Fuzzy Autoregressive Time Series Model Based on Symmetry Triangular Fuzzy Numbers

Author:

Efendi Riswan1,Imandari Adhe N.2,Rahmadhani Yusnita2,Suhartono 3,Samsudin Noor A.4,Arbai Nureize4,Deris Mustafa M.5

Affiliation:

1. Mathematics Department, Faculty of Sciences and Mathematics, Universiti Pendidikan Sultan Idris, 35900 Tanjung Malim, Perak, Malaysia

2. Mathematics Department, Faculty of Science and Technology, Universitas Islam Negeri Sultan Syarif Kasim Riau, 28294 Panam, Pekanbaru, Indonesia

3. Department of Statistics, Faculty of Mathematics Computing and Data Science, Institut Teknologi Sepuluh Nopember, 60111 Surabaya, Indonesia

4. Faculty of Computer Science and Information Technology, Universiti Tun Hussein Onn Malaysia, 86400 Batu Pahat, Johor, Malaysia

5. Faculty Applied Science and Technology, Universiti Tun Hussein Onn Malaysia, 86400 Batu Pahat, Johor, Malaysia

Abstract

The symmetry triangular fuzzy number has been developed to build fuzzy autoregressive models by using various approaches such as low-high data, integer number, measurement error, and standard deviation data. However, most of these approaches are not simulated and compared between ordinary least square and fuzzy optimization in parameter estimation. In this paper, we are interested in implementation of measurement error and standard deviation data in construction symmetry triangular fuzzy numbers. Additionally, both types of triangular fuzzy numbers are deployed to build a fuzzy autoregressive model, especially the second order. The simulation result showed that the fuzzy autoregressive model produced the smaller mean square error and average width if compared with the ordinary autoregressive model. In the implementation, the high accuracy was also achieved by the fuzzy autoregressive model in consumer goods stock prediction. From the simulation and implementation, the proposed fuzzy autoregressive model is a competent approach for upper and lower forecasts.

Publisher

World Scientific Pub Co Pte Lt

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Computer Science Applications,Human-Computer Interaction

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