First-Order ARMA Type Fuzzy Time Series Method Based on Fuzzy Logic Relation Tables
Author
Source
Mathematical Problems in Engineering
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-10-02
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
Fuzzy time series approaches have an important deficiency according to classical time series approaches.
This deficiency comes from the fact that all of the fuzzy time series models developed in the literature use autoregressive (AR) variables, without any studies that also make use of moving averages (MAs) variables with the exception of only one study (Egrioglu et al.
(2013)).
In order to eliminate this deficiency, it is necessary to have many of daily life time series be expressed with Autoregressive Moving Averages (ARMAs) models that are based not only on the lagged values of the time series (AR variables) but also on the lagged values of the error series (MA variables).
To that end, a new first-order fuzzy ARMA(1,1) time series forecasting method solution algorithm based on fuzzy logic group relation tables has been developed.
The new method proposed has been compared against some methods in the literature by applying them on Istanbul Stock Exchange national 100 index (IMKB) and Gold Prices time series in regards to forecasting performance.
American Psychological Association (APA)
Kocak, Cem. 2013. First-Order ARMA Type Fuzzy Time Series Method Based on Fuzzy Logic Relation Tables. Mathematical Problems in Engineering،Vol. 2013, no. 2013, pp.1-12.
https://search.emarefa.net/detail/BIM-1010715
Modern Language Association (MLA)
Kocak, Cem. First-Order ARMA Type Fuzzy Time Series Method Based on Fuzzy Logic Relation Tables. Mathematical Problems in Engineering No. 2013 (2013), pp.1-12.
https://search.emarefa.net/detail/BIM-1010715
American Medical Association (AMA)
Kocak, Cem. First-Order ARMA Type Fuzzy Time Series Method Based on Fuzzy Logic Relation Tables. Mathematical Problems in Engineering. 2013. Vol. 2013, no. 2013, pp.1-12.
https://search.emarefa.net/detail/BIM-1010715
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1010715