A New Method for Short Multivariate Fuzzy Time Series Based on Genetic Algorithm and Fuzzy Clustering
Joint Authors
Elanany, Gihan A.
Selim, Kamal S.
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-12-18
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Information Technology and Computer Science
Abstract EN
Forecasting activities play an important role in our daily life.
In recent years, fuzzy time series (FTS) methods were developed to deal with forecasting problems.
FTS attracted researchers because of its ability to predict the future values in some critical situations where most standard forecasting models are doubtfully applicable or produce bad fittings.
However, some critical issues in FTS are still open; these issues are often subjective and affect the accuracy of forecasting.
In this paper, we focus on improving the accuracy of FTS forecasting methods.
The new method integrates the fuzzy clustering and genetic algorithm with FTS to reduce subjectivity and improve its accuracy.
In the new method, the genetic algorithm is responsible for selecting the proper model.
Also, the fuzzy clustering algorithm is responsible for fuzzifying the historical data, based on its membership degrees to each cluster, and using these memberships to defuzzify the results.
This method provides better forecasting accuracy when compared with other extant researches.
American Psychological Association (APA)
Selim, Kamal S.& Elanany, Gihan A.. 2013. A New Method for Short Multivariate Fuzzy Time Series Based on Genetic Algorithm and Fuzzy Clustering. Advances in Fuzzy Systems،Vol. 2013, no. 2013, pp.1-10.
https://search.emarefa.net/detail/BIM-476137
Modern Language Association (MLA)
Selim, Kamal S.& Elanany, Gihan A.. A New Method for Short Multivariate Fuzzy Time Series Based on Genetic Algorithm and Fuzzy Clustering. Advances in Fuzzy Systems No. 2013 (2013), pp.1-10.
https://search.emarefa.net/detail/BIM-476137
American Medical Association (AMA)
Selim, Kamal S.& Elanany, Gihan A.. A New Method for Short Multivariate Fuzzy Time Series Based on Genetic Algorithm and Fuzzy Clustering. Advances in Fuzzy Systems. 2013. Vol. 2013, no. 2013, pp.1-10.
https://search.emarefa.net/detail/BIM-476137
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-476137