First-Order ARMA Type Fuzzy Time Series Method Based on Fuzzy Logic Relation Tables

Table 4

The best results obtained for 15-observation test set of IMKB data.

Date	Test set	Song and Chissom [1]	Chen [5]	Chen [6]	Huarng [11] distribution-based method	Huarng [11] average-based method	Huarng and Yu [13] rational-based method	Aladag et al. [8]	Proposed method*
01.12.2010	66156	65695.5	66250	64833.3	65900.0	65300	66328.8	65650	66000
02.12.2010	66939	66438.2	65800	66700.0	65566.7	64100	66164.2	67150	67633
03.12.2010	66860	67088.0	67450	66700.0	67233.3	66700	67143.8	67150	66700
08.12.2010	67705	67088.0	67450	66700.0	67233.3	66700	67143.8	67150	66700
09.12.2010	65914	66252.5	66250	67633.3	65900.0	67700	66328.8	67150	68100
10.12.2010	64759	65695.5	65800	66233.3	65566.7	65900	65791.4	64150	65300
13.12.2010	66380	65695.5	65350	66700.0	65900.0	64700	65258.3	65650	65300
14.12.2010	66510	66438.2	65800	66700.0	65566.7	67100	66164.2	65650	66700
15.12.2010	65499	66438.2	65800	66700.0	67233.3	66500	66164.2	67150	66700
16.12.2010	64429	65695.5	66250	65766.7	65566.7	66300	66328.8	64150	65300
17.12.2010	63524	65695.5	65350	64366.7	65900.0	64500	65258.3	65650	63900
20.12.2010	63502	65138.5	63550	63900.0	64900.0	63500	63684.8	65650	63900
21.12.2010	64820	65138.5	63550	63900.0	64900.0	63500	63684.8	65650	63900
22.12.2010	65440	65695.5	65350	64833.3	65900.0	65500	65258.3	65650	65300
23.12.2010	66219	65695.5	66250	66700.0	65566.7	66300	66328.8	65650	66000
	RMSE	919.47	925.42	954.17	1052.90	1283.18	896.96	1060.12	865.28
	MAPE	0.01124	0.01081	0.01245	0.01285	0.01558	0.01085	0.01312	0.01029
	DA	0.71429	0.57143	0.64286	0.50000	0.57143	0.64286	0.64286	0.71429

∗The best result.