A New Time-Invariant Fuzzy Time Series Forecasting Method Based on Genetic Algorithm

Table 6

The results of the methods for IMKB 100 data.

Method	Number of fuzzy sets										Min	Mean
		7	8	9	10	11	12	13	14	15
Chen [3]	RMSE (training)	1420	1178	1340	1164	1281	1233	1152	1205	1090	1090	1252
	RMSE (test)	1238	1132	1340	1191	1155	1131	1218	1125	1186	1125	1210
Song and Chissom [1, 2]	RMSE (training)	1462	1178	1340	1164	1281	1233	1140	1209	1105	1105	1257
	RMSE (test)	1571	1132	1340	1191	1155	1131	1249	1121	1132	1121	1240
Proposed Method	RMSE (training)	1379	1271	1391	1360	1176	1176	1152	1089	1107	1089	1234
	RMSE (test)	1565	1317	1291	1154	1118	1126	1039	1036	1022	1022	1185