Forecasting Enrollment Model Based on First-Order Fuzzy Time Series

By
Melike ah (*) Konstantin Y. Degtiarev

nternational Conference on Computational ntelligence (CC)

17-19 December 2004, stanbul, Turkey

Overview
Introduction Fuzzy Time Series Forecasting Enrollments with a new TimeInvariant Fuzzy Time Series method Forecasting Results and Discussion Conclusion References
Melike ah, Konstantin Y. Degtiarev Forecasting Enrollment Model Based on First-Order Fuzzy Time series 2

Introduction
Forecasting: weather, staff scheduling, finance Well-known forecasting methods cannot solve problems, when data are available in linguistic form A new Time-Invariant Fuzzy Time Series method to forecast University of Alabama enrollment The effect of different number of fuzzy sets Comparison with Song & Chissom and Chens time invariant-methods (see Reference section, slide 15)
Melike ah, Konstantin Y. Degtiarev Forecasting Enrollment Model Based on First-Order Fuzzy Time series 3

Fuzzy Time Series

First-order fuzzy time series

F(t) F(t 1)

Fuzzy Logical Relationship

F( t 1 ) F( t ); R( t , t 1 )
F( t ) F( t 1 ) R( t , t 1 )

Forecasting

is an operator
Melike ah, Konstantin Y. Degtiarev Forecasting Enrollment Model Based on First-Order Fuzzy Time series 4

A New method of Time-Invariant Fuzzy Time Series

Variations of University of Alabama enrollment
U [ 1000, 1400]

At fuzzification stage different number of fuzzy sets [5-9] used. Intervals and linguistic variables of 6 fuzzy sets as

A1 (big decrease), A2 (decrease), A3 (no change), A4 (increase), A5 (big increase), A6 (too big increase)
Forecasting Enrollment Model Based on First-Order Fuzzy Time series

u1 [ 1000, 600 ] , u 2 [ 600, 200 ] .

Melike ah, Konstantin Y. Degtiarev

Fuzzified variations of University of Alabama enrollment

Years Variations Fuzzified variations Years Variations Fuzzified variations

1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 + 508 + 304 + 829 + 764 149 + 292 + 258 + 946 + 112 531

1982

955 + 64 352 + 18 + 82

A4 A4 A5 A5 A3 A4 A4 A5 A3 A2

1983 1984 1985 1986

1987
1988 1989 1990 1991

+ 875
+ 1291 + 820 + 358 +9 461

1992

A1 A3 A2 A3 A5 A5 A6 A5 A4 A3 A2
6

Melike ah, Konstantin Y. Degtiarev

Forecasting Enrollment Model Based on First-Order Fuzzy Time series

A New method of Time-Invariant Fuzzy Time Series (Cont.)

First-order fuzzy logical relationships:
Years 1972 1973 1974 1975 1976 Fuzzified Variations A4 A4 A5 A5 A3

Melike ah, Konstantin Y. Degtiarev

Forecasting Enrollment Model Based on First-Order Fuzzy Time series

A New method of Time-Invariant Fuzzy Time Series (Cont.)

Group fuzzy logical relationships:
A1 A3 A2 A1 , A3 A3 A2 , A4 , A5 A4 A3 , A4 , A5 A5 A3 , A4 , A5 , A6 A6 A5

Ri , i 1,6 - union of relationships in each group

Melike ah, Konstantin Y. Degtiarev Forecasting Enrollment Model Based on First-Order Fuzzy Time series 8

A New method of Time-Invariant Fuzzy Time Series (Cont.)

Forecasting: Ai Ai 1 Ri Deffuzification:

If MF all 0 forecasted variation is 0 If MF has one Max midpoint of that interval If MF has two or more consecutive Maxs Midpoint of corresponding conjunct intervals Otherwise Centroid of the output
Forecasting Enrollment Model Based on First-Order Fuzzy Time series 9

Melike ah, Konstantin Y. Degtiarev

Forecasted Outputs and Actual Enrollments from 1973-1993

Year 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 Actual Enrollments 13867 14696 15460 15311 15603 15861 16807 16919 16388 15433 15497 15145 15163 15984 16859 18150 18970 19328 19337 18876 Fuzzy Outputs 0 0.5 0 0.5 0 0.5 0 0.5 0.5 1 0 0.5 0 0.5 0 0.5 0.5 1 1 0.5 0 0.5 0.5 1 1 0.5 0.5 1 0 0.5 0 0.5 0 0 0 0 0.5 0 0.5 0.5 1 1 0.5 1 1 1 0.5 1 1 1 0.5 1 1 1 1 1 1 1 1 0.5 1 1 0.5 1 1 1 0.5 1 1 1 0.5 1 1 1 1 0.5 1 1 0.5 1 0.5 0 0 1 0.5 0 0 0.5 1 1 0.5 1 0.5 0 0 0.5 1 1 0.5 1 1 11 1 1 1 1 0.5 1 0.5 1 1 1 1 1 1 1 0.5 0.5 1 1 0.5 1 0.5 0 0 Forecasted Enrollments 13963 14267 15296 16060 15530 16003 16261 17407 17138 16175 15433 15716 14932 15382 16584 17459 18950 19570 19728 19556

18663

Melike ah, Konstantin Y. Degtiarev

Forecasting Enrollment Model Based on First-Order Fuzzy Time series

10

Results and Discussion

The proposed method is implemented in MATLAB
Song and Chissom time-invariant model Average forecasting errors Chens time-invariant model Proposed time-invariant method

3.18%

3.23%

2.42%
100

Actual forecastin g error

Melike ah, Konstantin Y. Degtiarev

act.enrollment - forecast. enrollment act. enrollment

Forecasting Enrollment Model Based on First-Order Fuzzy Time series

11

Results and Discussion (Cont.)

Melike ah, Konstantin Y. Degtiarev

Forecasting Enrollment Model Based on First-Order Fuzzy Time series

12

Results and Discussion (Cont.)

Different number of fuzzy sets:
Proposed time-invariant method 5 fuzzy sets 6 fuzzy sets 7 fuzzy sets 8 fuzzy sets 9 fuzzy sets

Average forecasting errors

2.75% 2.42% 2.50% 2.02% 2.02%

Melike ah, Konstantin Y. Degtiarev

Forecasting Enrollment Model Based on First-Order Fuzzy Time series

13

Conclusion
Sorely available historical data used for forecasting Significantly improves accuracy For all examined cases (different number of fuzzy sets) forecasting error below 3%

Melike ah, Konstantin Y. Degtiarev

Forecasting Enrollment Model Based on First-Order Fuzzy Time series

14

References
Q. Song and B.S. Chissom, Fuzzy time series and its models, Fuzzy Sets and Systems, vol. 54, pp. 269-277, 1993. Q. Song and B.S. Chissom, Forecasting enrollments with fuzzy time series part 1, Fuzzy Sets and Systems, vol. 54, pp. 1-9, 1993. Q. Song and B.S. Chissom, Forecasting enrollments with fuzzy time series part 2, Fuzzy Sets and Systems, vol. 62, pp. 1-8, 1994. S.-M. Chen, Forecasting Enrollments Based on Fuzzy Time Series, Fuzzy Sets and Systems, vol. 81, pp. 311-319, 1996. S.-M. Chen, Temperature Prediction using Fuzzy Time Series, IEEE Transactions on Systems, Man, and Cybernetics Part B: Cybernetics, vol. 30, pp. 263-275, 2000. K.Huarng, Heuristic Models of Fuzzy Time Series for Forecasting, Fuzzy Sets and Systems, vol. 123, pp. 369-386, 2001.

Melike ah, Konstantin Y. Degtiarev

Forecasting Enrollment Model Based on First-Order Fuzzy Time series

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Thank you for attention!

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