Fuzzy Linear Regression for the Time Series Data which is Fuzzified with SMRGT Method

Year 2016, Volume: 20 Issue: 3, 405 - 413, 17.10.2016

Seçil Yalaz , Arife Atay

https://doi.org/10.19113/sdufbed.49849

Cited By: 2

Abstract

Our work on regression and classification provides a new contribution to the analysis of time series used in many areas for years. Owing to the fact that convergence could not obtained with the methods used in autocorrelation fixing process faced with time series regression application, success is not met or fall into obligation of changing the models’ degree. Changing the models’ degree may not be desirable in every situation. In our study, recommended for these situations, time series data was fuzzified by using the simple membership function and fuzzy rule generation technique (SMRGT) and to estimate future an equation has created by applying fuzzy least square regression (FLSR) method which is a simple linear regression method to this data. Although SMRGT has success in determining the flow discharge in open channels and can be used confidently for flow discharge modeling in open canals, as well as in pipe flow with some modifications, there is no clue about that this technique is successful in fuzzy linear regression modeling. Therefore, in order to address the luck of such a modeling, a new hybrid model has been described within this study. In conclusion, to demonstrate our methods’ efficiency, classical linear regression for time series data and linear regression for fuzzy time series data were applied to two different data sets, and these two approaches performances were compared by using different measures.

Keywords

Time series, Linear Regression; Fuzzy Linear Regression; Fuzzy Least Squares Model, SMRGT method

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