ENHANCING WEIGHTED FUZZY TIME SERIES FORECASTING THROUGH PARTICLE SWARM OPTIMIZATION

Climate change is a complex process that has far-reaching consequences for daily living. Temperature is one of the climatic features. Knowing its future value through a forecasting model is critical, as it aids in earlier strategic decision-making. Without considering spatial factors, this study investigates an Air Temperature variable forecasting. Weighted Fuzzy Time Series (WFTS) is one of the forecasting techniques. Furthermore, the length of the interval and the extent to which previous values (Order length) are utilized in predicting the subsequent value are pivotal factors in WFTS modelization and its forecasting accuracy. Therefore, this research investigates the interval length and the Order length of the WFTS through the Particle Swarm Optimization (PSO) approach. The variable used is the air temperature in Malang, Indonesia. The dataset is taken from BMKG-Indonesia. The forecasting performance of classical WFTS is enhanced by setting an appropriate order level and employing Particle Swarm Optimization (PSO) to determine the optimal interval fuzzy length. As indicated by the Evaluation matrices in the result section, the proposed optimization overtaken the classical WFTS in term of accuracy. The evaluation indicates a Mean Absolute Percentage Error (MAPE) value of 1.25 and a Root Mean Square Error (RMSE) of 0.32 for the Proposed model. In contrast, the classical WFTS demonstrates a MAPE of 2.26 and RMSE of 0.58. The implementation of the PSO provides solid insights for Air temperature forecasting accuracy.

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Publication Details

Journal
BAREKENG JURNAL ILMU MATEMATIKA DAN TERAPAN
Published
2024-10-14
DOI
https://doi.org/10.30598/barekengvol18iss4pp2675-2684
Primary Topic
Stock Market Forecasting Methods
Type
article
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article

ENHANCING WEIGHTED FUZZY TIME SERIES FORECASTING THROUGH PARTICLE SWARM OPTIMIZATION

Suci Astutik, Rahma Fitriani, Adji Achmad Rinaldo Fernandes, Lucius Ramifidisoa et al.
BAREKENG JURNAL ILMU MATEMATIKA DAN TERAPAN
Stock Market Forecasting Methods
article

ENHANCING WEIGHTED FUZZY TIME SERIES FORECASTING THROUGH PARTICLE SWARM OPTIMIZATION

Suci Astutik, Rahma Fitriani, Adji Achmad Rinaldo Fernandes, Lucius Ramifidisoa, Armando Jacquis Federal Zamelina
article en

Abstract

Climate change is a complex process that has far-reaching consequences for daily living. Temperature is one of the climatic features. Knowing its future value through a forecasting model is critical, as it aids in earlier strategic decision-making. Without considering spatial factors, this study investigates an Air Temperature variable forecasting. Weighted Fuzzy Time Series (WFTS) is one of the forecasting techniques. Furthermore, the length of the interval and the extent to which previous values (Order length) are utilized in predicting the subsequent value are pivotal factors in WFTS modelization and its forecasting accuracy. Therefore, this research investigates the interval length and the Order length of the WFTS through the Particle Swarm Optimization (PSO) approach. The variable used is the air temperature in Malang, Indonesia. The dataset is taken from BMKG-Indonesia. The forecasting performance of classical WFTS is enhanced by setting an appropriate order level and employing Particle Swarm Optimization (PSO) to determine the optimal interval fuzzy length. As indicated by the Evaluation matrices in the result section, the proposed optimization overtaken the classical WFTS in term of accuracy. The evaluation indicates a Mean Absolute Percentage Error (MAPE) value of 1.25 and a Root Mean Square Error (RMSE) of 0.32 for the Proposed model. In contrast, the classical WFTS demonstrates a MAPE of 2.26 and RMSE of 0.58. The implementation of the PSO provides solid insights for Air temperature forecasting accuracy.

BAREKENG JURNAL ILMU MATEMATIKA DAN TERAPANVol. 18(4)
University of Brawijaya (ID), Université d’Antsiranana (MG), École Normale Supérieure (BI)
Climate action
Openalex Percentile: Top 78%
Stock Market Forecasting Methods
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ENHANCING WEIGHTED FUZZY TIME SERIES FORECASTING THROUGH PARTICLE SWARM OPTIMIZATION — Suci Astutik, Rahma Fitriani, et al. · BAREKENG JURNAL ILMU MATEMATIKA DAN TERAPAN (2024) | TGRS Research Map | TGRS