Kısa dönemli tahminlerde kullanılan uyarlamalı üstel düzleştirme için bulanık ayarlama yaklaşımı

Öz

Uyarlamalı düzleştirme metotları zaman serilerinin karakteristik değişimleri üzerindeki tahmin sonuçlarını iyileştirmek için önerilmişlerdir. Zaman içerisinde var olan uyarlamalı düzleştirme metotları çeşitlenmiştir. Birçoğu Trigg & Leach olarak isimlendirilen orijinal basit metottan çok farklı olup, doğruluğu artırmak için karmaşık mantıksal veya matematiksel önermeler içermektedir. Bu makalede Bulanık Ayarlamalı Üstel Düzleştirme olarak isimlendirilen yeni bir metot sunulmaktadır. Bu metot özellikle seviye kayması veya seviye kaymasıyla beraber aykırı sapmaların bulunduğu zaman serileri için tahmin doğruluğunun iyileştirilmesinde başarılıdır. Ampirik uygulama ‘The M2-Competition Time Series’ üzerinde gerçekleştirilmiştir. İstatistiksel analiz sonuçları tahmin doğruluğu açısından bu metodun klasik uyarlamalı üstel düzleştirme metodunu geride bıraktığını göstermektedir. Buna ek olarak önerilen metot diğer gelişmiş uyarlanabilir metotlarla karşılaştırıldığında oldukça basittir.

Anahtar Kelimeler

• Uyarlamalı üstel düzleştirme,Sapma,Tahmin,Bulanık matık,Seviye kayması,Zaman serileri

Fuzzy tuning approach for adaptive exponential smoothing used in short-term forecasts

Abstract

Adaptive smoothing methods were suggested to improve forecast results on the characteristic changes of time series. The existing adaptive smoothing methods have been diversified over the years. Many of them are comprised of complicated logical or mathematical propositions for improving forecast accuracy, which are very different from the original simple method called Trigg and Leach method. A new method named Fuzzy Tuning Exponential Smoothing is introduced in this paper introduces. This method is successful in improving the forecast accuracy, especially for the time series including level shift or level shift with outlier deflection. The empirical application carried out on ‘The M2-Competition Time Series’. The statistical analysis results demonstrate that the method outperforms classical adaptive smoothing method in terms of forecasting accuracy. In addition, the proposed method is relatively simple compared to other advanced adaptive methods.

Keywords

• Adaptive exponential smoothing,Deflection,Forecasting,Fuzzy logic,Level shift,Time series

Kaynakça

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