American Journal of Mathematics and Statistics
p-ISSN: 2162-948X e-ISSN: 2162-8475
2020; 10(3): 79-95
doi:10.5923/j.ajms.20201003.03
Received: Aug. 10, 2020; Accepted: Aug. 25, 2020; Published: Sep. 5, 2020

Mohammed Eid Awad Alqatqat, Ma Tie Feng
Department of Statistics, Southwestern University of Finance and Economics, Chengdu, China
Correspondence to: Mohammed Eid Awad Alqatqat, Department of Statistics, Southwestern University of Finance and Economics, Chengdu, China.
| Email: | ![]() |
Copyright © 2020 The Author(s). Published by Scientific & Academic Publishing.
This work is licensed under the Creative Commons Attribution International License (CC BY).
http://creativecommons.org/licenses/by/4.0/

In this paper, we focus on improving the accuracy of Fuzzy time series forecasting methods. We used a FCM method to construct a fuzzy clustering. we suggest a new method for forecasting based on it, The new method integrates the fuzzy clustering with FTS to reduce subjectivity and improve its accuracy, FTS attracted researchers because of its ability to predict the future values in some issues. the new method for forecasting based on re-established a fuzzy group relation based on its membership degrees to each cluster, and using these memberships to defuzzify the results. A case study of production and consumption electric shows that the suggested method is feasible and efficient. The accuracy of three methods is verified by using the Mean Absolute Deviation (MAD), Mean Absolute Percentage Error (MAPE); the result shows that the Suggested Method has smaller MAPE, MAD, from Chen method and Fuzzy Time Series c-means.
Keywords: Fuzzy cluster, Fuzzy c-means method, Fuzzy time series, Clustering
Cite this paper: Mohammed Eid Awad Alqatqat, Ma Tie Feng, Methods in Fuzzy Time Series Prediction with Applications in Production and Consumption Electric, American Journal of Mathematics and Statistics, Vol. 10 No. 3, 2020, pp. 79-95. doi: 10.5923/j.ajms.20201003.03.
That is the element x belongs or does not belong to the group A and
, Where
is the overall group and when it is said that
this statement is either true or false and that all elements of the universal group U can be determined to be either members or not members of group A, which we can know Function characteristic [40].This function of group A is symbolized by the symbol
, and its formula is as follows:![]() | (3.1) |
There are an unlimited number of organic functions, the most famous of which are the trigonometric, trapezoid, and bell-shaped function. Through this expression, it is possible to obtain complete information about the degree of membership of any element in A within the universal group U if
represents the degree of membership for element x within the group A and the fuzzy group A is expressed by ordered pairs for each element and its membership function, as follows: ![]() | (3.2) |
![]() | (3.3) |

![]() | (3.4) |
is the value that has the highest degree of membership in the fuzzfied group A, and if we take the following example for group A = 0.3 / 10 + 0.45 / 12 + 0.6 / 15 + 0.9 / 17 then Z = Max (A) = 17.b. Centroid MethodThis method is widely used, and it is also called the center of gravity method or the area center method, and in the case of the membership function
it is known as discrete![]() | (3.5) |
![]() | (3.6) |
the fuzzy group
can be defined with respect to U by the equation ![]() | (3.7) |
a membership function is fuzzy set
so![]() | (3.8) |
is the degree that is owned by
against
.
, become a universe discourse with the fuzzy set
defined and F (t) is a collection of
then F (t) is called fuzzy time series defined in Y (t) (t =..., 0,1,2,...). From this definition F (t) can be understood as a linguistic variable 
of the linguistic probability value F (t) [41]. Because at different times, the value of F (t) can be different, F (t) as a fuzzy set is a function.From time t and universe discourse is different at each time so Y (t) is used for time t (Song and Chissom, 1993).
then there is Fuzzy Relations between F(t) and F(t-1) expressed by the formula
Where
is the Max-Min composition operator. The relation R is called the first order model F (t).Furthermore, if the fuzzy relation
t is time independent so for different times 
So that F (t) called time-invariant fuzzy time series.![]() | (3.9) |
So for different times
so that F (t) called time-invariant fuzzy time series and the opposite of this called time-variant fuzzy time series [42].
Where
And such relationships are called
order fuzzy time series.The concept of the nth time series was proposed by Chen in 2002 and used to predict the number of students admitted to the University of Alabama.![]() | (3.10) |
And no fuzzy group can appear at the right end more than once. The term relationship group first appeared from scientist Chen in 1996.
Where
and
are the corresponding positive numbers, they are chosen to complement the minimum and maximum values to be indivisible values, which facilitate their calculation.Where
and
, they are the lowest and highest data values, respectively. The global event is divided into several periods. For example, if the number of periods is 7,
The second step: Defining the fuzzy groups on the global event. Suppose that
is the fuzzy groups as they are linguistic values of the linguistic variables of the data under study. Fuzzy groups
identify the global event as
Whereas
and
and
And
represents the degree of membership for the assertive period
in the
fuzzy group.Before defining the fuzzy groups as U, the syntactic values must be assigned to each fuzzy group.Fuzzy groups can define a wild event as follows:
In general, the expression can be written as [43]![]() | (4.1) |
, then F (t-1) Fuzzify the set
. Let us take the example that we wanted to fluctuate the value at the year (1970), so we calculate the highest degree of belonging to the value in any period, let it be
, so F (1970) is in group
, but the value at year (1971) has the highest degree of affiliation in the period
, so F (1971) fog to set
and so on for all data.Step 4: Distinguish Fuzzy Relationships In this step; relationships are distinguished from fuzzing historical data. If the time series variable F (t-1) is fuzzed in the fuzzy set
and F (t) in
then
is related to
. And we symbolize this relationship in the form
, where
in the current case and
is the subsequent case of the statement value for a particular year, and from the example in the previous step we can say that the relationship between (1970) and (1971) is
and
is called the left hand side, and
right hand side, and so on for all data, Note that it is not possible for repeated relationships of the same type only once and ignore the rest.The fifth step: This step can be summarized as establishing fuzzy relationship groups. If the fuzzy group has a fuzzy relationship with more than one group, then the groups on the right side are merged or grouped more than once. This is called establishing fuzzy relationship groups. As an illustrative example, the establishment of relationship groups is in our paper Scientific is as
Step 6: Raise the fuzziness to calculate the predictive results and assuming that the fuzziness is for the value of the indication from F (t-1) it is
The results of the prediction of F (t) are determined according to the following principles:1- If there is a one-to-one relationship (1-1) in the relations group for
, say
, and the highest degree of affiliation with
is in the period
, then the results of the prediction for F (t) are equal to the midpoint of the period
.2- If
is not related to any other group, i.e.
where
is the empty group, and the highest degree of affiliation with
is in the period
, then the results of the prediction are equal to the middle of the period
.If there are one-to-many relationships in groups of fuzzy relationships of
, let's say
, and that the highest degree of affiliation occurs in interval
, The results of the forecast are calculated by finding the average midpoint
for the periods and by formula
this model that has been presented is called a fuzzy time series model of the first order, and Chen has provided models The steps for finding a prognosis are the same as the previous method with a difference in the formation of the fuzzy relationships.
is a finite subset of the set of real numbers. Let us assume that c is the number of clusters and it is an integer such that
, so the FCM algorithm splits the data set X into c from fuzzy clusters, so that the data in the same set are as similar as possible and differ from other different groups as much as possible.Thus, the fuzzy hash of the datasets X can be represented by the membership matrix U with dimensions
so each entry in the U matrix is denoted by
and is within the range [0,1].![]() | (4.2) |
Where
is the target function within the cluster i
is the Euclidean distance between the data point
and the center
, and the J function is reduced according to the following restrictions [46]:![]() | (4.3) |
, it represents the degree of membership of the data point
to the center of the cluster
and is within the range [0, 1] and that the parameter M: is Membership Weighting Exponent,
, In order to achieve a reduction of the objective function, there are two conditions represented by the two equations as follows:![]() | (4.4) |
the center of the cluster i and i = 1, 2, 3…c ![]() | (4.5) |
The second step: Divide the comprehensive set of several clusters using the FCM algorithm, which will produce clusters containing a set of data that are similar to each other
The third step: Defining the fuzzy groups on the global set suppose that
is the fuzzy groups, so they can be defined in the form:
Whereas
and
and
And
represents the degree of membership for the assertive period
in the
it is a component of the membership matrix U.Fourth step: fuzzfied the data. This step is done by testing each cluster in the form of a fuzzy group.
Each value entered represents the highest degree of affiliation within a given cluster, which appears in the membership matrix that was mentioned previously, is fuzzfied to the fuzzy group equal to that cluster. Let us say that the entered value of
for the year 1970 falls within the first cluster, then
(1970). Thus for all the entries, the historical data are fuzzfied according to his fuzzy group.As for the remaining steps (from the fifth step to the last they are similar to the previously mentioned steps within the Chen method and for the first and second order.
and the predictive value of the group of uncertain
depends on the group
then Relationships group promises to be formed by the proposed relationship
So we had the relationships 
Therefore, the results of the prediction will be close to the real results. If we take the example the new relationships will be according to our proposal in the form
Then
This method is somewhat similar to the median method as one of the measures of central tendency in statistics.![]() | Figure 1. Production electric Time series of the amount of electricity production from the time period (2015-2019) |
![]() | Figure 2. Consumption electric Time series of the amount of electricity consumption from the time period (2015-2019) |
![]() | (5.1) |
![]() | (5.2) |

where
is the smallest value (Jan 2019),
is the greatest value (Dec- 2019),
Thus, the universal set U will be as follows: U= {300, 7650}.And then divide U into equal intervals in length, which is in the table 5.4.1 below:
|
As linguistic expressions in the form
And the value of the organic function for the fuzzy groups is calculated as
And so on for the rest of the groups.The third step, which is fuzzification the historical data, was on the basis of the highest degree of membership within the periods. Let us take the first value, because it has the highest degree of affiliation in the period
, so (1970) F is in the group
and the second value is, it has the highest degree of affiliation in the period
also, so (1971) F is fuzzifed In the
group, and so on for the rest of the historical values, as shown in Table 5.4.2 below.
|
and F(May-2016) is fuzzfied into
, so
relates to
and we denote it by the symbol
, and F(May-2016) is fuzzfied into
so
relates to
so it is denoted by
.The fifth step represents the establishment of groups of fuzzy relationships. From Table 5.4.3, we notice that the fuzzy groups have a fuzzy relationship with more than one group, so the groups are merged or grouped on the right side, noting that no fuzzy group is repeated on the right side, so we notice that the group
It has a relationship.With
and becomes the first group in the form: Group (1):
The following table 5.4.3 shows groups of fuzzy relationships
|
,In this group we can find the value by Partitions middle.Contains mid intervals of U partitions table 5.4.1.Forecasting value Example: 5814, 57*1/2 "of A1"+1875*1/2 "of A2"+ 2925*0 "of A3"+...+ 7125*0 "of A12"=5320.3125. This forecasted value looks much greater than the real value in Jan-2016 = 453, 09. That’s means we will see high MAPE and MAD. We will see the next method in the next section.Table 5.4.4 and Table 5.4.5 below show the actual and forecasted values of production and consumption electric for period from January 2016 to December 2019 in GWh the result has been rounded to the nearest integer.![]() | Table 5.4.4. Actual and forecasted values of production electric in GWh |
![]() | Table 5.4.5. Actual and forecasted values of consumption electric in GWh |
|
![]() | (5.3) |
We see that the third value falls within the second cluster, and accordingly it is fuzzfied
. The fourth value falls within the third cluster
and so on for the rest of the data, as in Table (5.5.1) above.The fifth step is distinguishing fuzzy relationships: From the definition of fuzzy relationships, we can extract the relationships between fuzzy groups; the following table (5.5.2) shows the fuzzy relationships.
|
has a fuzzy relationship with more than one group. One, the groups are merged or combined on the right side, and no fuzzy group can appear on the right side for more than one time only, so the first group is
So,Group (1):
And the second group is
Group (2):
And Third group is 
Group (3):
And fourth group is
Seventh and final step is to raise the fuzziness to find the results of the forecast, and this step depends on the previous step. From the first group
In this group we can find the value by Partitions middle.Contains mid intervals of U partitions table 5.4.1.Forecasting value Example: 606.25*0 "of A1"+1218.75*0 "of A2"+ 1831.25*0 "of A3"+...+ 7343.75*0 "of A12"=6044. This forecasted value looks much greater than the real value in Jan-2016 = 453, 09. That's why the suggested method proposes to adjust these values. We will see the full suggested method in the next section high accurate more than this method and previous method.Table 5.5.3 and Table 5.5.4 below show the actual and forecasted values of production and consumption electric for period from January 2016 to December 2019 in GWh the result has been rounded to the nearest integer.![]() | Table 5.5.3. Actual and forecasted values of production electric in GWh |
![]() | Table 5.5.4. Actual and forecasted values of consumption electric in GWh |
|
has a fuzzy relationship with more than one group. One, the groups are merged or combined on the right side, and no fuzzy group can appear on the right side for more than one time only, then Relationships group promises to be formed by the proposed relationship
|
So we had the relationships 
So the first group is
So,Group (1):
And the second group is
Group (2):
And Third group is 
Group (3):
Seventh and final step is to raise the fuzziness to find the results of the forecast, and this step depends on the previous step.From the first group:
In this group we can find the value by Partitions middle,Contains middle intervals of U partitions table 5.4.1.Forecasting value Example: 606.25*8/9 "of A1"+1218.75*1/9 "of A2"+ 2925*0 "of A3"+...+ 7125*0 "of A12"=563.5059. This forecasted value looks near.The real value in Jan-2016 = 453, 09. Here in this method we calculated based on different time that mean we calculate the forecast by looking to January of year 2015 That's we see the suggested method most near from the real value.Table 5.6.3 and Table 5.6.4 below show the actual and forecasted values of production and consumption electric for period from January 2016 to December 2019 in GWh the result has been rounded to the nearest integer.![]() | Table 5.6.3. Actual and forecasted values of production electric in GWh |
![]() | Table 5.6.4. Actual and forecasted values of consumption electric in GWh |
|
|
![]() | Figure 3. Actual and forecasted values of Suggested Method for production electric |
![]() | Figure 4. Actual and forecasted values of Suggested Method for consumption electric |