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A Fuzzy Time Series Model Based on Improved Fuzzy Function and Cluster Analysis Problem

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Abstract

Based on the improvement in establishing the relations of data, this study proposes a new fuzzy time series model. In this model, the suitable number of fuzzy sets and their specific elements are determined automatically. In addition, using the percentage variations of series between consecutive periods of time, we build the fuzzy function. Incorporating all these improvements, we have a new fuzzy time series model that is better than many existing ones through the well-known data sets. The calculation of the proposed model can be performed conveniently and efficiently by a MATLAB procedure . The proposed model is also used in forecasting for an urgent problem in Vietnam. This application also shows the advantages of the proposed model and illustrates its effectiveness in practical application.

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Authors and Affiliations

  1. College of Science, Can Tho University, Can Tho, Vietnam

    Tai Vovan

  2. Vinh Long University Technology and Education, Vinh Long, Vietnam

    Thuy Lethithu

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  1. Tai Vovan
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  2. Thuy Lethithu
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Correspondence to Tai Vovan.

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Vovan, T., Lethithu, T. A Fuzzy Time Series Model Based on Improved Fuzzy Function and Cluster Analysis Problem. Commun. Math. Stat. 10, 51–66 (2022). https://doi.org/10.1007/s40304-019-00203-5

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  • DOI: https://doi.org/10.1007/s40304-019-00203-5

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