3 research outputs found
Kapılı tekrarlayan hücreler tabanlı bulanık zaman serileri tahminleme modeli
Time series forecasting and prediction are utilized in various industries, such as e-commerce, stock
markets, wind power, and energy demand forecasting. An accurate forecast in these applications is an
essential and challenging task because of the complexity and uncertainty of time series. Nowadays,
deep learning methods are popular in time series forecasting and show better performance than
classical methods. However, in the literature, only some studies use deep learning methods in fuzzy
time series (FTS) forecasting. In this study, we propose a novel FTS forecasting model based upon the
hybridization of Recurrent Neural Networks with FTS to deal with the complexity and uncertainty of
these series. The proposed model utilizes Gated Recurrent Unit (GRU) to make predictions using a
combination of membership values and past values from original time series data as model input and
produce real forecast value. Moreover, the proposed model can handle first-order fuzzy relations and
high-order ones. In experiments, we have compared our model results with state-of-art methods by
using two real-world datasets; The Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX)
and Nikkei Stock Average. The results indicate that our model outperforms or performs similarly to
other methods. The proposed model is validated using the Covid-19 active case dataset and BIST100
Index dataset and performs better than Long Short-term Memory (LSTM) networks.Zaman serisi tahminleme hava durumu, iş dünyası, satış verileri ve enerji tüketimi tahminleme gibi bir
çok alanda uygulama alanına sahiptir. Bu alanlarda tahminleme yaparken kesin sonuçlar elde etmek çok
önemlidir ama aynı zamanda zaman serilerinin karmaşık ve de belirsizlik içeren veriler olması nedeniyle
çok zordur. Günümüzde, derin öğrenme metotları bu alanda klasik metotlara göre daha iyi sonuçlar
vermektedir. Fakat literatürde bulanık zaman serileri tahminleme konusunda çok az çalışma vardır. Bu
çalışmada, zaman serilerindeki karmaşıklığın ve belirsizliğin doğurduğu problemleri yok etmek için
Yinelemeli sinir Ağları ile bulanık zaman serilerini bir arada kullanan bir model ortaya konumuştur. Bu
çalışmada, Kapılı Tekrarlayan Hücreler kullanarak geçmiş veriler ile bulanık verilerin üyelik değerleri
birleştirilerek tahminleme değeri hesaplanmıştır. Ayrıca, bu çalışmadaki model ilk seviye bulanık
ilişkileri ele alabildiği gibi, çoklu seviye bulanık ilişkileri de kapsamaktadır. Testlerde literatürde var olan
çalışmalar ilgili model ile iki açık veri seti ile karşılaştırılmış olup bahsi geçen modelin daha iyi veya
benzer sonuçlar verdiği gözlemlenmiştir. Ayrıca model Covid-19 ve BIST100 borsa verileri kullanılarak
da test edilmiş ve Uzun-Kısa Süreli Bellek modellerinden daha iyi sonuç vermiştir
Fuzzy Time Series for Projecting School Enrolment in Malaysia
There are a variety of approaches to the problem of predicting educational enrolment. However, none of them can be used when the historical data are linguistic values. Fuzzy time series is an efficient and effective tool to deal with such problems. In this paper, the forecast of the enrolment of pre-primary, primary, secondary, and tertiary schools in Malaysia is carried out using fuzzy time series approaches. A fuzzy time series model is developed using historical dataset collected from the United Nations Educational, Scientific, and Cultural Organization (UNESCO) from the year 1981 to 2018. A complete procedure is proposed which includes: fuzzifying the historical dataset, developing a fuzzy time series model, and calculating and interpreting the outputs. The accuracy of the model are also examined to evaluate how good the developed forecasting model is. It is tested based on the value of the mean squared error (MSE), Mean Absolute Percent Error (MAPE) and Mean Absolute Deviation (MAD). The lower the value of error measure, the higher the accuracy of the model. The result shows that fuzzy time series model developed for primary school enrollments is the most accurate with the lowest error measure, with the MSE value being 0.38, MAPE 0.43 and MAD 0.43 respectively
A high order fuzzy time series forecasting model based on adaptive expectation and artificial neural networks
Many fuzzy time series approaches have been proposed in recent years. These methods include three main phases such as fuzzification, defining fuzzy relationships and, defuzzification. Aladag et al. [2] improved the forecasting accuracy by utilizing feed forward neural networks to determine fuzzy relationships in high order fuzzy time series. Another study for increasing forecasting accuracy was made by Cheng et al. [6]. In their study, they employ adaptive expectation model to adopt forecasts obtained from first order fuzzy time series forecasting model. In this study, we propose a novel high order fuzzy time series method in order to obtain more accurate forecasts. In the proposed method, fuzzy relationships are defined by feed forward neural networks and adaptive expectation model is used for adjusting forecasted values. Unlike the papers of Cheng et al. [6] and Liu et al. [14], forecast adjusting is done by using constraint optimization for weighted parameter. The proposed method is applied to the enrollments of the University of Alabama and the obtained forecasting results compared to those obtained from other approaches are available in the literature. As a result of comparison, it is clearly seen that the proposed method significantly increases the forecasting accuracy