@article{UNY2377, title = {Designing Fuzzy Time Series Model Using Generalized Wang?s Method and Its application to Forecasting Interest Rate of Bank Indonesia Certificate}, author = {Maman Abadi Agus and Subanar and Widodo and Saleh Samsubar}, month = {January}, year = {2009}, abstract = {Fuzzy time series is a dynamic process with linguistic values as its observations. Modelling fuzzy time series developed by some researchers used the discrete membership functions and table lookup scheme (Wang?s Method) from training data. The Wang?s Method is a simple method that can be used to overcome the conflicting rule by determining each rule degree. The weakness of fuzzy time series model based on the method is that the fuzzy relations may not be complete so the fuzzy relations can not cover all values in the domain. This paper presents generalization of the Wang?s method using the continuous membership function based on fuzzy time series data. Furthermore, this method is applied to forecast interest rate of Bank Indonesia Certificate (BIC) based on one-factor two-order fuzzy time series. The prediction of interest rate of BIC using the proposed method has a higher accuracy than that using the Wang?s method. Keywords: fuzzy relation, fuzzy time series, generalized Wang?s method, interest rate of BIC. }, url = {http://eprints.uny.ac.id/2377/} }