
- •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
Idegree 2clegree 3degree 4degree 5clegree &leg ree 7degree degree of polynomial
Fig.16 the root mean square error for the regression method with variable degrees
CONCLUSIONS
In this study, two theorems for analyzing the relational equations are given. After an analysis, a new scheme is proposed. Models embedded this new scheme are implemented. And the model is called high-order. In order to find the effect of this new scheme, forecasting enrollments and forecasting population are carried out. The proposed model keeps the simplicity while improves the forecasting accuracy significantly. Due to the root mean square errors of the proposed high-order model is smaller than that of the other approaches. In this work, the efficiency, accuracy and robustness of the new scheme have been tested.
372
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[10] Tsai, C. C. and Wu, S. J., A theoretic study and forecasts of fuzzy time series, Asian Fuzzy Systems Symposium, May 31-June 3(2000), Tsukuba Science City,
Japan. Accepted No. p020
[11] Tsai, C. C. and Wu, S. J., A study of high-order effect in fuzzy time series forecasting, the fourth International FLINS conference on Intelligent Techniques and Soft Computing in Nuclear Science and Engineering, August 28-30 (2000), Bruges, Belgium. Accepted No. FLINS-N16.
[12] Tsai, C. C. and Wu, S. J., The high-order model of fuzzy time series with
application in forecasting nuclear energy supplies, the fourth International FLINS conference on Intelligent Techniques and Soft Computing in Nuclear Science and Engineering, August 28-30 (2000), Bruges, Belgium. Accepted No. FLINS-N18.
[13] Tsai, C. C. and Wu, S. J., Forecasting accidents with high-order fuzzy time series,
the fourth International FLINS conference on Intelligent Techniques and Soft Computing in Nuclear Science and Engineering, August 28-30 (2000), Bruges, Belgium. Accepted No. FLINS -N 13.
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[14] Tsai, C. C. and WLI, S. J., Forecasting enrollments with high-order fuzzy time series, the 19th International Meeting of the North American Fuzzy Information Processing Society, July 13-15 (2000), Atlanta, Georgia. Accepted.
[15] Tsai, C. C. and Wu, S. J., Forecasting exchange rates with fuzzy logic and
approximate reasoning, the 19th International Meeting of the North American Fuzzy Information Processing Society, July 13-15 (2000), Atlanta, Georgia. Accepted.
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