
- •Study for High-Order Models of Fuzzy Time Series Chao-Chih Tsai
- •Abstract
- •Introduction
- •Review of fuzzy set theory and fuzzy time series
- •Fuzzy Set Theory
- •Fuzzy Time Series
- •Theory for model equation and forecasting procedures
- •Theory for model equation
- •Formulation of high-order models
- •119 LIij iy-
- •For all the historical knowledge, the two-step- ahead fuzzy relational functions are found and union operator is applied to obtained the two-step-ahead model:
- •(7*) Obtained the second possibility Ai2 for the forecasted output data using r22.
- •(8*) Take the intersection of Fj and f to form the output f(I).
- •Forecasting population
- •IlllIiij-
- •Idegree 2clegree 3degree 4degree 5clegree &leg ree 7degree degree of polynomial
- •Xj**flAflSm
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)
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
For the output having only one fuzzy set, the midterm of the correspondent interval is given as the forecast.
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.
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
RESULTS AND DISCUSSIONS
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
Chen method /proposed high-order model (a new scheme embedded into Chen method)
The procedLires follows:
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].
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.
Define fuzzy set on the universe U.
A, would be the linguistic variables of records of enrollments, which is corresponding to each u1
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.
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.
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
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11t
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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]
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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 |