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Mathematics and Computers in Simulation 79 (2008) 539–554

A computational method of forecasting based on

fuzzy time series
S.R. Singh ∗
Department of Mathematics, Banaras Hindu University, Varanasi 221005, India
Received 6 February 2008; accepted 24 February 2008
Available online 7 March 2008

Abstract
In this paper, a computational method of forecasting based on fuzzy time series have been developed to provide improved
forecasting results to cope up the situation containing higher uncertainty due to large fluctuations in consecutive year’s values in
the time series data and having no visualization of trend or periodicity. The proposed model is of order three and uses a time
variant difference parameter on current state to forecast the next state. The developed model has been tested on the historical student
enrollments, University of Alabama to have comparison with the existing methods and has been implemented for forecasting of a
crop production system of lahi crop, containing higher uncertainty. The suitability of the developed model has been examined in
comparison with the other models to show its superiority.
© 2008 IMACS. Published by Elsevier B.V. All rights reserved.

Keywords: Fuzzy time series; Time invariant; Time variant; Linguistic variables; Fuzzy logical relations

1. Introduction

The time series forecasting investigates the relations on the sequential set of past data measured over time to
forecast the future values. The area has been widely studied and traditional forecasting are frequently conducted by
statistical tools like regression analysis, moving averages, integrated moving average and autoregressive integrated
moving average. One of the major limitations of these methods is not attending the forecasting problems in which
the historical data are in linguistic terms. Fuzzy set theory and fuzzy logic introduced by Zadeh [28,29] provides a
general method for handling uncertainty and vagueness in information available in linguistic terms. Song and Chissom
[18–20] used the fuzzy set theory given by Zadeh to develop models for fuzzy time series forecasting and considered
the problem of forecasting enrollments on the time series data of University of Alabama. Chen [1] presented a method
of fuzzy time series forecasting of enrollments using the simplified arithmetic operations. The major problem in fuzzy
time series forecasting is the problem of accuracy in forecast. Many researchers, Sullivan and Woodall [22]; Kim and
Lee [9]; Hwang et al. [8]; Chen and Hwang [3]; Huarng [6] worked on various models for fuzzy time series forecasting
to improve the forecast.

∗ Tel.: +91 5422307435.

E-mail address: singh [email protected].

0378-4754/$32.00 © 2008 IMACS. Published by Elsevier B.V. All rights reserved.

doi:10.1016/j.matcom.2008.02.026
540 S.R. Singh / Mathematics and Computers in Simulation 79 (2008) 539–554

Chen [2] considered the forecasting of enrollments with high-order fuzzy time series models. Song [21] con-
sidered an average autocorrelation function as a measure of the dependency between fuzzy data for the selection
of suitable order for fuzzy time series model of forecasting. Lee and Chou [10] explored the improvement in
fuzzy time series forecasting by redefining the universe of discourse and subsequent partition of intervals of uni-
verse of discourse as supports of the fuzzy numbers representing the linguistic values to the linguistic variables.
Li and Chen [12] considered the recursive partitioning of the universe of discourse level by level to improve the
enrollment forecast. Chen and Hsu [4] proposed a method to forecast enrollments by dividing the universe of
discourse into intervals and then re-dividing these intervals according to the frequency of their occurrences and
framed some rules for improved forecasting. Yu [26,27] presented a refined fuzzy time series model and a weighted
fuzzy time series model for TAIEX forecasting by redefining the length of intervals to improve the forecasted
values.
Own and Yu [14] presented a heuristic higher order model and applied the model to forecast TAIFEX.
Tsaur et al. [24] used the concept of entropy to measure the degree of fuzziness of a system and to determine
a time of steady state to improve the enrollments forecast. Further, Huarng and Yu [7] applied a ratio-
based length of intervals to improve the enrollments forecast. Cheng et al. [5] studied the fuzzy time series
forecasting of enrollments by approaches: minimize entropy principle approach (MEPA) and Trapezoid fuzzi-
fication approach (TFA). Further, Singh [17] presented a simple method of forecasting based on fuzzy time
series concept using difference operator and tested it in forecasting of enrollments and wheat crop produc-
tion.
Fuzzy time series is also being studied using the concept of clustering techniques. Ozava et al. [15] studied the
application of fuzzy auto regression in time series data. Singh [16] studied the application of fuzzy pattern matching
in financial time series forecasting. Moller et al. [13] considered a fuzzy random process for the modeling of time
series with fuzzy data in a case of heavy goods vehicle traffic data. Lee et al. [11] considered a fuzzy candlestick
pattern with fuzzy linguistic variables of fuzzy time series for financial forecasting and also studied in the case of
enrollments forecasting. Further, Wang, Chen [25] presented a method for temperature and TAIFEX forecasting based
on automatic clustering techniques and two-factor high-order fuzzy time series to improve the forecasting in the case
of their study.
The motivation for the present work is to develop a computational method of forecasting suitable for general appli-
cation in agricultural production forecasting to support the development of crop simulation models for tactical and
forecasting applications barring its limitations of availability of weather, soil and crop management information. In
tactical applications, the crop models are actually run prior to growing season to help the farming community, producers
and decision makers. In forecasting applications of the crop models, the main interest is in the final expected yield
for planning the crop in the season. Apart for crop producers, it is also important for local area companies to have
optimal plan for their required input of raw material. The application study of the developed model has been made
on the agricultural production system, which involves the uncertainty in the crop yield even though all the standard
cropping practices are adopted. Here, we have considered the time series data of lahi (mustard) crop, which is very
sensitive to agro climatic conditions, pests and diseases, the uncertain and uncontrolled parameters affecting the crop
production.
The objective of the present study is to develop a suitable forecasting model based on fuzzy time series
having ability to cope up with the situation of high uncertainty having large fluctuations in the consecu-
tive values. The study comprise of model development, its testing on enrollments forecast to examine its
suitability in forecasting over the other available models and then its implementation in agricultural crop
(lahi) production forecasting. The application of the developed model has been studied on the historical time
series data of crop (lahi) production of Pantnagar farm, G.B. Pant University of Agriculture and Technol-
ogy, Pantnagar, India. Here, the lahi production has been recorded in terms of productivity in kilogram per
hectare.

1.1. Basics of fuzzy time series

In view of making our exposition self-contained, the various definitions and properties of fuzzy time series forecasting
found in [1–29] are summarized and reproduced as:
 S.R. Singh / Mathematics and Computers in Simulation 79 (2008) 539–554 541

Definition 1. A fuzzy set is a class of objects with a continuum of grade of membership. Let U be the Universe
of discourse with U = {u1 , u2 , u3 , . . . un },where ui are possible linguistic values of U, then a fuzzy set of linguistic
variables Ai of U is defined by

μAi (u1 ) μAi (u2 ) μAi (u3 ) μAi (un )

Ai = + + + ... + (1)
u1 u2 u3 un
here μAi is the membership function of the fuzzy set Ai , such that μAi : U = [0, 1].
If uj is the member of Ai , then μAi (uj ) is the degree of belonging of uj to Ai .

Definition 2. Let Y(t) (t = . . ., 0, 1, 2, 3, . . .), is a subset of R, be the universe of discourse on which fuzzy sets fi (t)
(i = 1, 2, 3, . . .) are defined and F(t) is the collection of fi , then F(t) is defined as fuzzy time series on Y(t).

Definition 3. Suppose F(t) is caused only by F(t − 1) and is denoted by F(t − 1) → F(t); then there is a fuzzy
relationship between F(t) and F(t − 1) and can be expressed as the fuzzy relational equation:

F (t) = F (t − 1) ◦ R(t, t − 1) (2)

here ‘‘ ◦ ’’ is max–min composition operator. The relation R is called first-order model of F(t).
Further, if fuzzy relation R(t, t − 1) of F(t) is independent of time t, that is to say for different times t1 and t2 , R(t1 ,
t1 − 1) = R(t2 , t2 − 1), then F(t) is called a time invariant fuzzy time series.

Definition 3. If F(t) is caused by more fuzzy sets, F(t − n), F(t − n + 1), . . ., F(t − 1), the fuzzy relationship is
represented by

Ai1 , Ai2 , . . . , Ain → Aj

here F(t − n) = Ai1 , F(t − n + 1) = Ai2 , . . ., F(t − 1) = Ain . This relationship is called nth order fuzzy time series model.

Definition 4. Suppose F(t) is caused by an F(t − 1), F(t − 2), . . ., and F(t − m) (m > 0) simultaneously and the relations
are time variant. The F(t) is said to be time variant fuzzy time series and the relation can be expressed as the fuzzy
relational equation:

F (t) = F (t − 1) ◦ Rw (t, t − 1) (3)

here w > 1 is a time (number of years) parameter by which the forecast F(t) is being affected. Various complicated
computational methods are available to for the computations of the relation Rw (t, t − 1).

1.2. Time series analysis: statistical vs. fuzzy approach

A series of observations x(t), made sequential in time constitute a time series. The statistical analysis of time series
are in general considered in two domains: time domain and frequency domain. In frequency domain, spectral density
function (spectrum) is the normal tool for considering frequency properties of a time series. In the time domain analysis,
a time series is represented by a mathematical model:

Y (t) = f (t) + X(t) (4)

where f(t) represents a systematic or ordered part and X(t) represents a random part. Here, the former is also known as
signal component and later as noise component of a time series. However, the fact is that the two components cannot
be observed separately but may involve several parameters.
In general in model (4), the random part is dealt with the stochastic process, a random function of time
and the systematic part as a non-random or deterministic function of time. The deterministic part analyzed on
account of characteristics described as trend, cycle component and seasonal components. These components are
542 S.R. Singh / Mathematics and Computers in Simulation 79 (2008) 539–554

studied by using functions like a low-degree polynomial, a short Fourier series, a periodic function or a trigono-
metric function. The analysis of random part a stochastic process{Xt , t ∈ I} depends on the structure of {Xt }.
It may be purely random process if E{Xt } = m, is independent of time. The time series is classified as sta-
tionary or non-stationary depending on the structure of {Xt }. A stationary time series in general is dealt by
first-order Markov process, moving average (MA) process, autoregressive (AR) process and autoregressive mov-
ing average (ARMA) process. Further, there are several models available to deal with non-stationary time series.
Box–Jenkins forecasting method for dealing with non-stationary time series is based on a class of model called
integrated autoregressive moving average (ARIMA) process. Box–Jenkins further gave a general multiplicative sea-
sonal model by modifying the ARIMA model to seasonal integrated autoregressive moving average (SARIMA)
process.
On other side, fuzzy time series, as described in Section 1.1, deals with forecasting under the fuzzy environ-
ment in which the historical time series data are linguistics containing the uncertainty, imprecision and vagueness,
thus making the two approaches different in their philosophy. The concepts of stationary and non-stationary time
series in statistical time series are here being dealt as time invariant fuzzy time series and time variant fuzzy time
series. Further, the fuzzy time series analysis deals with fuzzy logical relations in time series data rather than ran-
dom and non-random functions in case of usual time series analysis. In many real life situations it is hard to harvest
a trend or a cycle component in time series observations and thus can be analyzed by using the fuzzy time series
methods.

1.3. Proposed model

The proposed model is of order three, as F(t + 1) is caused by F(t − 2), F(t − 1) and F(t) and F(t + 1) is computed
as

F (t + 1) = F (t − 1) ∗ R(t, t − 1, t − 2)

here the fuzzy relation R is considered a numeric value rather than a fuzzy relational matrix and is being
computed as difference between differences in the consecutives values of year n with n − 1 and of values
of year n − 1 with n − 2. The computational procedure for forecasting the value of year n+1 is presented in
the form of computational algorithms in the next section. The developed model extensively utilizes a time
variant parameter Di =||(Ei − Ei−1 )| − |(Ei−1 − Ei−2 )|| being obtained by the differences of the past 3 years
data as current state to forecast the values for the next state. Since the values of the parameter is depen-
dent of time with a characteristic of time variant relation and hence a time variant fuzzy time series. The
complete procedure of computation of F(t + 1) with known F(t), F(t − 1) and F(t − 2) are given in the next
section.

2. Computational algorithm of proposed method for fuzzy time series forecasting

In this section, we present the stepwise procedure of the proposed method for fuzzy time series forecasting based
on historical time series data.

(1) Define the Universe of discourse, U based on the range of available historical time series data, by rule:
U = [Dmin − D1 , Dmax − D2 ] where D1 and D2 are two proper positive numbers.
(2) Partition the Universe of discourse into equal length of intervals: u1 , u2 , . . ., um . The number of inter-
vals will be in accordance with the number of linguistic variables (fuzzy sets) A1 , A2 , . . ., Am to be
considered.
(3) Construct the fuzzy sets Ai in accordance with the intervals in Step 2 and apply the triangular membership rule to
each intervals in each fuzzy set so constructed.
(4) Fuzzify the historical data and establish the fuzzy logical relationships by the rule:
If Ai is the fuzzy production of year n and Aj is the fuzzify production of year n + 1, then the fuzzy logical
relation is denoted as Ai → Aj . Here Ai is called current state and Aj is next state.
 S.R. Singh / Mathematics and Computers in Simulation 79 (2008) 539–554 543

(5) Rules for forecasting

Some notations used are defined as

• [*Aj ] is corresponding interval uj for which membership in Aj is Supremum (i.e. 1).

• L[*Aj ] is the lower bound of interval uj .
• U[*Aj ] is the upper bound of interval uj .
• l[*Aj ] is the length of the interval uj whose membership in Aj is Supremum (i.e. 1).
• M[*Aj ] is the midvalue of the interval uj having Supremum value in Aj .

For a fuzzy logical relation Ai → Aj :

• Ai is the fuzzified enrollments of year n.

• Aj is the fuzzified enrollments of year n + 1.
• Ei is the actual enrollments of year n.
• Ei−1 is the actual enrollments of year n − 1.
• Ei−2 is the actual enrollments of year n − 2.
• Fj is the crisp forecasted enrollments of the year n + 1.

This model of order three utilizes the historical data of years n − 2, n − 1, n for framing rules to implement on
fuzzy logical relation, Ai → Aj , where Ai , the current state, is the fuzzified enrollments of year n and Aj , the next
state, is fuzzified enrollments of year n + 1. The proposed method for forecasting is mentioned as rule for gen-
erating the relations between the time series data of years n − 2, n − 1, n for forecasting the enrollment of year
n + 1.
Computational algorithm: Forecasting enrollments Fj for year n + 1 (i.e. 1974) and onwards
544 S.R. Singh / Mathematics and Computers in Simulation 79 (2008) 539–554

3. Computations of enrollments forecast

Algorithm of the proposed method is being implemented on the time series data of enrollments at University of
Alabama and the stepwise results obtained are

Step 1: Universe of discourse U = [13000, 20000].

Step 2: Partition of universe of discourse U in the seven intervals (linguistic values).

u1 = [13000, 14000]
u2 = [14000, 15000]
u3 = [15000, 16000]
u4 = [16000, 17000]
u5 = [17000, 18000]
u6 = [18000, 19000]
u7 = [19000, 20000]
 S.R. Singh / Mathematics and Computers in Simulation 79 (2008) 539–554 545

Step 3: Define seven fuzzy sets A1 , A2 , . . ., A7 as linguistic variables on the universe of discourse U. These fuzzy
variables are being defined as

A1 : poor enrollment
A2 : below average enrollment
A3 : average enrollment
A4 : good enrollment
A5 : very good enrollment
A6 : excellent enrollment
A7 : extraordinary enrollment

and the membership grades to these fuzzy sets of linguistic values are defined as

A1 = 1/u1 + 0.5/u2 + 0/u3 + 0/u4 + 0/u5 + 0/u6 + 0/u7

A2 = 0.5/u1 + 1/u2 + 0.5/u3 + 0/u4 + 0/u5 + 0/u6 + 0/u7
A3 = 0/u1 + 0.5/u2 + 1/u3 + 0.5/u4 + 0/u5 + 0/u6 + 0/u7
A4 = 0/u1 + 0/u2 + 0.5/u3 + 1/u4 + 0.5/u5 + 0/u6 + 0/u7
A5 = 0/u1 + 0/u2 + 0/u3 + 0.5/u4 + 1/u5 + 0.5/u6 + 0/u7
A6 = 0/u1 + 0/u2 + 0/u3 + 0/u4 + 0.5/u5 + 1/u6 + 0.5/u7
A7 = 0/u1 + 0/u2 + 0/u3 + 0/u4 + 0/u5 + 0.5/u6 + 1/u7

Step 4: The historical time series data of enrollments are fuzzified using the triangular membership function to obtain
the enrollments in terms of linguistic variables and are placed in Table 1. Further, the fuzzy logical relations
are established.
Step 5: Using the proposed algorithms, (rule for forecasting) in Section 3, the computations have been carried
out with the proposed model and the results obtained are placed in Table 2 along with results of other
models.

To have a comparison of accuracy in forecasted values of our proposed models with other models, the mean square
error (MSE) and average error in forecasted values have been computed by the procedure

n
valuei − forecasted valuei )2
i=1 (actual
mean square error = and forecasting error as
n
|forecasted − actual value|
forecasting error (%) = × 100
actual value
sum of forecasting error
average forecasting error (%) =
number of errors

The forecasted enrollments by the proposed method in different cases arising due to dividing the universe of
discourse into number of intervals along with average error and MSE in each case are placed in Table 3. The accuracy
in forecasted values of our proposed models with several other models of forecasting on the bench mark of the MSE
and average error of forecast have been compared in Table 4. To have a realistic error estimate of the proposed model
with other models in Table 4, the MSE and average error have been computed from the year 1974 and onwards also
for other methods.
546 S.R. Singh / Mathematics and Computers in Simulation 79 (2008) 539–554

Table 1
Fuzzy historical enrollments
Year Actual enrollments Enrollments in linguistic variables

1971 13055 A1
1972 13563 A1
1973 13867 A1
1974 14696 A2
1975 15460 A3
1976 15311 A3
1977 15603 A3
1978 15861 A3
1979 16807 A4
1980 16919 A4
1981 16388 A4
1982 15433 A3
1983 15497 A3
1984 15145 A3
1985 15163 A3
1986 15984 A3
1987 16859 A4
1988 18150 A6
1989 18970 A6
1990 19328 A7
1991 19337 A7
1992 18876 A6

Table 2
Forecasted enrollments by different models at a glance using seven number of linguistic variables
Year Actual Enroll Proposed Method Singh [17] Cheng [5] MEPA Cheng [5] TFA Tsaur et al. [24] Lee and Chou [11]

1971 13055 – – – – – –
1972 13563 – – 15430 14230 14000 14025
1973 13867 – – 15430 14230 14000 14568
1974 14696 14331 14286 15430 14230 14000 14568
1975 15460 15489 15361 15430 15541 15500 15654
1976 15311 15463 15468 15430 15541 15500 15654
1977 15603 15412 15512 15430 15541 16000 15654
1978 15861 15559 15582 15430 16196 16000 15654
1979 16807 16500 16500 16889 16196 16000 16197
1980 16919 16616 16361 16871 16196 16500 17283
1981 16388 16516 16362 16871 17507 16500 17283
1982 15433 15538 15735 15447 16196 15500 16197
1983 15497 15440 15446 15430 15541 15500 15654
1984 15145 15497 15498 15430 15541 15500 15654
1985 15163 15280 15306 15430 15541 15500 15654
1986 15984 15351 15442 15430 15541 15500 15654
1987 16859 16395 16558 16889 16196 16500 16197
1988 18150 18500 18500 16871 17507 18500 17283
1989 18970 18376 18475 19333 18872 19000 18369
1990 19328 19366 19382 19333 18872 19000 19454
1991 19337 19407 19487 19333 18872 19000 19454
1992 18876 18604 18744 19333 18872 – –
 S.R. Singh / Mathematics and Computers in Simulation 79 (2008) 539–554 547

Table 3
Interval analysis in forecasting by proposed method
Year Actual enroll Forecated enrollments by proposed method with number of intervals

5 7 10 14 20

1971 13055 – – – – –
1972 13563 – – – – –
1973 13867 – – – – –
1974 14696 14790 14331 14615 14750 14527
1975 15460 14916 15489 15472 15236 15686
1976 15311 15432 15463 15459 15400 15369
1977 15603 15208 15412 15463 15765 15569
1978 15861 16140 15559 16024 15667 15965
1979 16807 15935 16500 16850 16750 16675
1980 16919 16683 16616 16872 16796 16975
1981 16388 16680 16516 16116 16168 16325
1982 15433 15260 15538 15377 15191 15203
1983 15497 15255 15440 15435 15234 15578
1984 15145 15249 15497 15488 15231 15299
1985 15163 15141 15280 15384 15194 15281
1986 15984 16165 15351 16049 15791 15903
1987 16859 16304 16395 16819 16769 17025
1988 18150 17900 18500 18250 18250 18075
1989 18970 19227 18376 18966 18766 19079
1990 19328 19164 19366 19668 19207 19475
1991 19337 19325 19407 19570 19277 19471
1992 18876 19264 18604 19045 18792 18707
Average error 1.644277 1.5319 0.80391 0.834423 0.736901
MSE 115860 95306 28451.63 23685.42 17702.74

Fig. 1. Actual enrollments vs. forecasted enrollments.

548 S.R. Singh / Mathematics and Computers in Simulation 79 (2008) 539–554

Table 4
A comparison of mean square error and average error
Model Proposed method Singh Cheng 2006 Cheng Tsaur et Lee and Huarng Yu Huarng
(seven intervals) 2007 MEPA 2006 TFA al. 2005 Chou 2004 2001 20005 2006

MSE 95306 90977 181755 258303 138322 240047 239483 1041158 174809
Average error 1.5319 1.5321 1.7236 2.5436 1.8508 2.4998 2.4826 4.45589 1.8418

The trends in forecast by the above-mentioned methods are being illustrated in Fig. 1. The comparative study of
MSE, average error and the graphical representation of the forecasted values obtained by the proposed model clearly
show the superiority of the proposed model over the other fuzzy time series models.

4. Computation of lahi production forecast

In this section, the proposed method is implemented into real life problem of a dynamical system containing fuzziness
like crop production. In view of suitability as presented in Section 4, the proposed model is being implemented for
forecasting the lahi production. The historical time series data of lahi production are of the huge farm of G.B. Pant
University, Pantnagar, India. The historical time series data of lahi production is in terms of productivity in kilogram
per hectare (Table 5). The proposed method given in Section 2 has been implemented and computations carried out
and are presented stepwise.

Step 1: Universe of discourse U = [400, 1100].

Step 2: The Universe of discourse is partitioned into seven intervals of linguistic values:

u1 = [400, 500]
u2 = [500, 600]
u3 = [600, 700]
u4 = [700, 800]
u5 = [800, 900]
u6 = [900, 1000]
u7 = [1000, 1100]

Step 3: Define seven fuzzy sets A1 , A2 , . . ., A7 having some linguistic values on the universe of discourse U. The
linguistic values to these fuzzy variables are as follows:

A1 : poor production
A2 : below average production
A3 : average production
A4 : good production
A5 : very good production
A6 : excellent production
A7 : extraordinary production
 S.R. Singh / Mathematics and Computers in Simulation 79 (2008) 539–554 549

the membership grades to these fuzzy sets of linguistic variables are defined as

A1 = 1/u1 + 0.5/u2 + 0/u3 + 0/u4 + 0/u5 + 0/u6 + 0/u7

A2 = 0.5/u1 + 1/u2 + 0.5/u3 + 0/u4 + 0/u5 + 0/u6 + 0/u7
A3 = 0/u1 + 0.5/u2 + 1/u3 + 0.5/u4 + 0/u5 + 0/u6 + 0/u7
A4 = 0/u1 + 0/u2 + 0.5/u3 + 1/u4 + 0.5/u5 + 0/u6 + 0/u7
A5 = 0/u1 + 0/u2 + 0/u3 + 0.5/u4 + 1/u5 + 0.5/u6 + 0/u7
A6 = 0/u1 + 0/u2 + 0/u3 + 0/u4 + 0.5/u5 + 1/u6 + 0.5/u7
A7 = 0/u1 + 0/u2 + 0/u3 + 0/u4 + 0/u5 + 0.5/u6 + 1/u7

Step 4: The historical time series data is fuzzified with triangular membership function in order to have the fuzzy
logical relations. The historical time series data of actual lahi production and the corresponding fuzzified
production in linguistic terms are given in Table 6 and the obtained fuzzy logical relations are given in
Tables 7 and 8.
Step 5: The forecasted values have been obtained by using the algorithms in Section 3 Further, the
lahi production forecast has also been obtained by Chen [1] method given for the enroll-
ments forecasting. The forecasted production of lahi obtained by these methods is placed in
Table 9.

The suitability of the proposed model in forecasting the lahi production has been studied on the basis of MSE and
average error of the forecast in comparison with the other fuzzy time series models in Table 10.

Table 5
The historical data of lahi production
Year Production (kg/ha)

1981 1025
1982 512
1983 1005
1984 852
1985 440
1986 502
1987 775
1988 465
1989 795
1990 970
1991 742
1992 635
1993 994
1994 759
1995 883
1996 599
1997 499
1998 590
1999 911
2000 862
2001 801
2002 1067
2003 917
550 S.R. Singh / Mathematics and Computers in Simulation 79 (2008) 539–554

Table 6
Lahi production
Year Actual production Production in linguistic variables
1981 1025 A7
1982 512 A2
1983 1005 A7
1984 852 A5
1985 440 A1
1986 502 A2
1987 775 A4
1988 465 A1
1989 795 A4
1990 970 A6
1991 742 A4
1992 635 A3
1993 994 A6
1994 759 A4
1995 883 A5
1996 599 A2
1997 499 A1
1998 590 A2
1999 911 A6
2000 862 A5
2001 801 A5
2002 1067 A7
2003 917 A7

Table 7
Fuzzy logical relationships of the historical lahi production
A7 → A2 A2 → A4 A4 → A3 A2 → A1 A5 → A7
A2 → A7 A4 → A1 A3 → A6 A1 → A2 A7 → A6
A7 → A5 A1 → A4 A6 → A4 A2 → A6
A5 → A1 A4 → A6 A4 → A5 A6 → A5
A1 → A2 A6 → A4 A5 → A2 A5 → A5

Table 8
Fuzzy logical relationship groups
A1 → A2 A1 → A4
A2 → A1 A2 → A4 A2 → A6 A2 → A7
A3 → A6
A4 → A1 A4 → A3 A4 → A5 A4 → A6
A5 → A1 A5 → A2 A5 → A5 A5 → A7
A6 → A4 A6 → A5
A7 → A2 A7 → A5 A7 → A6

The comparison of MSE in Table 9 shows the superiority of the proposed models over the Singh [17] model and
is much better than Chen [1] model, as it provides forecast of higher accuracy in the case of high uncertainty in time
series data.
Table 11 clearly exhibits that increase in number of intervals provide forecast of better accuracy in natural way.
Moreover, if we compare the forecasting by proposed method with 10 intervals with Lee et al. [11] method with 10
intervals forecasted values, the MSE of forecast by the proposed method is 28451 where as the MSE of forecast by
Lee et al. [11] is 44686. Further, the accuracy of forecast of the proposed model can more rigorously examined with
more clarity by Fig. 2.
 S.R. Singh / Mathematics and Computers in Simulation 79 (2008) 539–554 551

Fig. 2. Actual lahi production vs. forecasted lahi production.

Table 9
Actual lahi production vs forecasted lahi production by different methods with seven intervals
Year Actual production Forecasted by Forecasted by Singh Forecasted by
(kg/ha) proposed method method [17] Chen method [1]

1981 1025 – – –
1982 512 – – 783.33
1983 1005 – – 800
1984 852 850 850 783.33
1985 440 450 450 725
1986 502 541.42 559.75 650
1987 775 750 750 800
1988 465 450 450 725
1989 795 750 750 650
1990 970 950 950 725
1991 742 750 750 800
1992 635 658.33 669.5 725
1993 994 974 950 950
1994 759 746 746 800
1995 883 851.33 851.33 725
1996 599 550 550 725
1997 499 444.5 444.5 800
1998 590 553.92 570.5 650
1999 911 950 950 800
2000 862 858.72 850 800
2001 801 833.33 850 725
2002 1067 1050 1050 725
2003 917 957.25 957.25 783.33

Table 10
Mean square error and average error of lahi production forecast by different methods with seven intervals
Methods Proposed method Singh method [17] Chen method [1]

Average error 3.824774 4.23012 21.0841

MSE 913.6202 1140.133 28200.71
552 S.R. Singh / Mathematics and Computers in Simulation 79 (2008) 539–554

Table 11
Interval analysis in proposed method for lahi production forecasting
Year Actual production Forecasted production by proposed method with number of

Interval 5 Interval 7 Interval 10 Interval 14 Interval 20

1981 1025 – – – – –
1982 512 – – – – –
1983 1005 – – – – –
1984 852 917.5 850 855 875 837.5
1985 440 491 450 435 425 452.5
1986 502 485.9722 541.42 497.6389 514.875 491.8056
1987 775 750 750 785 775 767.5
1988 465 470 450 435 475 452.5
1989 795 750 750 785 775 802.5
1990 970 1030 950 995 975 977.5
1991 742 782.5 750 715 725 732.5
1992 635 609.6667 658.33 656.6667 630.5 631.75
1993 994 1014 974 996.5 986.5 977.5
1994 759 746 746 785 775 754.75
1995 883 864.6667 851.33 853 879 877.75
1996 599 607 550 562.5 562.5 592.5
1997 499 476 444.5 512 475 487.5
1998 590 582 553.92 570.3333 583 591.75
1999 911 890 950 925 925 907.5
2000 862 891.375 858.72 860.3889 867.0556 872.5833
2001 801 771.6667 833.33 798.5556 820.8333 804.3889
2002 1067 1030 1050 1065 1075 1082.5
2003 917 876 957.25 925 925 907.5
Average error 3.924092 3.824774 2.159027 1.924074 1.238136
MSE 1124.081 913.6202 335.9656 239.1218 92.89591

5. Conclusions

The motivation of the implementation of fuzzy time series in crop production forecast is to support the development
of decision support system in agricultural production system, one of the real life problems falling in the category having
uncertainty in known and unknown parameters. The past experiences reveal that the agricultural production system is a
complex process and hard to model by the mathematical formulations, as a matter of fact even all the standard practices
of cropping are adapted; the uncertainty lies in the crop production due to some uncontrolled parameters. Further, the
crop production being dealt with the field data, precision of data is always a matter of concern. The historical time
series crop production data used in the present study is of a mechanized farm of Pant University with adoption of
standard agricultural practices but it clearly shows the fuzziness in production.
The scope and suitability of fuzzy time series forecasting, in crop production, over the commonly used methods
can be viewed in Fig. 3, where the trends in forecast by the proposed method have been compared with the forecast by
the other available commonly used statistical methods applicable in view of uncertain trend like: polynomial model
and moving average methods by fitting the polynomial of higher degrees like degree of 5 and 6. It is evident from
the R2 values that the mentioned generally used statistical methods are not suitable in such case of forecast in fuzzy
environment. Further, it is also evident that both the methods polynomial fitting and moving averages are far away from
the actual production curve. However, the proposed model shows its affinity with the actual production. The present
study, the theory and application of fuzzy time series model for short-term agricultural forecasting for local area may help
farmers, producers in estimating crop yield for expected financial gain and can provide an advantageous basis to farm
administration for better postharvest management and to local industries in planning for their raw material requirement
management. Thus, it can be optimally utilized in agri-business management. Further, the proposed forecasting model
is a computational method for time series forecasting having the complexity of linear order and hence processing of any
huge time series data may not be a matter of concern. It minimizes the complicated computations of fuzzy relational
 S.R. Singh / Mathematics and Computers in Simulation 79 (2008) 539–554 553

Fig. 3. Comparison of forecasting methods.

matrices and search for a suitable defuzzification process and provides the forecasted values of better accuracy. The
suitability of the developed model can be viewed from Tables 4 and 10 containing the errors in forecasting for the case
of enrollments forecasting and lahi production forecasting. It gives improved forecasting in case of high uncertainty
and hence the developed method is a generalized method of forecasting proving the forecast of better accuracy than
the existing models.

Acknowledgement

Author is highly thankful to The General Manager, Farms, Govind Ballabh Pant University of Agriculture and
Technology, Pantnagar 263145, Udham Singh Nagar, Uttaranchal, India, for providing the valuable time series data of
crop (lahi) production.

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