Emerging Science Journal
Vol 6, No 6 (2022): December

Optimization of Markov Weighted Fuzzy Time Series Forecasting Using Genetic Algorithm (GA) and Particle Swarm Optimization (PSO)

Sugiyarto Surono (Mathematics Study Program, Ahmad Dahlan University, Yogyakarta,)
Khang Wen Goh (Faculty of Data Science and Information Technology, INTI International University, Nilai,)
Choo Wou Onn (Faculty of Data Science and Information Technology, INTI International University, Nilai,)
Afif Nurraihan (Mathematics Study Program, Ahmad Dahlan University, Yogyakarta,)
Nauval Satriani Siregar (Mathematics Study Program, Ahmad Dahlan University, Yogyakarta,)
A. Borumand Saeid (Deptetment of Math, Shahid Bahonar University of Kerman, Kerman, Iran.)
Tommy Tanu Wijaya (School of Mathematical Sciences, Beijing Normal University, Beijing,)



Article Info

Publish Date
20 Sep 2022

Abstract

The Markov Weighted Fuzzy Time Series (MWFTS) is a method for making predictions based on developing a fuzzy time series (FTS) algorithm. The MWTS has overcome certain limitations of FTS, such as repetition of fuzzy logic relationships and weight considerations of fuzzy logic relationships. The main challenge of the MWFTS method is the absence of standardized rules for determining partition intervals. This study compares the MWFTS model to the partition methods Genetic Algorithm-Fuzzy K-Medoids clustering (GA-FKM) and Fuzzy K-Medoids clustering-Particle Swarm Optimization (FKM-PSO) to solve the problem of determining the partition interval and develop an algorithm. Optimal partition optimization. The GA optimization algorithm’s performance on GA-FKM depends on optimizing the clustering of FKM to obtain the most significant partition interval. Implementing the PSO optimization algorithm on FKM-PSO involves maximizing the interval length following the FKM procedure. The proposed method was applied to Anand Vihar, India’s air quality data. The MWFTS method combined with the GA-FKM partitioning method reduced the mean absolute square error (MAPE) from 17.440 to 16.85%. While the results of forecasting using the MWFTS method in conjunction with the FKM-PSO partition method were able to reduce the MAPE percentage from 9.78% to 7.58%, the MAPE percentage was still 9.78%. Initially, the root mean square error (RMSE) score for the GA-FKM partitioning technique was 48,179 to 47,01. After applying the FKM-PSO method, the initial RMSE score of 30,638 was reduced to 24,863. Doi: 10.28991/ESJ-2022-06-06-010 Full Text: PDF

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Journal Info

Abbrev

ESJ

Publisher

Subject

Environmental Science

Description

Emerging Science Journal is not limited to a specific aspect of science and engineering but is instead devoted to a wide range of subfields in the engineering and sciences. While it encourages a broad spectrum of contribution in the engineering and sciences. Articles of interdisciplinary nature are ...