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Fuzzy Time Series Forecasting with Average Based Interval Thesis

Fuzzy Time Series Forecasting with Average Based Interval Thesis

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Published by Syauqi Haris
Forecasting systems with fuzzy time series capturing the
pattern of past data and then use it to project future data. The
process also does not require a complex learning system as it exists
on genetic algorithms and neural networks, so that make the system
is easy to develop. In the prediction using fuzzy time series, the
length of the interval has been determined at the beginning of the
calculation process. While determining the interval length is very
influential in the formation of fuzzy relationships also will have an
impact on the prediction of the outcome differences. Therefore, the
formation of the fuzzy relationship must be precise and it requires
the determination of an appropriate interval length. One method that
can be used to determine the effective length of the interval is an
average based method. In this paper, the authors implement the fuzzy
time series to forecast the monthly sales data, as for the data used for
testing is derived from census statistical data website provider. And
from the results of tests conducted that data forecasting using
Average-based Fuzzy Time Series with a determination based on the
average interval has a higher accuracy compared with Fuzzy Time
Series Standards, with the difference in average 52.39% more
accurate if the error is calculated using AFER and the difference in
average 70.90% more accurate if the error is calculated using the
MSE.
Forecasting systems with fuzzy time series capturing the
pattern of past data and then use it to project future data. The
process also does not require a complex learning system as it exists
on genetic algorithms and neural networks, so that make the system
is easy to develop. In the prediction using fuzzy time series, the
length of the interval has been determined at the beginning of the
calculation process. While determining the interval length is very
influential in the formation of fuzzy relationships also will have an
impact on the prediction of the outcome differences. Therefore, the
formation of the fuzzy relationship must be precise and it requires
the determination of an appropriate interval length. One method that
can be used to determine the effective length of the interval is an
average based method. In this paper, the authors implement the fuzzy
time series to forecast the monthly sales data, as for the data used for
testing is derived from census statistical data website provider. And
from the results of tests conducted that data forecasting using
Average-based Fuzzy Time Series with a determination based on the
average interval has a higher accuracy compared with Fuzzy Time
Series Standards, with the difference in average 52.39% more
accurate if the error is calculated using AFER and the difference in
average 70.90% more accurate if the error is calculated using the
MSE.

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Published by: Syauqi Haris on Oct 22, 2011
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11/17/2014

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Langkah Pertama : Bagi himpunan semesta U = [Dmin, Dmax]
menjadi sejumlah ganjil interval yang sama u1, u2, …, um,.

Misalkan U = [13000, 20000] bisa dibagi menjadi tujuh interval
u1, u2, u3, u4, u5, u6, u7 dimana u1 = [13000,14000], u2 =
[14000,15000], u3 = [15000,16000], u4 = [16000,17000], u5 =
[17000,18000], u6 = [18000,19000], u7 = [19000,20000].

Langkah Kedua : Jadikan A1, A2, … , Ak menjadi suatu
himpunan-himpunan fuzzy yang variabel linguistiknya ditentukan
sesuai dengan keadaan semesta. Kemudian definisikan himpunan-
himpunan fuzzy tersebut sebagaimana berikut ini :

A1 = a11 / u1 + a12 / u2 + … + a1m / um
A1 = a21 / u1 + a22 / u2 + … + a2m / um

A1 = ak1 / u1 + ak2 / u2 + … + akm / um

Di mana aij [0,1], 1 ≤ i k, and 1 ≤ j m. nilai dari aij
menunjukkan derajat keanggotaan dari uj dalam himpunan fuzzy Ai.
Penentuan derajat untuk masing-masing Ai(i= 1,2,…,m) yaitu jika
keanggotaan maximum dari suatu data dibawah Ak maka nilai
fuzzifikasi-nya dikatakan sebagai Ak. Kemudian Fuzzy Logical
Relationship
(FLR) ditentukan berdasarkan data histori yang ada.

A1 = 1/ u1 + 0.5/ u2 + 0/ u3 + 0/ u4 + 0/ u5 + 0/ u6 + 0/ u7 ,
A2 = 0.5/ u1 + 1/ u2 + 0.5/ u3 + 0/ u4 + 0/ u5 + 0/ u6 + 0/ u7 ,
A3 = 0/ u1 + 0.5/ u2 + 1/ u3 + 0.5/ u4 + 0/ u5 + 0/ u6 + 0/ u7 ,
A4 = 0/ u1 + 0/ u2 + 0.5/ u3 + 1/ u4 + 0.5/ u5 + 0/ u6 + 0/ u7 ,
A5 = 0/ u1 + 0/ u2 + 0/ u3 + 0.5/ u4 + 1/ u5 + 0.5/ u6 + 0/ u7 ,
A6 = 0/ u1 + 0/ u2 + 0/ u3 + 0/ u4 + 0.5/ u5 + 1/ u6 + 0.5/ u7 ,
A7 = 0/ u1 + 0/ u2 + 0/ u3 + 0/ u4 + 0/ u5 + 0.5/ u6 + 1/ u7 ,

18

Adapun data histori yang digunakan dalam contoh perhitungan
ditampilkan pada tabel 2.4.

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