Evolution strategies based coefficient of TSK fuzzy forecasting engine

Forecasting is a method of predicting past and current data, most often by pattern analysis. A Fuzzy Takagi Sugeno Kang (TSK) study can predict Indonesia's inflation rate, yet with too high error. This study proposes an accuracy improvement based on Evolution Strategies (ES), a specific evoluti...

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Main Authors: Nadia Roosmalita Sari, Wayan Firdaus Mahmudy, Aji Prasetya Wibawa
Format: Article
Language:English
Published: Universitas Ahmad Dahlan 2021-03-01
Series:IJAIN (International Journal of Advances in Intelligent Informatics)
Subjects:
Online Access:http://ijain.org/index.php/IJAIN/article/view/376
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author Nadia Roosmalita Sari
Wayan Firdaus Mahmudy
Aji Prasetya Wibawa
author_facet Nadia Roosmalita Sari
Wayan Firdaus Mahmudy
Aji Prasetya Wibawa
author_sort Nadia Roosmalita Sari
collection DOAJ
description Forecasting is a method of predicting past and current data, most often by pattern analysis. A Fuzzy Takagi Sugeno Kang (TSK) study can predict Indonesia's inflation rate, yet with too high error. This study proposes an accuracy improvement based on Evolution Strategies (ES), a specific evolutionary algorithm with good performance optimization problems. ES algorithm used to determine the best coefficient values on consequent fuzzy rules. This research uses Bank Indonesia time-series data as in the previous study. ES algorithm uses the popSize test to determine the number of initial chromosomes to produce the best optimal solution for this problem. The increase of popSize creates better fitness value due to the ES's broader search area. The RMSE of ES-TSK is 0.637, which outperforms the baseline approach. This research generally shows that ES may reduce repetitive experiment events due to Fuzzy coefficients' manual setting. The algorithm complexity may cost to the computing time, yet with higher performance.
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spelling doaj.art-b727f03c81f142b0baf2bdebb3bfecd52022-12-21T23:46:49ZengUniversitas Ahmad DahlanIJAIN (International Journal of Advances in Intelligent Informatics)2442-65712548-31612021-03-01718910010.26555/ijain.v7i1.376165Evolution strategies based coefficient of TSK fuzzy forecasting engineNadia Roosmalita Sari0Wayan Firdaus Mahmudy1Aji Prasetya Wibawa2Institut Agama Islam Negeri (IAIN) TulungagungUniversitas BrawijayaUniversitas Negeri MalangForecasting is a method of predicting past and current data, most often by pattern analysis. A Fuzzy Takagi Sugeno Kang (TSK) study can predict Indonesia's inflation rate, yet with too high error. This study proposes an accuracy improvement based on Evolution Strategies (ES), a specific evolutionary algorithm with good performance optimization problems. ES algorithm used to determine the best coefficient values on consequent fuzzy rules. This research uses Bank Indonesia time-series data as in the previous study. ES algorithm uses the popSize test to determine the number of initial chromosomes to produce the best optimal solution for this problem. The increase of popSize creates better fitness value due to the ES's broader search area. The RMSE of ES-TSK is 0.637, which outperforms the baseline approach. This research generally shows that ES may reduce repetitive experiment events due to Fuzzy coefficients' manual setting. The algorithm complexity may cost to the computing time, yet with higher performance.http://ijain.org/index.php/IJAIN/article/view/376evolution strategiestsk fuzzy logicinflation rateforecastingmean square error
spellingShingle Nadia Roosmalita Sari
Wayan Firdaus Mahmudy
Aji Prasetya Wibawa
Evolution strategies based coefficient of TSK fuzzy forecasting engine
IJAIN (International Journal of Advances in Intelligent Informatics)
evolution strategies
tsk fuzzy logic
inflation rate
forecasting
mean square error
title Evolution strategies based coefficient of TSK fuzzy forecasting engine
title_full Evolution strategies based coefficient of TSK fuzzy forecasting engine
title_fullStr Evolution strategies based coefficient of TSK fuzzy forecasting engine
title_full_unstemmed Evolution strategies based coefficient of TSK fuzzy forecasting engine
title_short Evolution strategies based coefficient of TSK fuzzy forecasting engine
title_sort evolution strategies based coefficient of tsk fuzzy forecasting engine
topic evolution strategies
tsk fuzzy logic
inflation rate
forecasting
mean square error
url http://ijain.org/index.php/IJAIN/article/view/376
work_keys_str_mv AT nadiaroosmalitasari evolutionstrategiesbasedcoefficientoftskfuzzyforecastingengine
AT wayanfirdausmahmudy evolutionstrategiesbasedcoefficientoftskfuzzyforecastingengine
AT ajiprasetyawibawa evolutionstrategiesbasedcoefficientoftskfuzzyforecastingengine