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A Hybrid Fuzzy Time Series Model for Forecasting

Researchers are finding their way to solve the chaotic and uncertain problems using the extensions of classical fuzzy model. At present Interval Type-2 Fuzzy logic Systems (IT2-FLS)are extensively used after the thriving exploitation of Type-2 FLS. Fuzzy time series models have been used for foreca...

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Main Authors: Saima, H, Jaafar, J., Brahim Belhaouari, Samir
Format: Article
Published: International Association of Engineers 2012
Subjects:
QA75 Electronic computers. Computer science
QA76 Computer software
Online Access:http://eprints.utp.edu.my/7487/1/EL_20_1_11.pdf
http://www.engineeringletters.com/
http://eprints.utp.edu.my/7487/
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spelling my.utp.eprints.74872017-01-19T08:21:49Z A Hybrid Fuzzy Time Series Model for Forecasting Saima, H Jaafar, J. Brahim Belhaouari, Samir QA75 Electronic computers. Computer science QA76 Computer software Researchers are finding their way to solve the chaotic and uncertain problems using the extensions of classical fuzzy model. At present Interval Type-2 Fuzzy logic Systems (IT2-FLS)are extensively used after the thriving exploitation of Type-2 FLS. Fuzzy time series models have been used for forecasting stock and FOREX indexes, enrollments, temperature, disease diagnosing and weather. In this paper an integrated fuzzy time series model based on ARIMA and IT2-FLS is presented. The propose model will use ARIMA to select appropriate coefficients from the observed dataset. IT2-FLS is utilized here for forecasting the result with more accuracy and certainty. International Association of Engineers 2012-02 Article PeerReviewed application/pdf http://eprints.utp.edu.my/7487/1/EL_20_1_11.pdf http://www.engineeringletters.com/ Saima, H and Jaafar, J. and Brahim Belhaouari, Samir (2012) A Hybrid Fuzzy Time Series Model for Forecasting. Engineering Letters, 20 (1). pp. 88-93. ISSN 1816-094 http://eprints.utp.edu.my/7487/
institution Universiti Teknologi Petronas
building UTP Resource Centre
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Petronas
content_source UTP Institutional Repository
url_provider http://eprints.utp.edu.my/
topic QA75 Electronic computers. Computer science
QA76 Computer software
spellingShingle QA75 Electronic computers. Computer science
QA76 Computer software
Saima, H
Jaafar, J.
Brahim Belhaouari, Samir
A Hybrid Fuzzy Time Series Model for Forecasting
description Researchers are finding their way to solve the chaotic and uncertain problems using the extensions of classical fuzzy model. At present Interval Type-2 Fuzzy logic Systems (IT2-FLS)are extensively used after the thriving exploitation of Type-2 FLS. Fuzzy time series models have been used for forecasting stock and FOREX indexes, enrollments, temperature, disease diagnosing and weather. In this paper an integrated fuzzy time series model based on ARIMA and IT2-FLS is presented. The propose model will use ARIMA to select appropriate coefficients from the observed dataset. IT2-FLS is utilized here for forecasting the result with more accuracy and certainty.
format Article
author Saima, H
Jaafar, J.
Brahim Belhaouari, Samir
author_facet Saima, H
Jaafar, J.
Brahim Belhaouari, Samir
author_sort Saima, H
title A Hybrid Fuzzy Time Series Model for Forecasting
title_short A Hybrid Fuzzy Time Series Model for Forecasting
title_full A Hybrid Fuzzy Time Series Model for Forecasting
title_fullStr A Hybrid Fuzzy Time Series Model for Forecasting
title_full_unstemmed A Hybrid Fuzzy Time Series Model for Forecasting
title_sort hybrid fuzzy time series model for forecasting
publisher International Association of Engineers
publishDate 2012
url http://eprints.utp.edu.my/7487/1/EL_20_1_11.pdf
http://www.engineeringletters.com/
http://eprints.utp.edu.my/7487/
_version_ 1738655581751738368
score 13.244404

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