期刊名称：International Journal of Computer Science and Network
印刷版ISSN：2277-5420
出版年度：2017
卷号：6
期号：6
页码：806-811
出版社：IJCSN publisher
摘要：The simulation was implemented to find out the perfomance for a combination of methods in Stevenson-Porter-Cheng Fuzzy
Time Series (FTS) based on 100 replicates on 100 generated data following the model of ARIMA (1,0,0) or AR (1). There are 9
scenarios used as a combination between 3 data generation error variance values (0.5, 1, 3) and 3 AR(1) parameter values i.e. 0.3, 0.5,
and 0.7. The results of the simulation showed the greater variance of error and the value of the of AR(1) parameter then the variance of
the MSE results with ARIMA will be even greater (0.0634 – 15.7633). While the variance of the MSE results forecasting with Cheng
and Cheng2 (no sub interval) FTS tend to be more stable (0.0712 – 2.9648 and 0.0640 – 2.7157). By using the percentage change of
historical data as the set of universe, SP Cheng FTS produces MSE forecasting range values ranging from 0.0722 – 14.7045. While SP
Cheng2 FTS using the difference of historical data resulted in MSE forecasting values ranging from 0.0759 – 4.6803. Although both
MSE values do not look much better than Cheng and Cheng2 FTS, but the greater the AR(1) parameter then MSE forecasting of Cheng
and Cheng2 FTS will be better than ARIMA and even closer to the Cheng and Cheng2 FTS.
关键词：ARIMA; Cheng Fuzzy Time Series; Simulation; Stevenson;Porter;
