A new approach for determining the length of intervals for fuzzy time series |
| |
| Authors: | Ufuk Yolcu Erol Egrioglu Vedide R. Uslu Murat A. Basaran Cagdas H. Aladag |
| |
| Affiliation: | 1. School of Business, Ningbo University, Ningbo 315211, China;2. Department of Computer Science and Information Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan;1. Department of Information Management, Chienkuo Technology University, Changhua, Taiwan;2. Department of Kinesiology Health Leisure Studies, Chienkuo Technology University, Changhua, Taiwan;3. Department of Computer Science and Information Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan |
| |
| Abstract: | In the implementations of fuzzy time series forecasting, the identification of interval lengths has an important impact on the performance of the procedure. However, the interval length has been chosen arbitrarily in many papers. Huarng developed a new approach which is called ratio-based lengths of intervals in order to identify the length of intervals. In our paper, we propose a new approach which uses a single-variable constrained optimization to determine the ratio for the length of intervals. The proposed approach is applied to the two well-known time series, which are enrollment data at The University of Alabama and inventory demand data. The obtained results are compared to those of other methods. The proposed method produces more accurate predictions for the future values of used time series. |
| |
| Keywords: | |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
