Application of Adaptive Neuro-Fuzzy Inference Syste m (ANFIS) in Forecasting Agricultural Products Export Revenues (Case of Iran’s Agriculture Sector)

Abstract

In this study, application of Adaptive Neuro-Fuzzy Inference System (ANFIS) in forecasting three perspectives (1, 2, and 4 years) ahead of Iran’s agricultural products export was compared with ARIMA as the most common e conometrics linear forecasting method. For this purpose, Iran’s agricultural produ cts export revenues related to 1959- 2010, and forecast performance measures such as R 2 , MAD, and RMSE were used. Results of the models performance evaluation showed that the forecasted test data related to ANFIS designed architects had more correspondenc e with the real data in comparison with that of ARIMA forecasted out of sample data. T herefore, the non-linear ANFIS model outperformed the linear ARIMA model for all o f the considered perspectives. Keywords: ANFIS, ARIMA, Non-linear .