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Ijcsi 9 3 3 293 302
Ijcsi 9 3 3 293 302
1
Dept. of I.T, Kalyani Govt. Engg College,
Kalyani , Nadia(W.B),India
2
Dept. of I.T, Kalyani Govt. Engg College,
Kalyani , Nadia(W.B),India
3
Dept. of ETC,Bengal Engineering and Science University
Howrah ( W. B), India,
prof_srbc@yahoo.com
Abstract
Many researchers have used fuzzy logic system to According to Dr. Lotfi Zadeh, Principle of Compatability,
predict the time series data. In fuzzy system, the crisp data are the complexity, and the imprecision are correlated. Fuzzy
converting into fuzzy data based on membership function. The Logic provides a simple way to definite conclusion based
futuristic data is predicted using previous data and fuzzy relation. upon vague, ambiguous, imprecise, noisy, or missing input
But, in fuzzy system, there are many existing and derived information.
membership functions which are used to fuzzify data. In this
paper, an effort has been made to predict the time series data
Song Q and Chissom [3] explained the definition of fuzzy
based on different fuzzy membership functions like Gaussian,
Triangular, S-function, trapezoidal, Gbell, Dsigmoidal, time series and discussed the models using Fuzzy
Psigmoidal and Pi-shaped. A comparison has been made among Relational equations. Song and Chisson [1] used a time
the predicted data using different membership functions. One invariant fuzzy time series model. Sullivien J and Woodall
membership function has been selected based on minimum error W. H. [2] made a comparative study of Fuzzy Forecasting
in prediction of data. This process has been repeated on fifteen and Markov Model and suggested that Markov Model
time series data sets. Finally, one membership function has been would give better prospects. They illustrated the
selected which has given minimum error in maximum cases. methodology by forecasting the enrollment at the
Keywords - Time Series Data, System, Crisp Data, Fuzzy Data University of Alabama from 20 years of data. Bintley H
and Fuzzy Membership Function. [4] applied fuzzy logic and approximate reasoning to a
practical case of forecasting Sugeno M. and Tanaka K.
1. Introduction [11] have proposed successive identification method of a
fuzzy model. The structure and initial parameters were
The perception of the real world is pervaded by concepts determined to identify a model called ‘initial model’,
which do not have sharply defined boundaries – for which has been identified by the off-line fuzzy modeling
example, many, tall, much larger, young, etc. They are method using some pairs of input-output data. Zuoyong L,
true only to some degree and false to some degree as well. Zhenpei C and Jitao L [12] proposed a method of
These concepts (facts) can be called fuzzy or gray (vague) classification of weather forecasts by applying fuzzy grade
concepts – a human brain works with them, while statistics. The rainfall in a certain region could be
computers may not do it. In the years to come fuzzy forecasted as one of three grades. The range of rainfall was
computers will employ both fuzzy hardware and fuzzy chosen depending on the historical data. The membership
software. They will be much closer in structure to the functions of the fuzzy sets were also designed. Feng L.
human brain than the present-day computers. The entire and Gaung X[13] described the model of fuzzy self-
real world is complex; it is found that the complexity regression. The main steps were the making of the form of
arises from uncertainty in the form of ambiguity. self-related sequence number according to the observed
number, the calculation of self-related coefficient and the
ascertaining of the forecasting model of fuzzy self-
regression. Ishikawa M. and Moriyama T[14] have
Copyright (c) 2012 International Journal of Computer Science Issues. All Rights Reserved.
IJCSI International Journal of Computer Science Issues, Vol. 9, Issue 3, No 3, May 2012
ISSN (Online): 1694-0814
www.IJCSI.org 294
presented various methods of learning and the process of defuzzification process is a fuzzy set (the aggregate output
predicting time series analysis, which were ranged from fuzzy set) and the output is a single number.
traditional time series analysis to recent approaches using
neural networks. It has described that back propagation 2.2 Membership Functions
learning had a difficulty in interpreting hidden inputs. In A membership function (MF) is a curve that
order to solve these problems, a structural learning method defines how each point in the input space is mapped to a
was proposed which was based on an information membership value (or degree of membership) between 0
criterion. and 1. The input space is sometimes referred to as the
A comparative study was made among gaussian, triangular universe of discourse, a fancy name for a simple concept
and trapezoidal functions for using the function for ([20], [21]).
fuzzification[16] and it was observed that gaussian For any set X, a membership function on X is any
function was the most suitable function for fuzzification. A function from X to the real unit interval [0, 1]. The
Rule Base was constructed for a Personnel Selection membership function which represents a fuzzy set is
System using Fuzzy Expert methodology [17]. A usually denoted by μA. For an element x of X, the value
comparison was made among the fuzzy time series and μA(x) is called the membership degree of x in the fuzzy
markov model [18] for the purpose of manpower set. The membership degree μA(x) quantifies the grade of
prediction and it was found that fuzzy time series method membership of the element x to the fuzzy set. The value 0
was more preferable than markov model. means that x is not a member of the fuzzy set; the value 1
From the study of several research papers, means that x is fully a member of the fuzzy set. The values
journals etc and it has been found that a lot of research between 0 and 1 characterize fuzzy members, which
work have been carried out in the field of Prediction ([1] - belong to the fuzzy set only partially.
[5], [7] - [9], [11] - [14]), out of these certain work, some The Fuzzy Logic includes 11 built-in membership
of them have been done using fuzzy logic ([1] - [5], [11] - functions. These 11 functions are, in turn, built from
[13]). Research work using neural networks has been done several basic functions: piecewise linear functions, the
([6], [8] - [10], [14]). A few research works have been Gaussian distribution function, the sigmoid curve, and
carried out in Prediction for a particular field such as the quadratic and cubic polynomial curves.
growth of mustard plant ([16]-[19]).
2.2.1. Types of Membership Function
In this paper, fifteen different time series data set
have been predicted based on fuzzy system. The errors
have been calculated between the original data and The Fuzzy Logic includes 11 built-in membership
predicted data based on particular membership function. function types. These 11 functions are, in turn, built from
On the basis of error analysis, a membership function has several basic functions: piecewise linear functions, the
been selected based on minimum error. The same method Gaussian distribution function, the sigmoid curve, and
will be repeated on fifteen data sets. Finally, one quadratic and cubic polynomial curves.
membership function has been selected which has given The simplest membership functions are formed
minimum error in maximum cases. The work related to the using straight lines. Of these, the simplest is the triangular
selection of membership function for variety of data sets membership function, and it has the function name trimf. It
have not been done so far, that is the reason for making the is nothing more than a collection of three points forming a
effort in this paper. triangle. The graphical representation of triangular and
trapezoidal membership functions are given in Fig.1 and
Fig 2.
2. Theory
1
0.8 0.9
0.7
0.6
have binary logic, fuzzy logic variables may have a truth 0.5
0.6
0.5
0.3 0.3
0
0 1 2 3 4 5 6 7 8 9
0 trapmf, P=[1 5 7 8]
Copyright (c) 2012 International Journal of Computer Science Issues. All Rights Reserved.
IJCSI International Journal of Computer Science Issues, Vol. 9, Issue 3, No 3, May 2012
ISSN (Online): 1694-0814
www.IJCSI.org 295
0.9 0.9
1
1 0.8 0.8
1
0.9 0.7 0.7
0.9
0.6 0.6
0.8
0.8
0.5 0.5
0.7
0.7
0.4 0.4
0.6 0.6
0.3 0.3
0.1 0.1
0 0
0 1 2 3 4 5 6
gaussmf, P=[2 5]
7 8 9 10 0 1 2 3 4 5 6 7 8 9 10 Fig. 7: Dsigmoidal MF Fig. 8 : PSigmoidal MF
Fig 3: Gaussian MF Fig 4: Gaussian2 MF
Polynomial based curves account for several of
The generalized bell membership function (Fig 5) the membership functions in the toolbox. Three related
is specified by three parameters and has the function name membership functions are the Z, S, and Pi curves, all
gbellmf. The bell membership function has one more named because of their shape. The function zmf (Fig 9) is
parameter than the Gaussian membership function the asymmetrical polynomial curve open to the left.
1
1 0.9
0.9 0.8
0.7
0.8
0.6
0.7
0.5
0.6
0.4
0.5 0.3
0.4 0.2
0.1
0.3
0
0 1 2 3 4 5 6 7 8 9 10
0.2
zmf, P=[3 7]
0.1
0
0 1 2 3 4 5 6 7 8 9 10
gbellmf, P=[2 4 6] Fig. 9 : Z-shaped MF
Fig 5: Gbell MF Smf (Fig 10) is the mirror-image function that
Although the Gaussian membership functions and opens to the right, and pimf (Fig.11) is zero on both
bell membership functions achieve smoothness, they are extremes with a rise in the middle.
unable to specify asymmetric membership functions,
which are important in certain applications. Next we 1 1
define the sigmoidal membership function (Fig 6), which 0.9 0.9
0.7
0.8
0.7
1 0.6 0.6
0.2 0.2
0.6
0.1 0.1
0.5
0 0
0.4 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
smf, P=[1 8] pimf, P=[1 4 5 10]
0.3
0.2
0.1
Fig. 10: S-shaped MF Fig. 11: Pi-shaped MF
0
0 1 2 3 4 5 6 7 8 9 10
sigmf, P=[2 4]
Copyright (c) 2012 International Journal of Computer Science Issues. All Rights Reserved.
IJCSI International Journal of Computer Science Issues, Vol. 9, Issue 3, No 3, May 2012
ISSN (Online): 1694-0814
www.IJCSI.org 296
2.5. Data used in this paper 4.1 Prediction Using Gaussian Membership Function
The fifteen data sets have been used in this paper The prediction using Gaussian membership function has
collected from the Book ‘Predicted: Methods and been narrated by step.
Applications (3rd edition) by Makridakis, Wheelwright Step 1. The universe U is partitioned into four equal length
and Hyndman, 1998 [22].’We also have taken help from (5) intervals. The intervals have been chosen as u1= [40,
the website http://robjhyndman.com[24]. 45], u2 = [45, 50], u3 = [50, 55], u4 = [55, 60]
Step 2. The available data has been fuzzified based on
Gaussian function is furnished in Table 1 . The graphical
3. Proposed Algorithm based on Fuzzy Logic representation has been given in fig 13.
System
3.1. Algorithm Table 1 : Actual Data and Fuzzy Set
Input: Time series Data Actual Fuzzy
A1 A2 A3 A4
Output: Selected fuzzy membership function Data Set
Methods:
54.2 0.0000 0.0027 0.2905 0.9561 A4
Step 1: One time series data will be taken as Input
Step 2: Define the universe discourse and fuzzy 49.4 0.0020 0.2575 0.9751 0.1111 A3
sets 49.2 0.0027 0.2905 0.9561 0.0947 A3
Step 3: One fuzzy membership function will be
selected 50 0.0009 0.1735 1.0000 0.1735 A3
Step 4: Each data element will be fuzzyfied based 48.2 0.0090 0.4880 0.7969 0.0392 A3
on selected membership function and the fuzzy set
will be selected in which the value of membership 49.6 0.0016 0.2270 0.9889 0.1296 A3
function is maximum 47.6 0.0175 0.6227 0.6679 0.0216 A3
Step 5: Derived the fuzzy relationship by union of
47.8 0.0141 0.5773 0.7124 0.0265 A4
all selected fuzzy sets based on fuzzy MAX-MIN
function 46.2 0.0676 0.9040 0.3636 0.0044 A2
Step 6: Predict the data elements using the fuzzy
46.5 0.0518 0.8541 0.4239 0.0063 A2
relation and previous data elements
Step 7: The average error will be calculated based 46.2 0.0676 0.9040 0.3636 0.0044 A2
on original data and predicted data based on 45.9 0.0872 0.9448 0.3079 0.0030 A2
selected membership function.
Step 8: The step3 to step 7 will be repeated for all 46.7 0.0430 0.8167 0.4662 0.0080 A2
available fuzzy membership functions 44.9 0.1859 0.9993 0.1616 0.0008 A2
Step 9: Particular membership will be selected
based on minimum average error in prediction of 45.1 0.1616 0.9993 0.1859 0.0010 A2
data set. 43.8 0.3636 0.9040 0.0676 0.0002 A2
Step 10: The step 1 to step 8 will be repeated for
15 time series data set. 44.66 0.2184 0.9919 0.1356 0.0006 A2
Step 11: The fuzzy membership function will be 44.26 0.2804 0.9624 0.0994 0.0003 A2
selected which will be given minimum value in
maximum time series data. 44.6 0.2270 0.9889 0.1296 0.0005 A2
Step 12: Stop 44.27 0.2787 0.9633 0.1002 0.0003 A2
Copyright (c) 2012 International Journal of Computer Science Issues. All Rights Reserved.
IJCSI International Journal of Computer Science Issues, Vol. 9, Issue 3, No 3, May 2012
ISSN (Online): 1694-0814
www.IJCSI.org 297
Copyright (c) 2012 International Journal of Computer Science Issues. All Rights Reserved.
IJCSI International Journal of Computer Science Issues, Vol. 9, Issue 3, No 3, May 2012
ISSN (Online): 1694-0814
www.IJCSI.org 298
Copyright (c) 2012 International Journal of Computer Science Issues. All Rights Reserved.
IJCSI International Journal of Computer Science Issues, Vol. 9, Issue 3, No 3, May 2012
ISSN (Online): 1694-0814
www.IJCSI.org 299
Copyright (c) 2012 International Journal of Computer Science Issues. All Rights Reserved.
IJCSI International Journal of Computer Science Issues, Vol. 9, Issue 3, No 3, May 2012
ISSN (Online): 1694-0814
www.IJCSI.org 300
Copyright (c) 2012 International Journal of Computer Science Issues. All Rights Reserved.
IJCSI International Journal of Computer Science Issues, Vol. 9, Issue 3, No 3, May 2012
ISSN (Online): 1694-0814
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[19] Mandal Satyendra Nath, Pal Choudhury J., De Dilip, and 0.9
Bhadra Chaudhuri S. R. ,” Growth Estimation With simulated
Annealing Considering Weather parameters Using factor and 0.8
DSI…
GB…
PSI…
TRI…
TR…
PI…
ADVSALE
SMF
ZMF
Fig. 14 : The graphical comparison between eleven MF
Fig: 12 : Time Series Data
ERROR COMPARISON
BASED ON NUMBER OF
4 OCCURANCE UNDE
3
R1
2
1 FROM
0 1 TO 2
Copyright (c) 2012 International Journal of Computer Science Issues. All Rights Reserved.
IJCSI International Journal of Computer Science Issues, Vol. 9, Issue 3, No 3, May 2012
ISSN (Online): 1694-0814
www.IJCSI.org 302
Copyright (c) 2012 International Journal of Computer Science Issues. All Rights Reserved.