A new time-invariant fuzzy time series forecasting method based on genetic algorithm

DOI10.1155/2012/785709MaRDI QIDQ446402zbMATH OpenOpenAlexWikidataFDO

Authors Erol Egrioglu

Publication date 6 September 2012

Published in Advances in Fuzzy Systems (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2012/785709

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and fuzziness (62M86) Approximation methods and heuristics in mathematical programming (90C59)

Review text

Summary: In recent years, many fuzzy time series methods have been proposed in the literature. Some of these methods use the classical fuzzy set theory, which needs complex matricial operations in fuzzy time series methods. Because of this problem, many studies in the literature use fuzzy group relationship tables. Since the fuzzy relationship tables use order of fuzzy sets, the membership functions of fuzzy sets have not been taken into consideration. In this study, a new method that employs membership functions of fuzzy sets is proposed. The new method determines elements of a fuzzy relation matrix based on genetic algorithms. The proposed method uses first-order fuzzy time series forecasting model, and it is applied to the several data sets. As a result of implementation, it is obtained that the proposed method outperforms some methods in the literature.

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Cites work

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• FORECASTING ENROLLMENTS BASED ON HIGH-ORDER FUZZY TIME SERIES
• Forecasting enrollments using high-order fuzzy time series and genetic algorithms
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Cited in

(9)

• Fuzzy time series forecasting based on fuzzy logical relationships and similarity measures
• Picture fuzzy regression functions approach for financial time series based on ridge regression and genetic algorithm
• A novel seasonal fuzzy time series method
• 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
• A unified approach to asymptotic behaviors for the autoregressive model with fuzzy data
• Fuzzy time series model for unequal interval length using genetic algorithm
• Near-optimal embedding by genetic algorithms for time series prediction
• A new method for short multivariate fuzzy time series based on genetic algorithm and fuzzy clustering

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