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International Journal of Excellence Innovation and Development

||Volume 1, Issue 1, Nov. 2018||Page No. 018-024||

Forecasting Gasonline Price in Vietnam Based


on Fuzzy Time Series and Automatic
Clustering Technique
Nghiem Van Tinh, Nguyen Tien Duy
Thai Nguyen University – Thai Nguyen University of Technology

Abstract––Partitioning the universe of discourse and different lengths of intervals may affect the accuracy of
determining effective intervals are critical for forecasting forecasting. Recently, Ref.[17] used particle swarm
in fuzzy time series. Equal length intervals used in most optimization method to search for a suitable partition of
existing literatures are convenient but subjective to universe. Additionally, Ref. [18] proposed a new method
partition the universe of discourse. In this paper, a new to forecast enrolments based on automatic clustering
forecasting model based on two computational methods, techniques and fuzzy logical relationships. In this paper,
the fuzzy logical relationship groups and automatic we proposed a new forecasting model combining the
clustering technique is presented for forecasting fuzzy time series and automatic clustering technique. The
Gasonline Price. Firstly, we use the automatic clustering method is different from the approach [3] and [17]in the
algorithm to divide the historical data into clusters and way where the fuzzy relationship groups are created.
adjust them into intervals with different length. Then, Based on the model proposed in [20], we have developed
based on the new obtained intervals, we fuzzify all the a new fuzzy time series model by combining the
historical data into fuzzy sets and calculate the automatic clustering technique and fuzzy time series with
forecasted output by the proposed method. To illustrate the aim to increase the accuracy of the forecasting model.
the forecasting process, a numerical data sets of
Gasonline Prices in Viet Nam is utilized to calculate by The rest of this paper is organized as follows. In Section
step. The results show that the proposed model gets II, we provide a brief review of fuzzy time series and it‟s
forecasting accuracy for a higher high – order compare model. In Section III, we present a model for forecasting
with first – order fuzzy time series model. the Gasonline price in VietNam based on the automatic
clustering technique and fuzzy time series. Then, the
Index Terms––Forecasting, FTS, fuzzy logical experimental results are shown and analyzed in Section
relationships, automatic clustering, Gasonline prices IV. Finally, Conclusions are given in Section V.

INTRODUCTION BASIC CONCEPTS OF FUZZY TIME


Recently, fuzzy time series has been widely used for SERIES
forecasting data of dynamic and non-linear data in nature. This section introduces some important literatures,
Many previous models have been discussed for which includes fuzzy time series[1],[2] and it‟s model.
forecasting used fuzzy time series, such as enrolment [1],
[2], [3][11], [10], crop forecast [6], [7], the temperature Basic concepts of fuzzy time series
prediction [14], stock markets [15], etc. There is the Conventional time series refer to real values, but fuzzy
matter of fact that the traditional forecasting methods time series are structured by fuzzy sets [1]. Let U =
cannot deal with the forecasting problems in which the {u1 , u2 , … , un } be an universal set; a fuzzy set Ai of U is
historical data are represented by linguistic values. Ref. defined as 𝐴𝑖 = { fA (u1 )/u1 +, fA (u2 )/u2 … +
[1], [2] proposed the time-invariant fuzzy time and the fA (un )/un }, where fA is a membership function of a
time-variant time series model which use the max–min given set A, fA :U[0,1], fA (ui ) indicates the grade of
operations to forecast the enrolments of the University of
membership of ui in the fuzzy set A, fA (ui ) ϵ [0, 1], and
Alabama. However, the main drawback of these methods
1≤ i ≤ n.
is huge computation burden. Then, Ref. [3] proposed the
first-order fuzzy time series model by introducing a more
General definitions of FTS are given as follows:
efficient arithmetic method. After that, fuzzy time series
has been widely studied to improve the accuracy of Definition 1: Fuzzy time series
forecasting in many applications. Ref. [4] considered the Let Y(t)(t = . . , 0, 1, 2 . . ), a subset of R, be the universe
trend of the enrolment in the past years and presented of discourse on which fuzzy sets fi (t) (i = 1,2 … ) are
another forecasting model based on the first-order fuzzy defined and if F(t) is a collection of f1 t , f2 t , … , then
time series. At the same time, Ref. [8],[11] proposed F(t) is called a fuzzy time series on Y(t) (t . . ., 0,
several forecast models based on the high-order fuzzy 1,2 . ..). Here, F(t) is viewed as a linguistic variable and
time series to deal with the enrolments forecasting fi (t) represents possible linguistic values of F(t).
problem. Ref. [9] predicted the Taiwan weighted index. Definition 2: Fuzzy logic relationship(FLR)
Ref. [13] presented a new forecast model based on the If F(t) is caused by F(t-1) only, the relationship between
trapezoidal fuzzy numbers. Ref. [12] showed that the F(t) and F(t-1) can be expressed by F(t −

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Forecasting gasonline price in vietnam based on fuzzy time series Tinh and Duy

1) → F(t). According to[3]suggested that when the The evaluated fuzzy time-series model which applied
maximum degree of membership of F(t) belongs toAi , simplified arithmetic operations in forecasting
F(t) is considered Aj . Hence, the relationship between algorithms rather than the complicated max-min
F(t) and F(t -1) is denoted by fuzzy logical relationship composition operations was proposed by Chen [3]. In
addition, Chen‟s method can generate more precise
A i → Aj where Ai and Aj refer to the current state or the
forecasting results than those of Song and Chissom[1].
left - hand side and the next state or the right-hand side
Chen‟s method consists of the following major steps:
of fuzzy time series.
Step 1: Define the universe of discourse U.
Definition 3: 𝛾- order fuzzy logical relationships
Step 2: Divide U into several equal-length intervals.
Let 𝐹(𝑡) be a fuzzy time series. If 𝐹(𝑡) is caused by Step 3: Define the fuzzy sets on U and fuzzify the
𝐹(𝑡 − 1), 𝐹(𝑡 − 2), … , 𝐹(𝑡 − 𝛾 + 1) 𝐹(𝑡 − 𝑚) then this historical data.
fuzzy relationship is represented by by 𝐹(𝑡 − Step 4: Create the fuzzy logical relationships based on
𝛾), … , 𝐹(𝑡 − 2), 𝐹(𝑡 − 1) → 𝐹(𝑡) and is called an 𝑚 - the historical data.
order fuzzy time series. Step 5: Classify the derived fuzzy logical relationships
Definition 4: Fuzzy relationship group (FRG) into groups.
Fuzzy logical relationships, which have the same left- Step 6: Forecast and defuzzify output value
hand sides, can be grouped together into fuzzy logical
relationship groups. Suppose there are relationships such
as follows:
A PROPOSED FORECASTING MODEL
𝐴𝑖 → 𝐴𝑘1 , 𝐴𝑖 → 𝐴𝑘2 , ……. BASED THE FUZZY TIME SERIES AND
AUTOMATIC CLUSTERING
In previous study was proposed by Chen [3], the ALGORITHM
repeated fuzzy relations were simply ignored when fuzzy In this section, an improved hybrid model for forecasting
relationships were established. So, these fuzzy logical the Gasonline Pricebased on clustering technique and
relationships can be grouped into the same FRG as: FTS. Firstly, we apply clustering technique to classify
𝐴𝑖 → 𝐴𝑘1 , 𝐴𝑘2 … the collected data into clusters and adjust these clusters
into contiguous intervals, based on the new intervals
Fuzzy time series forecasting model defined, we fuzzify on the historical data, determine
Fuzzy theory [19] was developed to deal with problems fuzzy logical relationships and create fuzzy logical
involving linguistic terms. Song and Chissom[1], [2] the relationship groups and calculate forecasted value
application of this theory to define fuzzy time-series according to the forecasting model of Chen [3].
model. They applied the model to forecast the
enrollments of the University of Alabama. Further, a To verify the effectiveness of the proposed model, all
first-order time-invariant fuzzy time series model was historical data sets of Gasonline Price of E5 RON 92of
proposed by Song and Chissom to forecast the Viet Nam are shown in Fig. 1, which are used to
enrollments and a step-by-step procedure is presented to illustrate for forecasting process. The step-wise
develop and utilize the time-variant model [2]. procedure of the proposed model is detailed as follows:

Fig. 1: The curves of the actual gasoline price.


Source: https://kinhdoanh.vnexpress.net/tin-tuc/hang-hoa

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International Journal of Excellence Innovation and Development
||Volume 1, Issue 1, Nov. 2018||Page No. 018-024||

Step 1: Sort the data of Gasonline prices in an ascending 𝑑 +𝑑


𝐶𝑙𝑢𝑠𝑡𝑒𝑟_𝑢𝐵𝑖 = 𝑖𝑛 𝑘1 (6)
2
order. Assume that the ascending sequence of the data is
𝐶𝑙𝑢𝑠𝑡𝑒𝑟_𝑙𝐵𝑘 = 𝐶𝑙𝑢𝑠𝑡𝑒𝑟_𝑢𝐵𝑖 (7)
shown as follows: d1 , d2 , d3 , . . . , di , . . . , dn . with 𝑑𝑖−1 <
𝑑𝑖 ; where 𝑑1 is the smallest datum among the n
Because there is no previous cluster before the first
numerical data, 𝑑𝑛 is the largest datum among the n
cluster and there is no next cluster after the last cluster,
numerical data, and 1 ≤ 𝑖 ≤ 𝑛.
the lower bound 𝐶𝑙𝑢𝑠𝑡𝑒𝑟_𝑙𝐵1 of the first cluster and the
Step 2: Based on the ascending data sequence calculate
upper bound 𝐶𝑙𝑢𝑠𝑡𝑒𝑟_𝑢𝐵𝑛 of the last cluster can be
the average distance difference 𝐴𝑣𝑒𝑟𝑑𝑖𝑓𝑓 between any
calculated as follows:
two adjacent data and calculate the standard deviation
𝐶𝑙𝑢𝑠𝑡𝑒𝑟_𝑙𝐵1 = 𝑑1 − Max_𝑑𝑎𝑡𝑎 (8)
𝑫𝒆𝒗𝒅𝒊𝒇𝒇 of the difference between any two adjacent
𝐶𝑙𝑢𝑠𝑡𝑒𝑟_𝑢𝐵𝑛 = 𝑑𝑛 + Max_𝑑𝑎𝑡𝑎 (9)
data, shown as follows:
𝑛 −1 where d1 is the first datum in the first cluster and d𝑛 is
𝑖 (𝑑 𝑖+1 −𝑑 𝑖 )
𝐴𝑣𝑒𝑟𝑑𝑖𝑓𝑓 = (1) the last datum in the last cluster.
𝑛−1
𝑛 −1 (𝑑 2
𝑖 𝑖+1 −𝑑 𝑖 −𝑑)
𝐷𝑒𝑣𝑑𝑖𝑓𝑓 = (2) The clusters themselves correspond to intervals, where
𝑛−1
where d denotes the mean of the data the upper bound and the lower bound of an interval are
d1 , d2 , d3 , . . . , di , . . . , and dn taken from the upper bound and the lower bound of a
𝑛
𝑑 cluster, respectively.
𝑑 = 𝑖=1 𝑖 (3)
𝑛
Step 3: Create a new cluster for the first datum, i.e. the Calculate the middle value 𝑀𝑖𝑑_𝑣𝑎𝑙𝑢𝑒𝑘 of the interval
smallest datum, and let the cluster to be the current 𝑖𝑛𝑡𝑒𝑟𝑣𝑎𝑙𝑘 according to following equation:
cluster. Calculate the maximum distance Max_data 𝑀𝑖𝑑_𝑣𝑎𝑙𝑢𝑒𝑖 =
𝑖𝑛𝑡𝑒𝑟𝑣𝑎𝑙 _𝑙𝐵 𝑖 + 𝑖𝑛𝑡𝑒𝑟𝑣𝑎𝑙 _𝑢𝐵 𝑖
(10)
between any two adjacent data using 𝑫𝒆𝒗𝒅𝒊𝒇𝒇 , shown as 2
where 𝑖𝑛𝑡𝑒𝑟𝑣𝑎𝑙_𝑙𝐵𝑖 and 𝑖𝑛𝑡𝑒𝑟𝑣𝑎𝑙_𝑈𝐵𝑖 denote the lower
follows:
bound and the upper bound of the interval 𝑖𝑛𝑡𝑒𝑟𝑣𝑎𝑙𝑖 ,
Max_data = 0.5* 𝑫𝒆𝒗𝒅𝒊𝒇𝒇 (3a)
respectively, with i = 1,..,n.
Based on the value of Max_data, determine whether the
following datum can be put into the current cluster or
Based on Step 4, we obtain 9 intervals corresponding to
needs to be put it into a new cluster. Assume that there is
9 clusters are shown in Table 1 as follows:
a di cluster as follows:
. . . , . . . , di , di+1 , di+2 , . . . , dn , where (1 ≤ 𝑖 ≤ 𝑛)
Table 1: The intervals get from automatic clustering
if ( 𝑑𝑖+1 – 𝑑𝑖 ) <Max_data) then
algorithm.
put 𝑑𝑖 into the current cluster in which di belongs
No Intervals
else
Create a new cluster for 𝑑𝑖+1 and let the new cluster in 1 u1 = (18119.25, 18272)
which 𝑑𝑖+1 belongs be the current cluster. 2 u2 = (18272 , 18505)
if (𝑑𝑖+1 – 𝑑𝑖 <max_data_distance), is true for all the data 3 u3 = (18505 , 18800)
set), then find the mean value of the maximum and 4 u4 = (18800 19185)
minimum difference value and use it to calculate the 5 u5 = (19185 19525)
maximum data distance to create the clusters. 6 u6 = (19525 19775)
Max_data = 0.5* 𝑨𝒗𝒆𝒓𝒅𝒊𝒇𝒇 (4) 7 u7 = (19775 20085)
elseSubtract the minimum value difference min( ( 𝑑𝑖+1 – 8 u8 = (20085 20568)
𝑑𝑖 )) between any data in the data set from the maximum 9 u9 = (20568 20993.75)
value different max (( 𝑑𝑖+1 – 𝑑𝑖 )) between any data in
the data set and divide by two, use the result to calculate
Step 5: Define the fuzzy sets for observation of
maximum data distance
Gasonline Prices
Max_data = 0.5* (max( d𝑖+1 – di ) – min(d𝑖+1 – di ))(5)
Each interval obtained in Step 4 represents a linguistic
Repeatedly perform the above process, until all the data
variable of “Gasonline prices”. For nine intervals, there
have been clustered.From this viewpoint and based on
steps 1, 2 and 3 aboved, we get nine clusters as follows: are nine linguistic values which are 𝐴1 = “very
C1={18204}; C2={18340, 18340, 18340}; C3 ={ 18670, lowGasonline prices”, 𝐴2 =“lowGasonline prices”, 𝐴3 =“
18670}; C4={18930, 18930}; C5 ={19440}; above lowGasonline prices”, 𝐴4 = “average Gasonline
C6={19610, 19610, 19610}; C7 = {19940, 19940}; C8 prices”, 𝐴5 = “above average Gasonline prices”, 𝐴6 =
={20230}; C9 ={20906}. “more highGasonline prices”, and 𝐴7 =“ highGasonline
Step 4: Adjust the clusters into intervals according to the prices”, 𝐴8 =“ very high Gasonline prices and 𝐴9 =“ very
following rules: veryhigh Gasonline prices to represent different regions
Assume that there are two adjacent clusters, clusteri and in the universe of discourse on U, respectively. Each
clusterk shown as follows: linguistic variable represents a fuzzy set 𝐴𝑖 and its
… , {di1 , … . , din }, {dk1 , . . . , dkm }, ….; where din is the last definitions is described in (6) as follows:
datum in clusteri and dk1 is the first datum in clusterk 1 0.5 0 0
A1 = + + +⋯+
Then the upper bound Cluster _ uBi of clusteri and the 𝑢1 𝑢2 𝑢3 𝑢9
0.5 1 0.5 0
lower bound cluster_lBk of clusterk can be calculated as A2 = + + + ⋯ + (11)
𝑢1 𝑢2 𝑢3 𝑢9
follows:

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Forecasting gasonline price in vietnam based on fuzzy time series Tinh and Duy

0 0 0.5 1 0.5 historical data time series on date Y(21/02/2018) is


A8 = + +⋯+ + + fuzzified to 𝐴2 . The completed fuzzified results of
𝑢1 𝑢2 𝑢 7 𝑢8 𝑢9
0 0 0 0.5 1 Gasonline prices are listed in Table 2.
A9 = + + ⋯+ + + Step 7: Define all 𝛾 – order fuzzy logical relationships.
𝑢1 𝑢2 𝑢 7 𝑢8 𝑢9
For simplicity, the membership values of fuzzy set Ai either Based on Definition 2. To establish a 𝛾 - order fuzzy
are 0, 0.5 or 1. The value 0, 0.5 and 1 indicate the grade of relationship, we should find out any relationship which
membership of uj (1 ≤ j ≤ 9) in the fuzzy set Ai (1 ≤ i ≤ 9). hasthe F t − 𝛾 , F t − 𝛾 + 1 , . . . , F t − 1 → 𝐹(𝑡) ,
Where, where the symbol „+‟ denotes fuzzy set union, where F t − 𝛾 , F t − 𝛾 + 1 , . . . , F t − 1 and 𝐹(𝑡) are
the symbol „/‟ denotes the membership of uj which called the current state and the next state of fuzzy logical
belongs to Ai . relationship, respectively. Then a 𝛾 - order fuzzy logic
Step 6: Fuzzify all historical data of Gasonline Prices relationship in the training phase is got by replacing the
To fuzzify all historical data, it‟s necessary to assign a corresponding linguistic values.
corresponding linguistic value to each interval first. The For example, supposed 𝜸 = 𝟏 from Table 2, a first -
simplest way is to assign the linguistic value with respect order fuzzy relation A1 → A3 is got as F 4/12018 →
to the corresponding fuzzy set that each interval belongs F(19/1/2018) . So on, we get the first-order fuzzy
to with the highest membership degree. For example, the relationships are shown in Table 3.
historical Gasonline data on date 21/02/2018 is 18340, Step 8: Establish all 𝛾– order fuzzy relationship groups
and it belongs to interval 𝑢2 because 18340 is within Based on [20]all the fuzzy relationships having the same
(18270, 18505]. So, we then assign the linguistic value
fuzzy set on the left-hand side or the same current state
„„low Gasonline prices” (eg. the fuzzy set 𝐴1 )
can be put together into one fuzzy relationship group.
corresponding to interval 𝑢2 to it. Consider two time
The repeated fuzzy logical relationships are also
serials data 𝑌(𝑡) and 𝐹(𝑡) at year t, where 𝑌(𝑡) is actual
considered up to the forecasting time. Therefore, from
data and 𝐹(𝑡) is the fuzzy set of 𝑌 𝑡 . According to
formula (11), the fuzzy set 𝐴2 has the maximum Table 3, we can obtain 20 first – order fuzzy relationship
membership value at the interval 𝑢2 . Therefore, the groups shown in Table 4.

Table 2:The complete result of fuzzification data of gasonline price.


Date Actual data linguistic value Date Actual data linguistic value
4/1/2018 18240 A1 7/6/2018 19940 A7
19/1/2018 18670 A3 22/6/2018 19610 A6
3/2/2018 18670 A3 7/7/2018 19610 A6
21/2/2018 18340 A2 23/7/2018 19610 A6
8/3/2018 18340 A2 28/7/1998 19610 A6
23/3/2018 18340 A2 7/8/2018 19610 A6
7/4/2018 18930 A4 22/8/2018 19610 A6
23/4/2018 18930 A4 6/9/2018 19910 A7
8/5/2018 19440 A5 21/9/2018 20230 A8
23/5/2018 19940 A7 06/10/2018 20906 A9

Table 3:The complete result of the first- order fuzzy logical relationships.
No linguistic value First –order fuzzy relations No linguistic value First –order fuzzy relations
1 A1 A1 -> A3 11 A7 A7 -> A7
2 A3 A3 -> A3 12 A6 A7 -> A6
3 A3 A3 -> A2 13 A6 A6 -> A6
4 A2 A2 -> A2 14 A6 A6 -> A6
5 A2 A2 -> A2 15 A6 A6 -> A6
6 A2 A2 -> A4 16 A6 A6 -> A6
7 A4 A4 -> A5 17 A6 A6 -> A6
8 A4 A5 -> A7 18 A7 A6 -> A7
9 A5 A13 -> A12 19 A8 A7 -> A8
10 A7 A12 -> A9 20 A9 A8-> A9

Table 4: The complete result of the first - order fuzzy relationship groups.
No linguistic value First –order fuzzy relations No linguistic value First –order fuzzy relations
1 A1 A1 -> A3 11 A7 A7 -> A7
2 A3 A3 -> A3 12 A6 A7 -> A6
3 A3 A3 -> A3,A2 13 A6 A6 -> A6
4 A2 A2 -> A2 14 A6 A6 -> A6, A6
5 A2 A2 -> A2, A2 15 A6 A6 -> A6, A6, A6
6 A2 A2 -> A2, A2 16 A6 A6 -> A6, A6, A6,A6
7 A4 A2 -> A2, A2, A4 17 A6 A6 -> A6, A6, A6, A6,A6
8 A4 A4 -> A4 18 A7 A6 -> A6, A6, A6, A6,A6, A7
9 A5 A4 -> A5 19 A8 A7 -> A7, A6, A8
10 A7 A5 -> A7 20 A9 A8-> A9

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International Journal of Excellence Innovation and Development
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Table 5: The complete forecasted outputs for gasonline price of Viet Nam based on the first– order FTS model.
Date Actual data linguistic value Forecasted value Date Actual data linguistic value Forecasted value
4/1/2018 18240 A1 ---------- 7/6/2018 19940 A7 19930
19/1/2018 18670 A3 18652.5 22/6/2018 19610 A6 19743.33
3/2/2018 18670 A3 18652.5 7/7/2018 19610 A6 19650
21/2/2018 18340 A2 18476.5 23/7/2018 19610 A6 19650
8/3/2018 18340 A2 18388.5 28/7/1998 19610 A6 19650
23/3/2018 18340 A2 18388.5 7/8/2018 19610 A6 19650
7/4/2018 18930 A4 18690.5 22/8/2018 19610 A6 19650
23/4/2018 18930 A4 18992.5 6/9/2018 19910 A7 19730
8/5/2018 19440 A5 19234.17 21/9/2018 20230 A8 20034.92
23/5/2018 19940 A7 19930 06/10/2018 20906 A9 20780.88

Step 9: Calculate and defuzzify the forecasted output Based on the forecasted rules above and based on Table
values 4, we complete forecasted results of Gasonline price in
In this step, to obtain the forecasted results, we use Viet Nam based on first - order FTS model with nine
defuzzification technique [20] to calculate the forecasted intervals are listed in Table 5.
values for all date of Gasonline price in training phase.
The defuzzification rules are presented for date t The performance of proposed model can be assessed by
(04/01/2018 ≤ t ≤ 06/10/2018) as follows: comparing the difference between the forecasted values
Rule 1: If the fuzzified data of Gasonline price on date and the actual values. The mean square error (MSE) is
t-1 is Aj and there is only one fuzzy logical relationship employed as an evaluation criterion to represent the
in the fuzzy logical relationship group whose current forecasted accuracy. The MSE value is computed as
state is Aj, shown as follows: A j (t − 1) → Ak (t) , then follows:
1 𝑛
the forecasted Gasonline price of datet is mk, where mk 𝑀𝑆𝐸 = (𝐹 − 𝑅𝑡 )2 (12)
𝑛 𝑡=γ 𝑡
is the midpoint of the interval uk and the maximum Where, 𝑅𝑡 denotes actual value at year t, 𝐹𝑡 is forecasted
membership value of the fuzzy set Ak occurs at the value at year t, n is number of the forecasted data, γ is
interval uk. order of the fuzzy logical relationships
Rule 2: If the fuzzified Gasonline price of datett -1 is Aj
and there are the following fuzzy logical relationship COMPUTATIONAL RESULTS
group whose current state is Aj, shown as follows: In this paper, we apply the proposed model to forecast the
Aj t − 1 → Ai1 t1 , A i2 t2 , Aip tk gasonline price of Viet Nam with the whole historical data
then the forecasted Gasonline price of datett is calculated the period from 4/1/2018 to 6/10/2018 is shown in Fig.1.
1∗m i1 +2∗m i2 +3∗m i3 +⋯+p∗m ip We implement the proposed model under different
as follows: forecasted = ;
1+2+⋯+p number of orders and kept number of intervals of 9. The
where 𝑚𝑖1 , 𝑚𝑖2 , 𝑚𝑖𝑘 are the middle values of the forecasted accuracy of the proposed method is estimated
intervals ui1 , ui2 and uip respectively, and the by using the MSE function (12).The forecasted results of
maximum membership values of Ai1 , Ai2 , . . . , Aip occur proposed model under number of interval as 9 and various
at intervals ui1 , ui2 , . . . , uip , respectively. order of fuzzy relationship are listed in Table 6.

Table 6: The completed forecasting results for gasonline price data of Viet Nam under deferent orders of FTS.
Date Actual data Forecasted value for each order of fuzzy logicalrelationship
2nd-order 3rd-order 4th-order 5th-order 6th-order 7th-order
4/1/2018 18240 ----- ----- ----- ----- ----- -----
19/1/2018 18670 ----- ----- ------ ------ ----- ------
3/2/2018 18670 18652.5 ----- ----- ------ ----- ------
21/2/2018 18340 18388.5 18388.5 ---- ------ ----- ------
8/3/2018 18340 18388.5 18388.5 18388.5 ----- ----- -----
23/3/2018 18340 18388.5 18388.5 18388.5 18388.5 ----- -----
7/4/2018 18930 18791.17 18992.5 18992.5 18992.5 18992.5 -----
23/4/2018 18930 18992.5 18992.5 18992.5 18992.5 18992.5 18992.5
8/5/2018 19440 19355 19355 19355 19355 19355 19355
23/5/2018 19940 19930 19930 19930 19930 19930 19930
7/6/2018 19940 19930 19930 19930 19930 19930 19930
22/6/2018 19610 19650 19650 19650 19650 19650 19650
7/7/2018 19610 19650 19650 19650 19650 19650 19650
23/7/2018 19610 19650 19650 19650 19650 19650 19650
28/7/1998 19610 19650 19650 19650 19650 19650 19650
7/8/2018 19610 19650 19650 19650 19650 19650 19650
22/8/2018 19610 19650 19650 19650 19650 19650 19650
6/9/2018 19910 19743.33 19762 19790 19836.67 19930 19930
21/9/2018 20230 20326.5 20326.5 20326.5 20326.5 20326.5 20326.5
06/10/2018 20906 20780.88 20780.88 20780.88 20780.88 20780.88 20780.88
MSE 5573 4633 4307 3836 3536 3561

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Forecasting gasonline price in vietnam based on fuzzy time series Tinh and Duy

21000
Actaul Data of Gasonline price

20500

20000

19500 Second - order


Three - order
19000
Fourth - order
18500
Fiveth - order
18000 Sixth - order
17500 Seventh - order

17000
18240
18670
18670
18340
18340
18340
18930
18930
19440
19940
19940
19610
19610
19610
19610
19610
19610
19910
20230
20906
Date
Fig. 2: A comparison of the MSE values for 9 intervals with different high-order fuzzy relationships.

FromTable 6, it can be seen that the performance of the REFERENCES


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International Journal of Excellence Innovation and Development
||Volume 1, Issue 1, Nov. 2018||Page No. 018-024||

[13] Liu, H.T., "An Improved fuzzy Time Series [20] Nghiem Van Tinh & Nguyen Cong Dieu,
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Temperature prediction and TAIFEX forecasting No.2, 51-60, 2017
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539–550, 2007. Nghiem Van Tinh received the B.S. degree in applied
[15] Jilani, T.A., Burney, S.M.A. A refined fuzzy time mathematics and information from HaNoi University of
series model for stock market forecasting. Physica Science and Technology (HUST), VietNam, in 2002.
A 387, 2857–2862. 2008. The M.S. degree in Information of Technology from
[16] Wang, N.-Y, & Chen, S.-M. Temperature Thai Nguyen University of Information and
prediction and TAIFEX forecasting based on Communication Technology, in 2007. He is currently a
automatic clustering techniques and two-factors Ph.D. student at Institute of Information Technology,
high-order fuzzy time series. Expert Systems with Vietnam Academy of Science. He is currently work at
Applications, 36, 2143–2154, 2009. Faculty of Electronics Engineering, ThaiNguyen
[17] Kuo, I. H., Horng, S.-J., Kao, T.-W., Lin, T.-L., University of Technology, ThaiNguyen, VietNam.
Lee, C.-L., & Pan. An improved method for
forecasting enrollments based on fuzzy time series Nguyen Tien Duy received the Ph.D degree in applied
and particle swarm optimization. Expert Systems mathematics from Institute of Information Technology
with applications, 36, 6108–6117, 2009a. (IOIT), Vietnamese Academy of Science and
[18] S.-M. Chen, K. Tanuwijaya, Fuzzy forecasting Technology, in 2016. The M.S. degree in Information of
based on high-order fuzzy logical relationships Technology from Thai Nguyen University of
and automatic clustering techniques, Expert Information and Communication Technology, in 2007.
Systems with Applications 38 ,15425–15437, The B.S degree in Information Technology, Hanoi
2011. University of Science and Technology, Hanoi, Vietnam,
[19] Zadeh, L. A. . Fuzzy sets. Information and Control, 2001. He is working at Faculty of Electronics,
8, 338–353, 1965. ThaiNguyen University of Technology, ThaiNguyen,
VietNam.

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