An ARMA Type Fuzzy Time Series Forecasting Method Based on Particle Swarm Optimization

Table 9

The obtained results (last 7 observations are test set) for ISBEMI Set 3.

Date	The test data	[2]	[4]	[5] distribution-based method	[5] average-based method	[11]	[32]	The proposed method
23.12.2009	51162	51137	52150	51900	51573	51033	51317	51684
24.12.2009	51461	51137	50850	50700	50373	51033	51317	51109
25.12.2009	51661	51137	50850	50700	51240	51033	51317	51684
28.12.2009	51619	51137	52150	51900	51573	51033	51317	51684
29.12.2009	51786	51137	52150	51900	51573	51033	51317	51684
30.12.2009	51668	51137	52150	51900	51773	52004	51317	51684
31.12.2009	52825	51137	52150	51900	51573	51033	51317	51684
RMSE		771.0155	666.5039	659.9450	671.4803	830.4429	640.4131	494.5180
MAPE		0.0116	0.0123	0.0111	0.0097	0.0128	0.0090	0.0061
DA		0.3333	0.3333	0.3333	0.3333	0.1667	0.5000	0.6667