Type-1 fuzzy time series function method based on binary particle swarm optimisation

Aladag, Cagdas Hakan and Yolcu, Ufuk and Egrioglu, Erol and Turksen, I. Burhan (2016) Type-1 fuzzy time series function method based on binary particle swarm optimisation. International Journal of Data Analysis Techniques and Strategies, 8 (1). pp. 2-13. ISSN 1755-8050

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Abstract

For time series forecasting four kinds of fuzzy-based approaches can be used. These are fuzzy regression techniques, fuzzy time series methods, fuzzy inference systems, and fuzzy function approaches. There are some major problems in using fuzzy regression techniques and fuzzy inference systems for time series forecasting. Therefore, it would be wise to use a forecasting approach which combines fuzzy time series and fuzzy function approaches. In this study, a fuzzy time series forecasting method based on fuzzy function approach is proposed by adopting fuzzy function approach to time series forecasting. And, the proposed approach is called type-1 fuzzy time series function approach. Also, in the proposed approach, the lagged variables of the system are determined by using binary particle swarm optimisation. In order to evaluate the performance of the proposed method, it has been applied to well-known time series of Australian beer consumption and Istanbul stock exchange dataset.

Item Type:
Journal Article
Journal or Publication Title:
International Journal of Data Analysis Techniques and Strategies
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2600/2604
Subjects:
ID Code:
139461
Deposited By:
Deposited On:
10 Dec 2019 15:20
Refereed?:
Yes
Published?:
Published
Last Modified:
07 Jan 2020 07:05