An ARMA type fuzzy time series forecasting method based on particle swarm optimization

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dc.contributor.authorEğrioğlu, Erol
dc.contributor.authorYolcu, Ufuk
dc.contributor.authorAladağ, Çağdaş Hakan
dc.contributor.authorKoçak, Cem
dc.date.accessioned2019-05-13T09:08:27Z
dc.date.available2019-05-13T09:08:27Z
dc.date.issued2013
dc.departmentHitit Üniversitesi, Sağlık Bilimleri Fakültesi, Hemşirelik Bölümü
dc.description.abstractIn the literature, fuzzy time series forecasting models generally include fuzzy lagged variables. Thus, these fuzzy time series models have only autoregressive structure. Using such fuzzy time series models can cause modeling error and bad forecasting performance like in conventional time series analysis. To overcome these problems, a new first-order fuzzy time series which forecasting approach including both autoregressive and moving average structures is proposed in this study. Also, the proposed model is a time invariant model and based on particle swarm optimization heuristic. To show the applicability of the proposed approach, some methods were applied to five time series which were also forecasted using the proposed method. Then, the obtained results were compared to those obtained from other methods available in the literature. It was observed that the most accurate forecast was obtained when the proposed approach was employed. © 2013 Erol Egrioglu et al.
dc.identifier.citationEğrioğlu, E., Yolcu, U., Aladağ, Ç. H., Koçak, C. (2013). An ARMA type fuzzy time series forecasting method based on particle swarm optimization. Mathematical Problems in Engineering, 2013.
dc.identifier.doi10.1155/2013/935815
dc.identifier.issn1024-123X
dc.identifier.scopusqualityQ1
dc.identifier.urihttps://doi.org/10.1155/2013/935815
dc.identifier.urihttps://hdl.handle.net/11491/1998
dc.identifier.volume2013en_US
dc.identifier.wosqualityN/A
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.relation.ispartofMathematical Problems in Engineering
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsAttribution 3.0 Unported (CC BY 3.0)*
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rights.urihttps://creativecommons.org/licenses/by/3.0/*
dc.subject[Belirlenecek]en_US
dc.titleAn ARMA type fuzzy time series forecasting method based on particle swarm optimization
dc.typeArticle

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