A new high order fuzzy ARMA time series forecasting method by using neural networks to define fuzzy relations

DOI10.1155/2015/128097MaRDI QIDQ1664677zbMATH OpenOpenAlexWikidataFDO

Authors Cem Kocak

Publication date 27 August 2018

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2015/128097

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and fuzziness (62M86)

Review text

Summary: Linear time series methods are researched under 3 topics, namely, AR (autoregressive), MA (moving averages), and ARMA (autoregressive moving averages) models. On the other hand, the univariate fuzzy time series forecasting methods proposed in the literature are based on fuzzy lagged (autoregressive (AR)) variables, having not used the error lagged (moving average (MA)) variables except for only two studies in the fuzzy time series literature. Not using MA variables could cause the model specification error in solutions of fuzzy time series. For this reason, this model specification error should be eliminated. In this study, a solution algorithm based on artificial neural networks has been proposed by defining a new high order fuzzy ARMA time series forecasting model that contains fuzzy MA variables along with fuzzy AR variables. It has been pointed out by the applications that the forecasting performance could have been increased by the proposed method in accordance with the fuzzy AR models in the literature since the proposed method is a high order model and also utilizes artificial neural networks to identify the fuzzy relation.

Recommendations

• First-order ARMA type fuzzy time series method based on fuzzy logic relation tables
• A high order fuzzy time series forecasting model based on adaptive expectation and artificial neural networks
• An ARMA type fuzzy time series forecasting method based on particle swarm optimization
• High order fuzzy time series forecasting method based on an intersection operation
• High-order fuzzy time series model based on generalized fuzzy logical relationship

Cites work

• A method for the solution of certain non-linear problems in least squares
• A novel seasonal fuzzy time series method
• An ARMA type fuzzy time series forecasting method based on particle swarm optimization
• Applications of soft computing. From theory to praxis.
• Effective lengths of intervals to improve forecasting in fuzzy time series
• First-order ARMA type fuzzy time series method based on fuzzy logic relation tables
• FORECASTING ENROLLMENTS BASED ON HIGH-ORDER FUZZY TIME SERIES
• Forecasting enrollments using high-order fuzzy time series and genetic algorithms
• Fuzzy sets
• Fuzzy time series and its models
• Seasonal forecasting in fuzzy time series
• Time-series forecasting with a novel fuzzy time-series approach: an example for Istanbul stock market

Cited in

(6)

• An improved ARMA(1,1) type fuzzy time series applied in predicting disordering
• Forecasting based on high-order fuzzy-fluctuation trends and particle swarm optimization machine learning
• First-order ARMA type fuzzy time series method based on fuzzy logic relation tables
• An ARMA type fuzzy time series forecasting method based on particle swarm optimization
• Hidden multi-resolution ARMA models for nonlinear time series forecasting
• A high order fuzzy time series forecasting model based on adaptive expectation and artificial neural networks

This page was built for publication: A new high order fuzzy ARMA time series forecasting method by using neural networks to define fuzzy relations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1664677)