ARID ZONE JOURNAL OF ENGINEERING, TECHNOLOGY & ENVIRONMENT AZOJETE, March, 2019. Vol. 15(1):40-54 Published by the Faculty of Engineering, University of Maiduguri, Maiduguri, Nigeria. Print ISSN: 1596-2490, Electronic ISSN: 2545-5818 www.azojete.com.ng 40 ORIGINAL RESEARCH ARTICLE CAT SWARM OPTIMIZATION BASED CLUSTERING ALGORITHM FOR FUZZY TIME SERIES FORECASTING A. M. Abubakar and S. Man-Yahya (Department of Electrical and Computer Engineering, Ahmadu Bello University Zaria, Kaduna State, Nigeria) *Corresponding Author: muktyx5@yahoo.com ARTICLE INFORMATION Submitted 31 March, 2018 Revised 11 August, 2018 Accepted 15 August, 2018 Keywords: Cat Swarm Optimization Clustering fuzzy time series forecasting ABSTRACT This paper presents the development of an improved Fuzzy Time Series (FTS) forecasting model with Cat Swarm Optimization based Clustering (CSO-C) algorithm. FTS forecasting is affected by some of the subjective decisions made at the fuzzification stage like size of interval length or universe of discourse, and approaches such as clustering, trend-mapping, have been adopted to address this. Traditional clustering techniques, such as fuzzy C-means (FCM) and K-means used to tackle the problems associated with the fuzzification stage encountered problems such as handling high dimensional data, sensitivity to noise and outliers and pre-mature convergence. In this paper, CSO-C algorithm was developed using MATLAB 2015a to address pre-mature convergence with a view to improving forecast accuracy in FTS forecasting. The developed model was tested on student enrolment of University of Alabama and Taiwan Future Exchange (TAIFEX). Also applied to forecast the student enrolment of University of Maiduguri (UniMaid) data. In all cases, Mean Square Error (MSE), Root Mean Square Error (RMSE) and Mean Absolute Percentage Error (MAPE) were used as the performance metrics. The developed model presents itself superior, with reduced prediction error when compared with previously existing models in the literature. © 2019 Faculty of Engineering, University of Maiduguri, Nigeria. All rights reserved. 1.0 Introduction The field of time series analysis and forecasting is useful in a variety of scientific, engineering and general applications (e.g., weather forecasting, predictive control, signal processing, population forecasting, enrolment and finance among others) (Panagiotakis et al., 2016). Linear, non-linear and clustering models are some of the model types for analysing and forecasting time series. Traditionally, time series forecasting problems are solved using linear Moving Average (MA) models, auto-regressive (AR) models and linear Auto-Regressive Integrated Moving Average (ARIMA) models (Smith and Wunsch, 2015). The traditional forecasting methods require larger observations and are unable to deal with forecasting problems in which the historical data need to be represented by linguistic values (Huang et al.,, 2011; Shah, 2012; Song and Chissom, 1993a). It is also confined to linearity assumptions only (Shah, 2012), which introduces large errors in the predicted values. To overcome these limitations of traditional methods, many researchers used soft computing techniques such as fuzzy logic introduced by Zadeh (1965) to handle the uncertainty and mailto:muktyx5@yahoo.com http://www.azojete.com.ng Arid Zone Journal of Engineering, Technology and Environment, March, 2019; Vol. 15(1):40-54. ISSN 1596-2490; e-ISSN 2545-5818; www.azojete.com.ng Corresponding author’s e-mail address: muktyx5@yahoo.com 41 vagueness available in linguistic terms. The concepts of fuzzy sets (Zadeh, 1978) have been successfully adopted to time series by Song and Chissom (1993a). Fuzzy time series methods consist of three steps. These are fuzzification, identification of fuzzified relations and defuzzification. Many studies on these three steps have been reported in literature, because they influence the forecasting accuracy of a model. Using these three steps, Song and Chissom (1993a) developed the benchmark fuzzy time series forecasting models, the time-invariant fuzzy time series model and the time-variant fuzzy time series model, to forecast the student of enrolment of the University of Alabama (Song and Chissom, 1993b, 1994). The min-max composition adopted by Song and Chissom (1993a) is computationally tasking when the fuzzy matrix is large. Chen (1996), improved on it by introducing a simple arithmetic operation to replace the complicated operations in Song and Chissom’s (1993) models. Due to simplicity of Chen’s (1996) model calculation, it was easy and straightforward to integrate heuristic knowledge and forecast better (Huarng, 2001). The model has since been widely extended and adapted, with researchers (Huang et al., 2011; Yu, 2005) Hu seeking to improve forecasting accuracy by adjusting the length of linguistic intervals or by changing the weighting approach or incorporating clustering techniques to tackle the interval problem. There are two major categories of FTS algorithms: FTS algorithms based on intervals of the universal set (Askari et al., 2015) and FTS algorithms based on fuzzy clustering (Askari et al., 2015). Determination of interval length and fuzzy relations are two important factors affecting performance of fuzzy time series approaches. Many studies established the efficacy of determining an objective interval length and universe of discourse which is an issue of concern that affect forecast accuracy (Huang et al., 2011; Yu, 2005). So many researchers in the last three decades have used various techniques in order to address problems of subjective decisions associated with the fuzzification stage. Such techniques include; Genetic Algorithm (GA) (Chen and Chung, 2006), Particle Swarm Optimization (PSO) (Huang et al., 2011; Kuo et al., 2009), Artificial Bee Colony (ABC), Ant Colony Optimization (ACO) (Cai et al., 2015), Fuzzy C-Means (FCM) (Egrioglu et al., 2013), Gustafson-kessel clustering algorithm (Egrioglu et al., 2011) and hierarchical clustering (Chen and Tanuwijaya, 2011). Even though some of these approaches try avoiding subjective judgements in determining intervals, membership values were still chosen arbitrarily. Fuzzy clustering approaches have been developed to overcome this problem. FCM clustering technique was used by Cheng et al. (2008) and Li et al. (2008), Gustafson Kessel fuzzy clustering technique was used by Egrioglu et al. (2011) in order to eliminate the problem of subjective determination of membership values. In most of these studies, fuzzy sets having the highest membership values are considered and other values are ignored in the determination of fuzzy relations. Yu and Huarng (2010) suggested an approach in which all membership values are considered in the determination of fuzzy relations with feed forward artificial neural network (FFANN) but again the membership values are specified subjectively. Aladag et al., (2012) and Yolcu et al., (2013) considered all the membership values which were determined objectively using FCM technique for first order FTS forecasting models. However, most of the time series encountered in real life problems involve more complicated relations, which makes first order FTS forecasting models insufficient to forecast these kind of time series (Cagcag et al., 2016). file:///C:/Users/user/Downloads/azojete143/www.azojete.com.ng Abubakar and SMan-Yahya: CAT Swarm optimization based clustering algorithm for fuzzy time series forecasting AZOJETE, 15(1):40-54. ISSN 1596-2490; e-ISSN 2545-5818, www.azojete.com.ng 42 A method considering all the membership values at the defuzzification step was introduced by Yolcu et al. (2013), which Bas et al. (2015) and Cagcag et al. (2016) adopted and developed a high order model. However, the FCM used has been associated with sensitivity to noise, difficulty in handling outlier points and high dimensional data and pre-mature convergence. This, consequently, affects and reduces the forecasting accuracy. Premature convergence is typically caused by loss of diversity, a measure of the amount variety, i.e. number of different solutions in the population, and how different they are (distance between alternative solutions). This loss of diversity could be as a result of too strong selective pressure towards best solution i.e. too much exploitation of existing building blocks from current population. As such, Cat Swarm Optimization based Clustering (CSO-C) algorithm was developed to overcome the problem of pre-mature convergence, in order to improve forecast accuracy. 2.0 Materials and Methods 2.1 Data Collection In this paper, the benchmark fuzzy time series data of student enrolment of University of Alabama and Taiwan Future Exchange (TAIFEX) data were used for testing the model and UniMaid enrolment data was used for the model application. The time series data of Student enrolment of University of Alabama between 1971 and 1992 was obtained from the work of Song and Chissom (1993a) as can be found in Table 1. Table 1: Student Enrolment Data of University of Alabama Years Actual Years Actual 1971 13055 1982 15433 1972 13563 1983 15497 1973 13867 1984 15145 1974 14696 1985 15163 1975 15460 1986 15984 1976 15311 1987 16859 1977 15603 1988 18150 1978 15861 1989 18970 1979 16807 1990 19328 1980 16919 1991 19337 1981 16388 1992 18872 Table 2 shows the time series data of TAIFEX obtained from the work of Bas et al., (2015). The time series has 47 daily observations between 03.08.1998 and 30.09.1998. The last 16 observations between 10.09.1998 and 30.09.1998 were used as the test set to evaluate the model’s performance. http://www.azojete.com.ng Arid Zone Journal of Engineering, Technology and Environment, March, 2019; Vol. 15(1):40-54. ISSN 1596-2490; e-ISSN 2545-5818; www.azojete.com.ng Corresponding author’s e-mail address: muktyx5@yahoo.com 43 Table 2: TAIFEX Data Date TAIFEX Date TAIFEX Date TAIFEX 03.08.1998 7552.0 24.08.1998 695.5.00 11.09.1998 6726.50 04.08.1998 7560.00 25.08.1998 6949.00 12.09.1998 6774.55 05.08.1998 7487.00 26.08.1998 6790.00 15.09.1998 6762.00 06.08.1998 7462.00 27.08.1998 6835.00 16.09.1998 6952.75 07.08.1998 7515.00 28.08.1998 6695.00 17.09.1998 6906.00 10.08.1998 7365.00 29.08.1998 6728.00 18.09.1998 6842.00 11.08.1998 7360.00 31.08.1998 6566.00 19.09.1998 7039.00 12.08.1998 7330.00 01.09.1998 6409.00 21.09.1998 6861.00 13.08.1998 7291.00 02.09.1998 6430.00 22.09.1998 6926.00 14.08.1998 7320.00 03.09.1998 6200.00 23.09.1998 6852.00 15.08.1998 7320.00 04.09.1998 6403.20 24.09.1998 6890.00 17.08.1998 7219.00 05.09.1998 6697.50 25.09.1998 6871.00 18.08.1998 7220.00 07.09.1998 6722.30 28.09.1998 6840.00 19.08.1998 7285.00 08.09.1998 6859.40 29.09.1998 6806.00 20.08.1998 7274.00 09.09.1998 6769.60 30.09.1998 6787.00 21.08.1998 7225.00 10.09.1998 6709.75 The time series enrolment data of University of Maiduguri (UniMaid) shown in Table 3 was obtained from the Academic planning Unit of the University. The time series has 18 yearly enrolments between 1976 and 1993. Table 3: UniMaid Enrolment Data Year Enrolment Year Enrolment 1976 743 1985 5800 1977 1128 1986 6168 1978 1882 1987 6711 1979 2500 1988 7238 1980 2925 1989 7687 1981 3251 1990 7960 1982 4561 1991 8302 1983 5329 1992 9884 1984 5719 1993 11410 2.2 Fuzzy Time Series and its concept The definition of fuzzy time series was firstly introduced by Song and Chissom (1993a). Basic definitions of fuzzy time series not including constraints such as linear model and observation number can be given as follows (Song and Chissom, 1993a). file:///C:/Users/user/Downloads/azojete143/www.azojete.com.ng Abubakar and SMan-Yahya: CAT Swarm optimization based clustering algorithm for fuzzy time series forecasting AZOJETE, 15(1):40-54. ISSN 1596-2490; e-ISSN 2545-5818, www.azojete.com.ng 44 Definition 1 Fuzzy time series Let   ...,0,1,2,...Y t t  , a subset of real numbers, be the universe of discourse by which fuzzy sets  jf t are defined. If  F t is a collection of    1 1, ,...f t f t , then  F t is called a fuzzy time series defined on  .Y t Definition 2 Suppose  F t is caused by  1F t  only, that is,    .F t m F t  Then this relation can be expressed as  ( ) 1 ( , t 1)F t F t R t   where ( , 1)R t t  is the fuzzy relationship between ( 1)F t  and ( )F t , and  ( ) 1 ( , t 1)F t F t R t   is called the first order model of ( ).F t Definition 3 Suppose ( , 1)R t t  is a first order model of  .F t If for any , ( , 1)t R t t  is independent of t, that is, for any , ( , 1) R(t 1)(t 2),t R t t     then,  F t is called a time invariant fuzzy time series otherwise, it is called a time variant fuzzy time series. Definition 4 High order fuzzy time series forecasting model. Let  F t be a fuzzy time series. If  F t is caused by      1 ,F 2 ,..., ,F t t F t n   then this fuzzy logical relationship is represented by        ,..., 2 , 1F t n F t F t F t    and it’s called the nth order fuzzy time series forecasting model. 2.3 Cat swarm optimization clustering In contrast to most of the existing clustering techniques, the CSO-C algorithm requires no prior knowledge of the data to be classified. Rather, it determines the optimal number of partitions of the Data“on the run” (Santosa and Ningrum, 2009). The CSO Clustering consists of two main parts, clustering data and searching for the best cluster center using the CSO algorithm (Chu and Tsai, 2007). The inputs for clustering CSO will be the population of data that are going to be clustered, number of cluster k, and number of copy (will be used in seeking mode). Steps of clustering CSO are described below (Santosa and Ningrum, 2009). Step 1: Defining the initial cluster center Randomly choose k point from the data to be the initial cluster centre. Step 2: Grouping data into clusters Put the data into cluster using Euclidean distance as follows (Santosa and Ningrum, 2009).     n 2 i i i = 1 d x , y = x - y (1) Step 3: Calculating the Sum of Squared-Error (SSE) SSE is the fitness function in this algorithm. The value of SSE are calculated, subject to the following constraint, using (Santosa and Ningrum, 2009).   2 1 min , i i i i D k x SSE u x m    (2) 0 1iu  (3) http://www.azojete.com.ng Arid Zone Journal of Engineering, Technology and Environment, March, 2019; Vol. 15(1):40-54. ISSN 1596-2490; e-ISSN 2545-5818; www.azojete.com.ng Corresponding author’s e-mail address: muktyx5@yahoo.com 45 In solving the minimization problem, the values of im are updated using the following formula:       2 1 1 1 , , ij kk j i k j k u d x v d x v             (4) Where; x is data, mi the cluster centeri, k the number of cluster and ui the membership i. Step 4: Clustering optimization with CSO In this algorithm, cluster centre represents the cat and the solution set will be the new cluster centre which is expected to come up with the smaller SSE value than before. Step 4.1: Seeking mode Seeking mode is intended to look for points in an area around the cluster centre which have possibilities in resulting in more than an optimal fitness value. Step 4.2: Updating SSE and cluster center The value of SSE obtained from seeking mode will be compared with the previous value of SSE, if seeking SSE < earlier SSE then it becomes the new cluster centre. Otherwise, if seeking SSE ≥ earlier SSE, the previous cluster centre will be used. Step 4.3: Tracing Mode Tracing mode is intended to shift the point so it will be concentrated to a better position with a more optimal fitness value. Step 4.4: Repeat step 4.2 for tracing SSE and cluster center The value of SSE obtained from tracing mode will be compared with the previous value of SSE, if tracing SSE < earlier SSE then it becomes the new cluster center. If tracing SSE ≥ earlier SSE, the previous cluster center will be used. Step 5: Repeat step 4 until it reach the stopping criteria. 2.4 Artificial Neural Network Artificial neural networks is a mathematical algorithm inspired by biological neural networks, which can learn from examples and generalize what is learnt (Bas et al., 2015). Architecture structure, learning algorithm and activation function are the three basic operational component of the artificial neural networks (Bas et al., 2015). 2.5 Developed Model Procedure The flowchart of the developed model presented in figure 1 shows the steps carried out in the model implementation aimed at improving forecast accuracy. 2.5.1 Training/testing time series data The data’s of tables 1, 2 and 3 were used as the input data for the developed model. file:///C:/Users/user/Downloads/azojete143/www.azojete.com.ng Abubakar and SMan-Yahya: CAT Swarm optimization based clustering algorithm for fuzzy time series forecasting AZOJETE, 15(1):40-54. ISSN 1596-2490; e-ISSN 2545-5818, www.azojete.com.ng 46 Figure 1: Flowchart of the developed model 2.5.2 Fuzzify time series observation by using CSO-C algorithm At this stage, the CSO-C algorithm was used in fuzzifying the time series data specified in section 2.5.1 as a means of determining an optimized cluster center and membership values for fuzzy time series forecasting. The population of data to be clustered used comprised of data shown in Table’s 1, 2 and 3. The number of clusters chosen was seven as used in the work of Bas et al., (2015) as specified in Table 4 Table 4: Input Parameter to the CSO-C Algorithm Parameters Specifications D Data K 7 The initial cluster center has been chosen randomly from the data set, the data were then grouped into clusters by their closeness using Euclidean distance formula of equation 1 to calculate the distance between the data and the cluster center. The sum of squared error between the data and the cluster center was then calculated using equation 2. In clustering with the CSO-C algorithm, the cluster center represents the cat and the solution set will be the new cluster center which is expected to come up with the smaller SSE value than what was obtained. Here, all the cats go through the process of tracing and seeking. The CSO-C parameters initialization were specified in table 5, which include count of dimension to change (CDC), seeking memory pool (SMP), seeking range of the selected dimension (SRD) and self- position consideration (SPC). The CDC in seeking mode were assumed 100% value, so every dimension of cat’s copy changes, SMP represents how many copy a cluster center has, SRD declares a mutation ratio with a value between [0,1] and SPC is a Boolean random value{0,1}. http://www.azojete.com.ng Arid Zone Journal of Engineering, Technology and Environment, March, 2019; Vol. 15(1):40-54. ISSN 1596-2490; e-ISSN 2545-5818; www.azojete.com.ng Corresponding author’s e-mail address: muktyx5@yahoo.com 47 Table 5: CSO Parameters (Santosa and Ningrum, 2009) Parameters Specifications SMP 5 CDC 100% SRD 0.2 Const1 2 r1 [0,1] Velmax 0.9 The simulation parameters of table 5 were selected based on the optimal performance achieved as reported in the work of Santosa and Ningrum (2009). The membership values were computed and updated using equations 2 and 4. The next step is activating tracing mode which looks for an area around the cluster center with possibilities of generating a more optimal fitness value. The distance between the data and the new cluster center where been calculated using equation 1, the new cluster center calculated using 2 and the membership values computed with equation 4. The SSE of the tracing mode computed were then compared with the previous values of SSE and if the tracing SSE is less than the previous SSE, then the membership value and cluster center resulting from the tracing becomes the new membership value and cluster center. Conversely, if the value of the tracing SSE was greater than or equal the earlier SSE, then the previous membership values and cluster centers would be used. The process continues until the number of iterations is met, after which, the number of cluster K, the membership values and the best cluster center were then obtained. 2.5.3 Determination of high order fuzzy relation using FFANN The feed forward artificial neural nework (FFANN) was used in establishing fuzzy relationship. That is, the produced degree are employed as the inputs and the target values of FFNNs. As such, this prevents arbitrarily degrees of membership determination, hard matrix operations or complex group tables need not be used. The input to the FFNN consists of membership values obtained from section 2.5.2 and the activation function used in all layers of the FFNN of whose architecture is given as follows:      1 1 expf x x     (5) Optimal weights were obtained by training using Lavenberg-Marquardt learning algorithm. 2.5.4 Defuzzify forecasted values In defuzzifying the forecasted values, weighted averages were used instead of the central method, and so, the fuzzy sets with a less degree of membership were considered. This helps in avoiding possible knowledge loss. Using the following expression, the degrees of membership of the fuzzy forecast obtained from the previous section were transformed into weights. 1 2 ˆ ˆ ˆ ˆ... it it t t kt uw u u u     (6) file:///C:/Users/user/Downloads/azojete143/www.azojete.com.ng Abubakar and SMan-Yahya: CAT Swarm optimization based clustering algorithm for fuzzy time series forecasting AZOJETE, 15(1):40-54. ISSN 1596-2490; e-ISSN 2545-5818, www.azojete.com.ng 48 The defuzzified forecasts of the observation at time t are calculated using the following expression 1 k t it i i X w m    (7) Where, ˆ , 1,2,..., ,itu i k denotes the membership degrees for the fuzzy forecasting value of the time series data at t obtained from the output of the FFANN. , 1,2,..., ,itw t k denotes the weights used for defuzzifying the forecasts. , 1,2,..., ,im i k denotes the cluster center values. 2.5.5 Performance evaluation In evaluating the performance of the developed model, mean absolute performance error (MAPE) and root mean square error (RMSE) were used as metrics as presented in the following expressions respectively.  n i i i=1 i actual - forecast1MAPE = ×100 n actual (8)   n 2 i i i=1 1RMSE = actual - forecast n (9) The percentage improvement of the developed model over other models reported in the literature was computed using the expression as follows: 100%Initial FinalPercentage Improvement Initial    (10) Where initial stands for RMSE or MAPE values computed from the approaches of the Benchmark FTS or FCM based, and final for the values obtained from the developed CSO-C based model. 3.0 Results and Discussion In this section, the performance of the developed fuzzy time series forecasting is evaluated and analyzed using two different data sets that were previously studied with other methods in the literature and a new data set that has not been previously used 3.1 Obtained Results for Student Enrolment Data of University of Alabama The optimized cluster center values of fuzzy sets and the membership values obtained from the developed model on the training data set of Table 1 as earlier explained in section 2.5 were presented in Table 6 and Table 7 respectively. The defuzzified forecast obtained were given in Table 8. Table 6: Obtained Cluster Centre Values for University of Alabama Data m1 m2 m3 m4 m5 m6 m7 13490.51 15117.90 15621.22 16790.81 18145.80 18921.80 19331.84 http://www.azojete.com.ng Arid Zone Journal of Engineering, Technology and Environment, March, 2019; Vol. 15(1):40-54. ISSN 1596-2490; e-ISSN 2545-5818; www.azojete.com.ng Corresponding author’s e-mail address: muktyx5@yahoo.com 49 Table 7: Obtained Membership Values for University of Alabama Data Year k1 k2 k3 k4 k5 k6 k7 1971 0.9053 0.0403 0.0261 0.0123 0.0066 0.0050 0.0044 1972 0.9955 0.0022 0.0012 0.0005 0.0002 0.0002 0.0002 1973 0.8538 0.0773 0.0393 0.0142 0.0066 0.0047 0.0041 1974 0.0872 0.7121 0.1481 0.0289 0.0107 0.0071 0.0059 1975 0.0054 0.1776 0.7993 0.0117 0.0029 0.0017 0.0014 1976 0.0079 0.7014 0.2719 0.0120 0.0033 0.0020 0.0016 1977 0.0000 0.0014 0.9981 0.0002 0.0000 0.0000 0.0000 1978 0.0085 0.0866 0.8314 0.0553 0.0092 0.0051 0.0040 1979 0.0000 0.0000 0.0002 0.9994 0.0002 0.0000 0.0000 1980 0.0014 0.0049 0.0094 0.9671 0.0106 0.0040 0.0027 1981 0.0129 0.0674 0.1849 0.6701 0.0352 0.0169 0.0125 1982 0.0067 0.2557 0.7166 0.0138 0.0035 0.0021 0.0018 1983 0.0034 0.0955 0.8888 0.0082 0.0020 0.0012 0.0009 1984 0.0003 0.9960 0.0033 0.0003 0.0000 0.0000 0.0000 1985 0.0007 0.9884 0.0096 0.0008 0.0002 0.0001 0.0001 1986 0.0146 0.1207 0.6877 0.1391 0.0194 0.0105 0.0081 1987 0.0004 0.0015 0.0030 0.9904 0.0028 0.0011 0.0008 1988 0.0000 0.0000 0.0000 0.0000 0.9999 0.0000 0.0000 1989 0.0000 0.0002 0.0002 0.0005 0.0033 0.9784 0.0174 1990 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.9999 1991 0.0000 0.0000 0.0000 0.0000 0.0000 0.0002 0.9998 1992 0.0000 0.0001 0.0002 0.0005 0.0039 0.9853 0.0100 Table 8 shows the results of forecast obtained from the developed model, where the performance criteria explained in section 2.5 were used in computing the model performance. The obtained MSE, RMSE and MAPE were 785.17, 88.46 and 0.0046 respectively. From the results comparison of Table 9, it can be seen that the developed model has the lowest prediction error in terms of MSE, this is an indication of better forecast exhibited by the developed model. It shows that the developed model recorded 98.10% over Song and Chissom (1993a), 86.98%, over Egrioglu et al., (2011), 83.14% over Aladag et al., (2012), 70.02% over Bas et al., (2015) and 28.77% over Cagcag et al., (2016) computed with equation 10. file:///C:/Users/MUKTAR/Desktop/New%20folder/Alwali/15.1.2%20AZOJETE%20%2018%20050.docx file:///C:/Users/MUKTAR/Desktop/New%20folder/Alwali/15.1.2%20AZOJETE%20%2018%20050.docx file:///C:/Users/MUKTAR/Desktop/New%20folder/Alwali/15.1.2%20AZOJETE%20%2018%20050.docx file:///C:/Users/MUKTAR/Desktop/New%20folder/Alwali/15.1.2%20AZOJETE%20%2018%20050.docx file:///C:/Users/user/Downloads/azojete143/www.azojete.com.ng Abubakar and SMan-Yahya: CAT Swarm optimization based clustering algorithm for fuzzy time series forecasting AZOJETE, 15(1):40-54. ISSN 1596-2490; e-ISSN 2545-5818, www.azojete.com.ng 50 Table 8: Defuzzified Forecast for University of Alabama Data Year Data Forecast 1973 13867 13945 1974 14696 14702 1975 15460 15397 1976 15311 15386 1977 15603 15546 1978 15861 15934 1979 16807 16834 1980 16919 16828 1981 16388 16301 1982 15433 15389 1983 15497 15416 1984 15145 15295 1985 15163 15316 1986 15984 15950 1987 16859 16834 1988 18150 18161 1989 18970 19056 1990 19328 19186 1991 19337 19200 1992 18876 18990 MSE 7825.17 RMSE 88.46 MAPE 0.0046 Table 9: The Results Comparison Methods MSE Song and Chissom (1993a) 412499 Egrioglu et al., (2011) 60140 Aladag et al., (2012) 46422 Bas et al., (2015) 26108 Cagcag et al., (2016) 10987 The Developed 7825.17 3.2 Obtained Results for TAIFEX Data Table 10 shows results of forecast obtained from TAIFEX data of table 2 following methods discussed in section 2.5. The results further shows the forecasts obtained from the model of Bas et al., (2015) and Cagcag et al., (2016) on the same data set. After close examination, it can be seen that the developed file:///C:/Users/MUKTAR/Desktop/New%20folder/Alwali/15.1.2%20AZOJETE%20%2018%20050.docx file:///C:/Users/MUKTAR/Desktop/New%20folder/Alwali/15.1.2%20AZOJETE%20%2018%20050.docx file:///C:/Users/MUKTAR/Desktop/New%20folder/Alwali/15.1.2%20AZOJETE%20%2018%20050.docx file:///C:/Users/MUKTAR/Desktop/New%20folder/Alwali/15.1.2%20AZOJETE%20%2018%20050.docx file:///C:/Users/MUKTAR/Desktop/New%20folder/Alwali/15.1.2%20AZOJETE%20%2018%20050.docx http://www.azojete.com.ng Arid Zone Journal of Engineering, Technology and Environment, March, 2019; Vol. 15(1):40-54. ISSN 1596-2490; e-ISSN 2545-5818; www.azojete.com.ng Corresponding author’s e-mail address: muktyx5@yahoo.com 51 model recorded the least prediction error with a significant improvement in terms of MSE, RMSE and MAPE. The performance improvement computed with equation 10 was used to obtain the performance improvement of the developed model over some methods reported in literature. The model developed recorded an RMSE improvement of 65.57% over that of Bas et al., (2015) and 64.22% over that of Cagcag et al., (2016). Table 10: Forecast for TAIFEX data Date TAIFEX Bas et al., (2015) Cagcag et al., (2016) Developed 10.09.1998 6709.75 6804.31 6719.92 6721.21 11.09.1998 6726.50 6804.31 6719.92 6721.92 14.09.1998 6774.55 6761.17 6843.75 6773.72 15.09.1998 6762.00 6758.51 6719.92 6774.30 16.09.1998 6952.75 6856.13 6843.75 6946.40 17.09.1998 6906.00 6856.13 6843.75 6901.86 18.09.1998 6842.00 6856.13 6843.75 6841.70 19.09.1998 7039.00 6856.13 6843.75 7038.93 21.09.1998 6861.00 6856.13 6843.75 6861.63 22.09.1998 6926.00 6856.13 6843.75 6919.85 23.09.1998 6852.00 6856.13 6843.75 6853.61 24.09.1998 6890.00 6856.13 6843.75 6893.58 25.09.1998 6871.00 6807.48 6843.75 6863.90 28.09.1998 6840.00 6793.07 6843.75 6840.41 29.09.1998 6806.00 6793.07 6843.75 6819.25 30.09.1998 6787.00 6856.13 6778.28 6879.66 MSE 4869.25 4507.78 576.96 RMSE 69.78 67.14 24.02 MAPE 0.00761 0.0066 0.00152 3.3 Obtained Results for UniMaid Enrolment Data The UniMaid enrolment data of table 3 was not previously applied for any fuzzy time series forecasting research. In view of that, the developed model was applied to obtain the forecast as shown in table 11. It can be seen that the forecast produced has an MSE of 1395543.21, RMSE 0f 373.55 and MAPE 0.0667. file:///C:/Users/MUKTAR/Desktop/New%20folder/Alwali/15.1.2%20AZOJETE%20%2018%20050.docx file:///C:/Users/MUKTAR/Desktop/New%20folder/Alwali/15.1.2%20AZOJETE%20%2018%20050.docx file:///C:/Users/MUKTAR/Desktop/New%20folder/Alwali/15.1.2%20AZOJETE%20%2018%20050.docx file:///C:/Users/user/Downloads/azojete143/www.azojete.com.ng Abubakar and SMan-Yahya: CAT Swarm optimization based clustering algorithm for fuzzy time series forecasting AZOJETE, 15(1):40-54. ISSN 1596-2490; e-ISSN 2545-5818, www.azojete.com.ng 52 Table 11: Forecast for UniMaid Data Year Enrolment Forecast 1978 1882 2702.84 1979 2500 2680.11 1980 2925 2737.43 1981 3251 2837.88 1982 4561 4497.60 1983 5329 5550.53 1984 5719 5849.53 1985 5800 5965.73 1986 6168 6457.61 1987 6711 6992.32 1988 7238 7372.57 1989 7687 7591.29 1990 7960 7807.23 1991 8302 8120.24 1992 9884 10031.38 1993 11410 10432.95 MAPE 0.0667 MSE 139543.21 RMSE 373.55 4.0 Conclusion In minimizing the subjective decisions made at the fuzzification stage, traditional clustering techniques such as fuzzy C-means (FCM) and K-means, have been previously used, but problems such as handling high dimensional data, sensitivity to noise, outliers and pre-mature convergence still persist. In this research, CSO-C algorithm was developed to address this issue of pre-mature convergence with a view to improving forecast accuracy in fuzzy time series forecasting. In the implementation, the developed model was tested and compared with other models forecast reported in literature for the student enrolment of University of Alabama and TAIFEX data. The forecast results of enrolment of University of Alabama data produced an MSE improvement of 98.10% over Song and Chissom (1993a), 86.98%, over Egrioglu et al., (2011), 83.14% over Aladag et al., (2012), 70.02% over Bas et al., (2015) and 28.77% over Cagcag et al., (2016). Also, the forecast results of TAIFEX data recorded an RMSE improvement of 65.57% over that of Bas et al., (2015) and 64.22% over that of Cagcag et al., (2016). This clearly shows that the model developed has better forecast with reduced prediction error. The developed model was further to UniMaid enrolment data, which was not previously reported to have been used in literature with respect the research area of fuzzy time series forecasting. The forecast produced has an MSE of 1395543.21, RMSE 0f 373.55 and MAPE 0.0667. It is expected that future researchers will forecast with the UniMaid enrolment data and see how there model suit into the data. file:///C:/Users/MUKTAR/Desktop/New%20folder/Alwali/15.1.2%20AZOJETE%20%2018%20050.docx file:///C:/Users/MUKTAR/Desktop/New%20folder/Alwali/15.1.2%20AZOJETE%20%2018%20050.docx file:///C:/Users/MUKTAR/Desktop/New%20folder/Alwali/15.1.2%20AZOJETE%20%2018%20050.docx file:///C:/Users/MUKTAR/Desktop/New%20folder/Alwali/15.1.2%20AZOJETE%20%2018%20050.docx file:///C:/Users/MUKTAR/Desktop/New%20folder/Alwali/15.1.2%20AZOJETE%20%2018%20050.docx file:///C:/Users/MUKTAR/Desktop/New%20folder/Alwali/15.1.2%20AZOJETE%20%2018%20050.docx http://www.azojete.com.ng Arid Zone Journal of Engineering, Technology and Environment, March, 2019; Vol. 15(1):40-54. ISSN 1596-2490; e-ISSN 2545-5818; www.azojete.com.ng Corresponding author’s e-mail address: muktyx5@yahoo.com 53 Reference Aladag, CH., Yolcu, U., Egrioglu, E., and Dalar, AZ. 2012. 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