Gfuzzy.ts1: Chen, Sing, Heuristic and Chen-Hsu models at the same time

In AnalyzeTS: Analyze Fuzzy Time Series

Description

Calculating fuzziness of time series with Chen (1996), Singh (2008), Heuristic (Huarng 2001) and Chen-Hsu (2004) models at the same time.

Usage

Gfuzzy.ts1(ts, n = 5, D1 = 0, D2 = 0, type = "Chen", bin = NULL,
plot = FALSE, grid = FALSE)

Arguments

ts	Univariate time series.
n	A numeric vector where each element is number of fuzzy set.
D1,D2	Two proper positive numbers.
type	A character vector where each element is type of models.
bin	A list where each component is point-bin values use to divide fuzzy stes for Chen-Hsu models. If bin=NULL (default) then function just inform information about fuzzy sets compatible with each Chen-Hsu model.
plot	Let plot=TRUE to paint graph of obsevation series and fuzzy series. Let plot=FLASE (default) to do not paint graph.
grid	If TRUE, a gray background grid is put on the graph.

Details

Gfuzzy.ts1 function consider length(n)*length(type) models combining from two parameter n and type.

Value

A data frame where each column is a time series fitted by fuzzy time series model corresponding.

Author(s)

Hong Viet Minh <[e-mail]>

Vo Van Tai <[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

See Also

Using fuzzy.ts1 function in case only a fuzzy time series model.

Examples

#Step 1: Analyze fuzzy time series actual series of n fuzzy set (n is
#number fuzzy set choosed in the first times, in our case n = 5, 7 and 9)
#to has information about fuzzy sets. 
#KQ1<-Gfuzzy.ts1(lh,n=c(5,7,9),type=c("Chen","Singh","Heuristic","Chen-Hsu"))


#Step 2: Finding bin-point values divide fuzzy sets second times.
#v1<-c(1,1,1,1,1)
#v2<-c(1,2,2,1,2,1,1)
#v3<-c(1,1,2,4,1,2,1,1,1)
#KQ2<-GChenHsu.bin(KQ1,n.subset=list(v1,v2,v3))


#Step 3 Analyze fuzzy time series by Chen-Hsu more times with new fuzzy
#sets from step 2.
#KQ3<-Gfuzzy.ts1(lh,n=c(5,7,9),type=c("Chen","Singh","Heuristic",
#"Chen-Hsu"),bin=KQ2,plot=1,grid=1)
#KQ3

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

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