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Implementation of fuzzy time series in forecasting of the non-stationary data

By R. Efendi, M. M. Deris and Z. Ismail

Abstract

To forecast the non-stationary data is quite difficult when compared with the stationary data time series. Because their variances are not constant and not stable like the second data type. This paper presents the implementation of fuzzy time series (FTS) into the non-stationary time series data forecasting, such as, the electricity load demand, the exchange rates, the enrollment university and others. These data forecasts are derived by implementing of the weightage and linguistic out-sample methods. The result shows that the FTS can be applied in improving the accuracy and efficiency of these non-stationary data forecasting opportunities

Topics: QA Mathematics
Publisher: World Scientific Publishing Co.
Year: 2016
OAI identifier: oai:generic.eprints.org:72467/core392
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