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Hybrid ARIMA-HyFIS Model for Forecasting Univariate Time Series

by S.alamelu Mangai, S. Kasinathan, K. Alagarsamy, B. Ravi Sankar
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International Journal of Computer Applications
Foundation of Computer Science (FCS), NY, USA
Volume 91 - Number 5
Year of Publication: 2014
Authors: S.alamelu Mangai, S. Kasinathan, K. Alagarsamy, B. Ravi Sankar
10.5120/15880-4852

S.alamelu Mangai, S. Kasinathan, K. Alagarsamy, B. Ravi Sankar . Hybrid ARIMA-HyFIS Model for Forecasting Univariate Time Series. International Journal of Computer Applications. 91, 5 ( April 2014), 38-44. DOI=10.5120/15880-4852

@article{ 10.5120/15880-4852,
author = { S.alamelu Mangai, S. Kasinathan, K. Alagarsamy, B. Ravi Sankar },
title = { Hybrid ARIMA-HyFIS Model for Forecasting Univariate Time Series },
journal = { International Journal of Computer Applications },
issue_date = { April 2014 },
volume = { 91 },
number = { 5 },
month = { April },
year = { 2014 },
issn = { 0975-8887 },
pages = { 38-44 },
numpages = {9},
url = { https://ijcaonline.org/archives/volume91/number5/15880-4852/ },
doi = { 10.5120/15880-4852 },
publisher = {Foundation of Computer Science (FCS), NY, USA},
address = {New York, USA}
}
%0 Journal Article
%1 2024-02-06T22:12:00.124890+05:30
%A S.alamelu Mangai
%A S. Kasinathan
%A K. Alagarsamy
%A B. Ravi Sankar
%T Hybrid ARIMA-HyFIS Model for Forecasting Univariate Time Series
%J International Journal of Computer Applications
%@ 0975-8887
%V 91
%N 5
%P 38-44
%D 2014
%I Foundation of Computer Science (FCS), NY, USA
Abstract

In this paper, a novel hybrid model for fitting and forecasting a univariate time series is developed based on ARIMA and HyFIS models. The linear part is fitted using ARIMA model whereas the non-linear residual is fitted using HyFIS model. Clustering technique is used to determine the number of inputs and the membership functions of the HyFIS model. The hybrid model is applied to the wind speed data. The result is analyzed and compared on the basis of standalone ARIMA, standalone HyFIS and for the hybrid ARIMA-HyFIS model.

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Index Terms

Computer Science
Information Sciences

Keywords

ARIMA-HyFIS ARIMA HyFIS Fuzzy Inference System Clustering.

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