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    1. Formulation of high-order models

Assume F(t) is caused by F(t-1) F(t-2), and F(t-m) (m>O) simultaneously , then How to relate the n-tuple F(t-1) >< F(t-2) X >< F(t-m) to F(t)

  1. the new scheme embedded into Chen method

As the new scheme applied to Chen method, a high-order model, F(t) is caused by F(t-1) and F(t-2) and ... and F(t-m), that is, we may treat this as

F(t-1) —, F(t) and

F(t-2)

F(t) and

347

F(t-3)

F(t-m)

F(t) and. F(t)

The fuzzy logical relationships groups between F(i-1) and F(i) can be obtained following the processes by putting together the propositions having the same antecedent throughout all time t. Note that the fuzzy logical relationships groups between F(i-k) and F(i)can be obtained in the same fashion. Once all groups for k=1,2,3, - - -, m are obtained, for each forecast, they are applied simultaneously. Since all the relations should be satisfied simultaneously. Then we take the intersection of the consequent of the correspondent groups for k=1,2,3, - - -, m. The intersection is the output of this inference. To defuzzify the output, the principals has been follow

    1. For the output having only one fuzzy set, the midterm of the correspondent interval is given as the forecast.

    2. For the output having two or more fuzzy set, the average value of the midterm

of the correspondent intervals is given as the forecast.

About the computation amount of this proposed model, only inference and intersection process must be added once for each order. The total computation remains simple.

  1. The new scheme embedded into Song-Chissom method

On the other hand, the high-order calculation procedure is also achieved by applied the new scheme to Song-Chissom method as follows. For the high-order model, F(t) is caused by F(t-1), F(t-2), - - - and F(t-m), we may treat this as

F(t-1)

F(t-2)

F(t-3)

F(t-rn)

F(t) and F(t) and F(t) and. F(t)

In each projection of the above expression F(t-k) —‘ F(t), we relate them by the relationship matrice Rmk. The first-order fuzzy relational function Rk(t) can be obtained by following the processes described in the above section. In the same fashion, we have

Rmk(t). By taking the union of Rmk(t) throughout all t, we can calculate Rmk, which represents one of the fuzzy relational function of order m. Note that this relational function shows the relationship between F(i-k)and F(i). Once all Rmk for k=1,2,3,...,m

are obtained, they are applied simultaneously to produce m possible values

=F1

o

r Jr

ik’ i-k “- k

Y

D

C

Xi

349

  1. RESULTS AND DISCUSSIONS

    1. Forecasting Enrollments

In this paper, the historical records of enrollments of the University of Alabama shown in Song and Chissom(1993, 1994) are modeled and forecasted. The details will be beneficial to the understanding of the fuzzy calculation. The historical data are yearly records from 1971 to1992. The forecasting enrollments are mainly carried out with two time series as follows

  1. Chen method /proposed high-order model (a new scheme embedded into Chen method)

The procedLires follows:

    1. Define the universes of discourse on which the fuzzy sets will be defined.

UsLially, the minimum valLie X,,, and the maximum valLie X,,, are found and used to define the universe of discourse U. In this case, X,,, =13000 and Xmax

=20000. For simplicity, the universe is chosen to be the interval of U=[

13000,20000].

    1. Determine the number of fuzzy partition.

In this case, for example, if n=7 is used and the universe is segmented into seven intervals with equal range then u1, u2, u3, u4, u5, u6 and u7 are applied to denote the seven intervals.

    1. Define fuzzy set on the universe U.

A, would be the linguistic variables of records of enrollments, which is corresponding to each u1

    1. Transfer the historical data into fuzzy set.

In this step, the equivalent fuzzy set to the yearly record is found out. If the Maximum membership of one year’s enrollment is under A , then the fuzzified enrollment for this year is treated as A. Hence all the historical data can be

transferred into linguistic expressions, that is fuzzy sets.

    1. Setup the fuzzy logical relations based on historical knowledge.

For all the historical data, representing by fuzzy set, the fuzzy logical relationships are found out. In this case, the consecutive yearly fuzzy sets served as antecedent and consequent of the fuzzy propositions for the first-order model. The two-step ahead yearly fuzzy sets served as antecedent and consequent of the additional fuzzy propositions for the second-order model. In the same fashion, the fuzzy propositions must include the three-step ahead consideration for the

350 Iflgfl

third-order model and the foLir-step ahead consideration for the fourth-order model and so on. Then the fuzzy logical relationship groups for the first-order model and high-order model are obtained by taking together the fuzzy propositions with the same antecedent.

    1. Obtained forecasted output by approximate reasoning.

Once the correspondent fuzzy proposition, found in the fuzzy logical relationship group is determined, historical data can be used to obtain the output by inference. And the forecasted outputs are given in tables 1-3. Note that the fuzzy output is the intersection of the consequent in the corresponding fuzzy propositions

Table.1 Fuzzified historical enrollments and outputs of the models (n=7)

Year

Actual

enrollment

FLizzified

enrollment

Ouipuis

1-order

Outputs

2-order

Ouiputs

3-order

Outpuis

4-order

1971

13055

Al

1972

13563

Al

A1A2

1973

13867

Al

A1A2

A1A2

1974

14696

A2

A1A2

A1A2

A2

1975

15460

A3

A3

A3

A3

A3

1976

15311

A3

A3A4

A3

A3

A3

1977

15603

A3

A3A4

A3A4

A3

A3

1978

15861

A3

A3A4

A3A4

A3A4

A3

1979

16807

A4

A3A4

A3A4

A3A4

A3A4

1980

16919

A4

A3A4A6

A3A4A6

A3A4A6

A3A4A6

1981

16388

A4

A3A4A6

A3A4A6

A3A4A6

A3A4A6

1982

15433

A3

A3A4A6

A3A4A6

A3

A3

1983

15497

A3

A3A4

A3A4

A3

A3

1984

15145

A3

A3A4

A3A4

A3

A3

1985

15163

A3

A3A4

A3A4

A3A4

A3

1986

15984

A3

A3A4

A3A4

A3A4

A3A4

1987

16859

A4

A3A4

A3A4

A3A4

A3A4

1988

18150

A6

A3A4A6

A3A4A6

A3A4A6

A3A4A6

1989

18970

A6

A6A7

A6

A6

A6

1990

19328

A7

A6A7

A7

A?

A7

1991

19337

A7

A6A7

A7

A?

A7

1992

18876

A6

A6A7

A6

A6

A6

4 kI41 rIrt I

[P IJ1i

YTI

2. IL

141t

I J 1

11t

-

Table.2 Fuzzified historical enrollments and outputs of the models (n=14)

Year

Actual

enrollment

Fuzzified

enrollment

Outputs

1-order

Outputs

2-order

Outputs

3-order

Outputs

4-order

1971

13055

Al

1972

13563

A2

A2

1973

13867

A2

A2A4

A2

1974

14696

A4

A2A4

A4

A4

1975

15460

A5

A5

A5

A5

A5

1976

15311

A5

A5A6

A5

A5

A5

1977

15603

A6

A5A6

A5A6

A6

A6

1978

15861

A6

A6A8

A6A8

A6A8

A6

1979

16807

A8

A6A8

A8

A8

A8

1980

16919

A8

A7A8A11

A8A11

A8

A8

1981

16388

A7

A7A8A11

A7

A7

A7

1982

15433

A5

AS

A5

A5

AS

1983

15497

AS

ASA6

AS

A5

AS

1984

15145

A5

A5A6

A5A6

A5

A5

1985

15163

AS

ASA6

A5A6

ASA6

AS

1986

15984

A6

A5A6

A5A6

A5A6

A6

1987

16859

A8

A6A8

A6A8

A6A8

A6A8

1988

18150

All

A7A8A11

A8A11

A8A11

A8A11

1989

18970

A12

A12

A12

A12

A12

1990

19328

A13

A13

A13

A13

A13

1991

19337

A13

A12A13

A13

A13

A13

1992

18876

A12

A12A13

A12

A12

A12

r)

J)L 119 lIIJ IY-

Table.3 Fuzzified historical enrollments and outputs of the models (n=28)

Year

Actual

enrollment

Fuzzified

enrollment

Outputs

1-order

Outputs

2-order

Outputs

3-order

Outputs

4-order

1971

13055

Al

1972

13563

A3

A3

1973

13867

A4

A4

A4

1974

14696

A7

A7

A7

A7

1975

15460

AlO

AlO

AlO

AlO

AlO

1976

15311

AlO

A9A1OA11

AlO

AlO

AlO

1977

15603

All

A9A1OA11

A9A11

All

All

1978

15861

A12

A12

A12

A12

A12

1979

16807

A16

A16

A16

A16

A16

1980

16919

A16

A14A16A21

A16A21

A16

A16

1981

16388

A14

A14A16A21

A14

A14

Al4

1982

15433

AlO

AlO

AlO

AlO

AlO

1983

15497

AlO

A9A1OA11

AlO

AlO

AlO

1984

15145

A9

A9A1OA11

A9A11

A9

A9

1985

15163

A9

A9A12

A9A12

A9A12

A9

1986

15984

A12

A9A12

A12

A12

A12

1987

16859

A16

A16

A16

A16

A16

1988

18150

A21

A14A16A21

A16A21

A16A21

A21

1989

18970

A24

A24

A24

A24

A24

1990

19328

A26

A26

A26

A26

A26

1991

19337

A26

A24A26

A26

A26

A26

1992

18876

A24

A24A26

A24

A24

A24

7. Transfer the output fuzzy set into forecasted records.

Since the output fuzzy results, they should be transfer into real numbers. The transformation presented by Chen [9] is used in this study. In table 4-6, it is found that the forecasts of higher-order is closed to actual enrollments. And the more close the larger n. However,the optimization for n is studied by Tsai,

CC. using an adaptive partition[16]

4 kI41 rIrt I

[P IJ1i

YTI

2. IL

141t

I J 1

11t

-

Table.4 Fuzzified historical enrollments and forecasts of the models (n=7)

Year

Actual

enrollment

Forecasts

1-order

Forecasts

2-order

Forecasts

3-order

Forecasts

4-order

1971

13055

1972

13563

14000

1973

13867

14000

14000

1974

14696

14000

14000

14500

1975

15460

15500

15500

15500

15500

1976

15311

16000

15500

15500

15500

1977

15603

16000

16000

15500

15500

1978

15861

16000

16000

16000

15500

1979

16807

16000

16000

16000

16000

1980

16919

16833

16833

16833

16833

1981

16388

16833

16833

16833

16833

1982

15433

16833

16833

15500

15500

1983

15497

16000

16000

15500

15500

1984

15145

16000

16000

15500

15500

1985

15163

16000

16000

16000

15500

1986

15984

16000

16000

16000

16000

1987

16859

16000

16000

16000

16000

1988

18150

16833

16833

16833

16833

1989

18970

19000

18500

18500

18500

1990

19328

19000

19500

19500

19500

1991

19337

19000

19500

19500

19500

1992

18876

19000

18500

18500

18500