Research Article
First-Order ARMA Type Fuzzy Time Series Method Based on Fuzzy Logic Relation Tables
Table 6
The best results obtained for 45-observation test set of gold prices.
| | 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* |
| | 17.10.2009 | 50162 | 50568 | 50350 |
49933.3 | 50800.0 | 50420.0 | 50829.1 | 50200 | 50450 | | 18.10.2009 | 50355 | 50568 | 50350 | 50066.7 | 50800.0 | 51100.0 | 50829.1 | 50200 | 50450 | | 19.10.2009 | 50020 | 50568 | 50350 | 50120.0 | 50000.0 | 49900.0 | 50051.5 | 50200 | 50450 | | 20.10.2009 | 50030 | 50568 | 50350 | 51000.0 | 50800.0 | 51100.0 | 50829.1 | 50200 | 50450 | | 23.11.2009 | 50700 | 50568 | 50350 | 51000.0 | 50800.0 | 51100.0 | 50829.1 | 50200 | 50450 | | 24.11.2009 | 51230 | 50568 | 50350 | 51800.0 | 51066.7 | 51500.0 | 50824.1 | 51000 | 50450 | | 25.11.2009 | 52490 | 50568 | 52050 | 50866.7 | 51200.0 | 51500.0 | 51128.5 | 51000 | 52250 | | 01.11.2009 | 52150 | 52294 | 52050 | 51800.0 | 52666.7 | 54300.0 | 54499.6 | 52600 | 52550 | | 02.11.2009 | 52125 | 52294 | 52050 | 51933.3 | 50600.0 | 52100.0 | 51916.0 | 51800 | 52550 | | 03.11.2009 | 52500 | 52294 | 52050 | 51933.3 | 50600.0 | 52100.0 | 51916.0 | 51800 | 52550 | | 04.11.2009 | 52165 | 52294 | 52050 | 52200.0 | 52666.7 | 54300.0 | 54499.6 | 52600 | 52550 | | 07.11.2009 | 52560 | 52294 | 52050 | 52066.7 | 50600.0 | 52100.0 | 51916.0 | 51800 | 52550 | | 08.11.2009 | 52972 | 52294 | 52050 | 52333.3 | 52666.7 | 54300.0 | 54499.6 | 52600 | 52550 | | 09.11.2009 | 52800 | 52294 | 52900 | 52466.7 | 52800.0 | 52900.0 | 52867.3 | 52600 | 52250 | | 10.11.2009 | 53500 | 52294 | 52050 | 54200.0 | 52800.0 | 52900.0 | 52867.3 | 52600 | 53150 | | 17.11.2009 | 53935 | 53157 | 52900 | 53000.0 | 53200.0 | 53200.0 | 53205.5 | 53400 | 54950 | | 18.11.2009 | 54550 | 53157 | 52900 | 53666.7 | 54000.0 | 53900.0 | 53840.7 | 53400 | 54050 | | 19.11.2009 | 54495 | 53157 | 52900 | 54066.7 | 52400.0 | 51500.0 | 52393.3 | 54200 | 54950 | | 20.11.2009 | 54830 | 53157 | 52900 | 54200.0 | 52400.0 | 51500.0 | 52393.3 | 54200 | 54050 | | 23.11.2009 | 55950 | 53157 | 55450 | 54600.0 | 54800.0 | 54900.0 | 54832.0 | 54200 | 54950 | | 24.11.2009 | 56285 | 52294 | 55450 | 55266.7 | 56000.0 | 55900.0 | 55841.6 | 54200 | 55850 | | 25.11.2009 | 56430 | 52294 | 55450 | 56066.7 | 56400.0 | 56300.0 | 56182.2 | 55000 | 55850 | | 01.12.2009 | 57635 | 52294 | 57150 | 56466.7 | 56400.0 | 56500.0 | 56524.9 | 55000 | 56750 | | 02.12.2009 | 58330 | 53157 | 57150 | 57000.0 | 57600.0 | 57700.0 | 57565.6 | 55000 | 57650 | | 03.12.2009 | 58150 | 53157 | 58850 | 57666.7 | 58400.0 | 58300.0 | 58270.1 | 55000 | 58550 | | 04.12.2009 | 56630 | 53157 | 58850 | 58066.7 | 58000.0 | 58100.0 | 58270.1 | 55800 | 58550 | | 07.12.2009 | 54820 | 53157 | 57150 | 57400.0 | 56800.0 | 56700.0 | 56524.9 | 55800 | 56750 | | 08.12.2009 | 55660 | 53157 | 55450 | 56066.7 | 54800.0 | 54900.0 | 54832.0 | 55000 | 54950 | | 09.12.2009 | 55110 | 52294 | 55450 | 55666.7 | 55600.0 | 55700.0 | 55503.0 | 54200 | 55850 | | 10.12.2009 | 54180 | 52294 | 55450 | 55266.7 | 55200.0 | 55100.0 | 55166.5 | 54200 | 54950 | | 11.12.2009 | 54580 | 53157 | 52900 | 54733.3 | 54000.0 | 54100.0 | 54169.1 | 54200 | 54050 | | 14.12.2009 | 54190 | 53157 | 52900 | 54333.3 | 52400.0 | 51500.0 | 52393.3 | 54200 | 54950 | | 15.12.2009 | 54120 | 53157 | 52900 | 54200.0 | 54000.0 | 54100.0 | 54169.1 | 54200 | 54050 | | 16.12.2009 | 54855 | 53157 | 52900 | 54200.0 | 54000.0 | 54100.0 | 54169.1 | 54200 | 54050 | | 17.12.2009 | 54430 | 53157 | 55450 | 54600.0 | 54800.0 | 54900.0 | 54832.0 | 54200 | 54950 | | 18.12.2009 | 53750 | 53157 | 52900 | 54466.7 | 52400.0 | 51500.0 | 52393.3 | 54200 | 54050 | | 21.12.2009 | 54570 | 53157 | 52900 | 53933.3 | 53200.0 | 53700.0 | 53840.7 | 53400 | 54050 | | 22.12.2009 | 53400 | 53157 | 52900 | 53933.3 | 52400.0 | 51500.0 | 52393.3 | 53400 | 54950 | | 23.12.2009 | 52990 | 53157 | 52900 | 53666.7 | 53200.0 | 53200.0 | 53205.5 | 53400 | 53150 | | 24.12.2009 | 53575 | 52294 | 52900 | 53133.3 | 52800.0 | 52900.0 | 52867.3 | 52600 | 53150 | | 25.12.2009 | 53450 | 53157 | 52900 | 53133.3 | 53200.0 | 53200.0 | 53205.5 | 53400 | 52250 | | 28.12.2009 | 53795 | 53157 | 52900 | 53266.7 | 53200.0 | 53200.0 | 53205.5 | 53400 | 53150 | | 29.12.2009 | 53515 | 53157 | 52900 | 53400.0 | 53200.0 | 53700.0 | 53840.7 | 53400 | 54050 | | 30.12.2009 | 53095 | 53157 | 52900 | 53400.0 | 53200.0 | 53200.0 | 53205.5 | 53400 | 53150 | | 31.12.2009 | 52920 | 52294 | 52900 | 53400.0 | 53600.0 | 53100.0 | 53514.3 | 53400 | 53150 |
| | | RMSE | 2009.32 | 1028.39 | 787.71 | 1022.13 | 1200.24 | 1041.74 | 1068.71 | 719.69 | | | MAPE | 0.02556 | 0.01499 | 0.01146 | 0.01499 | 0.01628 | 0.01517 | 0.01328 | 0.01072 | | | DA | 0.54545 | 0.52273 | 0.54545 | 0.52273 | 0.61364 | 0.59091 | 0.54545 | 0.50000 |
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The best result.
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