fuzzy.ts2: Abbasov Mamedova model and FVD model

Description Usage Arguments Value Author(s) References See Also Examples

Description

Calculating fuzziness and forecast time series by fuzziness method according to Abbasov - Manedova (2010) and NFTS models.

Usage

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fuzzy.ts2(ts, n = 7, w = 7, D1 = 0, D2 = 0, C = NULL, forecast = 5, 
r = 12, trace = FALSE, plot = FALSE, grid = FALSE, type = "Abbasov-Mamedova")

Arguments

ts

Univariate time series.

n

Number of fuzzy set.

w

The w parameter.

D1, D2

Two proper positive numbers.

C

A optional constant.

forecast

Number of points to forecast in future.

r

Display results returned to the specified number of decimal places (default 12). (See round2str for details of r paramicter.)

trace

Let trace=TRUE to print all of calculation results out to creen. Let trace=FALSE (default) to only print forecasting series out to creen.

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.

type

Model is choosed to predicts time series by fuzziness, type = "Abbasov-Manedova" or type = "NFTS".

Value

When trace = TRUE, results are returned as a list containing the following components.

type

The value of type.

table1

Information about changing fuzzy sets consit four column: set is name of the fuzzy sets, low and up are upper and lower bounds of the fuzzy sets, and mid is middle values corresponding every fuzzy set.

table2

Series - observation consit three column: point is time of observation, ts is the original series, and diff.ts is changing series from original series.

table3

The change fuzzy of original series.

table4

Series - interpolation consit three column: point is time of interpolation, interpolate is the series - interpolation, and diff.interpolate is changing series from series - interpolation.

table5

Forecasting series consit three column: point is time of forecast, forecast is the forecasting series, and diff.forecast is changing series from forecasting series.

table6

The change fuzzy of forecasting series.

accuracy

Information about the criterion to evaluate forecasting model.

When trace = FALSE, results are returned as a list containing two components.

interpolate

Series - interpolation.

forecast

Forecasting series.

Author(s)

Doan Hai Nghi <Hainghi1426262609121094@gmail.com>

Tran Thi Ngoc Han <tranthingochan01011994@gmail.com>

Hong Viet Minh <hongvietminh@gmail.com>

References

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.

See Also

Gfuzzy.ts2

Examples

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#data(enrollment)
#layout(1:2)
#NF.mod<-fuzzy.ts2(enrollment,n=7,w=7,C=0.0001,forecast=11,trace=TRUE,plot=TRUE,type="NFTS")
#AM.mod<-fuzzy.ts2(enrollment,n=5,w=5,C=0.01,forecast=5,plot=TRUE,type="Abbasov-Mamedova")
#NF.mod
#AM.mod

#Finding the best C value by DOC function
#Abbasov-Mamedova model
#str.C1<-DOC(enrollment,n=7,w=7,D1=0,D2=0,CEF="MAPE",type="Abbasov-Mamedova")
#C1<-as.numeric(str.C1[1])
#fuzzy.ts2(enrollment,n=7,w=7,D1=0,D2=0,C=C1,forecast=5,type="Abbasov-Mamedova")

#NFTS model
#str.C2<-DOC(enrollment,n=7,w=7,D1=0,D2=0,CEF="MAPE",type="NFTS")
#C2<-as.numeric(str.C2[1])
#fuzzy.ts2(enrollment,n=7,w=7,D1=0,D2=0,C=C1,forecast=5,type="NFTS")

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