 Type-1 fuzzy time series function method based on binary particle swarm optimisationCagdas Hakan Aladag, Ufuk Yolcu, Erol Egrioglu and I. Burhan Turksen International Journal of Data Analysis Techniques and Strategies, 2016, vol. 8, issue 1, 2-13 Abstract: For time series forecasting four kinds of fuzzy-based approaches can be used. These are fuzzy regression techniques, fuzzy time series methods, fuzzy inference systems, and fuzzy function approaches. There are some major problems in using fuzzy regression techniques and fuzzy inference systems for time series forecasting. Therefore, it would be wise to use a forecasting approach which combines fuzzy time series and fuzzy function approaches. In this study, a fuzzy time series forecasting method based on fuzzy function approach is proposed by adopting fuzzy function approach to time series forecasting. And, the proposed approach is called type-1 fuzzy time series function approach. Also, in the proposed approach, the lagged variables of the system are determined by using binary particle swarm optimisation. In order to evaluate the performance of the proposed method, it has been applied to well-known time series of and Istanbul stock exchange dataset. Keywords: time series forecasting; fuzzy time series; fuzzy functions; binary PSO; particle swarm optimisation; Australia; beer consumption; Turkey; stock markets; fuzzy logic. (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:ids:injdan:v:8:y:2016:i:1:p:2-13 Access Statistics for this article More articles in International Journal of Data Analysis Techniques and Strategies from Inderscience Enterprises Ltd |
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