JTAM (Jurnal Teori dan Aplikasi Matematika)
Vol 6, No 3 (2022): July

Triangular Fuzzy Time Series for Two Factors High-order based on Interval Variations

A. Nafis Haikal (Department of Mathematics, Universitas Diponegoro)
Etna Vianita (Department of Mathematics, Universitas Diponegoro)
Muhammad Sam'an (Department of Informatics, Universitas Muhammadiyah Semarang)
Bayu Surarso (Department of Mathematics, Universitas Diponegoro)
Susilo Hariyanto (Department of Mathematics, Universitas Diponegoro)



Article Info

Publish Date
16 Jul 2022

Abstract

Fuzzy time series (FTS) firstly introduced by Song and Chissom has been developed to forecast such as enrollment data, stock index, air pollution, etc. In forecasting FTS data several authors define universe of discourse using coefficient values with any integer or real number as a substitute. This study focuses on interval variation in order to get better evaluation. Coefficient values analyzed and compared in unequal partition intervals and equal partition intervals with base and triangular fuzzy membership functions applied in two factors high-order. The study implemented in the Shen-hu stock index data. The models evaluated by average forecasting error rate (AFER) and compared with existing methods. AFER value 0.28% for Shen-hu stock index daily data. Based on the result, this research can be used as a reference to determine the better interval and degree membership value in the fuzzy time series. 

Copyrights © 2022






Journal Info

Abbrev

jtam

Publisher

Subject

Mathematics

Description

Jurnal Teori dan Aplikasi Matematika (JTAM) dikelola oleh Program Studi Pendidikan Matematika FKIP Universitas Muhammadiyah Mataram dengan ISSN (Cetak) 2597-7512 dan ISSN (Online) 2614-1175. Tim Redaksi menerima hasil penelitian, pemikiran, dan kajian tentang (1) Pengembangan metode atau model ...