A New Time-Invariant Fuzzy Time Series Forecasting Method Based on Genetic Algorithm

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...

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Main Author: Erol Eğrioğlu
Format: Article
Language:English
Published: Wiley 2012-01-01
Series:Advances in Fuzzy Systems
Online Access:http://dx.doi.org/10.1155/2012/785709
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author Erol Eğrioğlu
author_facet Erol Eğrioğlu
author_sort Erol Eğrioğlu
collection DOAJ
description 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 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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institution Kabale University
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series Advances in Fuzzy Systems
spelling doaj-art-a9ce0b5e6753483a96dce5dfc4c11be62025-02-03T01:22:13ZengWileyAdvances in Fuzzy Systems1687-71011687-711X2012-01-01201210.1155/2012/785709785709A New Time-Invariant Fuzzy Time Series Forecasting Method Based on Genetic AlgorithmErol Eğrioğlu0Department of Statistics, Faculty of Arts and Science, University of Ondokuz Mayıs, 55139 Samsun, TurkeyIn 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 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.http://dx.doi.org/10.1155/2012/785709
spellingShingle Erol Eğrioğlu
A New Time-Invariant Fuzzy Time Series Forecasting Method Based on Genetic Algorithm
Advances in Fuzzy Systems
title A New Time-Invariant Fuzzy Time Series Forecasting Method Based on Genetic Algorithm
title_full A New Time-Invariant Fuzzy Time Series Forecasting Method Based on Genetic Algorithm
title_fullStr A New Time-Invariant Fuzzy Time Series Forecasting Method Based on Genetic Algorithm
title_full_unstemmed A New Time-Invariant Fuzzy Time Series Forecasting Method Based on Genetic Algorithm
title_short A New Time-Invariant Fuzzy Time Series Forecasting Method Based on Genetic Algorithm
title_sort new time invariant fuzzy time series forecasting method based on genetic algorithm
url http://dx.doi.org/10.1155/2012/785709
work_keys_str_mv AT erolegrioglu anewtimeinvariantfuzzytimeseriesforecastingmethodbasedongeneticalgorithm
AT erolegrioglu newtimeinvariantfuzzytimeseriesforecastingmethodbasedongeneticalgorithm