Research Article
An ARMA Type Fuzzy Time Series Forecasting Method Based on Particle Swarm Optimization
Table 7
The obtained results for ISBEMI Set 1.
| Date | The test data | [2] | [4] | [5] distribution-based method | [5] average-based method | [11] | [32] | The proposed method |
| 23.12.2008 | 26294 | 26410 | 26400 | 26200 | 26100 | 26091 | 26274 | 26 343 | 24.12.2008 | 26055 | 26410 | 26400 | 26200 | 26367 | 26091 | 26273 | 26 292 | 25.12.2008 | 26059 | 26410 | 26400 | 26200 | 26100 | 26091 | 26339 | 25 983 | 26.12.2008 | 26499 | 26410 | 26400 | 26200 | 26100 | 26091 | 26337 | 26 255 | 29.12.2008 | 26424 | 26410 | 26400 | 26200 | 26500 | 26608 | 26565 | 26 513 | 30.12.2008 | 26411 | 26410 | 26400 | 26200 | 26500 | 26608 | 26429 | 26 192 | 31.12.2008 | 26864 | 26410 | 26400 | 26200 | 26500 | 26091 | 26460 | 26 513 |
| RMSE | 261.0109 | 259.7625 | 310.4688 | 251.2390 | 354.7194 | 219.2734 | 207.91 | MAPE | 0.0075 | 0.0075 | 0.0096 | 0,0080 | 0.0098 | 0.0067 | 0.0067 | DA | 0.6667 | 0.6667 | 0.8333 | 0.5000 | 0.5000 | 0.6667 | 0.6667 |
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