Forecasting Enrollment Model Based

on First-Order Fuzzy Time Series

By
Melike Şah (*)
Konstantin Y. Degtiarev

İnternational Conference on Computational

İntelligence (İCCİ)
17-19 December 2004, İstanbul, Turkey
 Overview

 Introduction
 Fuzzy Time Series
 Forecasting Enrollments with a new Time-
Invariant Fuzzy Time Series method
 Forecasting Results and Discussion
 Conclusion
 References

Melike Şah, Konstantin Forecasting Enrollment Model Based on

Y. Degtiarev 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 Chen’s time
invariant-methods (see Reference section, slide 15)
Melike Şah, Konstantin Forecasting Enrollment Model Based on
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 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 )
 Forecasting
 F ( t )  F( t  1 )  R( t , t  1 )
 is an operator

Melike Şah, Konstantin Forecasting Enrollment Model Based on

Y. Degtiarev 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
 u1  [ 1000,  600 ] , u 2  [ 600,  200 ] ….
 A1 (big decrease), A2 (decrease), A3 (no change), A4
(increase), A5 (big increase), A6 (too big increase)

Melike Şah, Konstantin Forecasting Enrollment Model Based on

Y. Degtiarev First-Order Fuzzy Time series 5
 Fuzzified variations of University
of Alabama enrollment
Variations Fuzzified Variations Fuzzified
Years Years
variations variations
1971 1982 – 955 A1
1972 + 508 A4 1983 + 64 A3
1973 + 304 A4 1984 – 352 A2
1974 + 829 A5 1985 + 18 A3
1975 + 764 A5 1986 + 82 A5
1976 – 149 A3 1987 + 875 A5
1977 + 292 A4 1988 + 1291 A6
1978 + 258 A4 1989 + 820 A5
1979 + 946 A5 1990 + 358 A4
1980 + 112 A3 1991 +9 A3
1981 – 531 A2 1992 – 461 A2
Melike Şah, Konstantin Forecasting Enrollment Model Based on
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 A New method of Time-Invariant
Fuzzy Time Series (Cont.)

 First-order fuzzy logical relationships:

Years Fuzzified Variations

1972 A4
1973 A4
1974 A5
1975 A5
1976 A3
… …

Melike Şah, Konstantin Forecasting Enrollment Model Based on

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 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 Şah, Konstantin Forecasting Enrollment Model Based on

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 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

Melike Şah, Konstantin Forecasting Enrollment Model Based on

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 Forecasted Outputs and Actual
Enrollments from 1973-1993
Year Actual Fuzzy Outputs Forecasted
Enrollments Enrollments
1973 13867 0 0.5 1 1 1 0.5 13963
1974 14696 0 0.5 1 1 1 0.5 14267
1975 15460 0 0.5 1 1 1 1 15296
1976 15311 0 0.5 1 1 1 1 16060
1977 15603 0.5 1 0.5 1 1 0.5 15530
1978 15861 0 0.5 1 1 1 0.5 16003
1979 16807 0 0.5 1 1 1 0.5 16261
1980 16919 0 0.5 1 1 1 1 17407
1981 16388 0.5 1 0.5 1 1 0.5 17138
1982 15433 1 0.5 1 0.5 0 0 16175
1983 15497 0 0.5 1 0.5 0 0 15433
1984 15145 0.5 1 0.5 1 1 0.5 15716
1985 15163 1 0.5 1 0.5 0 0 14932
1986 15984 0.5 1 0.5 1 1 0.5 15382
1987 16859 0 0.5 1 1 11 16584
1988 18150 0 0.5 1 1 1 1 17459
1989 18970 0 0 0 0.5 1 0.5 18950
1990 19328 0 0.5 1 1 1 1 19570
1991 19337 0 0.5 1 1 1 0.5 19728
1992 18876 0.5 1 0.5 1 1 0.5 19556
1993 1 0.5 1 0.5 0 0 18663
Melike Şah, Konstantin Forecasting Enrollment Model Based on
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 Results and Discussion

 The proposed method is implemented in MATLAB

Song and Chen’s Proposed

Chissom time-invariant time-invariant
time-invariant
model method
model
Average
forecasting errors
3.18% 3.23% 2.42%

act.enrollm ent - forecast.enrollm ent

Actual forecasting error   100
act. enrollm ent
Melike Şah, Konstantin Forecasting Enrollment Model Based on
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 Results and Discussion (Cont.)

Melike Şah, Konstantin Forecasting Enrollment Model Based on

Y. Degtiarev First-Order Fuzzy Time series 12
 Results and Discussion (Cont.)

 Different number of fuzzy sets:

Proposed 5 fuzzy 6 fuzzy 7 fuzzy 8 fuzzy 9 fuzzy

time-invariant sets sets sets sets sets
method
Average
forecasting 2.75% 2.42% 2.50% 2.02% 2.02%
errors

Melike Şah, Konstantin Forecasting Enrollment Model Based on

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 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 Şah, Konstantin Forecasting Enrollment Model Based on

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 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 Şah, Konstantin Forecasting Enrollment Model Based on

Y. Degtiarev First-Order Fuzzy Time series 15
Thank you for attention!

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