Computational Methods in Engineering

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Forecasting models have wide applications in decision making. In the real world, rapid changes normally take place in different areas, specifically in financial markets. Collecting the required data is a main problem for forecasters in such unstable environments. Forecasting methods such as Auto Regressive Integrated Moving Average (ARIMA) models and also Artificial Neural Networks (ANNs) need large amounts of historical data. Although fuzzy forecasting models such as fuzzy regression are suitable metods when the data available is scant, their performance is not satisfactory at times. In this paper, a new Fuzzy Auto Regressive Integrated Moving Average (FARIMA) is presented. The proposed model can be run with less data, so it is more suitable than other models for cases where there are limited data available. The results obtained on exchange rate forecasting reveal the efficiency of the proposed model.

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Financial crises in banking systems are due to inability to manage credit risks. Credit scoring is one of the risk management techniques that analyze the borrower's risk. In this paper, using the advantages of computational intelligence as well as soft computing methods, a new hybrid approach is proposed in order to improve credit risk management. In the proposed method, for modeling in uncertainty conditions, parameters of the neural network, including weights and errors, are considered in the form of fuzzy numbers. In this method, the underlying system is firstly modeled using neural networks and then, using fuzzy inferences, the optimal decision will be determined with the highest degree of superiority. Empirical results of using the proposed method indicate the efficiency and high accuracy of this method in analyzing credit rating problems.

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Nowadays, electricity load forecasting, as one of the most important areas, plays a crucial role in the economic process. What separates electricity from other commodities is the impossibility of storing it on a large scale and cost-effective construction of new power generation and distribution plants. Also, the existence of seasonality, nonlinear complexity, and ambiguity pattern in electricity data set makes it more difficult to forecast by using the traditional methods. Therefore, new models, computational intelligence and soft computing tools and combining models are the most accurate and widely used methods for modeling the complexity and uncertainty in the data set. In this paper, a parallel optimal hybrid model using computational intelligence tools and soft computations is proposed to forecast the electricity load forecasting. The main idea of this model is the use of the advantages of the individual models in the modeling of complex systems in a structure and elimination of  the limitations of them, simultaneously. The experimental results indicate that the proposed hybrid model has a higher performance accuracy in comparison to iterative suboptimal hybrid models and its computational cost is lower than the other hybrid models; also, the proposed model can achieve more accurate results, as compared with its component and some other seasonal hybrid models.