AnalyzeTS-package: Analyze Fuzzy Time Series

In AnalyzeTS: Analyze Fuzzy Time Series

Description

Analyze fuzzy time series by Chen (1996), Singh (2008), Heuristic (Huarng 2001) and Chen-Hsu (2004) models. The Abbasov - Manedova (2010) and NFTS models is included as well.

Author(s)

Tran Thi Ngoc Han, Doan Hai Nghi, Mai Thi Hong Diem, Nguyen Thi Diem My, Hong Viet Minh, Vo Van Tai, Pham Minh Truc.

Maintainer: Hong Viet Minh <[e-mail]>

References

Chen, S.M., 1996. Forecasting enrollments based on fuzzy time series. Fuzzy Sets and Systems. 81: 311-319.

Chen, S.M. and Hsu, C.C., 2004. A New method to forecast enrollments using fuzzy time series. International Journal of Applied Science and Engineering, 12: 234-244.

Huarng, H., 2001. Huarng models of fuzzy time series for forecasting. Fuzzy Sets and Systems. 123: 369-386.

Singh, S.R., 2008. A computational method of forecasting based on fuzzy time series. Mathematics and Computers in Simulation. 79: 539-554

Abbasov, A.M. and Mamedova, M.H., 2003. Application of fuzzy time series to population forecasting, Proceedings of 8th Symposion on Information Technology in Urban and Spatial Planning, Vienna University of Technology, February 25-March1, 545-552.

Examples

library(AnalyzeTS)
data(enrollment)
#Sing model
fuzzy.ts1(lh,n=5,type="Singh",plot=TRUE)

#Abbasov Mamedova model
fuzzy.ts2(enrollment,n=5,w=5,C=0.01,forecast=5,plot=TRUE,type="Abbasov-Mamedova")

#NFTS model
fuzzy.ts2(enrollment,n=5,w=5,C=0.01,forecast=5,plot=TRUE,type="NFTS")

Example output

Loading required package: MASS
Loading required package: TSA
Loading required package: leaps
Loading required package: locfit
locfit 1.5-9.1 	 2013-03-22
Loading required package: mgcv
Loading required package: nlme
This is mgcv 1.8-20. For overview type 'help("mgcv-package")'.
Loading required package: tseries

Attaching package: 'TSA'

The following objects are masked from 'package:stats':

    acf, arima

The following object is masked from 'package:utils':

    tar

Loading required package: TTR
Loading required package: urca

Attaching package: 'AnalyzeTS'

The following object is masked from 'package:base':

    pmax

Time Series:
Start = 1 
End = 48 
Frequency = 1 
 [1]       NA       NA       NA 2.030000 2.113333 1.705000 2.475000 2.364286
 [9] 2.461111 2.010000 2.004286 1.652500 1.976667 1.605000 3.290000 3.368889
[17] 2.895556 2.115000 2.186923 2.042917 1.982857 1.653333 2.870000 2.867778
[25] 2.425000 2.092667 2.038333 2.885000 2.836250 2.836250 2.786667 2.500000
[33] 2.429167 2.525000 1.610000 1.608667 1.607000 1.555455 2.030000 3.295000
[41] 3.298000 3.291111 3.334444 2.375000 2.030000 3.290000 2.935000 2.831667
$interpolate
Time Series:
Start = 1971 
End = 1992 
Frequency = 1 
 [1]       NA       NA       NA       NA       NA       NA 15429.54 15835.46
 [9] 16070.59 17549.54 17067.64 16246.16 14834.55 15623.17 14874.90 15243.04
[17] 16356.43 17618.52 19084.45 19695.81 19866.68 19510.40

$forecast
Time Series:
Start = 1993 
End = 1997 
Frequency = 1 
[1] 18696.43 18531.37 18333.52 18113.35 17877.35

$interpolate
Time Series:
Start = 1971 
End = 1992 
Frequency = 1 
 [1]       NA       NA       NA       NA       NA 15491.27 15896.32 16126.02
 [9] 17403.05 17088.37 16334.15 15012.11 15591.96 14903.20 15138.55 16271.70
[17] 17459.68 18993.42 19714.06 19874.87 19592.07 18839.09

$forecast
Time Series:
Start = 1993 
End = 1997 
Frequency = 1 
[1] 18878.65 18948.74 19025.80 19121.66 19250.00

AnalyzeTS documentation built on Dec. 9, 2019, 1:07 a.m.