series is employed as the forecasting basis, the rate of change is used to build the set of universes, and the Holt's double exponential smoothing method is utilized to forecast the following period in this case study. The number of railway passengers predicted for January 2020 is 38199, with a tiny average forecasting error rate of 0.89 percent and a mean square error of 131325. It can also help rail firms identify future passenger needs, which can be used to decide whether to expand train cars or run new trains, as well as how to distribute tickets.

Time Series Forecasting Model Based on Intuitionistic Fuzzy Set via Equal Distribution of Hesitancy De-I-Fuzzification

The fuzzy time series forecasting model is a powerful tool in forecasting the time series data. The nature of the fuzzy set exhibits its role in handling the uncertainty of the data. The intuitionistic fuzzy set (IFS) is a generalization of a fuzzy set that makes the forecasting process more precise and accurate. This paper proposes a new fuzzy forecasting model based on IFS via the de-i-fuzzification approach, namely equal distribution of hesitancy. The proposed model consists of four main parts; the fuzzification of historical data; the establishment of the IFS; the de-i-fuzzification; and the defuzzification. For the fuzzification, the historical data is partitioned into 14 intervals using the frequency density-based method and trapezoidal fuzzy numbers are used to fuzzify the data. The data are then converted into IFS. The data in IFS form is reduced to fuzzy set using equally distributed with the degree of hesitancy approach. The arithmetic rules based on centroid defuzzification is used to calculate the forecasted output. The proposed model shows a better performance than the existing forecasting models based on IFS, indicating that the equal distribution of hesitancy de-i-fuzzification managed to handle the non-determinism in the forecasting with simplified procedure. In the future, an improved method will be proposed to defuzzify the IFS into crisp values without going through the de-i-fuzzification process, yet preserving the nature of IFS.

Rainfall Prediction Using Fuzzy Time Series

Flood is one of the problems faced by DKI Jakarta Province. To be able to reduce losses caused by flooding is to predict rainfall. The type of research is quantitative research using rainfall prediction method using Fuzzy Time Series (FTS) which was developed by Stevenson & Porter (2009). The data used is rainfall data at Kemayoran Station in the period January 2018 to December 2020. The prediction accuracy results state that the FTS method has poor accuracy so that improvements are needed in the formation of interval intervals.

Markov average-based weighted fuzzy time series model to predict PT Kimia farma Tbk stock price

The COVID-19 pandemic impacted various activities in Indonesia, including the stock market. Despite the declining economic condition, people are increasingly interested in investing. Among other companies available on the Indonesia Stock Exchange, companies in the health sector have a particular appeal to potential investors, one of which is pharmaceutical companies. This research used a Markov Average-Based Weighted Fuzzy Time Series model applied to PT Kimia Farma Tbk stock price data. This model develops the previous Markov chain–Fuzzy Time Series model, which has not calculated the weights for recurring events and used the Sturgess rule to determine the interval length. In this research, each recurring event has given a different weight that provides different probability values for transitions from one state to another. The Average-Based method is used to determine the interval length that can reflect the fluctuation of the data used. The stock price prediction of PT Kimia Farma Tbk using this model is categorized as very accurate with a MAPE of 2.632%.