A weighted Fuzzy time series model for forecasting seasonal data(Suatu model siri masakabur berpemberat untuk meramal data bermusim)

This study proposes a weighted model and graphical order selection in fuzzy seasonal time series forecasting. Initially, the fuzzy relationships were treated as if they were equally important, which might not properly reflected the importance of each individual fuzzy relationship in forecasting. The...

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Main Authors:	Muhammad Hisyam Lee, Suhartono
Format:	Article
Published:	Penerbit Universiti Kebangsaan Malaysia 2012
Online Access:	http://journalarticle.ukm.my/5462/ http://journalarticle.ukm.my/5462/

id	ukm-5462
recordtype	eprints
spelling	ukm-54622012-08-28T08:28:34Z http://journalarticle.ukm.my/5462/ A weighted Fuzzy time series model for forecasting seasonal data(Suatu model siri masakabur berpemberat untuk meramal data bermusim) Muhammad Hisyam Lee, Suhartono, This study proposes a weighted model and graphical order selection in fuzzy seasonal time series forecasting. Initially, the fuzzy relationships were treated as if they were equally important, which might not properly reflected the importance of each individual fuzzy relationship in forecasting. Then, a linear chronological weight is introduced to handle the importance of each chronological individual fuzzy relationship. This paper proposes a naïve, uniform, and exponential chronological weight which is developed based on the concept of naïve, moving average, and exponential smoothing methods. In addition, graphical order fuzzy relationship is proposed to identify the best Fuzzy Logical Relationship order of fuzzy time series model. A quarterly data set is selected to illustrate the proposed method and to compare the forecasting accuracy with three other fuzzy time series models and two classical time series models. The results of the comparison using the test data show that the proposed method produces more precise forecast values than the other methods. Penerbit Universiti Kebangsaan Malaysia 2012 Article PeerReviewed Muhammad Hisyam Lee, and Suhartono, (2012) A weighted Fuzzy time series model for forecasting seasonal data(Suatu model siri masakabur berpemberat untuk meramal data bermusim). Journal of Quality Measurement and Analysis, 8 (1). pp. 85-95. ISSN 1823-5670 http://www.ukm.my/jqma/index2.html
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Kebangasaan Malaysia
building	UKM Institutional Repository
collection	Online Access
description	This study proposes a weighted model and graphical order selection in fuzzy seasonal time series forecasting. Initially, the fuzzy relationships were treated as if they were equally important, which might not properly reflected the importance of each individual fuzzy relationship in forecasting. Then, a linear chronological weight is introduced to handle the importance of each chronological individual fuzzy relationship. This paper proposes a naïve, uniform, and exponential chronological weight which is developed based on the concept of naïve, moving average, and exponential smoothing methods. In addition, graphical order fuzzy relationship is proposed to identify the best Fuzzy Logical Relationship order of fuzzy time series model. A quarterly data set is selected to illustrate the proposed method and to compare the forecasting accuracy with three other fuzzy time series models and two classical time series models. The results of the comparison using the test data show that the proposed method produces more precise forecast values than the other methods.
format	Article
author	Muhammad Hisyam Lee, Suhartono,
spellingShingle	Muhammad Hisyam Lee, Suhartono, A weighted Fuzzy time series model for forecasting seasonal data(Suatu model siri masakabur berpemberat untuk meramal data bermusim)
author_facet	Muhammad Hisyam Lee, Suhartono,
author_sort	Muhammad Hisyam Lee,
title	A weighted Fuzzy time series model for forecasting seasonal data(Suatu model siri masakabur berpemberat untuk meramal data bermusim)
title_short	A weighted Fuzzy time series model for forecasting seasonal data(Suatu model siri masakabur berpemberat untuk meramal data bermusim)
title_full	A weighted Fuzzy time series model for forecasting seasonal data(Suatu model siri masakabur berpemberat untuk meramal data bermusim)
title_fullStr	A weighted Fuzzy time series model for forecasting seasonal data(Suatu model siri masakabur berpemberat untuk meramal data bermusim)
title_full_unstemmed	A weighted Fuzzy time series model for forecasting seasonal data(Suatu model siri masakabur berpemberat untuk meramal data bermusim)
title_sort	weighted fuzzy time series model for forecasting seasonal data(suatu model siri masakabur berpemberat untuk meramal data bermusim)
publisher	Penerbit Universiti Kebangsaan Malaysia
publishDate	2012
url	http://journalarticle.ukm.my/5462/ http://journalarticle.ukm.my/5462/
first_indexed	2023-09-18T19:44:12Z
last_indexed	2023-09-18T19:44:12Z
_version_	1777405790874763264

A weighted Fuzzy time series model for forecasting seasonal data(Suatu model siri masakabur berpemberat untuk meramal data bermusim)

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