(IJCSIS) International Journal of Computer Science and Information Security,Vol. 8, No. 8, 2010
: Fuzzify the historical data. Each historical data can befuzzified into a fuzzy set.
: Build fuzzy logic relationships. Build fuzzy logicrelationships. Two consecutive fuzzy sets A
(t) can be established into a single FLR as A
In this section we proposed an efficient fuzzy time seriesforecasting model based on fuzzy clustering to handleforecasting problems and improving forecasting accuracy.Most researchers have been taken the same way according to processes of the fuzzy time-series, which are presented by Songand Chissom, but we introduce a novel model based on fuzzyclustering to determine the membership values not as Song andChissom model, and to increase the performance. Proposedmodel employed eight main steps in time-invariant fuzzy time-series and time-variant fuzzy time series models as follows:
Step 1: Cluster data into c clusters:
Apply fuzzy clusteringon a time series Y(t) with n observation to cluster this timeseries into c (2 ≤ c ≤ n) clusters. FCMI is used because it is themost popular one and well known in fuzzy clustering field.
Step 2: Determine membership values for each cluster:
Inthis step, membership values is determining after doing fuzzycluster. The proposed model selected the maximummembership grade of each value for each cluster which it belong to.
Step 3: Rank each cluster:
Proposed model ranking clusters by the center of each cluster, where first cluster has theminimum center, and last cluster has the maximum center.
Step 4: Define the universe of discourse U:
In this step, the proposed model defines the universe of discourse as Song andChissom were defined it as in (5).
Step 5: Partition universal of discourse U into equalintervals:
According to this step, the proposed model, partitionthe universe of discourse into c intervals.
Step 6: Fuzzify the historical data:
In this step, proposedmodel fuzzufy historical data, where the proposed modeldetermine the best fuzzy cluster to each actual data
Step 7: Build fuzzy logic relationships:
Proposed model inthis step build fuzzy logic relationship as definition 3. if F(t−1)= Ai and F(t) = Aj then the relationship between twoconsecutive observations: Ai
Step 8: Calculate forecasting outputs:
The forecasting valuefor each cluster is calculated by proposed model as:
m j jdf mdf df df i A forecaste
(7)Where dfj is the membership grade,Xj is the actual value.
Evaluating of the proposed model
To evaluating the performance of the proposed model, theresearchers compare the forecasting values of enrollments of the University of Alabama with some famous models such asJilani and Burney , Tsaur and Yang , Yu , Kai et al, and Cheng, et al .The forecasting accuracy is compared by using (NRMSE) Normalized Root Mean Square Error. NRMSE, in statistic isthe square root of the sum of the squared deviations betweenactual and predicted values divided by the sum of the square of actual values.
N ii N iii
actual predict actual NRMSE
(8)In this study, to evaluate the forecasting accuracy of the proposed model, the researchers use the enrollments of theUniversity of Alabama as the forecasting target in the existingforecasting models.Based on the enrollments of the University of Alabamafrom 1971 to 1992, we can get the universe of discourseU=[13055,19337], partition U into 7 equal intervals, D
=55. Hence, the intervals are u
=[18482.29, 19392.00],Table I lists the enrollment of the University of Alabamafrom 1971 to 1992, and membership grades of enrollments for each linguistic. Define the fuzzy set A
using the linguisticvariable "Enrollments of the University of Alabama", let A
=(very very few), A
= (very few), A
= (few), A
= (many), A
= (many many), A
= (too many).The proposed model selected the maximum membership grade for each cluster, the forecasting value for each cluster calculatingas in (7):