An ARMA Type Fuzzy Time Series Forecasting Method Based on Particle Swarm Optimization
Joint Authors
Kocak, Cem
Yolcu, Ufuk
Aladag, Cagdas Hakan
Eğrioğlu, Erol
Source
Mathematical Problems in Engineering
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-07-23
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract 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.
American Psychological Association (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
Modern Language Association (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
American Medical Association (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
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1032469