
- •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
119 LIij iy-
Table.5 Fuzzified historical enrollments and forecasts of the models (n=14)
Year |
Actual enrollment |
Forecasts 1-order |
Forecasts 2-order |
Forecasts 3-order |
Forecasts 4-order |
1971 |
13055 |
|
|
|
|
1972 |
13563 |
13750 |
|
|
|
1973 |
13867 |
14250 |
13750 |
|
|
1974 |
14696 |
14250 |
14750 |
14750 |
|
1975 |
15460 |
15250 |
15250 |
15250 |
15250 |
1976 |
15311 |
15500 |
15250 |
15250 |
15250 |
1977 |
15603 |
15500 |
15500 |
15750 |
15750 |
1978 |
15861 |
16250 |
16250 |
16250 |
15750 |
1979 |
16807 |
16250 |
16250 |
16250 |
16750 |
1980 |
16919 |
17083 |
17500 |
16750 |
16750 |
1981 |
16388 |
17083 |
16250 |
16250 |
16250 |
1982 |
15433 |
15250 |
15250 |
15250 |
15250 |
1983 |
15497 |
15500 |
15250 |
15250 |
15250 |
1984 |
15145 |
15500 |
15500 |
15250 |
15250 |
1985 |
15163 |
15500 |
15500 |
15500 |
15250 |
1986 |
15984 |
15500 |
15500 |
15500 |
15750 |
1987 |
16859 |
16250 |
16250 |
16250 |
16250 |
1988 |
18150 |
17083 |
17500 |
17500 |
17500 |
1989 |
18970 |
18750 |
18750 |
18750 |
18750 |
1990 |
19328 |
19250 |
19250 |
19250 |
19250 |
1991 |
19337 |
19000 |
19250 |
19250 |
19250 |
1992 |
18876 |
19000 |
18750 |
18750 |
18750 |
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Table.6 Fuzzified historical enrollments and forecasts of the models (n=28)
-
Year
Actual
enrollment
Forecasts
1-order
Forecasts
2-order
Forecasts
3-order
Forecasts
4-order
1971
13055
1972
13563
13625
1973
13867
13875
13875
1974
14696
14625
14625
14625
1975
15460
15375
15375
15375
15375
1976
15311
15375
15375
15375
15375
1977
15603
15375
15375
15625
15625
1978
15861
15875
15875
15875
15875
1979
16807
16875
16875
16875
16875
1980
16919
17125
17500
16875
16875
1981
16388
17125
16375
16375
16375
1982
15433
15375
15375
15375
15375
1983
15497
15375
15375
15375
15375
1984
15145
15375
15375
15125
15125
1985
15163
15500
15500
15500
15125
1986
15984
15500
15875
15875
15875
1987
16859
16875
16875
16875
16875
1988
18150
17125
17500
17500
18125
1989
18970
18875
18875
18875
18875
1990
19328
19375
19375
19375
19375
1991
19337
19125
19375
19375
19375
1992
18876
19125
18875
18875
18875
The implementation using the proposed method shows that the essence of high- order time series models can be obtained while the simplicity of first-order calculation is retained. Comparisons of the results for the first-order model and those of high-order models are made as following.
Due to there are no evidences and any implementation to confirm the advantages of the high-order model in the literature, the same example of the historical enrollments in the University Alabama shown in Song and Chissom (1993, 1994) are analyzed using four different models (include the first-order, second-order, third-order, fourth-order models) with different numbers of partition n (n=7,14 and 28). In figures 1-3, the RMS error obtained from results of the first-order, the second-order, the third-order or the
357
300
R 250
M 200
E 150
100
50
1-aider 2-crder 3-order 4-aMer
Fig.3 the root mean square error for the models with n=28
Song- Chissom method /high-order model (a new scheme embedded into Song Chissom method)
Next, forecasting enrollments are also carried out with Song-Chissom method and another proposed high-order method. The procedure follows:
Define the universes of discourse on which the fuzzy sets will be defined.
Usually, the minimum value Xmjn and the maximum value Xmax are found and used to define the universe of discourse U. In this case, Xmjn =13000 and Xmax
=20000. For simplicity, the universe is chosen to be the interval of U=[ 13000,20000].
Determine the number of fuzzy partition.
For example, if we take partitions n=7 then the universe is segmented into seven intervals with equal range. Let u1, u2, u3, u4, u5, u5 and u7 denote the seven
intervals.
Define fuzzy set on the universe U.
Ai would be the linguistic variable of records of enrollments, which is corresponding to each u,
Transfer the historical data into fuzzy set.
In this step, the equivalent fuzzy set to every year’s record is found. The membership of each record to A will be determined, which can be interpreted as
the degree of each record belonging to each A.
Setup the fuzzy relations based on historical knowledge.
Suppose that the maximum membership on one year’s record is located at then the year’s record is viewed as A.
Construct the fuzzy forecasting model.
Let R(1) be the first fuzzy relational matrix, which can be written as
358 Iflgfl
R(1)=F(1)T X F(2) (16)
The elements of R(l) is defined as
r=rnin(F(l), F(2)1) (17)
Where Y(lf represents for the i-th element of Y(1), and for the j-th elements of Y(2). For all the historical knowledge, the fLizzy relational functions are found and union operator is applied to obtained the model:
R=Union of R(i) (18)
Obtained forecasted output data using R.
As the model equation is determined, historical data can be used to obtained the predicted values by
F(t)=F(t-1) R (19)
Transfer the output fuzzy set into forecasted records.
Since the output fuzzy results, they should be transfer into real numbers. The three-principle method [5] for the transformation is used in this study.
From the above calculations, the results of Song and Chissom method (the first- order model) are obtained. For comparison, a high-order fuzzy time series model is developed for the same forecasting enrollments. All the output fuzzy sets for the first-order model are useful, and they only serve as one of the possibility F7
of the final output fuzzy sets of the high-order model. Following the same
processes, for example, the second possibility of the final output fuzzy sets F12 are calculated as follows (Note that step 1-4 are the same as the first-order
model) Then
(5*) Setup the two-step-ahead fuzzy relations based on historical knowledge.
When all the historical data are transferred into linguistic expressions, the logical relations can be constructed. Note that a two-step-ahead projection is applied instead of one-step-ahead projection used in step 5 of the first-order model.
(6*) Construct the two-step-ahead fuzzy forecasting model R22.
Let R(1) be the first fuzzy relational function, which can be written as
R22 (1)=F(1)T X F(3)
R22 (2)=F(2)T X F(4) (20)
359
For example, the elements ru of R22 (1) is defined as
r,1=min(F(1),, F(3)1) (21)