AN IMPROVED ARMA(1,1) TYPE FUZZY TIME SERIES APPLIED IN PREDICTING DISORDERING

摘要

Fuzzy time series shows great advantages in dealing with incomplete or unreasonable data. But most of them are based on fuzzy AR time series model, so it is necessary to add MA variables to the fuzzy time series [10] to make it more accurate. An improved ARMA(1,1) type fuzzy time series based on fuzzy logic group relations including fuzzy MA variables along with fuzzy AR variables was proposed in this paper. To take full account of the errors, the prediction errors were added to the forecast fuzzy sets, and it made the first-order fuzzy logical relationship sets more exact. In order to verify the advantage of the proposed method, it was applied to predict the stock prices of State Bank of India (SBI) and the packet disordering from a common source host in the Northeast University to www.yahoo.com. The experimental results showed that the proposed model was more precise than other models.