APPLICATION OF THE FUZZY AUTO- REGRESSIVE INTEGRATED MOVING AVERAGE (FARIMA) MODEL FOR IRAN'S STEEL CONSUMPTION FORECASTING

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Torbat Sheida; KHASHEI MEHDI; BIJARI MEHDI; Taheri Gholamreza; Fakhari Majid

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Seminar Paper

Paper Information

Seminar: INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING
Year:2017 | Issue:13

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Title

APPLICATION OF THE FUZZY AUTO- REGRESSIVE INTEGRATED MOVING AVERAGE (FARIMA) MODEL FOR IRAN'S STEEL CONSUMPTION FORECASTING

Author(s)

Torbat Sheida | KHASHEI MEHDI | BIJARI MEHDI | Taheri Gholamreza | Fakhari Majid

Keywords

AUTO- REGRESSIVE INTEGRATED MOVING AVERAGE

FUZZY MODELS

TIME SERIES FORECASTING

CRUDE STEEL CONSUMPTION

Abstract

THE USE OF NON-STOCHASTIC MODELS SUCH AS FUZZY TIME SERIES FORECASTING MODELS FOR TIME SERIES ANALYSIS HAS ATTRACTED THE ATTENTION OF RESEARCHERS IN RECENT YEARS. AUTO-REGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA) MODELS ARE ONE OF THE MOST IMPORTANT TIME SERIES MODELS USED IN FINANCIAL MARKET FORECASTING. RECENT RESEARCH ACTIVITIES IN TIME SERIES FORECASTING INDICATE THAT TWO BASIC LIMITATIONS DETRACT FROM THEIR POPULARITY FOR TIME SERIES FORECASTING: (1) ARIMA MODELS ASSUME THAT FUTURE VALUE OF A TIME SERIES HAVE A LINEAR RELATIONSHIP WITH CURRENT AND PAST VALUES AS WELL AS WITH WHITE NOISE. (2) ARIMA MODELS REQUIRE A LARGE AMOUNT OF HISTORICAL DATA IN ORDER TO PRODUCE ACCURATE RESULTS. FUZZY AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (FARIMA) MODELS ARE THE FUZZY IMPROVED VERSION OF THE AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA) MODELS, PROPOSED IN ORDER TO OVERCOME LIMITATIONS OF THE TRADITIONAL ARIMA MODELS; ESPECIALLY DATA LIMITATION, AND YIELD MORE ACCURATE RESULTS. EMPIRICAL RESULTS OF IRAN'S STEEL CONSUMPTION FORECASTING INDICATE THAT THE PROPOSED MODEL EXHIBIT EFFECTIVELY IMPROVED FORECASTING ACCURACY, SO IT CAN BE USED AS AN ALTERNATIVE MODEL TO STEEL CONSUMPTION FORECASTING, ESPECIALLY WHEN THE SCRIMPY DATA MADE AVAILABLE.

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APA: Copy

Torbat, Sheida, KHASHEI, MEHDI, BIJARI, MEHDI, Taheri, Gholamreza, & Fakhari, Majid. (2017). APPLICATION OF THE FUZZY AUTO- REGRESSIVE INTEGRATED MOVING AVERAGE (FARIMA) MODEL FOR IRAN'S STEEL CONSUMPTION FORECASTING. INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING. SID. https://sid.ir/paper/936674/en

Vancouver: Copy

Torbat Sheida, KHASHEI MEHDI, BIJARI MEHDI, Taheri Gholamreza, Fakhari Majid. APPLICATION OF THE FUZZY AUTO- REGRESSIVE INTEGRATED MOVING AVERAGE (FARIMA) MODEL FOR IRAN'S STEEL CONSUMPTION FORECASTING. 2017. Available from: https://sid.ir/paper/936674/en

IEEE: Copy

Sheida Torbat, MEHDI KHASHEI, MEHDI BIJARI, Gholamreza Taheri, and Majid Fakhari, “APPLICATION OF THE FUZZY AUTO- REGRESSIVE INTEGRATED MOVING AVERAGE (FARIMA) MODEL FOR IRAN'S STEEL CONSUMPTION FORECASTING,” presented at the INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING. 2017, [Online]. Available: https://sid.ir/paper/936674/en

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