Enhancing Integer Time Series Model Estimations through Neural Network-Based Fuzzy Time Series Analysis

Abstract

This investigation explores the effects of applying fuzzy time series (FTSs) based on neural network models for estimating a variety of spectral functions in integer time series models. The focus is particularly on the skew integer autoregressive of order one (NSINAR(1)) model. To support this estimation, a dataset consisting of NSINAR(1) realizations with a sample size of n = 1000 is created. These input values are then subjected to fuzzification via fuzzy logic. The prowess of artificial neural networks in pinpointing fuzzy relationships is harnessed to improve prediction accuracy by generating output values. The study meticulously analyzes the enhancement in smoothing of spectral function estimators for NSINAR(1) by utilizing both input and output values. The effectiveness of the output value estimates is evaluated by comparing them to input value estimates using a mean-squared error (MSE) analysis, which shows how much better the output value estimates perform.

Keywords

• neural network
• time series
• NSINAR(1)
• spectrum
• bispectrum
• computer simulation