An ARMA Type Fuzzy Time Series Forecasting Method Based on Particle Swarm Optimization
المؤلفون المشاركون
Kocak, Cem
Yolcu, Ufuk
Aladag, Cagdas Hakan
Eğrioğlu, Erol
المصدر
Mathematical Problems in Engineering
العدد
المجلد 2013، العدد 2013 (31 ديسمبر/كانون الأول 2013)، ص ص. 1-12، 12ص.
الناشر
Hindawi Publishing Corporation
تاريخ النشر
2013-07-23
دولة النشر
مصر
عدد الصفحات
12
التخصصات الرئيسية
الملخص EN
In the literature, fuzzy time series forecasting models generally include fuzzy lagged variables.
Thus, these fuzzy time series models have only autoregressive structure.
Using such fuzzy time series models can cause modeling error and bad forecasting performance like in conventional time series analysis.
To overcome these problems, a new first-order fuzzy time series which forecasting approach including both autoregressive and moving average structures is proposed in this study.
Also, the proposed model is a time invariant model and based on particle swarm optimization heuristic.
To show the applicability of the proposed approach, some methods were applied to five time series which were also forecasted using the proposed method.
Then, the obtained results were compared to those obtained from other methods available in the literature.
It was observed that the most accurate forecast was obtained when the proposed approach was employed.
نمط استشهاد جمعية علماء النفس الأمريكية (APA)
Eğrioğlu, Erol& Yolcu, Ufuk& Aladag, Cagdas Hakan& Kocak, Cem. 2013. An ARMA Type Fuzzy Time Series Forecasting Method Based on Particle Swarm Optimization. Mathematical Problems in Engineering،Vol. 2013, no. 2013, pp.1-12.
https://search.emarefa.net/detail/BIM-1032469
نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)
Eğrioğlu, Erol…[et al.]. An ARMA Type Fuzzy Time Series Forecasting Method Based on Particle Swarm Optimization. Mathematical Problems in Engineering No. 2013 (2013), pp.1-12.
https://search.emarefa.net/detail/BIM-1032469
نمط استشهاد الجمعية الطبية الأمريكية (AMA)
Eğrioğlu, Erol& Yolcu, Ufuk& Aladag, Cagdas Hakan& Kocak, Cem. An ARMA Type Fuzzy Time Series Forecasting Method Based on Particle Swarm Optimization. Mathematical Problems in Engineering. 2013. Vol. 2013, no. 2013, pp.1-12.
https://search.emarefa.net/detail/BIM-1032469
نوع البيانات
مقالات
لغة النص
الإنجليزية
الملاحظات
Includes bibliographical references
رقم السجل
BIM-1032469
قاعدة معامل التأثير والاستشهادات المرجعية العربي "ارسيف Arcif"
أضخم قاعدة بيانات عربية للاستشهادات المرجعية للمجلات العلمية المحكمة الصادرة في العالم العربي
تقوم هذه الخدمة بالتحقق من التشابه أو الانتحال في الأبحاث والمقالات العلمية والأطروحات الجامعية والكتب والأبحاث باللغة العربية، وتحديد درجة التشابه أو أصالة الأعمال البحثية وحماية ملكيتها الفكرية. تعرف اكثر