On the effect of membership function in a high-order fuzzy time series

In view of the model of Song and Chissom (1993), their first-order model is effective to analysis historical data with linguistic variables, but the other membership function effects are still unknown. In this study, authors consider various membership functions, and make the results more accurate. The membership functions include unit step function, linear function, and polynomial function with various degrees. To illustrate the effect of the membership function, the forecasting enrollments at the University of Alabama are carried out. It is found that the second-degree polynomial has the best effect to the first-order model, but the unit step function has the best effect to second and third order models.

[1]  Chao-Chih Tsai,et al.  Forecasting exchange rates with fuzzy logic and approximate reasoning , 2000, PeachFuzz 2000. 19th International Conference of the North American Fuzzy Information Processing Society - NAFIPS (Cat. No.00TH8500).

[2]  Chao-Chih Tsai,et al.  Fuzzy model and membership for two-dimensional variables , 2001, 10th IEEE International Conference on Fuzzy Systems. (Cat. No.01CH37297).

[3]  B. Chissom,et al.  Fuzzy time series and its models , 1993 .

[4]  Chao-Chih Tsai,et al.  Forecasting enrolments with high-order fuzzy time series , 2000, PeachFuzz 2000. 19th International Conference of the North American Fuzzy Information Processing Society - NAFIPS (Cat. No.00TH8500).

[5]  Chao-Chih Tsai,et al.  A study for second-order modeling of fuzzy time series , 1999, FUZZ-IEEE'99. 1999 IEEE International Fuzzy Systems. Conference Proceedings (Cat. No.99CH36315).

[6]  E. H. Mamdani,et al.  Application of Fuzzy Logic to Approximate Reasoning Using Linguistic Synthesis , 1976, IEEE Transactions on Computers.

[7]  B. Chissom,et al.  Forecasting enrollments with fuzzy time series—part II , 1993 .