Hybrid intelligent scenario generator for business strategic planning by using ANFIS

The aim of this study is to investigate a new method for generating scenarios in order to cope with the data shortage and linguistic expression of experts in scenario planning. The proposed hybrid intelligent scenario generator uses an Adaptive Neuro-Fuzzy Inference System (ANFIS) to deal with uncertain inputs. In this methodology, the strengths of expert systems, fuzzy logic and Artificial Neural Networks (ANNs) are joined to generate possible future scenarios. The proposed methodology includes four steps: step 1 defines the scope and internal and external variables and step 2 determines rules from experts. Then, step 3 prepares ANFIS system which is conducted by computer programming in Matlab environment. The Last step is sensitivity analysis to study the effects of variation of inputs on outputs. The applicability of the proposed method has been tested against two different case studies.