SlideShare a Scribd company logo
IT in Industry, vol. 6, 2018 Published online 09-Feb-2018
Copyright © Afanasieva, Sapunkov, Afanasiev 2018 7 ISSN (Print): 2204-0595
ISSN (Online): 2203-1731
Software of Time Series Forecasting based on
Combinations of Fuzzy and Statistical Models
T. Afanasieva, A. Sapunkov, A. Afanasiev
Information Systems Department
Ulyanovsk State Technical University
Ulyanovsk, Russia
Abstract—The developed software is a web application with
open access and is aimed on forecasting of time series stored in
database. We proposed approach of time series forecasting,
combined ARIMA models with fuzzy techniques: three fuzzy
time series models, fuzzy transformation (F-transform) and
ACL-scale. Applications of a proposed web service have
demonstrated efficiency in practical time series predictions with
suitable accuracy.
Keywords—time series; fuzzy time series; software; forecasting
model
I. INTRODUCTION
Time series data mining is considered as a set of techniques
concerned with description, modeling and forecasting at a
different level of representation. There are a lot of techniques
and tools of statistical description, modeling and forecasting,
i.e. ARIMA (and its modifications) [1], when time series is
considered as a stochastic process with stationary or non-
stationary properties [2]. In recent years in Time series data
mining fuzzy models have become very popular due to the
ability of human orientation and high-level interpretation.
Hybrid time series forecasting methods combine fuzzy and
other soft computing techniques. In the paper [3] the overview
of the studies in time series forecasting is presented. The
authors describe the combinations of soft computing and
artificial neural networks tools (in particular fuzzy artificial
neural networks). Three fuzzy time series models and fuzzy
transformation by F-transform [4] are described in our work
[5]. In this work the selection of the best time series forecasting
model is based on the concept of fuzzy tendency. The
application of different combinations of exponential and fuzzy
time series models with some weights is proposed in [6] and is
successfully applied in CIF-2015 competition [7].
There are some toolboxes in well-known Math Software
described in review [8] that contained Fuzzy logic functions
such as fuzzyfication, defuzzyfication, fuzzy inference. These
functions of Free and Open-Source Tools can be successfully
used in time series forecasting algorithms realized as a desktop
application. However, it must be noted that the design of such
application requires a professional programming.
Among the stable trends in software engineering a
development of a web services is considered as a tool
providing wide access for users. These users can be domain
experts or managers without knowledge in programming.
Therefore the development of web service applications for
time series forecasting on the basis of soft computing focused
on fuzzy techniques will allow researchers and trainees to be
closer to new forecasting methods.
The web service for forecasting of financial indicators of
enterprise with fuzzy techniques described in [9] is an example
of such web service. The linear autoregression, artificial neural
network, F-transform [4] and fuzzy time series model are used
as soft computing techniques in that web service for
forecasting of financial indicators. In this paper we described
new time series forecasting software designed as a web service.
The following soft computing techniques are implemented in
developed web service: three basic fuzzy time series models,
considered in [10], statistical ARIMA (SARIMA) models [1],
F-transform [4] for trend extraction and ACL-scale [11] as a
tool for time series fuzzification. The structure of this
contribution is as follows. First we briefly describe the applied
soft computing techniques and represent MTSFA approach of
time series forecasting. In Section III we present some aspects
of the web service - its architecture and technologies that we
applied. In section IV we demonstrate some results of time
series forecasting which we get using developed software.
Finally the conclusions will be done and future work will be
considered.
I. SOFT COMPUTING TECHIQUES IN TIME SERIES
FORECASTING
A. ACL-scale as a tool for time series fuzzification
Some tool of time series fuzzification is necessary in
forecasting techniques based on the fuzzy time series models.
ACL-scale presented in [11] is one of such tools which
transforms numerical time series into fuzzy time series.
IT in Industry, vol. 6, 2018 Published online 09-Feb-2018
Copyright © Afanasieva, Sapunkov, Afanasiev 2018 8 ISSN (Print): 2204-0595
ISSN (Online): 2203-1731
Let = { ∈ , ⊆ ℝ, = 1,2, … , 	} be a numerical
time series. Let suppose r is a number of the partially ordered
fuzzy intervals of equal length that cover a set .
Suppose these partially ordered intervals on the set are
used for building a linguistic variable 	
= { , 	 = 1,2, … , , < }. (1)
For given ∈ and for constructed linguistic variable
on the set W ACL-scale determines a linguistic value ∈	X	.
The set of these values { , 	 = 	1, 2, . . . , } is considered as a
fuzzy time series.
B. Three fuzzy Time series models
We apply three basic fuzzy time series models with
symbolic labels, considered in [5]: S-model with fuzzified time
series values [12], D-model with fuzzified first differences of
time series values [13] and T-model, based on the elementary
fuzzy tendencies [5]. A fuzzy logical relationship is employed
in these fuzzy time series models on the assumption that the
observation at time t is accumulated results of the observations
at the previous times [12]. The fuzzy time series model, based
on fuzzified time series values, according to [12], is defined as
a time-invariant model:
= ( × × … × ) ◦!( , … , − #),
(2) (1)
where "×" is the Cartesian product, !( , … , − #) is the
fuzzy TS model as fuzzy relation, which can be calculated by
Mamdani’s algorithm, p is the order of the model, "◦" is the
max-min composition. This time-invariant model is applied to
other fuzzy time series determined for D-model and for T-
model by an ACL-scale.
The order of the model determines the number of previous
time points, which are taken in account. To obtain fuzzified
values in above mentioned fuzzy time series models an ACL-
scale [11] are applied. Let us consider some features of this
fuzzifiсation on the basis of ACL-scale in respect to three
fuzzy time series models.
In S-model the fuzzified time series values ∆ ∈	X		are
performed in respect to a given time series = { ∈ , ⊆
ℝ, = 1,2, … , 	}, to a set W and to a constructed linguistic
variable on the set W.
D-model requires a simple transformation of a given time
series X to a time series of first differences ∆ =
( − ), ∆ ∈ ∆ , ∆ ⊆ ℝ, = 2,3, … , 	 . Then a
linguistic variable ∆ 		is built on the set ∆ and is applied to
determine fuzzified first differences of time series values
{∆ 	| 	 = 	2, 3, . . . , }.
The elementary fuzzy tendency in T-model according to
definition in [5] has two components: type and intensity. For
these components two linguistic variables ' and ()	are defined
respectively. A linguistic variable ' is built on the set
* = +−∆ , ∆ ,	∈ ℝ , where ∆ = max0 − 10 , , 1 ∈
, , 2 = 1,2, … , . A set 3 = +0, ∆ , ∈ ℝ is used to
construct a linguistic variable () . Thus time series of
elementary fuzzy tendencies is represented by two fuzzy time
series
{' 0 = 2,3, … }, 5() 0 = 2,3, … 6.
C. Fuzzy transformation of Time series
Fuzzy transform (F-transform) was proposed in [4] as an
approximate technique of the original function and then was
applied in time series trend extraction. This property of F-
transform is useful in time series decomposition and
forecasting. We apply direct and inverse F-transform for a
given time series = { ∈ , ⊆ ℝ, = 1,2, … , 	} to
obtain piecewise linear representation of time series trend
7 	using pre-defined set of basic functions A={A1,A2,…,Aq},
q<n. This set of basic functions can be considered as a
linguistic variable that defined on the set 8 ⊆ ℝ, +1,2, … , , ⊆
8. Basic F-transform computes the value of Time series trend
using following expressions (first one for direct and second one
for inverse transformation) [4]:
9:( ) =
∑ <=∗3?( )@
=AB
∑ 3?( )@
=AB
, 7 = ∑ 9:( ) ∗ (:( )C
D (3)
D. Time series forecasting approach
The proposed time series forecasting approach (named
MTSFA approach) implements soft computing, which
combines fuzzy techniques described above with well-known
statistical model ARIMA and its modification for seasonal time
series (SARIMA) [1].
We assume that a time series can be defined in the additive
form by following models as a combination of the time series
components:
= 7 + F 	, (4)
= 7 + G + F 	,																							 (5)
where is a given time series, 7 is a time series trend,
expressed as the inverse F-transform components [4] and
modeled by fuzzy time series models from the set Sf={S-
model [12], D-model [13], T-model [5]}, G is a time series
of residuals, modeled by the models from the set Sa={S-model
[12], D-model [13], T-model [5], ARIMA-model [1],
SARIMA-model [1]}, F is a random white noise.
For each of the above described time series component the
adequate and accurate model is identified from the sets Sf or
Sa. The identification means the process, where the order and
the type of the best forecasting model for each time series
component are defined on the training part of time series.
IT in Industry, vol. 6, 2018 Published online 09-Feb-2018
Copyright © Afanasieva, Sapunkov, Afanasiev 2018 9 ISSN (Print): 2204-0595
ISSN (Online): 2203-1731
To choose the best time series model from the sets Sf and
Sa the minimum out of sample SMAPE criterion is used:
HI(JK =	
C
∑
|L= <=|
(|<=|M|L=|)⁄
C
D (6)
where 9 is the actual predicted values, produced by the best
combination of components of time series model for the given
time series; n is the number of predicted points out of sample;
is the real values of the unknown for model part of the time
series.
II. DESCRIPTION OF A PROPOSED SOFTWARE
“SALX.FUZZYFMF”
MTSFA approach, presented in Section II.D defines the
main functionality of the developed software. In this Section
we will describe its architecture and technologies in detail. To
bring soft computing techniques of time series forecasting
closer to domain experts and managers we have designed the
software in the form of web service with open access
(http://salx.pw). The component-oriented architecture of the
developed software is depicted in Fig. 1.
Fig. 1. System architecture of a Time series forecasting software based on
soft computing techniques
The software includes two main components: a web service
server and API (Application Programming Interface) server.
The core technology of web service server is MVVM (model -
view - view model). To reduce the query number to a web
server there was made a part of computations on the client side.
The client side of web service is based on the pattern SPA
(Single Page Application) and implemented the libraries
JQuery и AngularJS 1.2.9 [14]. The Web service receives data
of the Time series through Web API server and is used to
render the work of “Library of Time series forecasting
techniques” component. Web service and Web API server
were created using ASP.NET [15] technology. All time series
must be stored in the MS-SQL (Microsoft SQL Server [16])
database. Up to now time series database consists of time
series, used in the competitions CIF-2015 and CIF-2016 [7].
To work with the “Time series database” component, the
“data source view” component is used. The interactions with
time series database occur through this component. It also
converts the format of data stored in a database in a model used
in other components and vice versa.
A. Components of user interface
The developed web service includes two major components
for interaction with the user (Fig.1):
“Forecasting model selection interface” (when web service
is activated the “Select model” corresponds to this component).
This component is designed for selection and for study of
fuzzy time series forecasting models only. It consists of four
zones. The first one is assigned to time series. In this zone user
can load or select the already downloaded time series using a
drop-down list and then can see its graphical representation. To
work with the custom time series it is necessary to load the file
with a time series previously. Representation of the values of
the time series from a new line is the basic requirement for the
format of the user file. The second zone is associated with the
legend place of the time series graph and is used to display the
chosen fuzzy time series model. The parameters of a fuzzy
time series model and parameters of a prediction, which can be
set by user, are located at the right zone. Below there are
shown the values of accuracy criterion SMAPE.
To start forecasting of a selected time series in this
interface a one of the time series models from the set Sf={S-
model [12], D-model[13] and T-model[5]} must be chosen and
the parameters of prediction must be set by the user: horizon of
prediction, an order p of fuzzy model, a number of points used
as test part of time series. After that a label of a chosen fuzzy
model with its order will appear at a legend place in a second
zone. To obtain the graphical representation of predicted time
series the chosen fuzzy model at a legend place must be
activated. An average time of constructing of a fuzzy model in
“Forecasting model selection interface” ranges from 200 ms
(for a short time series having length less then 30 points) to
400 ms (for a large time series having length up to 1000
points).
“Forecasting models comparing interface” (when the web
service is activated the “Compare model” corresponds to this
component). This component applies the MTSFA approach
and automatically performs varies combinations of time series
models in respect to (4) and (5) with (or without) F-transform.
IT in Industry, vol. 6, 2018
Copyright © Afanasieva, Sapunkov, Afanasiev 2018
The following pre-defined parameters
unavailable to the user: a horizon of prediction is equal to
length of test part of time series and is 10% of a time series
length; an order of fuzzy models ranges from 1 to 3; the
number of basic function is set first as 13 and then as 25.
This component is divided into four zones located from top
to down. The first one enables user to select the already
downloaded time series using a drop-down list. Then two
graphical representations of a selected time serie
zone appear: the first one consists of a select
only, in the second one selected series with predicted time can
be displayed. Simultaneously all of the com
identified time series models in respect to (4) and (5) with (or
without) F-transform are created and their designation
in the third zone, which is located below the second one.
As about of 56 combinations of time series models are
performed simultaneously with graphical representation of a
selected time series it requires some time. An average time of
constructing combinations and of visualization o
time series range from 30 seconds (for a short TS, having
length less then 30 points) to 90 seconds (for a large TS,
having length up to 1000 points).
In Fig.2 the part of “Forecasting models comparing
interface” is depicted. We can see the secon
consists of selected series and selected with predicted time
series. Below the third zone is located with the list of
combinations of time series models (the combinations
visualize predictions are displayed more brightly).
Fig. 2. The second and third zone of “Forecasting models comparing
interface” for time series ts 49 from dataset of CIF-2016
Let us consider a format of the designation of model
combination on an example in accordance to Fig.2
8 Published online
Copyright © Afanasieva, Sapunkov, Afanasiev 2018 10
defined parameters are fixed and
unavailable to the user: a horizon of prediction is equal to
length of test part of time series and is 10% of a time series
rder of fuzzy models ranges from 1 to 3; the
number of basic function is set first as 13 and then as 25.
four zones located from top
to down. The first one enables user to select the already
down list. Then two
graphical representations of a selected time series in the second
a selected time series
with predicted time can
be displayed. Simultaneously all of the combinations with
s in respect to (4) and (5) with (or
their designations appear
in the third zone, which is located below the second one.
of time series models are
performed simultaneously with graphical representation of a
. An average time of
and of visualization of a selected
from 30 seconds (for a short TS, having
length less then 30 points) to 90 seconds (for a large TS,
In Fig.2 the part of “Forecasting models comparing
terface” is depicted. We can see the second zone, which
selected with predicted time
third zone is located with the list of
combinations used to
s are displayed more brightly).
The second and third zone of “Forecasting models comparing
designation of model
on an example in accordance to Fig.2:
CIF-2016-full:ts49_F(13)_D(1)+CIF-2016
This example corresponds to the combination
in Section II.D. Here “CIF-2016
designation of a selected time series, F(13) denotes identified
F-transform technique[4] with 13 basic functions for trend
extraction, D(1) denotes identified D
p=1 for trend component, o_S(3) denotes that
with order p=3 was identified for the residuals.
At the fourth zone located below
the criterion SMAPE are shown for every received time series
combination.
Among derived combinations of the identified models from
the set Sa (see Section II.D) the
minimum SMAPE in test part of time se
two ways. The first way is the way of visual comparison of a
behavior of a selected time series with the behavior of a
predicted time series (one or several) on the same graph (
second zone). This allows us to compare the resu
forecasting models of different types (see Fig. 2).
that the user must activate the designation
represented in the third zone, after that the
will appear in the graph (in the second zone). As one can s
the Fig.2 there is a good compliance in behavior
selected and the predicted time series. So, the
can be used in forecasting of time series ts 49.
The second way to select the best combination
the values of the criterion SMAPE shown in
the interface (see Fig. 3). Here the ordered values of the
criterion of forecasting accuracy SMAPE (6) on the training
part (SMAPE_i) and on the test part of ts 49 are
first column the designations of model
represented, then the values of criterion of forecasting accuracy
are depicted. This information
conclusion about the adequate combination
of time series ts 49.
Fig. 1. The fourth zone of “Forecasting models comparing interface” for
time series ts 49 from dataset of CIF-2016
B. Library of time series forecasting techniques
All transformations and calculations are
“Library of Time series forecasting techniques” component.
Published online 09-Feb-2018
ISSN (Print): 2204-0595
ISSN (Online): 2203-1731
2016-full:ts49_F(13)_o_S(3) (7)
the combination (5) represented
2016-full: ts49” denotes the
designation of a selected time series, F(13) denotes identified
with 13 basic functions for trend
extraction, D(1) denotes identified D-model [13] with order
p=1 for trend component, o_S(3) denotes that S-model [12]
for the residuals.
low the third one the values of
shown for every received time series
s of the identified models from
the set Sa (see Section II.D) the combination with the
minimum SMAPE in test part of time series can be received in
two ways. The first way is the way of visual comparison of a
behavior of a selected time series with the behavior of a
predicted time series (one or several) on the same graph (in the
to compare the results of
forecasting models of different types (see Fig. 2). To perform
user must activate the designation of combination
the third zone, after that the predicted time series
second zone). As one can see in
the Fig.2 there is a good compliance in behaviors of the
predicted time series. So, the combination (7)
in forecasting of time series ts 49.
to select the best combination is to analyze
riterion SMAPE shown in the fourth zone of
the interface (see Fig. 3). Here the ordered values of the
criterion of forecasting accuracy SMAPE (6) on the training
and on the test part of ts 49 are shown. In the
f model combinations are
, then the values of criterion of forecasting accuracy
are depicted. This information confirms the previous
combination (7) for forecasting
sting models comparing interface” for
Library of time series forecasting techniques
and calculations are perfomed in the
“Library of Time series forecasting techniques” component.
IT in Industry, vol. 6, 2018 Published online 09-Feb-2018
Copyright © Afanasieva, Sapunkov, Afanasiev 2018 11 ISSN (Print): 2204-0595
ISSN (Online): 2203-1731
Let us consider the “Library of Time series forecasting
techniques” component in details (see Fig. 4).
The “Library of Time series forecasting techniques”
consists of many individual components, which are based on
“Common classes” library. Thus, they readily react to each
other at the code level, they can be easily integrated into third-
party software and any component may be processed using
other algorithms which will not affect the functionality of the
entire system. “Common classes” library includes primitive
objects such as a time series class, a point of time series class, a
fuzzy time series class, a point of fuzzy time series class, as
well as logics for basic interaction of these classes.
There are six major components in the “Library of Time
series forecasting techniques”: fuzzification tools [11], fuzzy
inference system, library of fuzzy models, library of statistical
models (ARIMA-models), F-transform tool [4], calculation
accuracy criteria component.
To convert a numerical time series into a fuzzy time series,
“Fuzzification tools” component is used; it implements the
logics of an ACL-scale [11], described in section II.A. Pre-
defined parameters of an ACL-scale are as follows: the number
of fuzzy sets of a linguistic variable r=10; the fuzzy sets in
linguistic variables are determined as the triangular fuzzy
numbers performed on the sets, different for different fuzzy
models, represented in section II.B.
The input module receives a time series and converts it into
a fuzzy time series which is further used in “Fuzzy inference
system” component.
The “Fuzzy inference system” component is intended for a
construction of a fuzzy time series model from the set Sf using
the algorithm of fuzzy inference, proposed by Mamdani in the
paper [17]. Then this fuzzy time series model is applied in real
forecasting of a time series. The parameters, which the user
must set is the number of points of forecast. The
defuzzification of a fuzzy value obtaining in fuzzy inference
system is implemented in “Fuzzy inference system”
component too and is made using centroid method [12].
The “Library of statistical models forecasting” component
includes well-known statistical ARIMA and SARIMA models
[1].
To extract trend and to derive time series decomposition of
a MTSFA approach the “F-transform tool” component was
developed. The formulas of a direct and an inverse F-transform
were presented in Section II.C. The user can set the parameter
q, corresponding to the quantity of the basic functions.
Fig. 3. Library of Time series forecasting techniques component structure
It is necessary to mark that a time series before prediction
will be divided into two parts: a training part and a test part.
The training part is used to construct and to identify time series
model (fuzzy or statistical). The test part of a time series is
used to test the identified time series model and to calculate the
accuracy of the model. Pre-defined length of a test part is
determined as 10% of a time series length. On the basis of the
training and of the test parts the coefficient SMAPE shows the
accuracy of forecasting models. The "Calculation accuracy
criteria" component is used for calculating the criterion of
accuracy by the coefficient SMAPE, presented in section II.D.
All the components of the “Library of Time series
forecasting techniques” except statistical model are developed
in C # using .Net Framework 4.5.1. The statistical time series
models were implemented with the functions of the language R
[18].
IT in Industry, vol. 6, 2018
Copyright © Afanasieva, Sapunkov, Afanasiev 2018
C. Examples of time series forecasts
Below there is presented the application of developed
software to time series forecasting based on MTSFA approach
(in the component “Forecasting models comparing interface”).
The examples of time series forecasts by the developed
software are depicted in Fig. 5, 6, 7, 8.
Fig. 4. Time series ts20 CIF-2016 and its forecasts with the horizon 10
points. SMAPE on the test part is 0.019
Fig. 5. Time series ts82 CIF-2015 and its forecasts with the horizon 10
points. SMAPE on the test part is 0.047
Fig. 6. Time series ts44 CIF-2016 and its forecasts with the horizon 10
points. SMAPE on the test part is 0.02
Fig. 7. Time series ts57 CIF-2016 and its forecasts with the horizon 6 points.
SMAPE on the test part is 0.08
8 Published online
Copyright © Afanasieva, Sapunkov, Afanasiev 2018 12
the application of developed
software to time series forecasting based on MTSFA approach
component “Forecasting models comparing interface”).
The examples of time series forecasts by the developed
forecasts with the horizon 10
2015 and its forecasts with the horizon 10
2016 and its forecasts with the horizon 10
2016 and its forecasts with the horizon 6 points.
The results of time series forecasting received by
implemented soft computing techniques based on MTSFA
approach in developed software may be considered as good.
One can see compliances in behavior
predicted time series as it is shown in
The developed software was applied to perform real
forecasts of the dataset of the competition CIF
dataset consists of 72 time series of different length and
different behaviors. After the real forecasts were received the
real values of time series of that d
Then the accuracy of real forecasts on the opened time series
dataset CIF-2016 [7] was calculated. An average forecasting
accuracy of MTSFA approach, measured by SMAPE was
0.165 which was achieved due to combinations of soft
computing techniques.
CONCLUSION
The paper describes new software in the form of web
service for time series forecasting. This web service provides a
wide access to soft computing tools to solve the problems of
selection and application of the best
model (simple or complex) from the set of
The component based architecture enables to add new time
series models. Two user interfaces provide
forecasting in two different ways: by
of a set model combinations and by s
models by the user. The developed
research, in education and in predicative analytics. The aim of
the future work is to reduce the time of creation of the time
series model combinations and to increase forecasting
accuracy.
ACKNOWLEDGMENT
This work was supported by the Russian Foundation for
Basic Research grant 16-47-732112 "The study and
development of forecasting methods for time series based on
multi-model approach".
REFERENCES
[1] Box, G. and Jenkins, G., Time series Analysis: Forecasting and Control,
Holden- Day, San Francisco, 1970.
[2] J. D. Hamilton, Time series analysis. New Jersey: Princeton University
Press, 1994.May, P., Ehrlich, H.C., Steinke, T.: ZIB Structure Prediction
Pipeline: Composing a Complex Biological Workflow through Web
Services. In: Nagel, W.E., Walter, W.V., Lehner, W. (eds.) Euro
2006. LNCS, vol. 4128, pp. 1148–1158. Springer, Heidelberg
[3] S.A. Yarushev, A.N. Averkin. REVIEW OF STUDIES ON TIME
SERIES FORECASTING BASED ON HYBRID METHODS,
NEURAL NETWORKS AND MULTIPLE REGRESSION. Software &
Systems, No 1 (113), 2016, pp.75-82.
[4] I. Perfilieva, Fuzzy transforms: theory and applications, Fuzzy Sets Syst.
157 (2006) 993–1023. 

[5] T. Afanasieva, N. Yarushkina, M. Toneryan, D. Zavarzin, A. Sapunkov
and I. Sibirev Time series forecasting using fuzzy tec
International Joint Conferece IFSA-EUSFLAT (16th World Congress of
the International Fuzzy Systems Association (IFSA), 9th Conference of
the European Society for Fuzzy Logic and Technology (EUSFLAT)),
June 30th
-July 3rd
, Gijon (Asturias) Spain),
Published online 09-Feb-2018
ISSN (Print): 2204-0595
ISSN (Online): 2203-1731
The results of time series forecasting received by
implemented soft computing techniques based on MTSFA
software may be considered as good.
One can see compliances in behaviors of the selected and
as it is shown in Fig. 2, 5-8.
The developed software was applied to perform real
forecasts of the dataset of the competition CIF-2016 [7]. The
consists of 72 time series of different length and
different behaviors. After the real forecasts were received the
real values of time series of that dataset became available.
accuracy of real forecasts on the opened time series
2016 [7] was calculated. An average forecasting
measured by SMAPE was
was achieved due to combinations of soft
ONCLUSION
ew software in the form of web
time series forecasting. This web service provides a
wide access to soft computing tools to solve the problems of
selection and application of the best forecasting time series
model (simple or complex) from the set of the available ones.
ed architecture enables to add new time
ls. Two user interfaces provide time series
forecasting in two different ways: by an automatic construction
and by setting parameters of fuzzy
user. The developed software may be useful in
research, in education and in predicative analytics. The aim of
future work is to reduce the time of creation of the time
combinations and to increase forecasting
CKNOWLEDGMENT
by the Russian Foundation for
732112 "The study and
development of forecasting methods for time series based on
EFERENCES
Box, G. and Jenkins, G., Time series Analysis: Forecasting and Control,
J. D. Hamilton, Time series analysis. New Jersey: Princeton University
Press, 1994.May, P., Ehrlich, H.C., Steinke, T.: ZIB Structure Prediction
Pipeline: Composing a Complex Biological Workflow through Web
, Walter, W.V., Lehner, W. (eds.) Euro–Par
1158. Springer, Heidelberg
S.A. Yarushev, A.N. Averkin. REVIEW OF STUDIES ON TIME
SERIES FORECASTING BASED ON HYBRID METHODS,
NEURAL NETWORKS AND MULTIPLE REGRESSION. Software &
I. Perfilieva, Fuzzy transforms: theory and applications, Fuzzy Sets Syst.
T. Afanasieva, N. Yarushkina, M. Toneryan, D. Zavarzin, A. Sapunkov
and I. Sibirev Time series forecasting using fuzzy techniques //
EUSFLAT (16th World Congress of
the International Fuzzy Systems Association (IFSA), 9th Conference of
the European Society for Fuzzy Logic and Technology (EUSFLAT)),
, Gijon (Asturias) Spain), 2015. – P. 1068- 1075.
IT in Industry, vol. 6, 2018 Published online 09-Feb-2018
Copyright © Afanasieva, Sapunkov, Afanasiev 2018 13 ISSN (Print): 2204-0595
ISSN (Online): 2203-1731
[6] Afanasieva T., Yarushkina N., Zavarzin D., Gyskov G., Romanov A.
Time series forecasting using combination of exponential models and
fuzzy techniques. // A. Abraham et.al. (eds.) Proceedings of the First
International Scientific Conference «Intelligent Information
technologies for Industry» (IITI'16), Advances in Intelligent Systems
and Computing 450. : Springer International Publishing Switzerland
2016, pp. 41 – 50.
[7] Dataset of time series, In CIF-2015, CIF-2016.
[http://irafm.osu.cz/cif/main.php?c=Static&page=dates]
[8] Ralf Mikut and Markus Reischl . Data mining tools. Advanced review.
John Wiley & Sons, Inc. 2011.
[9] Perfilieva, I.G. , Yarushkina, N.G., Afanasieva, T.V., Romanov A.A.
Web-based System for Enterprise Performance Analysis on the Basis of
Time series Data Mining// A. Abraham et.al. (eds.) Proceedings of the
First International Scientific Conference «Intelligent Information
technologies for Industry» (IITI'16), Advances in Intelligent Systems
and Computing 450. : Springer International Publishing Switzerland
2016, pp. 75-86.
[10] Afanasieva T., Yarushkina N., Gyskov G.The Study of Basic Fuzzy
Time series Forecasing models // World Scientific Proceedings on
Computer Engineering and Information Science – V0l.10.
UNCERTAINTY MODELLING IN KNOWLEDGE ENGINEERING
AND DECISION MAKING. Proceedings of the 12th International
FLINS CONFERENCE ENSAIT (FLINS 2016), Roubaix, France, 24-
26 August, 2016.
- pp.295-300.
[11] T. Afanasieva T., N. Yarushkina, G. Gyskov. ACL-Scale as a Tool for
Preprocessing of Many-Valued Contexts. In Proc. of The Second
International Workshop on Soft Computing Applications and
Knowledge Discovery (SCAD 2016), 2016, pp. 2-11.
[12] Song, Q. A note on fuzzy Time series model relation with sample
autocorrelation functions // Cybernetics and Systems: An International
Journal. – 2003. – № 34. – P. 93-107.
[13] Hwang, J.R., Chen S.M. and Lee, C.H. 1998. Handling forecasting
problem using fuzzy Time series, Fuzzy Sets and Systems, 100, 217-
228.

[14] AngularJS. Available at: https://angularjs.org (accessed on 6 February
2017).
[15] ASP.NET. Available at: https://www.asp.net (accessed on 6 February
2017).
[16] SQL Server 2016. Available at: https://www.microsoft.com/en-cy/sql-
server/sql-server-2016 (accessed on 6 February 2017).
[17] Mamdani, E.H. and S. Assilian, "An experiment in linguistic synthesis
with a fuzzy logic controller," International Journal of Man-Machine
Studies, Vol. 7, No. 1, pp. 1-13, 1975.
[18] Time series Analysis and Mining with R. Available at:
http://www.rdatamining.com/docs/time-series-analysis-and-mining-
with-r (accessed on 6 February 2017).

More Related Content

PDF
Analysis of Impact of Graph Theory in Computer Application
PDF
Minimization of Assignment Problems
PPTX
Design and analysis of algorithms - Abstract View
PDF
A Subgraph Pattern Search over Graph Databases
PDF
Graph Based Pattern Recognition
PPT
Recognition as Graph Matching
PDF
IRJET- A Study on Algorithms for FFT Computations
PDF
Dimensional analysis
Analysis of Impact of Graph Theory in Computer Application
Minimization of Assignment Problems
Design and analysis of algorithms - Abstract View
A Subgraph Pattern Search over Graph Databases
Graph Based Pattern Recognition
Recognition as Graph Matching
IRJET- A Study on Algorithms for FFT Computations
Dimensional analysis

What's hot (20)

PDF
FINDING FREQUENT SUBPATHS IN A GRAPH
PPT
S6 l04 analytical and numerical methods of structural analysis
DOC
Pearson1e ch14 appendix_14_1
PDF
Jmestn42351212
PDF
PPTX
Our presentation on algorithm design
PDF
B.Sc.IT: Semester - VI (May - 2018) [IDOL - Revised Course | Question Paper]
PPTX
(Icca 2014) shortest path analysis in social graphs
PDF
presentation
PDF
VTU CBCS E&C 5th sem Information theory and coding(15EC54) Module -5 notes
PDF
VTU E&C,TCE CBCS[NEW] 5th Sem Information Theory and Coding Module-5 notes(15...
PDF
Rapport_Cemracs2012
PPTX
Topoloical sort
PDF
VTU CBCS E&C 5th sem Information theory and coding(15EC54) Module -4 notes
PDF
VTU E&C,TCE CBCS[NEW] 5th Sem Information Theory and Coding Module-4 notes(15...
PPT
study Latent Doodle Space
PDF
One of My published papers on EVM
PPTX
Topological sort
PPTX
Distributed Graph Transformations Supported By Multi-Agent Systems
FINDING FREQUENT SUBPATHS IN A GRAPH
S6 l04 analytical and numerical methods of structural analysis
Pearson1e ch14 appendix_14_1
Jmestn42351212
Our presentation on algorithm design
B.Sc.IT: Semester - VI (May - 2018) [IDOL - Revised Course | Question Paper]
(Icca 2014) shortest path analysis in social graphs
presentation
VTU CBCS E&C 5th sem Information theory and coding(15EC54) Module -5 notes
VTU E&C,TCE CBCS[NEW] 5th Sem Information Theory and Coding Module-5 notes(15...
Rapport_Cemracs2012
Topoloical sort
VTU CBCS E&C 5th sem Information theory and coding(15EC54) Module -4 notes
VTU E&C,TCE CBCS[NEW] 5th Sem Information Theory and Coding Module-4 notes(15...
study Latent Doodle Space
One of My published papers on EVM
Topological sort
Distributed Graph Transformations Supported By Multi-Agent Systems
Ad

Similar to Software of Time Series Forecasting based on Combinations of Fuzzy and Statistical Models (20)

PDF
Journal of Computer Science Research | Vol.5, Iss.2 January 2023
PDF
Forecasting time series powerful and simple
PDF
Multivariate high-order-fuzzy-time-series-forecasting-for-car-road-accidents
PDF
Time Series Forecasting Using Novel Feature Extraction Algorithm and Multilay...
PPTX
Anshita_Timeseries forcast_usecase_inAI.pptx
PDF
A-New-Quantile-Based-Fuzzy-Time-Series-Forecasting-Model
PDF
Forecasting Gasonline Price in Vietnam Based on Fuzzy Time Series and Automat...
PPTX
Machine Learning for Forecasting: From Data to Deployment
PDF
A new-quantile-based-fuzzy-time-series-forecasting-model
PDF
Mastering Time Series Forecasting - Guide to Techniques, Applications, and Fu...
PDF
A Survey on Deep Learning for time series Forecasting
PDF
Demand time series analysis and forecasting
PDF
A Novel Forecasting Based on Automatic-optimized Fuzzy Time Series
PDF
Inter Time Series Sales Forecasting
PPTX
time_series and the forecastring age of RNNS.pptx
PDF
IRJET- Analysis of Crucial Oil Gas and Liquid Sensor Statistics and Productio...
PDF
Kz2418571860
PDF
System for Prediction of Non Stationary Time Series based on the Wavelet Radi...
PPTX
Application of time series analysis in financial economics
PPTX
Time Series Anomaly Detection with .net and Azure
Journal of Computer Science Research | Vol.5, Iss.2 January 2023
Forecasting time series powerful and simple
Multivariate high-order-fuzzy-time-series-forecasting-for-car-road-accidents
Time Series Forecasting Using Novel Feature Extraction Algorithm and Multilay...
Anshita_Timeseries forcast_usecase_inAI.pptx
A-New-Quantile-Based-Fuzzy-Time-Series-Forecasting-Model
Forecasting Gasonline Price in Vietnam Based on Fuzzy Time Series and Automat...
Machine Learning for Forecasting: From Data to Deployment
A new-quantile-based-fuzzy-time-series-forecasting-model
Mastering Time Series Forecasting - Guide to Techniques, Applications, and Fu...
A Survey on Deep Learning for time series Forecasting
Demand time series analysis and forecasting
A Novel Forecasting Based on Automatic-optimized Fuzzy Time Series
Inter Time Series Sales Forecasting
time_series and the forecastring age of RNNS.pptx
IRJET- Analysis of Crucial Oil Gas and Liquid Sensor Statistics and Productio...
Kz2418571860
System for Prediction of Non Stationary Time Series based on the Wavelet Radi...
Application of time series analysis in financial economics
Time Series Anomaly Detection with .net and Azure
Ad

More from ITIIIndustries (20)

PDF
13th International Conference of Advanced Computer Science & Information Tech...
PDF
12th International Conference on Bioinformatics and Bioscience (ICBB 2025)
PDF
13th International Conference on Natural Language Processing (NLP 2024)
PDF
11th International Conference on Computer Networks & Data Communications (CND...
PDF
10th International Conference on Software Engineering and Applications (SOFEA...
PDF
10th International Conference on Fuzzy Logic Systems (Fuzzy 2024)
PDF
10th International Conference on Natural Language Computing (NATL 2024)
PDF
10th International Conference on Fuzzy Logic Systems (Fuzzy 2024)
PDF
2nd International Conference on Computer Science and Information Technology A...
PDF
10th International Conference on Fuzzy Logic Systems (Fuzzy 2024)
PDF
Call For Papers -10th International Conference on Natural Language Computing ...
PDF
2nd International Conference on Semantic Technology (SEMTEC 2024)
PDF
12th International Conference on Artificial Intelligence, Soft Computing (AIS...
PDF
9th International Conference on Education (EDU 2024)
PDF
Securing Cloud Computing Through IT Governance
PDF
Information Technology in Industry(ITII) - November Issue 2018
PDF
Design of an IT Capstone Subject - Cloud Robotics
PDF
Dimensionality Reduction and Feature Selection Methods for Script Identificat...
PDF
Image Matting via LLE/iLLE Manifold Learning
PDF
Annotating Retina Fundus Images for Teaching and Learning Diabetic Retinopath...
13th International Conference of Advanced Computer Science & Information Tech...
12th International Conference on Bioinformatics and Bioscience (ICBB 2025)
13th International Conference on Natural Language Processing (NLP 2024)
11th International Conference on Computer Networks & Data Communications (CND...
10th International Conference on Software Engineering and Applications (SOFEA...
10th International Conference on Fuzzy Logic Systems (Fuzzy 2024)
10th International Conference on Natural Language Computing (NATL 2024)
10th International Conference on Fuzzy Logic Systems (Fuzzy 2024)
2nd International Conference on Computer Science and Information Technology A...
10th International Conference on Fuzzy Logic Systems (Fuzzy 2024)
Call For Papers -10th International Conference on Natural Language Computing ...
2nd International Conference on Semantic Technology (SEMTEC 2024)
12th International Conference on Artificial Intelligence, Soft Computing (AIS...
9th International Conference on Education (EDU 2024)
Securing Cloud Computing Through IT Governance
Information Technology in Industry(ITII) - November Issue 2018
Design of an IT Capstone Subject - Cloud Robotics
Dimensionality Reduction and Feature Selection Methods for Script Identificat...
Image Matting via LLE/iLLE Manifold Learning
Annotating Retina Fundus Images for Teaching and Learning Diabetic Retinopath...

Recently uploaded (20)

PDF
Dropbox Q2 2025 Financial Results & Investor Presentation
PPT
Teaching material agriculture food technology
PDF
cuic standard and advanced reporting.pdf
PPTX
MYSQL Presentation for SQL database connectivity
PDF
NewMind AI Weekly Chronicles - August'25 Week I
PDF
Review of recent advances in non-invasive hemoglobin estimation
PDF
Chapter 3 Spatial Domain Image Processing.pdf
PPT
“AI and Expert System Decision Support & Business Intelligence Systems”
PPTX
Detection-First SIEM: Rule Types, Dashboards, and Threat-Informed Strategy
PPTX
Programs and apps: productivity, graphics, security and other tools
PDF
Mobile App Security Testing_ A Comprehensive Guide.pdf
PDF
Advanced methodologies resolving dimensionality complications for autism neur...
PDF
Encapsulation_ Review paper, used for researhc scholars
PDF
Profit Center Accounting in SAP S/4HANA, S4F28 Col11
PPTX
Effective Security Operations Center (SOC) A Modern, Strategic, and Threat-In...
PDF
Network Security Unit 5.pdf for BCA BBA.
PDF
Architecting across the Boundaries of two Complex Domains - Healthcare & Tech...
PDF
Build a system with the filesystem maintained by OSTree @ COSCUP 2025
PPTX
Cloud computing and distributed systems.
PPTX
Spectroscopy.pptx food analysis technology
Dropbox Q2 2025 Financial Results & Investor Presentation
Teaching material agriculture food technology
cuic standard and advanced reporting.pdf
MYSQL Presentation for SQL database connectivity
NewMind AI Weekly Chronicles - August'25 Week I
Review of recent advances in non-invasive hemoglobin estimation
Chapter 3 Spatial Domain Image Processing.pdf
“AI and Expert System Decision Support & Business Intelligence Systems”
Detection-First SIEM: Rule Types, Dashboards, and Threat-Informed Strategy
Programs and apps: productivity, graphics, security and other tools
Mobile App Security Testing_ A Comprehensive Guide.pdf
Advanced methodologies resolving dimensionality complications for autism neur...
Encapsulation_ Review paper, used for researhc scholars
Profit Center Accounting in SAP S/4HANA, S4F28 Col11
Effective Security Operations Center (SOC) A Modern, Strategic, and Threat-In...
Network Security Unit 5.pdf for BCA BBA.
Architecting across the Boundaries of two Complex Domains - Healthcare & Tech...
Build a system with the filesystem maintained by OSTree @ COSCUP 2025
Cloud computing and distributed systems.
Spectroscopy.pptx food analysis technology

Software of Time Series Forecasting based on Combinations of Fuzzy and Statistical Models

  • 1. IT in Industry, vol. 6, 2018 Published online 09-Feb-2018 Copyright © Afanasieva, Sapunkov, Afanasiev 2018 7 ISSN (Print): 2204-0595 ISSN (Online): 2203-1731 Software of Time Series Forecasting based on Combinations of Fuzzy and Statistical Models T. Afanasieva, A. Sapunkov, A. Afanasiev Information Systems Department Ulyanovsk State Technical University Ulyanovsk, Russia Abstract—The developed software is a web application with open access and is aimed on forecasting of time series stored in database. We proposed approach of time series forecasting, combined ARIMA models with fuzzy techniques: three fuzzy time series models, fuzzy transformation (F-transform) and ACL-scale. Applications of a proposed web service have demonstrated efficiency in practical time series predictions with suitable accuracy. Keywords—time series; fuzzy time series; software; forecasting model I. INTRODUCTION Time series data mining is considered as a set of techniques concerned with description, modeling and forecasting at a different level of representation. There are a lot of techniques and tools of statistical description, modeling and forecasting, i.e. ARIMA (and its modifications) [1], when time series is considered as a stochastic process with stationary or non- stationary properties [2]. In recent years in Time series data mining fuzzy models have become very popular due to the ability of human orientation and high-level interpretation. Hybrid time series forecasting methods combine fuzzy and other soft computing techniques. In the paper [3] the overview of the studies in time series forecasting is presented. The authors describe the combinations of soft computing and artificial neural networks tools (in particular fuzzy artificial neural networks). Three fuzzy time series models and fuzzy transformation by F-transform [4] are described in our work [5]. In this work the selection of the best time series forecasting model is based on the concept of fuzzy tendency. The application of different combinations of exponential and fuzzy time series models with some weights is proposed in [6] and is successfully applied in CIF-2015 competition [7]. There are some toolboxes in well-known Math Software described in review [8] that contained Fuzzy logic functions such as fuzzyfication, defuzzyfication, fuzzy inference. These functions of Free and Open-Source Tools can be successfully used in time series forecasting algorithms realized as a desktop application. However, it must be noted that the design of such application requires a professional programming. Among the stable trends in software engineering a development of a web services is considered as a tool providing wide access for users. These users can be domain experts or managers without knowledge in programming. Therefore the development of web service applications for time series forecasting on the basis of soft computing focused on fuzzy techniques will allow researchers and trainees to be closer to new forecasting methods. The web service for forecasting of financial indicators of enterprise with fuzzy techniques described in [9] is an example of such web service. The linear autoregression, artificial neural network, F-transform [4] and fuzzy time series model are used as soft computing techniques in that web service for forecasting of financial indicators. In this paper we described new time series forecasting software designed as a web service. The following soft computing techniques are implemented in developed web service: three basic fuzzy time series models, considered in [10], statistical ARIMA (SARIMA) models [1], F-transform [4] for trend extraction and ACL-scale [11] as a tool for time series fuzzification. The structure of this contribution is as follows. First we briefly describe the applied soft computing techniques and represent MTSFA approach of time series forecasting. In Section III we present some aspects of the web service - its architecture and technologies that we applied. In section IV we demonstrate some results of time series forecasting which we get using developed software. Finally the conclusions will be done and future work will be considered. I. SOFT COMPUTING TECHIQUES IN TIME SERIES FORECASTING A. ACL-scale as a tool for time series fuzzification Some tool of time series fuzzification is necessary in forecasting techniques based on the fuzzy time series models. ACL-scale presented in [11] is one of such tools which transforms numerical time series into fuzzy time series.
  • 2. IT in Industry, vol. 6, 2018 Published online 09-Feb-2018 Copyright © Afanasieva, Sapunkov, Afanasiev 2018 8 ISSN (Print): 2204-0595 ISSN (Online): 2203-1731 Let = { ∈ , ⊆ ℝ, = 1,2, … , } be a numerical time series. Let suppose r is a number of the partially ordered fuzzy intervals of equal length that cover a set . Suppose these partially ordered intervals on the set are used for building a linguistic variable = { , = 1,2, … , , < }. (1) For given ∈ and for constructed linguistic variable on the set W ACL-scale determines a linguistic value ∈ X . The set of these values { , = 1, 2, . . . , } is considered as a fuzzy time series. B. Three fuzzy Time series models We apply three basic fuzzy time series models with symbolic labels, considered in [5]: S-model with fuzzified time series values [12], D-model with fuzzified first differences of time series values [13] and T-model, based on the elementary fuzzy tendencies [5]. A fuzzy logical relationship is employed in these fuzzy time series models on the assumption that the observation at time t is accumulated results of the observations at the previous times [12]. The fuzzy time series model, based on fuzzified time series values, according to [12], is defined as a time-invariant model: = ( × × … × ) ◦!( , … , − #), (2) (1) where "×" is the Cartesian product, !( , … , − #) is the fuzzy TS model as fuzzy relation, which can be calculated by Mamdani’s algorithm, p is the order of the model, "◦" is the max-min composition. This time-invariant model is applied to other fuzzy time series determined for D-model and for T- model by an ACL-scale. The order of the model determines the number of previous time points, which are taken in account. To obtain fuzzified values in above mentioned fuzzy time series models an ACL- scale [11] are applied. Let us consider some features of this fuzzifiсation on the basis of ACL-scale in respect to three fuzzy time series models. In S-model the fuzzified time series values ∆ ∈ X are performed in respect to a given time series = { ∈ , ⊆ ℝ, = 1,2, … , }, to a set W and to a constructed linguistic variable on the set W. D-model requires a simple transformation of a given time series X to a time series of first differences ∆ = ( − ), ∆ ∈ ∆ , ∆ ⊆ ℝ, = 2,3, … , . Then a linguistic variable ∆ is built on the set ∆ and is applied to determine fuzzified first differences of time series values {∆ | = 2, 3, . . . , }. The elementary fuzzy tendency in T-model according to definition in [5] has two components: type and intensity. For these components two linguistic variables ' and () are defined respectively. A linguistic variable ' is built on the set * = +−∆ , ∆ , ∈ ℝ , where ∆ = max0 − 10 , , 1 ∈ , , 2 = 1,2, … , . A set 3 = +0, ∆ , ∈ ℝ is used to construct a linguistic variable () . Thus time series of elementary fuzzy tendencies is represented by two fuzzy time series {' 0 = 2,3, … }, 5() 0 = 2,3, … 6. C. Fuzzy transformation of Time series Fuzzy transform (F-transform) was proposed in [4] as an approximate technique of the original function and then was applied in time series trend extraction. This property of F- transform is useful in time series decomposition and forecasting. We apply direct and inverse F-transform for a given time series = { ∈ , ⊆ ℝ, = 1,2, … , } to obtain piecewise linear representation of time series trend 7 using pre-defined set of basic functions A={A1,A2,…,Aq}, q<n. This set of basic functions can be considered as a linguistic variable that defined on the set 8 ⊆ ℝ, +1,2, … , , ⊆ 8. Basic F-transform computes the value of Time series trend using following expressions (first one for direct and second one for inverse transformation) [4]: 9:( ) = ∑ <=∗3?( )@ =AB ∑ 3?( )@ =AB , 7 = ∑ 9:( ) ∗ (:( )C D (3) D. Time series forecasting approach The proposed time series forecasting approach (named MTSFA approach) implements soft computing, which combines fuzzy techniques described above with well-known statistical model ARIMA and its modification for seasonal time series (SARIMA) [1]. We assume that a time series can be defined in the additive form by following models as a combination of the time series components: = 7 + F , (4) = 7 + G + F , (5) where is a given time series, 7 is a time series trend, expressed as the inverse F-transform components [4] and modeled by fuzzy time series models from the set Sf={S- model [12], D-model [13], T-model [5]}, G is a time series of residuals, modeled by the models from the set Sa={S-model [12], D-model [13], T-model [5], ARIMA-model [1], SARIMA-model [1]}, F is a random white noise. For each of the above described time series component the adequate and accurate model is identified from the sets Sf or Sa. The identification means the process, where the order and the type of the best forecasting model for each time series component are defined on the training part of time series.
  • 3. IT in Industry, vol. 6, 2018 Published online 09-Feb-2018 Copyright © Afanasieva, Sapunkov, Afanasiev 2018 9 ISSN (Print): 2204-0595 ISSN (Online): 2203-1731 To choose the best time series model from the sets Sf and Sa the minimum out of sample SMAPE criterion is used: HI(JK = C ∑ |L= <=| (|<=|M|L=|)⁄ C D (6) where 9 is the actual predicted values, produced by the best combination of components of time series model for the given time series; n is the number of predicted points out of sample; is the real values of the unknown for model part of the time series. II. DESCRIPTION OF A PROPOSED SOFTWARE “SALX.FUZZYFMF” MTSFA approach, presented in Section II.D defines the main functionality of the developed software. In this Section we will describe its architecture and technologies in detail. To bring soft computing techniques of time series forecasting closer to domain experts and managers we have designed the software in the form of web service with open access (http://salx.pw). The component-oriented architecture of the developed software is depicted in Fig. 1. Fig. 1. System architecture of a Time series forecasting software based on soft computing techniques The software includes two main components: a web service server and API (Application Programming Interface) server. The core technology of web service server is MVVM (model - view - view model). To reduce the query number to a web server there was made a part of computations on the client side. The client side of web service is based on the pattern SPA (Single Page Application) and implemented the libraries JQuery и AngularJS 1.2.9 [14]. The Web service receives data of the Time series through Web API server and is used to render the work of “Library of Time series forecasting techniques” component. Web service and Web API server were created using ASP.NET [15] technology. All time series must be stored in the MS-SQL (Microsoft SQL Server [16]) database. Up to now time series database consists of time series, used in the competitions CIF-2015 and CIF-2016 [7]. To work with the “Time series database” component, the “data source view” component is used. The interactions with time series database occur through this component. It also converts the format of data stored in a database in a model used in other components and vice versa. A. Components of user interface The developed web service includes two major components for interaction with the user (Fig.1): “Forecasting model selection interface” (when web service is activated the “Select model” corresponds to this component). This component is designed for selection and for study of fuzzy time series forecasting models only. It consists of four zones. The first one is assigned to time series. In this zone user can load or select the already downloaded time series using a drop-down list and then can see its graphical representation. To work with the custom time series it is necessary to load the file with a time series previously. Representation of the values of the time series from a new line is the basic requirement for the format of the user file. The second zone is associated with the legend place of the time series graph and is used to display the chosen fuzzy time series model. The parameters of a fuzzy time series model and parameters of a prediction, which can be set by user, are located at the right zone. Below there are shown the values of accuracy criterion SMAPE. To start forecasting of a selected time series in this interface a one of the time series models from the set Sf={S- model [12], D-model[13] and T-model[5]} must be chosen and the parameters of prediction must be set by the user: horizon of prediction, an order p of fuzzy model, a number of points used as test part of time series. After that a label of a chosen fuzzy model with its order will appear at a legend place in a second zone. To obtain the graphical representation of predicted time series the chosen fuzzy model at a legend place must be activated. An average time of constructing of a fuzzy model in “Forecasting model selection interface” ranges from 200 ms (for a short time series having length less then 30 points) to 400 ms (for a large time series having length up to 1000 points). “Forecasting models comparing interface” (when the web service is activated the “Compare model” corresponds to this component). This component applies the MTSFA approach and automatically performs varies combinations of time series models in respect to (4) and (5) with (or without) F-transform.
  • 4. IT in Industry, vol. 6, 2018 Copyright © Afanasieva, Sapunkov, Afanasiev 2018 The following pre-defined parameters unavailable to the user: a horizon of prediction is equal to length of test part of time series and is 10% of a time series length; an order of fuzzy models ranges from 1 to 3; the number of basic function is set first as 13 and then as 25. This component is divided into four zones located from top to down. The first one enables user to select the already downloaded time series using a drop-down list. Then two graphical representations of a selected time serie zone appear: the first one consists of a select only, in the second one selected series with predicted time can be displayed. Simultaneously all of the com identified time series models in respect to (4) and (5) with (or without) F-transform are created and their designation in the third zone, which is located below the second one. As about of 56 combinations of time series models are performed simultaneously with graphical representation of a selected time series it requires some time. An average time of constructing combinations and of visualization o time series range from 30 seconds (for a short TS, having length less then 30 points) to 90 seconds (for a large TS, having length up to 1000 points). In Fig.2 the part of “Forecasting models comparing interface” is depicted. We can see the secon consists of selected series and selected with predicted time series. Below the third zone is located with the list of combinations of time series models (the combinations visualize predictions are displayed more brightly). Fig. 2. The second and third zone of “Forecasting models comparing interface” for time series ts 49 from dataset of CIF-2016 Let us consider a format of the designation of model combination on an example in accordance to Fig.2 8 Published online Copyright © Afanasieva, Sapunkov, Afanasiev 2018 10 defined parameters are fixed and unavailable to the user: a horizon of prediction is equal to length of test part of time series and is 10% of a time series rder of fuzzy models ranges from 1 to 3; the number of basic function is set first as 13 and then as 25. four zones located from top to down. The first one enables user to select the already down list. Then two graphical representations of a selected time series in the second a selected time series with predicted time can be displayed. Simultaneously all of the combinations with s in respect to (4) and (5) with (or their designations appear in the third zone, which is located below the second one. of time series models are performed simultaneously with graphical representation of a . An average time of and of visualization of a selected from 30 seconds (for a short TS, having length less then 30 points) to 90 seconds (for a large TS, In Fig.2 the part of “Forecasting models comparing terface” is depicted. We can see the second zone, which selected with predicted time third zone is located with the list of combinations used to s are displayed more brightly). The second and third zone of “Forecasting models comparing designation of model on an example in accordance to Fig.2: CIF-2016-full:ts49_F(13)_D(1)+CIF-2016 This example corresponds to the combination in Section II.D. Here “CIF-2016 designation of a selected time series, F(13) denotes identified F-transform technique[4] with 13 basic functions for trend extraction, D(1) denotes identified D p=1 for trend component, o_S(3) denotes that with order p=3 was identified for the residuals. At the fourth zone located below the criterion SMAPE are shown for every received time series combination. Among derived combinations of the identified models from the set Sa (see Section II.D) the minimum SMAPE in test part of time se two ways. The first way is the way of visual comparison of a behavior of a selected time series with the behavior of a predicted time series (one or several) on the same graph ( second zone). This allows us to compare the resu forecasting models of different types (see Fig. 2). that the user must activate the designation represented in the third zone, after that the will appear in the graph (in the second zone). As one can s the Fig.2 there is a good compliance in behavior selected and the predicted time series. So, the can be used in forecasting of time series ts 49. The second way to select the best combination the values of the criterion SMAPE shown in the interface (see Fig. 3). Here the ordered values of the criterion of forecasting accuracy SMAPE (6) on the training part (SMAPE_i) and on the test part of ts 49 are first column the designations of model represented, then the values of criterion of forecasting accuracy are depicted. This information conclusion about the adequate combination of time series ts 49. Fig. 1. The fourth zone of “Forecasting models comparing interface” for time series ts 49 from dataset of CIF-2016 B. Library of time series forecasting techniques All transformations and calculations are “Library of Time series forecasting techniques” component. Published online 09-Feb-2018 ISSN (Print): 2204-0595 ISSN (Online): 2203-1731 2016-full:ts49_F(13)_o_S(3) (7) the combination (5) represented 2016-full: ts49” denotes the designation of a selected time series, F(13) denotes identified with 13 basic functions for trend extraction, D(1) denotes identified D-model [13] with order p=1 for trend component, o_S(3) denotes that S-model [12] for the residuals. low the third one the values of shown for every received time series s of the identified models from the set Sa (see Section II.D) the combination with the minimum SMAPE in test part of time series can be received in two ways. The first way is the way of visual comparison of a behavior of a selected time series with the behavior of a predicted time series (one or several) on the same graph (in the to compare the results of forecasting models of different types (see Fig. 2). To perform user must activate the designation of combination the third zone, after that the predicted time series second zone). As one can see in the Fig.2 there is a good compliance in behaviors of the predicted time series. So, the combination (7) in forecasting of time series ts 49. to select the best combination is to analyze riterion SMAPE shown in the fourth zone of the interface (see Fig. 3). Here the ordered values of the criterion of forecasting accuracy SMAPE (6) on the training and on the test part of ts 49 are shown. In the f model combinations are , then the values of criterion of forecasting accuracy are depicted. This information confirms the previous combination (7) for forecasting sting models comparing interface” for Library of time series forecasting techniques and calculations are perfomed in the “Library of Time series forecasting techniques” component.
  • 5. IT in Industry, vol. 6, 2018 Published online 09-Feb-2018 Copyright © Afanasieva, Sapunkov, Afanasiev 2018 11 ISSN (Print): 2204-0595 ISSN (Online): 2203-1731 Let us consider the “Library of Time series forecasting techniques” component in details (see Fig. 4). The “Library of Time series forecasting techniques” consists of many individual components, which are based on “Common classes” library. Thus, they readily react to each other at the code level, they can be easily integrated into third- party software and any component may be processed using other algorithms which will not affect the functionality of the entire system. “Common classes” library includes primitive objects such as a time series class, a point of time series class, a fuzzy time series class, a point of fuzzy time series class, as well as logics for basic interaction of these classes. There are six major components in the “Library of Time series forecasting techniques”: fuzzification tools [11], fuzzy inference system, library of fuzzy models, library of statistical models (ARIMA-models), F-transform tool [4], calculation accuracy criteria component. To convert a numerical time series into a fuzzy time series, “Fuzzification tools” component is used; it implements the logics of an ACL-scale [11], described in section II.A. Pre- defined parameters of an ACL-scale are as follows: the number of fuzzy sets of a linguistic variable r=10; the fuzzy sets in linguistic variables are determined as the triangular fuzzy numbers performed on the sets, different for different fuzzy models, represented in section II.B. The input module receives a time series and converts it into a fuzzy time series which is further used in “Fuzzy inference system” component. The “Fuzzy inference system” component is intended for a construction of a fuzzy time series model from the set Sf using the algorithm of fuzzy inference, proposed by Mamdani in the paper [17]. Then this fuzzy time series model is applied in real forecasting of a time series. The parameters, which the user must set is the number of points of forecast. The defuzzification of a fuzzy value obtaining in fuzzy inference system is implemented in “Fuzzy inference system” component too and is made using centroid method [12]. The “Library of statistical models forecasting” component includes well-known statistical ARIMA and SARIMA models [1]. To extract trend and to derive time series decomposition of a MTSFA approach the “F-transform tool” component was developed. The formulas of a direct and an inverse F-transform were presented in Section II.C. The user can set the parameter q, corresponding to the quantity of the basic functions. Fig. 3. Library of Time series forecasting techniques component structure It is necessary to mark that a time series before prediction will be divided into two parts: a training part and a test part. The training part is used to construct and to identify time series model (fuzzy or statistical). The test part of a time series is used to test the identified time series model and to calculate the accuracy of the model. Pre-defined length of a test part is determined as 10% of a time series length. On the basis of the training and of the test parts the coefficient SMAPE shows the accuracy of forecasting models. The "Calculation accuracy criteria" component is used for calculating the criterion of accuracy by the coefficient SMAPE, presented in section II.D. All the components of the “Library of Time series forecasting techniques” except statistical model are developed in C # using .Net Framework 4.5.1. The statistical time series models were implemented with the functions of the language R [18].
  • 6. IT in Industry, vol. 6, 2018 Copyright © Afanasieva, Sapunkov, Afanasiev 2018 C. Examples of time series forecasts Below there is presented the application of developed software to time series forecasting based on MTSFA approach (in the component “Forecasting models comparing interface”). The examples of time series forecasts by the developed software are depicted in Fig. 5, 6, 7, 8. Fig. 4. Time series ts20 CIF-2016 and its forecasts with the horizon 10 points. SMAPE on the test part is 0.019 Fig. 5. Time series ts82 CIF-2015 and its forecasts with the horizon 10 points. SMAPE on the test part is 0.047 Fig. 6. Time series ts44 CIF-2016 and its forecasts with the horizon 10 points. SMAPE on the test part is 0.02 Fig. 7. Time series ts57 CIF-2016 and its forecasts with the horizon 6 points. SMAPE on the test part is 0.08 8 Published online Copyright © Afanasieva, Sapunkov, Afanasiev 2018 12 the application of developed software to time series forecasting based on MTSFA approach component “Forecasting models comparing interface”). The examples of time series forecasts by the developed forecasts with the horizon 10 2015 and its forecasts with the horizon 10 2016 and its forecasts with the horizon 10 2016 and its forecasts with the horizon 6 points. The results of time series forecasting received by implemented soft computing techniques based on MTSFA approach in developed software may be considered as good. One can see compliances in behavior predicted time series as it is shown in The developed software was applied to perform real forecasts of the dataset of the competition CIF dataset consists of 72 time series of different length and different behaviors. After the real forecasts were received the real values of time series of that d Then the accuracy of real forecasts on the opened time series dataset CIF-2016 [7] was calculated. An average forecasting accuracy of MTSFA approach, measured by SMAPE was 0.165 which was achieved due to combinations of soft computing techniques. CONCLUSION The paper describes new software in the form of web service for time series forecasting. This web service provides a wide access to soft computing tools to solve the problems of selection and application of the best model (simple or complex) from the set of The component based architecture enables to add new time series models. Two user interfaces provide forecasting in two different ways: by of a set model combinations and by s models by the user. The developed research, in education and in predicative analytics. The aim of the future work is to reduce the time of creation of the time series model combinations and to increase forecasting accuracy. ACKNOWLEDGMENT This work was supported by the Russian Foundation for Basic Research grant 16-47-732112 "The study and development of forecasting methods for time series based on multi-model approach". REFERENCES [1] Box, G. and Jenkins, G., Time series Analysis: Forecasting and Control, Holden- Day, San Francisco, 1970. [2] J. D. Hamilton, Time series analysis. New Jersey: Princeton University Press, 1994.May, P., Ehrlich, H.C., Steinke, T.: ZIB Structure Prediction Pipeline: Composing a Complex Biological Workflow through Web Services. In: Nagel, W.E., Walter, W.V., Lehner, W. (eds.) Euro 2006. LNCS, vol. 4128, pp. 1148–1158. Springer, Heidelberg [3] S.A. Yarushev, A.N. Averkin. REVIEW OF STUDIES ON TIME SERIES FORECASTING BASED ON HYBRID METHODS, NEURAL NETWORKS AND MULTIPLE REGRESSION. Software & Systems, No 1 (113), 2016, pp.75-82. [4] I. Perfilieva, Fuzzy transforms: theory and applications, Fuzzy Sets Syst. 157 (2006) 993–1023. 
 [5] T. Afanasieva, N. Yarushkina, M. Toneryan, D. Zavarzin, A. Sapunkov and I. Sibirev Time series forecasting using fuzzy tec International Joint Conferece IFSA-EUSFLAT (16th World Congress of the International Fuzzy Systems Association (IFSA), 9th Conference of the European Society for Fuzzy Logic and Technology (EUSFLAT)), June 30th -July 3rd , Gijon (Asturias) Spain), Published online 09-Feb-2018 ISSN (Print): 2204-0595 ISSN (Online): 2203-1731 The results of time series forecasting received by implemented soft computing techniques based on MTSFA software may be considered as good. One can see compliances in behaviors of the selected and as it is shown in Fig. 2, 5-8. The developed software was applied to perform real forecasts of the dataset of the competition CIF-2016 [7]. The consists of 72 time series of different length and different behaviors. After the real forecasts were received the real values of time series of that dataset became available. accuracy of real forecasts on the opened time series 2016 [7] was calculated. An average forecasting measured by SMAPE was was achieved due to combinations of soft ONCLUSION ew software in the form of web time series forecasting. This web service provides a wide access to soft computing tools to solve the problems of selection and application of the best forecasting time series model (simple or complex) from the set of the available ones. ed architecture enables to add new time ls. Two user interfaces provide time series forecasting in two different ways: by an automatic construction and by setting parameters of fuzzy user. The developed software may be useful in research, in education and in predicative analytics. The aim of future work is to reduce the time of creation of the time combinations and to increase forecasting CKNOWLEDGMENT by the Russian Foundation for 732112 "The study and development of forecasting methods for time series based on EFERENCES Box, G. and Jenkins, G., Time series Analysis: Forecasting and Control, J. D. Hamilton, Time series analysis. New Jersey: Princeton University Press, 1994.May, P., Ehrlich, H.C., Steinke, T.: ZIB Structure Prediction Pipeline: Composing a Complex Biological Workflow through Web , Walter, W.V., Lehner, W. (eds.) Euro–Par 1158. Springer, Heidelberg S.A. Yarushev, A.N. Averkin. REVIEW OF STUDIES ON TIME SERIES FORECASTING BASED ON HYBRID METHODS, NEURAL NETWORKS AND MULTIPLE REGRESSION. Software & I. Perfilieva, Fuzzy transforms: theory and applications, Fuzzy Sets Syst. T. Afanasieva, N. Yarushkina, M. Toneryan, D. Zavarzin, A. Sapunkov and I. Sibirev Time series forecasting using fuzzy techniques // EUSFLAT (16th World Congress of the International Fuzzy Systems Association (IFSA), 9th Conference of the European Society for Fuzzy Logic and Technology (EUSFLAT)), , Gijon (Asturias) Spain), 2015. – P. 1068- 1075.
  • 7. IT in Industry, vol. 6, 2018 Published online 09-Feb-2018 Copyright © Afanasieva, Sapunkov, Afanasiev 2018 13 ISSN (Print): 2204-0595 ISSN (Online): 2203-1731 [6] Afanasieva T., Yarushkina N., Zavarzin D., Gyskov G., Romanov A. Time series forecasting using combination of exponential models and fuzzy techniques. // A. Abraham et.al. (eds.) Proceedings of the First International Scientific Conference «Intelligent Information technologies for Industry» (IITI'16), Advances in Intelligent Systems and Computing 450. : Springer International Publishing Switzerland 2016, pp. 41 – 50. [7] Dataset of time series, In CIF-2015, CIF-2016. [http://irafm.osu.cz/cif/main.php?c=Static&page=dates] [8] Ralf Mikut and Markus Reischl . Data mining tools. Advanced review. John Wiley & Sons, Inc. 2011. [9] Perfilieva, I.G. , Yarushkina, N.G., Afanasieva, T.V., Romanov A.A. Web-based System for Enterprise Performance Analysis on the Basis of Time series Data Mining// A. Abraham et.al. (eds.) Proceedings of the First International Scientific Conference «Intelligent Information technologies for Industry» (IITI'16), Advances in Intelligent Systems and Computing 450. : Springer International Publishing Switzerland 2016, pp. 75-86. [10] Afanasieva T., Yarushkina N., Gyskov G.The Study of Basic Fuzzy Time series Forecasing models // World Scientific Proceedings on Computer Engineering and Information Science – V0l.10. UNCERTAINTY MODELLING IN KNOWLEDGE ENGINEERING AND DECISION MAKING. Proceedings of the 12th International FLINS CONFERENCE ENSAIT (FLINS 2016), Roubaix, France, 24- 26 August, 2016.
- pp.295-300. [11] T. Afanasieva T., N. Yarushkina, G. Gyskov. ACL-Scale as a Tool for Preprocessing of Many-Valued Contexts. In Proc. of The Second International Workshop on Soft Computing Applications and Knowledge Discovery (SCAD 2016), 2016, pp. 2-11. [12] Song, Q. A note on fuzzy Time series model relation with sample autocorrelation functions // Cybernetics and Systems: An International Journal. – 2003. – № 34. – P. 93-107. [13] Hwang, J.R., Chen S.M. and Lee, C.H. 1998. Handling forecasting problem using fuzzy Time series, Fuzzy Sets and Systems, 100, 217- 228.
 [14] AngularJS. Available at: https://angularjs.org (accessed on 6 February 2017). [15] ASP.NET. Available at: https://www.asp.net (accessed on 6 February 2017). [16] SQL Server 2016. Available at: https://www.microsoft.com/en-cy/sql- server/sql-server-2016 (accessed on 6 February 2017). [17] Mamdani, E.H. and S. Assilian, "An experiment in linguistic synthesis with a fuzzy logic controller," International Journal of Man-Machine Studies, Vol. 7, No. 1, pp. 1-13, 1975. [18] Time series Analysis and Mining with R. Available at: http://www.rdatamining.com/docs/time-series-analysis-and-mining- with-r (accessed on 6 February 2017).