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International Journal of Excellence Innovation and Development
||Volume 1, Issue 1, Nov. 2018||Page No. 018-024||
www.ijeid.com {IJEID ยฉ 2018} All Rights Reserved Page | 18
Forecasting Gasonline Price in Vietnam Based
on Fuzzy Time Series and Automatic
Clustering Technique
Nghiem Van Tinh, Nguyen Tien Duy
Thai Nguyen University โ€“ Thai Nguyen University of Technology
Abstractโ€“โ€“Partitioning the universe of discourse and
determining effective intervals are critical for forecasting
in fuzzy time series. Equal length intervals used in most
existing literatures are convenient but subjective to
partition the universe of discourse. In this paper, a new
forecasting model based on two computational methods,
the fuzzy logical relationship groups and automatic
clustering technique is presented for forecasting
Gasonline Price. Firstly, we use the automatic clustering
algorithm to divide the historical data into clusters and
adjust them into intervals with different length. Then,
based on the new obtained intervals, we fuzzify all the
historical data into fuzzy sets and calculate the
forecasted output by the proposed method. To illustrate
the forecasting process, a numerical data sets of
Gasonline Prices in Viet Nam is utilized to calculate by
step. The results show that the proposed model gets
forecasting accuracy for a higher high โ€“ order compare
with first โ€“ order fuzzy time series model.
Index Termsโ€“โ€“Forecasting, FTS, fuzzy logical
relationships, automatic clustering, Gasonline prices
INTRODUCTION
Recently, fuzzy time series has been widely used for
forecasting data of dynamic and non-linear data in nature.
Many previous models have been discussed for
forecasting used fuzzy time series, such as enrolment [1],
[2], [3][11], [10], crop forecast [6], [7], the temperature
prediction [14], stock markets [15], etc. There is the
matter of fact that the traditional forecasting methods
cannot deal with the forecasting problems in which the
historical data are represented by linguistic values. Ref.
[1], [2] proposed the time-invariant fuzzy time and the
time-variant time series model which use the maxโ€“min
operations to forecast the enrolments of the University of
Alabama. However, the main drawback of these methods
is huge computation burden. Then, Ref. [3] proposed the
first-order fuzzy time series model by introducing a more
efficient arithmetic method. After that, fuzzy time series
has been widely studied to improve the accuracy of
forecasting in many applications. Ref. [4] considered the
trend of the enrolment in the past years and presented
another forecasting model based on the first-order fuzzy
time series. At the same time, Ref. [8],[11] proposed
several forecast models based on the high-order fuzzy
time series to deal with the enrolments forecasting
problem. Ref. [9] predicted the Taiwan weighted index.
Ref. [13] presented a new forecast model based on the
trapezoidal fuzzy numbers. Ref. [12] showed that the
different lengths of intervals may affect the accuracy of
forecasting. Recently, Ref.[17] used particle swarm
optimization method to search for a suitable partition of
universe. Additionally, Ref. [18] proposed a new method
to forecast enrolments based on automatic clustering
techniques and fuzzy logical relationships. In this paper,
we proposed a new forecasting model combining the
fuzzy time series and automatic clustering technique. The
method is different from the approach [3] and [17]in the
way where the fuzzy relationship groups are created.
Based on the model proposed in [20], we have developed
a new fuzzy time series model by combining the
automatic clustering technique and fuzzy time series with
the aim to increase the accuracy of the forecasting model.
The rest of this paper is organized as follows. In Section
II, we provide a brief review of fuzzy time series and itโ€Ÿs
model. In Section III, we present a model for forecasting
the Gasonline price in VietNam based on the automatic
clustering technique and fuzzy time series. Then, the
experimental results are shown and analyzed in Section
IV. Finally, Conclusions are given in Section V.
BASIC CONCEPTS OF FUZZY TIME
SERIES
This section introduces some important literatures,
which includes fuzzy time series[1],[2] and itโ€Ÿs model.
Basic concepts of fuzzy time series
Conventional time series refer to real values, but fuzzy
time series are structured by fuzzy sets [1]. Let U =
{u1, u2, โ€ฆ , un } be an universal set; a fuzzy set Ai of U is
defined as ๐ด๐‘– = { fA(u1)/u1+, fA (u2)/u2 โ€ฆ +
fA(un)/un }, where fA is a membership function of a
given set A, fA :U๏‚ฎ[0,1], fA (ui) indicates the grade of
membership of ui in the fuzzy set A, fA (ui) ฯต [0, 1], and
1โ‰ค i โ‰ค n.
General definitions of FTS are given as follows:
Definition 1: Fuzzy time series
Let Y(t)(t = . . , 0, 1, 2 . . ), a subset of R, be the universe
of discourse on which fuzzy sets fi(t) (i = 1,2 โ€ฆ ) are
defined and if F(t) is a collection of f1 t , f2 t , โ€ฆ , then
F(t) is called a fuzzy time series on Y(t) (t . . ., 0,
1,2 . ..). Here, F(t) is viewed as a linguistic variable and
fi(t) represents possible linguistic values of F(t).
Definition 2: Fuzzy logic relationship(FLR)
If F(t) is caused by F(t-1) only, the relationship between
F(t) and F(t-1) can be expressed by F(t โˆ’
Forecasting gasonline price in vietnam based on fuzzy time series Tinh and Duy
www.ijeid.com {IJEID ยฉ 2018} All Rights Reserved Page | 19
1) โ†’ F(t). According to[3]suggested that when the
maximum degree of membership of F(t) belongs toAi ,
F(t) is considered Aj . Hence, the relationship between
F(t) and F(t -1) is denoted by fuzzy logical relationship
Ai โ†’ Aj where Ai and Aj refer to the current state or the
left - hand side and the next state or the right-hand side
of fuzzy time series.
Definition 3: ๐›พ- order fuzzy logical relationships
Let ๐น(๐‘ก) be a fuzzy time series. If ๐น(๐‘ก) is caused by
๐น(๐‘ก โˆ’ 1), ๐น(๐‘ก โˆ’ 2), โ€ฆ , ๐น(๐‘ก โˆ’ ๐›พ + 1) ๐น(๐‘ก โˆ’ ๐‘š) then this
fuzzy relationship is represented by by ๐น(๐‘ก โˆ’
๐›พ), โ€ฆ , ๐น(๐‘ก โˆ’ 2), ๐น(๐‘ก โˆ’ 1) โ†’ ๐น(๐‘ก) and is called an ๐‘š -
order fuzzy time series.
Definition 4: Fuzzy relationship group (FRG)
Fuzzy logical relationships, which have the same left-
hand sides, can be grouped together into fuzzy logical
relationship groups. Suppose there are relationships such
as follows:
๐ด๐‘– โ†’ ๐ด ๐‘˜1 , ๐ด๐‘– โ†’ ๐ด ๐‘˜2 , โ€ฆโ€ฆ.
In previous study was proposed by Chen [3], the
repeated fuzzy relations were simply ignored when fuzzy
relationships were established. So, these fuzzy logical
relationships can be grouped into the same FRG as:
๐ด๐‘– โ†’ ๐ด ๐‘˜1 , ๐ด ๐‘˜2โ€ฆ
Fuzzy time series forecasting model
Fuzzy theory [19] was developed to deal with problems
involving linguistic terms. Song and Chissom[1], [2] the
application of this theory to define fuzzy time-series
model. They applied the model to forecast the
enrollments of the University of Alabama. Further, a
first-order time-invariant fuzzy time series model was
proposed by Song and Chissom to forecast the
enrollments and a step-by-step procedure is presented to
develop and utilize the time-variant model [2].
The evaluated fuzzy time-series model which applied
simplified arithmetic operations in forecasting
algorithms rather than the complicated max-min
composition operations was proposed by Chen [3]. In
addition, Chenโ€Ÿs method can generate more precise
forecasting results than those of Song and Chissom[1].
Chenโ€Ÿs method consists of the following major steps:
Step 1: Define the universe of discourse U.
Step 2: Divide U into several equal-length intervals.
Step 3: Define the fuzzy sets on U and fuzzify the
historical data.
Step 4: Create the fuzzy logical relationships based on
the historical data.
Step 5: Classify the derived fuzzy logical relationships
into groups.
Step 6: Forecast and defuzzify output value
A PROPOSED FORECASTING MODEL
BASED THE FUZZY TIME SERIES AND
AUTOMATIC CLUSTERING
ALGORITHM
In this section, an improved hybrid model for forecasting
the Gasonline Pricebased on clustering technique and
FTS. Firstly, we apply clustering technique to classify
the collected data into clusters and adjust these clusters
into contiguous intervals, based on the new intervals
defined, we fuzzify on the historical data, determine
fuzzy logical relationships and create fuzzy logical
relationship groups and calculate forecasted value
according to the forecasting model of Chen [3].
To verify the effectiveness of the proposed model, all
historical data sets of Gasonline Price of E5 RON 92of
Viet Nam are shown in Fig. 1, which are used to
illustrate for forecasting process. The step-wise
procedure of the proposed model is detailed as follows:
Fig. 1: The curves of the actual gasoline price.
Source: https://kinhdoanh.vnexpress.net/tin-tuc/hang-hoa
International Journal of Excellence Innovation and Development
||Volume 1, Issue 1, Nov. 2018||Page No. 018-024||
www.ijeid.com {IJEID ยฉ 2018} All Rights Reserved Page | 20
Step 1: Sort the data of Gasonline prices in an ascending
order. Assume that the ascending sequence of the data is
shown as follows: d1, d2, d3, . . . , di, . . . , dn. with ๐‘‘๐‘–โˆ’1 <
๐‘‘๐‘– ; where ๐‘‘1 is the smallest datum among the n
numerical data, ๐‘‘ ๐‘› is the largest datum among the n
numerical data, and 1 โ‰ค ๐‘– โ‰ค ๐‘›.
Step 2: Based on the ascending data sequence calculate
the average distance difference ๐ด๐‘ฃ๐‘’๐‘Ÿ๐‘‘๐‘–๐‘“๐‘“ between any
two adjacent data and calculate the standard deviation
๐‘ซ๐’†๐’— ๐’…๐’Š๐’‡๐’‡ of the difference between any two adjacent
data, shown as follows:
๐ด๐‘ฃ๐‘’๐‘Ÿ๐‘‘๐‘–๐‘“๐‘“ =
(๐‘‘ ๐‘–+1โˆ’๐‘‘ ๐‘–)๐‘›โˆ’1
๐‘–
๐‘›โˆ’1
(1)
๐ท๐‘’๐‘ฃ ๐‘‘๐‘–๐‘“๐‘“ =
(๐‘‘ ๐‘–+1โˆ’๐‘‘ ๐‘–โˆ’๐‘‘)2๐‘›โˆ’1
๐‘–
๐‘›โˆ’1
(2)
where d denotes the mean of the data
d1, d2, d3, . . . , di, . . . , and dn
๐‘‘ =
๐‘‘ ๐‘–
๐‘›
๐‘–=1
๐‘›
(3)
Step 3: Create a new cluster for the first datum, i.e. the
smallest datum, and let the cluster to be the current
cluster. Calculate the maximum distance Max_data
between any two adjacent data using ๐‘ซ๐’†๐’— ๐’…๐’Š๐’‡๐’‡, shown as
follows:
Max_data = 0.5* ๐‘ซ๐’†๐’— ๐’…๐’Š๐’‡๐’‡ (3a)
Based on the value of Max_data, determine whether the
following datum can be put into the current cluster or
needs to be put it into a new cluster. Assume that there is
a di cluster as follows:
. . . , . . . , di , di+1, di+2, . . . , dn, where (1 โ‰ค ๐‘– โ‰ค ๐‘›)
if ( ๐‘‘๐‘–+1 โ€“ ๐‘‘๐‘– ) <Max_data) then
put ๐‘‘๐‘–into the current cluster in which di belongs
else
Create a new cluster for ๐‘‘๐‘–+1 and let the new cluster in
which ๐‘‘๐‘–+1belongs be the current cluster.
if (๐‘‘๐‘–+1 โ€“ ๐‘‘๐‘–<max_data_distance), is true for all the data
set), then find the mean value of the maximum and
minimum difference value and use it to calculate the
maximum data distance to create the clusters.
Max_data = 0.5* ๐‘จ๐’—๐’†๐’“ ๐’…๐’Š๐’‡๐’‡ (4)
elseSubtract the minimum value difference min( ( ๐‘‘๐‘–+1 โ€“
๐‘‘๐‘– )) between any data in the data set from the maximum
value different max (( ๐‘‘๐‘–+1 โ€“ ๐‘‘๐‘– )) between any data in
the data set and divide by two, use the result to calculate
maximum data distance
Max_data = 0.5* (max( d๐‘–+1 โ€“ di ) โ€“ min(d๐‘–+1 โ€“ di))(5)
Repeatedly perform the above process, until all the data
have been clustered.From this viewpoint and based on
steps 1, 2 and 3 aboved, we get nine clusters as follows:
C1={18204}; C2={18340, 18340, 18340}; C3 ={ 18670,
18670}; C4={18930, 18930}; C5 ={19440};
C6={19610, 19610, 19610}; C7 = {19940, 19940}; C8
={20230}; C9 ={20906}.
Step 4: Adjust the clusters into intervals according to the
following rules:
Assume that there are two adjacent clusters, clusteri and
clusterk shown as follows:
โ€ฆ , {di1, โ€ฆ . , din }, {dk1, . . . , dkm }, โ€ฆ.; where din is the last
datum in clusteri and dk1 is the first datum in clusterk
Then the upper bound Cluster _ uBi of clusteri and the
lower bound cluster_lBk of clusterk can be calculated as
follows:
๐ถ๐‘™๐‘ข๐‘ ๐‘ก๐‘’๐‘Ÿ_๐‘ข๐ต๐‘–=
๐‘‘ ๐‘–๐‘› + ๐‘‘ ๐‘˜1
2
(6)
๐ถ๐‘™๐‘ข๐‘ ๐‘ก๐‘’๐‘Ÿ_๐‘™๐ต๐‘˜ = ๐ถ๐‘™๐‘ข๐‘ ๐‘ก๐‘’๐‘Ÿ_๐‘ข๐ต๐‘– (7)
Because there is no previous cluster before the first
cluster and there is no next cluster after the last cluster,
the lower bound ๐ถ๐‘™๐‘ข๐‘ ๐‘ก๐‘’๐‘Ÿ_๐‘™๐ต1of the first cluster and the
upper bound ๐ถ๐‘™๐‘ข๐‘ ๐‘ก๐‘’๐‘Ÿ_๐‘ข๐ต๐‘› of the last cluster can be
calculated as follows:
๐ถ๐‘™๐‘ข๐‘ ๐‘ก๐‘’๐‘Ÿ_๐‘™๐ต1 = ๐‘‘1 โˆ’ Max_๐‘‘๐‘Ž๐‘ก๐‘Ž (8)
๐ถ๐‘™๐‘ข๐‘ ๐‘ก๐‘’๐‘Ÿ_๐‘ข๐ต๐‘› = ๐‘‘ ๐‘› + Max_๐‘‘๐‘Ž๐‘ก๐‘Ž (9)
where d1 is the first datum in the first cluster and d ๐‘› is
the last datum in the last cluster.
The clusters themselves correspond to intervals, where
the upper bound and the lower bound of an interval are
taken from the upper bound and the lower bound of a
cluster, respectively.
Calculate the middle value ๐‘€๐‘–๐‘‘_๐‘ฃ๐‘Ž๐‘™๐‘ข๐‘’๐‘˜ of the interval
๐‘–๐‘›๐‘ก๐‘’๐‘Ÿ๐‘ฃ๐‘Ž๐‘™ ๐‘˜ according to following equation:
๐‘€๐‘–๐‘‘_๐‘ฃ๐‘Ž๐‘™๐‘ข๐‘’๐‘–=
๐‘–๐‘›๐‘ก๐‘’๐‘Ÿ๐‘ฃ๐‘Ž๐‘™ _๐‘™๐ต ๐‘–+ ๐‘–๐‘›๐‘ก๐‘’๐‘Ÿ๐‘ฃ๐‘Ž๐‘™ _๐‘ข๐ต ๐‘–
2
(10)
where ๐‘–๐‘›๐‘ก๐‘’๐‘Ÿ๐‘ฃ๐‘Ž๐‘™_๐‘™๐ต๐‘– and ๐‘–๐‘›๐‘ก๐‘’๐‘Ÿ๐‘ฃ๐‘Ž๐‘™_๐‘ˆ๐ต๐‘– denote the lower
bound and the upper bound of the interval ๐‘–๐‘›๐‘ก๐‘’๐‘Ÿ๐‘ฃ๐‘Ž๐‘™๐‘– ,
respectively, with i = 1,..,n.
Based on Step 4, we obtain 9 intervals corresponding to
9 clusters are shown in Table 1 as follows:
Table 1: The intervals get from automatic clustering
algorithm.
No Intervals
1 u1 = (18119.25, 18272)
2 u2 = (18272 , 18505)
3 u3 = (18505 , 18800)
4 u4 = (18800 19185)
5 u5 = (19185 19525)
6 u6 = (19525 19775)
7 u7 = (19775 20085)
8 u8 = (20085 20568)
9 u9 = (20568 20993.75)
Step 5: Define the fuzzy sets for observation of
Gasonline Prices
Each interval obtained in Step 4 represents a linguistic
variable of โ€œGasonline pricesโ€. For nine intervals, there
are nine linguistic values which are ๐ด1 = โ€œvery
lowGasonline pricesโ€, ๐ด2=โ€œlowGasonline pricesโ€, ๐ด3=โ€œ
above lowGasonline pricesโ€, ๐ด4 = โ€œaverage Gasonline
pricesโ€, ๐ด5 = โ€œabove average Gasonline pricesโ€, ๐ด6 =
โ€œmore highGasonline pricesโ€, and ๐ด7 =โ€œ highGasonline
pricesโ€, ๐ด8=โ€œ very high Gasonline prices and ๐ด9=โ€œ very
veryhigh Gasonline prices to represent different regions
in the universe of discourse on U, respectively. Each
linguistic variable represents a fuzzy set ๐ด๐‘– and its
definitions is described in (6) as follows:
A1 =
1
๐‘ข1
+
0.5
๐‘ข2
+
0
๐‘ข3
+ โ‹ฏ +
0
๐‘ข9
A2 =
0.5
๐‘ข1
+
1
๐‘ข2
+
0.5
๐‘ข3
+ โ‹ฏ +
0
๐‘ข9
(11)
Forecasting gasonline price in vietnam based on fuzzy time series Tinh and Duy
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A8 =
0
๐‘ข1
+
0
๐‘ข2
+ โ‹ฏ +
0.5
๐‘ข7
+
1
๐‘ข8
+
0.5
๐‘ข9
A9 =
0
๐‘ข1
+
0
๐‘ข2
+ โ‹ฏ +
0
๐‘ข7
+
0.5
๐‘ข8
+
1
๐‘ข9
For simplicity, the membership values of fuzzy set Ai either
are 0, 0.5 or 1. The value 0, 0.5 and 1 indicate the grade of
membership of uj(1 โ‰ค j โ‰ค 9) in the fuzzy set Ai(1 โ‰ค i โ‰ค 9).
Where, where the symbol โ€ž+โ€Ÿ denotes fuzzy set union,
the symbol โ€ž/โ€Ÿ denotes the membership of uj which
belongs to Ai.
Step 6: Fuzzify all historical data of Gasonline Prices
To fuzzify all historical data, itโ€Ÿs necessary to assign a
corresponding linguistic value to each interval first. The
simplest way is to assign the linguistic value with respect
to the corresponding fuzzy set that each interval belongs
to with the highest membership degree. For example, the
historical Gasonline data on date 21/02/2018 is 18340,
and it belongs to interval ๐‘ข2 because 18340 is within
(18270, 18505]. So, we then assign the linguistic value
โ€žโ€žlow Gasonline pricesโ€ (eg. the fuzzy set ๐ด1 )
corresponding to interval ๐‘ข2 to it. Consider two time
serials data ๐‘Œ(๐‘ก) and ๐น(๐‘ก) at year t, where ๐‘Œ(๐‘ก) is actual
data and ๐น(๐‘ก) is the fuzzy set of ๐‘Œ ๐‘ก . According to
formula (11), the fuzzy set ๐ด2 has the maximum
membership value at the interval ๐‘ข2 . Therefore, the
historical data time series on date Y(21/02/2018) is
fuzzified to ๐ด2 . The completed fuzzified results of
Gasonline prices are listed in Table 2.
Step 7: Define all ๐›พ โ€“ order fuzzy logical relationships.
Based on Definition 2. To establish a ๐›พ - order fuzzy
relationship, we should find out any relationship which
hasthe F t โˆ’ ๐›พ , F t โˆ’ ๐›พ + 1 , . . . , F t โˆ’ 1 โ†’ ๐น(๐‘ก) ,
where F t โˆ’ ๐›พ , F t โˆ’ ๐›พ + 1 , . . . , F t โˆ’ 1 and ๐น(๐‘ก) are
called the current state and the next state of fuzzy logical
relationship, respectively. Then a ๐›พ - order fuzzy logic
relationship in the training phase is got by replacing the
corresponding linguistic values.
For example, supposed ๐œธ = ๐Ÿ from Table 2, a first -
order fuzzy relation A1 โ†’ A3 is got as F 4/12018 โ†’
F(19/1/2018) . So on, we get the first-order fuzzy
relationships are shown in Table 3.
Step 8: Establish all ๐›พโ€“ order fuzzy relationship groups
Based on [20]all the fuzzy relationships having the same
fuzzy set on the left-hand side or the same current state
can be put together into one fuzzy relationship group.
The repeated fuzzy logical relationships are also
considered up to the forecasting time. Therefore, from
Table 3, we can obtain 20 first โ€“ order fuzzy relationship
groups shown in Table 4.
Table 2:The complete result of fuzzification data of gasonline price.
Date Actual data linguistic value Date Actual data linguistic value
4/1/2018 18240 A1 7/6/2018 19940 A7
19/1/2018 18670 A3 22/6/2018 19610 A6
3/2/2018 18670 A3 7/7/2018 19610 A6
21/2/2018 18340 A2 23/7/2018 19610 A6
8/3/2018 18340 A2 28/7/1998 19610 A6
23/3/2018 18340 A2 7/8/2018 19610 A6
7/4/2018 18930 A4 22/8/2018 19610 A6
23/4/2018 18930 A4 6/9/2018 19910 A7
8/5/2018 19440 A5 21/9/2018 20230 A8
23/5/2018 19940 A7 06/10/2018 20906 A9
Table 3:The complete result of the first- order fuzzy logical relationships.
No linguistic value First โ€“order fuzzy relations No linguistic value First โ€“order fuzzy relations
1 A1 A1 -> A3 11 A7 A7 -> A7
2 A3 A3 -> A3 12 A6 A7 -> A6
3 A3 A3 -> A2 13 A6 A6 -> A6
4 A2 A2 -> A2 14 A6 A6 -> A6
5 A2 A2 -> A2 15 A6 A6 -> A6
6 A2 A2 -> A4 16 A6 A6 -> A6
7 A4 A4 -> A5 17 A6 A6 -> A6
8 A4 A5 -> A7 18 A7 A6 -> A7
9 A5 A13 -> A12 19 A8 A7 -> A8
10 A7 A12 -> A9 20 A9 A8-> A9
Table 4: The complete result of the first - order fuzzy relationship groups.
No linguistic value First โ€“order fuzzy relations No linguistic value First โ€“order fuzzy relations
1 A1 A1 -> A3 11 A7 A7 -> A7
2 A3 A3 -> A3 12 A6 A7 -> A6
3 A3 A3 -> A3,A2 13 A6 A6 -> A6
4 A2 A2 -> A2 14 A6 A6 -> A6, A6
5 A2 A2 -> A2, A2 15 A6 A6 -> A6, A6, A6
6 A2 A2 -> A2, A2 16 A6 A6 -> A6, A6, A6,A6
7 A4 A2 -> A2, A2, A4 17 A6 A6 -> A6, A6, A6, A6,A6
8 A4 A4 -> A4 18 A7 A6 -> A6, A6, A6, A6,A6, A7
9 A5 A4 -> A5 19 A8 A7 -> A7, A6, A8
10 A7 A5 -> A7 20 A9 A8-> A9
International Journal of Excellence Innovation and Development
||Volume 1, Issue 1, Nov. 2018||Page No. 018-024||
www.ijeid.com {IJEID ยฉ 2018} All Rights Reserved Page | 22
Table 5: The complete forecasted outputs for gasonline price of Viet Nam based on the firstโ€“ order FTS model.
Date Actual data linguistic value Forecasted value Date Actual data linguistic value Forecasted value
4/1/2018 18240 A1 ---------- 7/6/2018 19940 A7 19930
19/1/2018 18670 A3 18652.5 22/6/2018 19610 A6 19743.33
3/2/2018 18670 A3 18652.5 7/7/2018 19610 A6 19650
21/2/2018 18340 A2 18476.5 23/7/2018 19610 A6 19650
8/3/2018 18340 A2 18388.5 28/7/1998 19610 A6 19650
23/3/2018 18340 A2 18388.5 7/8/2018 19610 A6 19650
7/4/2018 18930 A4 18690.5 22/8/2018 19610 A6 19650
23/4/2018 18930 A4 18992.5 6/9/2018 19910 A7 19730
8/5/2018 19440 A5 19234.17 21/9/2018 20230 A8 20034.92
23/5/2018 19940 A7 19930 06/10/2018 20906 A9 20780.88
Step 9: Calculate and defuzzify the forecasted output
values
In this step, to obtain the forecasted results, we use
defuzzification technique [20] to calculate the forecasted
values for all date of Gasonline price in training phase.
The defuzzification rules are presented for date t
(04/01/2018 โ‰ค t โ‰ค 06/10/2018) as follows:
Rule 1: If the fuzzified data of Gasonline price on date
t-1 is Aj and there is only one fuzzy logical relationship
in the fuzzy logical relationship group whose current
state is Aj, shown as follows: Aj(t โˆ’ 1) โ†’ Ak(t) , then
the forecasted Gasonline price of datet is mk, where mk
is the midpoint of the interval uk and the maximum
membership value of the fuzzy set Ak occurs at the
interval uk.
Rule 2: If the fuzzified Gasonline price of datett -1 is Aj
and there are the following fuzzy logical relationship
group whose current state is Aj, shown as follows:
Aj t โˆ’ 1 โ†’ Ai1 t1 , Ai2 t2 , Aip tk
then the forecasted Gasonline price of datett is calculated
as follows: forecasted =
1โˆ—mi1+2โˆ—mi2+3โˆ—mi3+โ‹ฏ+pโˆ—mip
1+2+โ‹ฏ+p
;
where ๐‘š๐‘–1, ๐‘š๐‘–2 , ๐‘š๐‘–๐‘˜ are the middle values of the
intervals ui1 , ui2 and uip respectively, and the
maximum membership values of Ai1, Ai2 , . . . , Aip occur
at intervals ui1, ui2 , . . . , uip , respectively.
Based on the forecasted rules above and based on Table
4, we complete forecasted results of Gasonline price in
Viet Nam based on first - order FTS model with nine
intervals are listed in Table 5.
The performance of proposed model can be assessed by
comparing the difference between the forecasted values
and the actual values. The mean square error (MSE) is
employed as an evaluation criterion to represent the
forecasted accuracy. The MSE value is computed as
follows:
๐‘€๐‘†๐ธ =
1
๐‘›
(๐น๐‘ก โˆ’ ๐‘…๐‘ก)2๐‘›
๐‘ก=ฮณ (12)
Where, ๐‘…๐‘กdenotes actual value at year t, ๐น๐‘ก is forecasted
value at year t, n is number of the forecasted data, ฮณ is
order of the fuzzy logical relationships
COMPUTATIONAL RESULTS
In this paper, we apply the proposed model to forecast the
gasonline price of Viet Nam with the whole historical data
the period from 4/1/2018 to 6/10/2018 is shown in Fig.1.
We implement the proposed model under different
number of orders and kept number of intervals of 9. The
forecasted accuracy of the proposed method is estimated
by using the MSE function (12).The forecasted results of
proposed model under number of interval as 9 and various
order of fuzzy relationship are listed in Table 6.
Table 6: The completed forecasting results for gasonline price data of Viet Nam under deferent orders of FTS.
Date Actual data Forecasted value for each order of fuzzy logicalrelationship
2nd-order 3rd-order 4th-order 5th-order 6th-order 7th-order
4/1/2018 18240 ----- ----- ----- ----- ----- -----
19/1/2018 18670 ----- ----- ------ ------ ----- ------
3/2/2018 18670 18652.5 ----- ----- ------ ----- ------
21/2/2018 18340 18388.5 18388.5 ---- ------ ----- ------
8/3/2018 18340 18388.5 18388.5 18388.5 ----- ----- -----
23/3/2018 18340 18388.5 18388.5 18388.5 18388.5 ----- -----
7/4/2018 18930 18791.17 18992.5 18992.5 18992.5 18992.5 -----
23/4/2018 18930 18992.5 18992.5 18992.5 18992.5 18992.5 18992.5
8/5/2018 19440 19355 19355 19355 19355 19355 19355
23/5/2018 19940 19930 19930 19930 19930 19930 19930
7/6/2018 19940 19930 19930 19930 19930 19930 19930
22/6/2018 19610 19650 19650 19650 19650 19650 19650
7/7/2018 19610 19650 19650 19650 19650 19650 19650
23/7/2018 19610 19650 19650 19650 19650 19650 19650
28/7/1998 19610 19650 19650 19650 19650 19650 19650
7/8/2018 19610 19650 19650 19650 19650 19650 19650
22/8/2018 19610 19650 19650 19650 19650 19650 19650
6/9/2018 19910 19743.33 19762 19790 19836.67 19930 19930
21/9/2018 20230 20326.5 20326.5 20326.5 20326.5 20326.5 20326.5
06/10/2018 20906 20780.88 20780.88 20780.88 20780.88 20780.88 20780.88
MSE 5573 4633 4307 3836 3536 3561
Forecasting gasonline price in vietnam based on fuzzy time series Tinh and Duy
www.ijeid.com {IJEID ยฉ 2018} All Rights Reserved Page | 23
Fig. 2: A comparison of the MSE values for 9 intervals with different high-order fuzzy relationships.
FromTable 6, it can be seen that the performance of the
proposed model is improved a lot with increasing
number of orders in the same number of interval.
Particularly, the proposed model gets the lowest MSE
value of 3536 with the 6th-order fuzzy logical
relationship.The trend in forecasting of Gasonline price
by the high-order fuzzy time series model in comparison
to the actual data with the different number of orders can
be visualized in Fig. 2.
CONCLUSIONS
In this paper, a new hybrid forecasting model based on
combined FTS and Automatic clustering technique is
presented to improve forecasting. First, the proposed
model is implemented for forecasting of rice production
of Viet Nam. Subsequently, we proved correctness and
robustness of the proposed model by testing and
verifying it on historical gasonline price data of Vietnam
and comparing with different number of fuzzy
relationship in the training phase. The main
contributions of this paper are illustrated in the following.
First, the author shows that the forecasted accuracy of
the proposed model can be improved by considering
more information of latest fuzzy ๏ฌ‚uctuation within all
current states of all fuzzy relationships. Second, the
Automatic clustering algorithm for the optimized lengths
of intervals is developed to find optimal interval. Third,
based on the performance comparison in Table 6 and
Fig.2 the author shows the proposed model outperforms
with increasing number of orders in the same number of
interval. To continue considering the effectiveness of the
forecasting model in the future, the proposed model can
be extended to deal with multidimensional time series
data such as: Stock market prediction, weather forecast,
traffic accident prediction and so on.
Acknowledgment
This paper was implemented by the โ€œKnowledge
technologies and soft computing โ€“ TNUTโ€ research
group.
REFERENCES
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[8] S. M. Chen, โ€œForecasting enrollments based on high-
order fuzzy time seriesโ€, Cybernetics and Systems:
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[9] H.K. Yu โ€œWeighted fuzzy time series models for
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[11] Chen, S.M., Chung, N.Y. Forecasting enrollments
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[12] Huarng, K.H., Yu, T.H.K., "Ratio-Based Lengths
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17000
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International Journal of Excellence Innovation and Development
||Volume 1, Issue 1, Nov. 2018||Page No. 018-024||
www.ijeid.com {IJEID ยฉ 2018} All Rights Reserved Page | 24
[13] Liu, H.T., "An Improved fuzzy Time Series
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Biography of Author(s)
Nghiem Van Tinh received the B.S. degree in applied
mathematics and information from HaNoi University of
Science and Technology (HUST), VietNam, in 2002.
The M.S. degree in Information of Technology from
Thai Nguyen University of Information and
Communication Technology, in 2007. He is currently a
Ph.D. student at Institute of Information Technology,
Vietnam Academy of Science. He is currently work at
Faculty of Electronics Engineering, ThaiNguyen
University of Technology, ThaiNguyen, VietNam.
Nguyen Tien Duy received the Ph.D degree in applied
mathematics from Institute of Information Technology
(IOIT), Vietnamese Academy of Science and
Technology, in 2016. The M.S. degree in Information of
Technology from Thai Nguyen University of
Information and Communication Technology, in 2007.
The B.S degree in Information Technology, Hanoi
University of Science and Technology, Hanoi, Vietnam,
2001. He is working at Faculty of Electronics,
ThaiNguyen University of Technology, ThaiNguyen,
VietNam.

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Forecasting Gasonline Price in Vietnam Based on Fuzzy Time Series and Automatic Clustering Technique

  • 1. International Journal of Excellence Innovation and Development ||Volume 1, Issue 1, Nov. 2018||Page No. 018-024|| www.ijeid.com {IJEID ยฉ 2018} All Rights Reserved Page | 18 Forecasting Gasonline Price in Vietnam Based on Fuzzy Time Series and Automatic Clustering Technique Nghiem Van Tinh, Nguyen Tien Duy Thai Nguyen University โ€“ Thai Nguyen University of Technology Abstractโ€“โ€“Partitioning the universe of discourse and determining effective intervals are critical for forecasting in fuzzy time series. Equal length intervals used in most existing literatures are convenient but subjective to partition the universe of discourse. In this paper, a new forecasting model based on two computational methods, the fuzzy logical relationship groups and automatic clustering technique is presented for forecasting Gasonline Price. Firstly, we use the automatic clustering algorithm to divide the historical data into clusters and adjust them into intervals with different length. Then, based on the new obtained intervals, we fuzzify all the historical data into fuzzy sets and calculate the forecasted output by the proposed method. To illustrate the forecasting process, a numerical data sets of Gasonline Prices in Viet Nam is utilized to calculate by step. The results show that the proposed model gets forecasting accuracy for a higher high โ€“ order compare with first โ€“ order fuzzy time series model. Index Termsโ€“โ€“Forecasting, FTS, fuzzy logical relationships, automatic clustering, Gasonline prices INTRODUCTION Recently, fuzzy time series has been widely used for forecasting data of dynamic and non-linear data in nature. Many previous models have been discussed for forecasting used fuzzy time series, such as enrolment [1], [2], [3][11], [10], crop forecast [6], [7], the temperature prediction [14], stock markets [15], etc. There is the matter of fact that the traditional forecasting methods cannot deal with the forecasting problems in which the historical data are represented by linguistic values. Ref. [1], [2] proposed the time-invariant fuzzy time and the time-variant time series model which use the maxโ€“min operations to forecast the enrolments of the University of Alabama. However, the main drawback of these methods is huge computation burden. Then, Ref. [3] proposed the first-order fuzzy time series model by introducing a more efficient arithmetic method. After that, fuzzy time series has been widely studied to improve the accuracy of forecasting in many applications. Ref. [4] considered the trend of the enrolment in the past years and presented another forecasting model based on the first-order fuzzy time series. At the same time, Ref. [8],[11] proposed several forecast models based on the high-order fuzzy time series to deal with the enrolments forecasting problem. Ref. [9] predicted the Taiwan weighted index. Ref. [13] presented a new forecast model based on the trapezoidal fuzzy numbers. Ref. [12] showed that the different lengths of intervals may affect the accuracy of forecasting. Recently, Ref.[17] used particle swarm optimization method to search for a suitable partition of universe. Additionally, Ref. [18] proposed a new method to forecast enrolments based on automatic clustering techniques and fuzzy logical relationships. In this paper, we proposed a new forecasting model combining the fuzzy time series and automatic clustering technique. The method is different from the approach [3] and [17]in the way where the fuzzy relationship groups are created. Based on the model proposed in [20], we have developed a new fuzzy time series model by combining the automatic clustering technique and fuzzy time series with the aim to increase the accuracy of the forecasting model. The rest of this paper is organized as follows. In Section II, we provide a brief review of fuzzy time series and itโ€Ÿs model. In Section III, we present a model for forecasting the Gasonline price in VietNam based on the automatic clustering technique and fuzzy time series. Then, the experimental results are shown and analyzed in Section IV. Finally, Conclusions are given in Section V. BASIC CONCEPTS OF FUZZY TIME SERIES This section introduces some important literatures, which includes fuzzy time series[1],[2] and itโ€Ÿs model. Basic concepts of fuzzy time series Conventional time series refer to real values, but fuzzy time series are structured by fuzzy sets [1]. Let U = {u1, u2, โ€ฆ , un } be an universal set; a fuzzy set Ai of U is defined as ๐ด๐‘– = { fA(u1)/u1+, fA (u2)/u2 โ€ฆ + fA(un)/un }, where fA is a membership function of a given set A, fA :U๏‚ฎ[0,1], fA (ui) indicates the grade of membership of ui in the fuzzy set A, fA (ui) ฯต [0, 1], and 1โ‰ค i โ‰ค n. General definitions of FTS are given as follows: Definition 1: Fuzzy time series Let Y(t)(t = . . , 0, 1, 2 . . ), a subset of R, be the universe of discourse on which fuzzy sets fi(t) (i = 1,2 โ€ฆ ) are defined and if F(t) is a collection of f1 t , f2 t , โ€ฆ , then F(t) is called a fuzzy time series on Y(t) (t . . ., 0, 1,2 . ..). Here, F(t) is viewed as a linguistic variable and fi(t) represents possible linguistic values of F(t). Definition 2: Fuzzy logic relationship(FLR) If F(t) is caused by F(t-1) only, the relationship between F(t) and F(t-1) can be expressed by F(t โˆ’
  • 2. Forecasting gasonline price in vietnam based on fuzzy time series Tinh and Duy www.ijeid.com {IJEID ยฉ 2018} All Rights Reserved Page | 19 1) โ†’ F(t). According to[3]suggested that when the maximum degree of membership of F(t) belongs toAi , F(t) is considered Aj . Hence, the relationship between F(t) and F(t -1) is denoted by fuzzy logical relationship Ai โ†’ Aj where Ai and Aj refer to the current state or the left - hand side and the next state or the right-hand side of fuzzy time series. Definition 3: ๐›พ- order fuzzy logical relationships Let ๐น(๐‘ก) be a fuzzy time series. If ๐น(๐‘ก) is caused by ๐น(๐‘ก โˆ’ 1), ๐น(๐‘ก โˆ’ 2), โ€ฆ , ๐น(๐‘ก โˆ’ ๐›พ + 1) ๐น(๐‘ก โˆ’ ๐‘š) then this fuzzy relationship is represented by by ๐น(๐‘ก โˆ’ ๐›พ), โ€ฆ , ๐น(๐‘ก โˆ’ 2), ๐น(๐‘ก โˆ’ 1) โ†’ ๐น(๐‘ก) and is called an ๐‘š - order fuzzy time series. Definition 4: Fuzzy relationship group (FRG) Fuzzy logical relationships, which have the same left- hand sides, can be grouped together into fuzzy logical relationship groups. Suppose there are relationships such as follows: ๐ด๐‘– โ†’ ๐ด ๐‘˜1 , ๐ด๐‘– โ†’ ๐ด ๐‘˜2 , โ€ฆโ€ฆ. In previous study was proposed by Chen [3], the repeated fuzzy relations were simply ignored when fuzzy relationships were established. So, these fuzzy logical relationships can be grouped into the same FRG as: ๐ด๐‘– โ†’ ๐ด ๐‘˜1 , ๐ด ๐‘˜2โ€ฆ Fuzzy time series forecasting model Fuzzy theory [19] was developed to deal with problems involving linguistic terms. Song and Chissom[1], [2] the application of this theory to define fuzzy time-series model. They applied the model to forecast the enrollments of the University of Alabama. Further, a first-order time-invariant fuzzy time series model was proposed by Song and Chissom to forecast the enrollments and a step-by-step procedure is presented to develop and utilize the time-variant model [2]. The evaluated fuzzy time-series model which applied simplified arithmetic operations in forecasting algorithms rather than the complicated max-min composition operations was proposed by Chen [3]. In addition, Chenโ€Ÿs method can generate more precise forecasting results than those of Song and Chissom[1]. Chenโ€Ÿs method consists of the following major steps: Step 1: Define the universe of discourse U. Step 2: Divide U into several equal-length intervals. Step 3: Define the fuzzy sets on U and fuzzify the historical data. Step 4: Create the fuzzy logical relationships based on the historical data. Step 5: Classify the derived fuzzy logical relationships into groups. Step 6: Forecast and defuzzify output value A PROPOSED FORECASTING MODEL BASED THE FUZZY TIME SERIES AND AUTOMATIC CLUSTERING ALGORITHM In this section, an improved hybrid model for forecasting the Gasonline Pricebased on clustering technique and FTS. Firstly, we apply clustering technique to classify the collected data into clusters and adjust these clusters into contiguous intervals, based on the new intervals defined, we fuzzify on the historical data, determine fuzzy logical relationships and create fuzzy logical relationship groups and calculate forecasted value according to the forecasting model of Chen [3]. To verify the effectiveness of the proposed model, all historical data sets of Gasonline Price of E5 RON 92of Viet Nam are shown in Fig. 1, which are used to illustrate for forecasting process. The step-wise procedure of the proposed model is detailed as follows: Fig. 1: The curves of the actual gasoline price. Source: https://kinhdoanh.vnexpress.net/tin-tuc/hang-hoa
  • 3. International Journal of Excellence Innovation and Development ||Volume 1, Issue 1, Nov. 2018||Page No. 018-024|| www.ijeid.com {IJEID ยฉ 2018} All Rights Reserved Page | 20 Step 1: Sort the data of Gasonline prices in an ascending order. Assume that the ascending sequence of the data is shown as follows: d1, d2, d3, . . . , di, . . . , dn. with ๐‘‘๐‘–โˆ’1 < ๐‘‘๐‘– ; where ๐‘‘1 is the smallest datum among the n numerical data, ๐‘‘ ๐‘› is the largest datum among the n numerical data, and 1 โ‰ค ๐‘– โ‰ค ๐‘›. Step 2: Based on the ascending data sequence calculate the average distance difference ๐ด๐‘ฃ๐‘’๐‘Ÿ๐‘‘๐‘–๐‘“๐‘“ between any two adjacent data and calculate the standard deviation ๐‘ซ๐’†๐’— ๐’…๐’Š๐’‡๐’‡ of the difference between any two adjacent data, shown as follows: ๐ด๐‘ฃ๐‘’๐‘Ÿ๐‘‘๐‘–๐‘“๐‘“ = (๐‘‘ ๐‘–+1โˆ’๐‘‘ ๐‘–)๐‘›โˆ’1 ๐‘– ๐‘›โˆ’1 (1) ๐ท๐‘’๐‘ฃ ๐‘‘๐‘–๐‘“๐‘“ = (๐‘‘ ๐‘–+1โˆ’๐‘‘ ๐‘–โˆ’๐‘‘)2๐‘›โˆ’1 ๐‘– ๐‘›โˆ’1 (2) where d denotes the mean of the data d1, d2, d3, . . . , di, . . . , and dn ๐‘‘ = ๐‘‘ ๐‘– ๐‘› ๐‘–=1 ๐‘› (3) Step 3: Create a new cluster for the first datum, i.e. the smallest datum, and let the cluster to be the current cluster. Calculate the maximum distance Max_data between any two adjacent data using ๐‘ซ๐’†๐’— ๐’…๐’Š๐’‡๐’‡, shown as follows: Max_data = 0.5* ๐‘ซ๐’†๐’— ๐’…๐’Š๐’‡๐’‡ (3a) Based on the value of Max_data, determine whether the following datum can be put into the current cluster or needs to be put it into a new cluster. Assume that there is a di cluster as follows: . . . , . . . , di , di+1, di+2, . . . , dn, where (1 โ‰ค ๐‘– โ‰ค ๐‘›) if ( ๐‘‘๐‘–+1 โ€“ ๐‘‘๐‘– ) <Max_data) then put ๐‘‘๐‘–into the current cluster in which di belongs else Create a new cluster for ๐‘‘๐‘–+1 and let the new cluster in which ๐‘‘๐‘–+1belongs be the current cluster. if (๐‘‘๐‘–+1 โ€“ ๐‘‘๐‘–<max_data_distance), is true for all the data set), then find the mean value of the maximum and minimum difference value and use it to calculate the maximum data distance to create the clusters. Max_data = 0.5* ๐‘จ๐’—๐’†๐’“ ๐’…๐’Š๐’‡๐’‡ (4) elseSubtract the minimum value difference min( ( ๐‘‘๐‘–+1 โ€“ ๐‘‘๐‘– )) between any data in the data set from the maximum value different max (( ๐‘‘๐‘–+1 โ€“ ๐‘‘๐‘– )) between any data in the data set and divide by two, use the result to calculate maximum data distance Max_data = 0.5* (max( d๐‘–+1 โ€“ di ) โ€“ min(d๐‘–+1 โ€“ di))(5) Repeatedly perform the above process, until all the data have been clustered.From this viewpoint and based on steps 1, 2 and 3 aboved, we get nine clusters as follows: C1={18204}; C2={18340, 18340, 18340}; C3 ={ 18670, 18670}; C4={18930, 18930}; C5 ={19440}; C6={19610, 19610, 19610}; C7 = {19940, 19940}; C8 ={20230}; C9 ={20906}. Step 4: Adjust the clusters into intervals according to the following rules: Assume that there are two adjacent clusters, clusteri and clusterk shown as follows: โ€ฆ , {di1, โ€ฆ . , din }, {dk1, . . . , dkm }, โ€ฆ.; where din is the last datum in clusteri and dk1 is the first datum in clusterk Then the upper bound Cluster _ uBi of clusteri and the lower bound cluster_lBk of clusterk can be calculated as follows: ๐ถ๐‘™๐‘ข๐‘ ๐‘ก๐‘’๐‘Ÿ_๐‘ข๐ต๐‘–= ๐‘‘ ๐‘–๐‘› + ๐‘‘ ๐‘˜1 2 (6) ๐ถ๐‘™๐‘ข๐‘ ๐‘ก๐‘’๐‘Ÿ_๐‘™๐ต๐‘˜ = ๐ถ๐‘™๐‘ข๐‘ ๐‘ก๐‘’๐‘Ÿ_๐‘ข๐ต๐‘– (7) Because there is no previous cluster before the first cluster and there is no next cluster after the last cluster, the lower bound ๐ถ๐‘™๐‘ข๐‘ ๐‘ก๐‘’๐‘Ÿ_๐‘™๐ต1of the first cluster and the upper bound ๐ถ๐‘™๐‘ข๐‘ ๐‘ก๐‘’๐‘Ÿ_๐‘ข๐ต๐‘› of the last cluster can be calculated as follows: ๐ถ๐‘™๐‘ข๐‘ ๐‘ก๐‘’๐‘Ÿ_๐‘™๐ต1 = ๐‘‘1 โˆ’ Max_๐‘‘๐‘Ž๐‘ก๐‘Ž (8) ๐ถ๐‘™๐‘ข๐‘ ๐‘ก๐‘’๐‘Ÿ_๐‘ข๐ต๐‘› = ๐‘‘ ๐‘› + Max_๐‘‘๐‘Ž๐‘ก๐‘Ž (9) where d1 is the first datum in the first cluster and d ๐‘› is the last datum in the last cluster. The clusters themselves correspond to intervals, where the upper bound and the lower bound of an interval are taken from the upper bound and the lower bound of a cluster, respectively. Calculate the middle value ๐‘€๐‘–๐‘‘_๐‘ฃ๐‘Ž๐‘™๐‘ข๐‘’๐‘˜ of the interval ๐‘–๐‘›๐‘ก๐‘’๐‘Ÿ๐‘ฃ๐‘Ž๐‘™ ๐‘˜ according to following equation: ๐‘€๐‘–๐‘‘_๐‘ฃ๐‘Ž๐‘™๐‘ข๐‘’๐‘–= ๐‘–๐‘›๐‘ก๐‘’๐‘Ÿ๐‘ฃ๐‘Ž๐‘™ _๐‘™๐ต ๐‘–+ ๐‘–๐‘›๐‘ก๐‘’๐‘Ÿ๐‘ฃ๐‘Ž๐‘™ _๐‘ข๐ต ๐‘– 2 (10) where ๐‘–๐‘›๐‘ก๐‘’๐‘Ÿ๐‘ฃ๐‘Ž๐‘™_๐‘™๐ต๐‘– and ๐‘–๐‘›๐‘ก๐‘’๐‘Ÿ๐‘ฃ๐‘Ž๐‘™_๐‘ˆ๐ต๐‘– denote the lower bound and the upper bound of the interval ๐‘–๐‘›๐‘ก๐‘’๐‘Ÿ๐‘ฃ๐‘Ž๐‘™๐‘– , respectively, with i = 1,..,n. Based on Step 4, we obtain 9 intervals corresponding to 9 clusters are shown in Table 1 as follows: Table 1: The intervals get from automatic clustering algorithm. No Intervals 1 u1 = (18119.25, 18272) 2 u2 = (18272 , 18505) 3 u3 = (18505 , 18800) 4 u4 = (18800 19185) 5 u5 = (19185 19525) 6 u6 = (19525 19775) 7 u7 = (19775 20085) 8 u8 = (20085 20568) 9 u9 = (20568 20993.75) Step 5: Define the fuzzy sets for observation of Gasonline Prices Each interval obtained in Step 4 represents a linguistic variable of โ€œGasonline pricesโ€. For nine intervals, there are nine linguistic values which are ๐ด1 = โ€œvery lowGasonline pricesโ€, ๐ด2=โ€œlowGasonline pricesโ€, ๐ด3=โ€œ above lowGasonline pricesโ€, ๐ด4 = โ€œaverage Gasonline pricesโ€, ๐ด5 = โ€œabove average Gasonline pricesโ€, ๐ด6 = โ€œmore highGasonline pricesโ€, and ๐ด7 =โ€œ highGasonline pricesโ€, ๐ด8=โ€œ very high Gasonline prices and ๐ด9=โ€œ very veryhigh Gasonline prices to represent different regions in the universe of discourse on U, respectively. Each linguistic variable represents a fuzzy set ๐ด๐‘– and its definitions is described in (6) as follows: A1 = 1 ๐‘ข1 + 0.5 ๐‘ข2 + 0 ๐‘ข3 + โ‹ฏ + 0 ๐‘ข9 A2 = 0.5 ๐‘ข1 + 1 ๐‘ข2 + 0.5 ๐‘ข3 + โ‹ฏ + 0 ๐‘ข9 (11)
  • 4. Forecasting gasonline price in vietnam based on fuzzy time series Tinh and Duy www.ijeid.com {IJEID ยฉ 2018} All Rights Reserved Page | 21 A8 = 0 ๐‘ข1 + 0 ๐‘ข2 + โ‹ฏ + 0.5 ๐‘ข7 + 1 ๐‘ข8 + 0.5 ๐‘ข9 A9 = 0 ๐‘ข1 + 0 ๐‘ข2 + โ‹ฏ + 0 ๐‘ข7 + 0.5 ๐‘ข8 + 1 ๐‘ข9 For simplicity, the membership values of fuzzy set Ai either are 0, 0.5 or 1. The value 0, 0.5 and 1 indicate the grade of membership of uj(1 โ‰ค j โ‰ค 9) in the fuzzy set Ai(1 โ‰ค i โ‰ค 9). Where, where the symbol โ€ž+โ€Ÿ denotes fuzzy set union, the symbol โ€ž/โ€Ÿ denotes the membership of uj which belongs to Ai. Step 6: Fuzzify all historical data of Gasonline Prices To fuzzify all historical data, itโ€Ÿs necessary to assign a corresponding linguistic value to each interval first. The simplest way is to assign the linguistic value with respect to the corresponding fuzzy set that each interval belongs to with the highest membership degree. For example, the historical Gasonline data on date 21/02/2018 is 18340, and it belongs to interval ๐‘ข2 because 18340 is within (18270, 18505]. So, we then assign the linguistic value โ€žโ€žlow Gasonline pricesโ€ (eg. the fuzzy set ๐ด1 ) corresponding to interval ๐‘ข2 to it. Consider two time serials data ๐‘Œ(๐‘ก) and ๐น(๐‘ก) at year t, where ๐‘Œ(๐‘ก) is actual data and ๐น(๐‘ก) is the fuzzy set of ๐‘Œ ๐‘ก . According to formula (11), the fuzzy set ๐ด2 has the maximum membership value at the interval ๐‘ข2 . Therefore, the historical data time series on date Y(21/02/2018) is fuzzified to ๐ด2 . The completed fuzzified results of Gasonline prices are listed in Table 2. Step 7: Define all ๐›พ โ€“ order fuzzy logical relationships. Based on Definition 2. To establish a ๐›พ - order fuzzy relationship, we should find out any relationship which hasthe F t โˆ’ ๐›พ , F t โˆ’ ๐›พ + 1 , . . . , F t โˆ’ 1 โ†’ ๐น(๐‘ก) , where F t โˆ’ ๐›พ , F t โˆ’ ๐›พ + 1 , . . . , F t โˆ’ 1 and ๐น(๐‘ก) are called the current state and the next state of fuzzy logical relationship, respectively. Then a ๐›พ - order fuzzy logic relationship in the training phase is got by replacing the corresponding linguistic values. For example, supposed ๐œธ = ๐Ÿ from Table 2, a first - order fuzzy relation A1 โ†’ A3 is got as F 4/12018 โ†’ F(19/1/2018) . So on, we get the first-order fuzzy relationships are shown in Table 3. Step 8: Establish all ๐›พโ€“ order fuzzy relationship groups Based on [20]all the fuzzy relationships having the same fuzzy set on the left-hand side or the same current state can be put together into one fuzzy relationship group. The repeated fuzzy logical relationships are also considered up to the forecasting time. Therefore, from Table 3, we can obtain 20 first โ€“ order fuzzy relationship groups shown in Table 4. Table 2:The complete result of fuzzification data of gasonline price. Date Actual data linguistic value Date Actual data linguistic value 4/1/2018 18240 A1 7/6/2018 19940 A7 19/1/2018 18670 A3 22/6/2018 19610 A6 3/2/2018 18670 A3 7/7/2018 19610 A6 21/2/2018 18340 A2 23/7/2018 19610 A6 8/3/2018 18340 A2 28/7/1998 19610 A6 23/3/2018 18340 A2 7/8/2018 19610 A6 7/4/2018 18930 A4 22/8/2018 19610 A6 23/4/2018 18930 A4 6/9/2018 19910 A7 8/5/2018 19440 A5 21/9/2018 20230 A8 23/5/2018 19940 A7 06/10/2018 20906 A9 Table 3:The complete result of the first- order fuzzy logical relationships. No linguistic value First โ€“order fuzzy relations No linguistic value First โ€“order fuzzy relations 1 A1 A1 -> A3 11 A7 A7 -> A7 2 A3 A3 -> A3 12 A6 A7 -> A6 3 A3 A3 -> A2 13 A6 A6 -> A6 4 A2 A2 -> A2 14 A6 A6 -> A6 5 A2 A2 -> A2 15 A6 A6 -> A6 6 A2 A2 -> A4 16 A6 A6 -> A6 7 A4 A4 -> A5 17 A6 A6 -> A6 8 A4 A5 -> A7 18 A7 A6 -> A7 9 A5 A13 -> A12 19 A8 A7 -> A8 10 A7 A12 -> A9 20 A9 A8-> A9 Table 4: The complete result of the first - order fuzzy relationship groups. No linguistic value First โ€“order fuzzy relations No linguistic value First โ€“order fuzzy relations 1 A1 A1 -> A3 11 A7 A7 -> A7 2 A3 A3 -> A3 12 A6 A7 -> A6 3 A3 A3 -> A3,A2 13 A6 A6 -> A6 4 A2 A2 -> A2 14 A6 A6 -> A6, A6 5 A2 A2 -> A2, A2 15 A6 A6 -> A6, A6, A6 6 A2 A2 -> A2, A2 16 A6 A6 -> A6, A6, A6,A6 7 A4 A2 -> A2, A2, A4 17 A6 A6 -> A6, A6, A6, A6,A6 8 A4 A4 -> A4 18 A7 A6 -> A6, A6, A6, A6,A6, A7 9 A5 A4 -> A5 19 A8 A7 -> A7, A6, A8 10 A7 A5 -> A7 20 A9 A8-> A9
  • 5. International Journal of Excellence Innovation and Development ||Volume 1, Issue 1, Nov. 2018||Page No. 018-024|| www.ijeid.com {IJEID ยฉ 2018} All Rights Reserved Page | 22 Table 5: The complete forecasted outputs for gasonline price of Viet Nam based on the firstโ€“ order FTS model. Date Actual data linguistic value Forecasted value Date Actual data linguistic value Forecasted value 4/1/2018 18240 A1 ---------- 7/6/2018 19940 A7 19930 19/1/2018 18670 A3 18652.5 22/6/2018 19610 A6 19743.33 3/2/2018 18670 A3 18652.5 7/7/2018 19610 A6 19650 21/2/2018 18340 A2 18476.5 23/7/2018 19610 A6 19650 8/3/2018 18340 A2 18388.5 28/7/1998 19610 A6 19650 23/3/2018 18340 A2 18388.5 7/8/2018 19610 A6 19650 7/4/2018 18930 A4 18690.5 22/8/2018 19610 A6 19650 23/4/2018 18930 A4 18992.5 6/9/2018 19910 A7 19730 8/5/2018 19440 A5 19234.17 21/9/2018 20230 A8 20034.92 23/5/2018 19940 A7 19930 06/10/2018 20906 A9 20780.88 Step 9: Calculate and defuzzify the forecasted output values In this step, to obtain the forecasted results, we use defuzzification technique [20] to calculate the forecasted values for all date of Gasonline price in training phase. The defuzzification rules are presented for date t (04/01/2018 โ‰ค t โ‰ค 06/10/2018) as follows: Rule 1: If the fuzzified data of Gasonline price on date t-1 is Aj and there is only one fuzzy logical relationship in the fuzzy logical relationship group whose current state is Aj, shown as follows: Aj(t โˆ’ 1) โ†’ Ak(t) , then the forecasted Gasonline price of datet is mk, where mk is the midpoint of the interval uk and the maximum membership value of the fuzzy set Ak occurs at the interval uk. Rule 2: If the fuzzified Gasonline price of datett -1 is Aj and there are the following fuzzy logical relationship group whose current state is Aj, shown as follows: Aj t โˆ’ 1 โ†’ Ai1 t1 , Ai2 t2 , Aip tk then the forecasted Gasonline price of datett is calculated as follows: forecasted = 1โˆ—mi1+2โˆ—mi2+3โˆ—mi3+โ‹ฏ+pโˆ—mip 1+2+โ‹ฏ+p ; where ๐‘š๐‘–1, ๐‘š๐‘–2 , ๐‘š๐‘–๐‘˜ are the middle values of the intervals ui1 , ui2 and uip respectively, and the maximum membership values of Ai1, Ai2 , . . . , Aip occur at intervals ui1, ui2 , . . . , uip , respectively. Based on the forecasted rules above and based on Table 4, we complete forecasted results of Gasonline price in Viet Nam based on first - order FTS model with nine intervals are listed in Table 5. The performance of proposed model can be assessed by comparing the difference between the forecasted values and the actual values. The mean square error (MSE) is employed as an evaluation criterion to represent the forecasted accuracy. The MSE value is computed as follows: ๐‘€๐‘†๐ธ = 1 ๐‘› (๐น๐‘ก โˆ’ ๐‘…๐‘ก)2๐‘› ๐‘ก=ฮณ (12) Where, ๐‘…๐‘กdenotes actual value at year t, ๐น๐‘ก is forecasted value at year t, n is number of the forecasted data, ฮณ is order of the fuzzy logical relationships COMPUTATIONAL RESULTS In this paper, we apply the proposed model to forecast the gasonline price of Viet Nam with the whole historical data the period from 4/1/2018 to 6/10/2018 is shown in Fig.1. We implement the proposed model under different number of orders and kept number of intervals of 9. The forecasted accuracy of the proposed method is estimated by using the MSE function (12).The forecasted results of proposed model under number of interval as 9 and various order of fuzzy relationship are listed in Table 6. Table 6: The completed forecasting results for gasonline price data of Viet Nam under deferent orders of FTS. Date Actual data Forecasted value for each order of fuzzy logicalrelationship 2nd-order 3rd-order 4th-order 5th-order 6th-order 7th-order 4/1/2018 18240 ----- ----- ----- ----- ----- ----- 19/1/2018 18670 ----- ----- ------ ------ ----- ------ 3/2/2018 18670 18652.5 ----- ----- ------ ----- ------ 21/2/2018 18340 18388.5 18388.5 ---- ------ ----- ------ 8/3/2018 18340 18388.5 18388.5 18388.5 ----- ----- ----- 23/3/2018 18340 18388.5 18388.5 18388.5 18388.5 ----- ----- 7/4/2018 18930 18791.17 18992.5 18992.5 18992.5 18992.5 ----- 23/4/2018 18930 18992.5 18992.5 18992.5 18992.5 18992.5 18992.5 8/5/2018 19440 19355 19355 19355 19355 19355 19355 23/5/2018 19940 19930 19930 19930 19930 19930 19930 7/6/2018 19940 19930 19930 19930 19930 19930 19930 22/6/2018 19610 19650 19650 19650 19650 19650 19650 7/7/2018 19610 19650 19650 19650 19650 19650 19650 23/7/2018 19610 19650 19650 19650 19650 19650 19650 28/7/1998 19610 19650 19650 19650 19650 19650 19650 7/8/2018 19610 19650 19650 19650 19650 19650 19650 22/8/2018 19610 19650 19650 19650 19650 19650 19650 6/9/2018 19910 19743.33 19762 19790 19836.67 19930 19930 21/9/2018 20230 20326.5 20326.5 20326.5 20326.5 20326.5 20326.5 06/10/2018 20906 20780.88 20780.88 20780.88 20780.88 20780.88 20780.88 MSE 5573 4633 4307 3836 3536 3561
  • 6. Forecasting gasonline price in vietnam based on fuzzy time series Tinh and Duy www.ijeid.com {IJEID ยฉ 2018} All Rights Reserved Page | 23 Fig. 2: A comparison of the MSE values for 9 intervals with different high-order fuzzy relationships. FromTable 6, it can be seen that the performance of the proposed model is improved a lot with increasing number of orders in the same number of interval. Particularly, the proposed model gets the lowest MSE value of 3536 with the 6th-order fuzzy logical relationship.The trend in forecasting of Gasonline price by the high-order fuzzy time series model in comparison to the actual data with the different number of orders can be visualized in Fig. 2. CONCLUSIONS In this paper, a new hybrid forecasting model based on combined FTS and Automatic clustering technique is presented to improve forecasting. First, the proposed model is implemented for forecasting of rice production of Viet Nam. Subsequently, we proved correctness and robustness of the proposed model by testing and verifying it on historical gasonline price data of Vietnam and comparing with different number of fuzzy relationship in the training phase. The main contributions of this paper are illustrated in the following. First, the author shows that the forecasted accuracy of the proposed model can be improved by considering more information of latest fuzzy ๏ฌ‚uctuation within all current states of all fuzzy relationships. Second, the Automatic clustering algorithm for the optimized lengths of intervals is developed to find optimal interval. Third, based on the performance comparison in Table 6 and Fig.2 the author shows the proposed model outperforms with increasing number of orders in the same number of interval. To continue considering the effectiveness of the forecasting model in the future, the proposed model can be extended to deal with multidimensional time series data such as: Stock market prediction, weather forecast, traffic accident prediction and so on. Acknowledgment This paper was implemented by the โ€œKnowledge technologies and soft computing โ€“ TNUTโ€ research group. REFERENCES [1] Q. Song, B.S. Chissom, โ€œForecasting Enrollments with Fuzzy Time Series โ€“ Part I,โ€ Fuzzy set and system, vol. 54, pp. 1-9, 1993b. [2] Q. Song, B.S. Chissom, โ€œForecasting Enrollments with Fuzzy Time Series โ€“ Part II,โ€ Fuzzy set and system, vol. 62, pp. 1-8, 1994. [3] S.M. Chen, โ€œForecasting Enrollments based on Fuzzy Time Series,โ€ Fuzzy set and system, vol. 81, pp. 311-319. 1996. [4] Hwang, J. R., Chen, S. M., & Lee, C. H. Handling forecasting problems using fuzzy time series. Fuzzy Sets and Systems, 100(1โ€“3), 217โ€“228, 1998. [5] Huarng, K. Heuristic models of fuzzy time series for forecasting. Fuzzy Sets and Systems, 123, 369โ€“ 386, 2001b . [6] Singh, S. R. A simple method of forecasting based on fuzzy time series. Applied Mathematics and Computation, 186, 330โ€“339, 2007a. [7] Singh, S. R. A robust method of forecasting based on fuzzy time series. Applied Mathematics and Computation, 188, 472โ€“484, 2007b. [8] S. M. Chen, โ€œForecasting enrollments based on high- order fuzzy time seriesโ€, Cybernetics and Systems: An International Journal, vol. 33, pp. 1-16, 2002. [9] H.K. Yu โ€œWeighted fuzzy time series models for TAIEX forecastingโ€, Physica A, 349, pp. 609โ€“624, 2005. [10] Chen, S.-M., Chung, N.-Y. Forecasting enrollments of students by using fuzzy time series and genetic algorithms. International Journal of Information and Management Sciences 17, 1โ€“17, 2006a. [11] Chen, S.M., Chung, N.Y. Forecasting enrollments using high-order fuzzy time series and genetic algorithms. International of Intelligent Systems 21, 485โ€“501, 2006b. [12] Huarng, K.H., Yu, T.H.K., "Ratio-Based Lengths of Intervals to Improve Fuzzy Time Series Forecasting," IEEE Transactions on SMC โ€“ Part B: Cybernetics, Vol. 36, pp. 328โ€“340, 2006. 17000 17500 18000 18500 19000 19500 20000 20500 21000 18240 18670 18670 18340 18340 18340 18930 18930 19440 19940 19940 19610 19610 19610 19610 19610 19610 19910 20230 20906 ActaulDataofGasonlineprice Date Second - order Three - order Fourth - order Fiveth - order Sixth - order Seventh - order
  • 7. International Journal of Excellence Innovation and Development ||Volume 1, Issue 1, Nov. 2018||Page No. 018-024|| www.ijeid.com {IJEID ยฉ 2018} All Rights Reserved Page | 24 [13] Liu, H.T., "An Improved fuzzy Time Series Forecasting Method using Trapezoidal Fuzzy Numbers," Fuzzy Optimization Decision Making, Vol. 6, pp. 63โ€“80, 2007. [14] Lee, L.-W., Wang, L.-H., & Chen, S.-M. Temperature prediction and TAIFEX forecasting based on fuzzy logical relationships and genetic algorithms. Expert Systems with Applications, 33, 539โ€“550, 2007. [15] Jilani, T.A., Burney, S.M.A. A refined fuzzy time series model for stock market forecasting. Physica A 387, 2857โ€“2862. 2008. [16] Wang, N.-Y, & Chen, S.-M. Temperature prediction and TAIFEX forecasting based on automatic clustering techniques and two-factors high-order fuzzy time series. Expert Systems with Applications, 36, 2143โ€“2154, 2009. [17] Kuo, I. H., Horng, S.-J., Kao, T.-W., Lin, T.-L., Lee, C.-L., & Pan. An improved method for forecasting enrollments based on fuzzy time series and particle swarm optimization. Expert Systems with applications, 36, 6108โ€“6117, 2009a. [18] S.-M. Chen, K. Tanuwijaya, Fuzzy forecasting based on high-order fuzzy logical relationships and automatic clustering techniques, Expert Systems with Applications 38 ,15425โ€“15437, 2011. [19] Zadeh, L. A. . Fuzzy sets. Information and Control, 8, 338โ€“353, 1965. [20] Nghiem Van Tinh & Nguyen Cong Dieu, improving the forecasted accuracy of model based on fuzzy time series and k-means clustering, journal of science and technology: issue on information and communications technology, No.2, 51-60, 2017 Biography of Author(s) Nghiem Van Tinh received the B.S. degree in applied mathematics and information from HaNoi University of Science and Technology (HUST), VietNam, in 2002. The M.S. degree in Information of Technology from Thai Nguyen University of Information and Communication Technology, in 2007. He is currently a Ph.D. student at Institute of Information Technology, Vietnam Academy of Science. He is currently work at Faculty of Electronics Engineering, ThaiNguyen University of Technology, ThaiNguyen, VietNam. Nguyen Tien Duy received the Ph.D degree in applied mathematics from Institute of Information Technology (IOIT), Vietnamese Academy of Science and Technology, in 2016. The M.S. degree in Information of Technology from Thai Nguyen University of Information and Communication Technology, in 2007. The B.S degree in Information Technology, Hanoi University of Science and Technology, Hanoi, Vietnam, 2001. He is working at Faculty of Electronics, ThaiNguyen University of Technology, ThaiNguyen, VietNam.