7.1 Comparison of different membership functions

The experimental investigations of fuzzy forecasting models were carried out with following MF: triangular, Gaussian, and bell-wise. As accuracy criteria RMSE was chosen. RMSE values while forecasting CPI are presented in Figure 1.

As one can see, the most efficient for constructing linear interval models is application of bell-wise membership functions for fuzzy coefficients, on the second place are Gaussian MFs, and the worst forecasting accuracy was achieved with triangular MF. In the next experiment, the task was to forecast GPD values.

In Figure 2 the obtained RMSE values for forecasting GNP are presented.

As one can see, the results are practically the same as in the previous experiment. The best accuracy was attained with bell-wise MF.
