scholarly journals Using fuzzy time series with and without markov chain: to forecast of edible bird nest exported from Indonesia

2022 ◽  
Vol 335 ◽  
pp. 00016
Author(s):  
Osfar Sjofjan ◽  
Danung Nur Adli
Keyword(s):  
Time Series ◽  
Markov Chain ◽  
Secondary Data ◽  
Fuzzy Time Series ◽  
Percentage Error ◽  
Mean Square ◽  
Forecast Method ◽  
Short Term ◽  
Bird Nest ◽  
Markov Chain Method

Edible bird nest (EBN) were traditional medicine consumed by the Tiongkok. This study compared two-algorithm method. Fuzzy time series and Markov chain as forecast method the number of bird nest exported from Indonesia. The secondary data between 2012 and 2018 were from Bureau Central Statistic (BPS). The scope using in this study were bird nest between 2012 until 2018, with a unit of volume kilograms (Kg). Used secondary export data, collected from BPS of Indonesia. Data were analysed using Fuzzy Time Series with and without Markov Chain using R Studio. The result showed that Fuzzy Time Series with and without Markov Chain method performs better in the forecasting ability in short-term period prediction and the values of Mean Absolute Percentage Error (MAPE) and Mean Square Error (MSE) tends to be smaller than the Fuzzy Time Series without Markov Chain. It can be concluded the number of exported can be used Fuzzy time series.

scholarly journals Comparison of Fuzzy Time Series and ARIMA to Forecast Tourist Arrivals to Homestay in Pahang

2021 ◽  
Vol 6 (4) ◽  
pp. 80-89
Author(s):  
Maizatul Akhmar Jafridin ◽  
Nur Fatihah Fauzi ◽  
Rohana Alias ◽  
Huda Zuhrah Ab Halim ◽  
Nurizatul Syarfinas Ahmad Bakhtiar ◽  
...  
Keyword(s):  
Time Series ◽  
Moving Average ◽  
Demand Forecasting ◽  
Secondary Data ◽  
Fuzzy Time Series ◽  
Percentage Error ◽  
Strategic Decisions ◽  
Forecasting Performance ◽  
Future Events ◽  
Time Series Method

Predictions of future events must be incorporated into the decision-making process. For tourism demand, forecasting is very important to help directors and investors to make decisions in operational, tactical, and strategic decisions. This study focuses on forecasting performance between Fuzzy Time Series and ARIMA to forecast the tourist arrivals in homestays in Pahang. The main objective of this study is to compare and identify the best method between Fuzzy Time Series and Autoregressive Integrated Moving Average (ARIMA) in forecasting the arrival of tourists based on the secondary data of tourist arrivals to homestay in Pahang from January 2015 to December 2018. ARIMA models are flexible and widely used in time-series analysis and Fuzzy Time Series which do not need large samples and long past time series. These two methods have been compared by using the mean square error (MSE) and mean absolute percentage error (MAPE) as the forecast measures of accuracy. The results show that Fuzzy Time Series outperforms the ARIMA. The lowest value of MSE and MAPE was obtained from using the Fuzzy Time Series method at values 2192305.89 and 11.92256, respectively.

scholarly journals A FUZZY TIME SERIES-MARKOV CHAIN MODEL TO FORECAST FISH FARMING PRODUCT

Kursor ◽  
2019 ◽  
Vol 9 (4) ◽  
Author(s):  
Bagus Dwi Saputra
Keyword(s):  
Time Series ◽  
Markov Chain ◽  
Time Series Data ◽  
Markov Chain Model ◽  
Fish Farming ◽  
Fuzzy Time Series ◽  
Series Data ◽  
Percentage Error ◽  
Chain Model ◽  
Price Fluctuations

Price is one of the important things that need to concern as defining factor of the profit or loss of product selling as the result of price fluctuations that are very difficult to control. Price fluctuations are caused by many factors including weather, stock availability, demand and others. One of the steps to solve the price fluctuations problem is by making a forecast of fish incoming prices. The purpose of this study is to apply Markov chain’s fuzzy time series to forecast farming fish prices. Markov chain fuzzy time series is one of the prediction methods to predict time series data that has advantages in the implentation of historical data, flexible, and high level of data forecasting accuracy. This study used fish prices at November 2018. The results showed that markov chain fuzzy time series showed very accurate forecasting results with a mean error percentage of absolute percentage error (MAPE) of 1.4% so the accuracy of the Markov chain fuzzy time series method is 98, 6%.

scholarly journals Metode Automatic clustering-fuzzy logical relationships pada Peramalan Jumlah Penduduk di Kota Makassar

2019 ◽  
Vol 1 (2) ◽  
pp. 193
Author(s):  
Muhammad Abdy ◽  
Rahmat Syam ◽  
Elfira Haryanensi
Keyword(s):  
Time Series ◽  
Fuzzy Theory ◽  
Secondary Data ◽  
Mean Absolute Percentage Error ◽  
Fuzzy Time Series ◽  
Percentage Error ◽  
Absolute Percentage Error ◽  
Automatic Clustering ◽  
Forecasting Method ◽  
Fuzzy Logical

Abstrak. Penelitian ini merupakan penerapan metode automatic clustering-fuzzy logical relationships unruk meramalkan jumlah penduduk di Kota Makassar menggunakan data sekunder BPS Kota Makassar yang bertujuan memprediksi jumlah penduduk  tahun 2017-2021. Penelitian diawali dengan penentuan panjang interval, nilai tengah panjang interval, membuat relasi logika fuzzy, fuzzifikasi, defuzzifikasi, dan menghitung nilai error hasil ramalan dengan metode Mean Absolute Percentage Error. Hasil penelitian ini menunjukkan bahwa ramalan jumlah penduduk di Kota Makassar dari tahun 2016 ke 2017 meningkat, tahun 2017 sampai tahun 2019 menurun, dan pada tahun 2019-2021 meningkat dengan keakuratan yang sangat bagus.Kata kunci:Automatic clustering-fuzzy logical relationships, Fuzzy Time Series,TeoriFuzzyAbstract.This research is the application of the forecasting method of fuzzy time series which is the method of automatic clustering fuzzy-logical relationships in forecasting the population of Makassar City using secondary data from BPS Makassar city which aims to predicting the population in year 2017-2021. The discussion starting from the determination of the length of the interval, determining the value of the middle length interval, making relations of fuzzy logic, fuzzification, defuzzification, and calculating the error value of the forecasting result by using the method of Mean Absolute Percentage Error. The result of this research shows that the predictions of the population of Makassar City from 2016 to 2017 increased, from 2017 to 2019 decreased, and in 2019-2021 increased with the very good accuracy. Keywords:Automatic Clustering-Fuzzy Logical Relationships, Fuzzy Time Series,Fuzzy Theory

scholarly journals Peramalan Data Ekspor Nonmigas Provinsi Kalimantan Timur Menggunakan Metode Weighted Fuzzy Time Series Lee

2021 ◽  
Vol 14 (1) ◽  
pp. 1-10
Author(s):  
Muhammad Wahdeni Pramana ◽  
Ika Purnamasari ◽  
Surya Prangga
Keyword(s):  
Time Series ◽  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Mean Absolute Percentage Error ◽  
Fuzzy Time Series ◽  
Percentage Error ◽  
Mean Square ◽  
Absolute Percentage Error

Ekspor merupakan aktivitas perdagangan atau penjualan barang dari dalam negeri ke luar negeri. Ekspor nonmigas sebagai salah satu komponen pembentuk Produk Domestik Regional Bruto (PDRB) sehingga perlu adanya suatu peramalan nilai di masa mendatang. Fuzzy Time Series (FTS) merupakan metode peramalan dengan berdasarkan teori himpunan fuzzy, logika fuzzy, serta hasil peramalan yang dapat dibahasakan (linguistik). Metode Weighted Fuzzy Time Series (WFTS) Lee merupakan perluasan dari metode FTS dengan penambahan pembobotan pada tiap pola relasi yang terbentuk. Tujuan penelitian ini adalah memperoleh nilai peramalan ekspor nonmigas Provinsi Kalimantan Timur pada bulan November 2020 serta memperoleh nilai akurasi peramalan berdasarkan metode Mean Absolute Percentage Error (MAPE) dan Root Mean Square Error (RMSE). Berdasarkan hasil analisis diperoleh nilai akurasi peramalan untuk data Ekspor Nonmigas Provinsi Kalimantan Timur bulan Januari 2019 – Oktober 2020 dengan konstanta pembobot   menggunakan metode MAPE diperoleh hasil keseluruhan dibawah 10% sehingga diperoleh konstanta pembobot terbaik yaitu  dengan nilai MAPE terminimum yaitu sebesar 3,62% dan RMSE minimum sebesar 50,67. Dari hasil tersebut, diperoleh hasil peramalan untuk bulan November 2020 dengan menggunakan kontanta pembobot terbaik  yaitu sebesar 850,96 juta USD.

scholarly journals PERBANDINGAN METODE FTS DAN MA PADA PERAMALAN PERSEDIAAN BERAS

2020 ◽  
Vol 6 (3) ◽  
pp. 29-36
Author(s):  
Deddy Kusbianto ◽  
Agung Pramudhita ◽  
Nurhalimah
Keyword(s):  
Time Series ◽  
Mean Square Error ◽  
Moving Average ◽  
Mean Absolute Percentage Error ◽  
Fuzzy Time Series ◽  
Percentage Error ◽  
Mean Absolute Deviation ◽  
Mean Square ◽  
Absolute Deviation ◽  
Absolute Percentage Error

Dalam memenuhi kebutuhan masyarakat Kabupaten Malang dan menjaga stabilitas ketersediaan beras pemerintah setempat perlu melakukan proses peramalan. Dimana dalam melakukan proses peramalan menggunakan metode peramalan, salah satunya dengan menggunakan metode Fuzzy Time Series dan Moving Average yaitu dengan menangkap pola dari data yang telah lalu kemudian digunakan untuk memproyeksikan data yang akan da¬¬tang. Dari hasil implementasi dua metode tersebut menghasilkan perbandingan jumlah persediaan beras. hasil perbandingan tersebut akan dipakai untuk mengukur tingkat error dari masing – masing metode dengan menggunakan MAD (Mean Absolute Deviation), MSE (Mean Square Error), RMSE ( Root Square Error ) dan MAPE (Mean Absolute Percentage Error). Kesimpulannya adalah metode fuzzy time series cocok digunakan untuk studi kasus peramalan persediaan beras dibandingkan menggunakan metode moving average. Sehingga untuk proses peramalan selanjutnya dan untuk mendapatkan hasil dengan tingkat error sedikit dapat menggunakan metode fuzzy time series

scholarly journals Predicting Daily Air Pollution Index Based on Fuzzy Time Series Markov Chain Model

Symmetry ◽  
2020 ◽  
Vol 12 (2) ◽  
pp. 293 ◽  
Author(s):  
Yousif Alyousifi ◽  
Mahmod Othman ◽  
Rajalingam Sokkalingam ◽  
Ibrahima Faye ◽  
Petronio C. L. Silva
Keyword(s):  
Air Pollution ◽  
Time Series ◽  
Markov Chain ◽  
Air Quality ◽  
Pollution Index ◽  
Fuzzy Time Series ◽  
Percentage Error ◽  
Chain Model ◽  
Air Pollution Index ◽  
Proposed Model

Air pollution is a worldwide problem faced by most countries across the world. Prediction of air pollution is crucial in air quality research since it is related to public health effects. The symmetry concept of fuzzy data transformation from a single point (crisp) to a fuzzy number is essential for the forecasting model. Fuzzy time series (FTS) is applied for predicting air pollution; however, it has a limitation caused by utilizing an arbitrary number of intervals. This study involves predicting the daily air pollution index using the FTS Markov chain (FTSMC) model based on a grid method with an optimal number of partitions, which can greatly develop the model accuracy for air pollution. The air pollution index (API) data, which was collected from Klang, Malaysia, is considered in the analysis. The model has been validated using three statistical criteria, which are the root mean (RMSE), the mean absolute percentage error (MAPE), and the Thiels’ U statistic. Also, the model’s validation has been investigated by comparison with some of the famous statistical models. The results of the proposed model demonstrated outperformed the other models. Thus, the proposed model could be a better option in air pollution forecasting that can be useful for managing air quality.

scholarly journals PERAMALAN JUMLAH PENUMPANG PESAWAT BANDARA I GUSTI NGURAH RAI MENGGUNAKAN EXPONENTIAL SMOOTHING DAN RUEY-CHYN TSAUR

2021 ◽  
Vol 10 (4) ◽  
pp. 222
Author(s):  
WILDAN FATTURAHMAN MUJTABA ◽  
I GUSTI AYU MADE SRINADI ◽  
I WAYAN SUMARJAYA
Keyword(s):  
Time Series ◽  
Exponential Smoothing ◽  
Small Error ◽  
Fuzzy Time Series ◽  
Percentage Error ◽  
Forecast Method ◽  
Tourist Destination ◽  
Forecasting Methods ◽  
Airline Passengers ◽  
Better Than

Bali province is a tourist destination island with good transportation. Airplane is the most used transportation to go to Bali. Convenience of the airline passengers are the most important thing for I Gusti Ngurah Rai Airport Authorithy. An exact forecast method is needed to predict the numbers of passenger in the future. There are two types of forecasting methods; triple exponential smoothing and Fuzzy Time Series Ruey-Chyn Tsaur, however based on the research Fuzzy Time Series Ruey-Chyn Tsaur is better than triple exponential smoothing due to a small error MAPE (Mean Absolute Percentage Error) of 2,4% and plot is close to actual data.

scholarly journals A Bayesian Model to Forecast the Time Series Kinetic Energy Data for a Power System

Energies ◽  
2021 ◽  
Vol 14 (11) ◽  
pp. 3299
Author(s):  
Ashish Shrestha ◽  
Bishal Ghimire ◽  
Francisco Gonzalez-Longatt
Keyword(s):  
Time Series ◽  
Kinetic Energy ◽  
Power System ◽  
Bayesian Model ◽  
Arima Model ◽  
Power Converter ◽  
Series Data ◽  
Percentage Error ◽  
Optimal Size ◽  
Short Term

Withthe massive penetration of electronic power converter (EPC)-based technologies, numerous issues are being noticed in the modern power system that may directly affect system dynamics and operational security. The estimation of system performance parameters is especially important for transmission system operators (TSOs) in order to operate a power system securely. This paper presents a Bayesian model to forecast short-term kinetic energy time series data for a power system, which can thus help TSOs to operate a respective power system securely. A Markov chain Monte Carlo (MCMC) method used as a No-U-Turn sampler and Stan’s limited-memory Broyden–Fletcher–Goldfarb–Shanno (LM-BFGS) algorithm is used as the optimization method here. The concept of decomposable time series modeling is adopted to analyze the seasonal characteristics of datasets, and numerous performance measurement matrices are used for model validation. Besides, an autoregressive integrated moving average (ARIMA) model is used to compare the results of the presented model. At last, the optimal size of the training dataset is identified, which is required to forecast the 30-min values of the kinetic energy with a low error. In this study, one-year univariate data (1-min resolution) for the integrated Nordic power system (INPS) are used to forecast the kinetic energy for sequences of 30 min (i.e., short-term sequences). Performance evaluation metrics such as the root-mean-square error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE), and mean absolute scaled error (MASE) of the proposed model are calculated here to be 4.67, 3.865, 0.048, and 8.15, respectively. In addition, the performance matrices can be improved by up to 3.28, 2.67, 0.034, and 5.62, respectively, by increasing MCMC sampling. Similarly, 180.5 h of historic data is sufficient to forecast short-term results for the case study here with an accuracy of 1.54504 for the RMSE.

scholarly journals Prediksi Kunjungan Wisatawan Taman Nasional Gunung Merbabu dengan Time Series Forecasting dan LSTM

2020 ◽  
Vol 11 (2) ◽  
pp. 131
Author(s):  
Josua Manullang ◽  
Albertus Joko Santoso ◽  
Andi Wahju Rahardjo Emanuel
Keyword(s):  
Time Series ◽  
National Park ◽  
Short Term Memory ◽  
Lag Time ◽  
Time Series Forecasting ◽  
Mean Square ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory

Abstract. Prediction of tourist visits of Mount Merbabu National Park (TNGMb) needs to be done to control the number of visitors and to preserve the national park. The combination of time series forecasting (TSF) and deep learning methods has become a new alternative for prediction. This case study was conducted to implement several methods combination of TSF and Long-Short Term Memory (LSTM) to predict the visits. In this case study, there are 18 modelling scenarios as research objects to determine the best model by utilizing tourist visits data from 2013 to 2018. The results show that the model applying the lag time method can improve the model's ability to capture patterns on time series data. The error value is measured using the root mean square error (RMSE), with the smallest value of 3.7 in the LSTM architecture, using seven lags as a feature and one lag as a label.Keywords: Tourist Visit, Taman Nasional Gunung Merbabu, Prediction, Recurrent Neural Network, Long-Short Term MemoryAbstrak. Prediksi kunjungan wisatawan Taman Nasional Gunung Merbabu (TNGMb) perlu dilakukan untul pengendalian jumlah pengunjung dan menjaga kelestarian taman nasional. Gabungan metode antara time series forecasting (TSF) dan deep learning telah menjadi alternatif baru untuk melakukan prediksi. Studi kasus ini dilakukan untuk mengimplementasi gabungan dari beberapa macam metode antara TSF dan Long-Short Term Memory (LSTM) untuk memprediksi kunjungan pada TNGMb. Pada studi kasus ini, terdapat 18 skenario pemodelan sebagai objek penelitian untuk menentukan model terbaik, dengan memanfaatkan data jumlah kunjungan wisatawan di TNGMb mulai dari tahun 2013 sampai dengan tahun 2018. Hasil prediksi menunjukkan pemodelan dengan menerapkan metode lag time dapat meningkatakan kemampuan model untuk menangkap pola pada data deret waktu. Besar nilai kesalahan diukur menggunakan root mean square error (RMSE), dengan nilai terkecil sebesar 3,7 pada arsitektur LSTM, menggunakan tujuh lag sebagai feature dan satu lag sebagai label. Kata Kunci: Kunjungan Wisatawan, Taman Nasional Gunung Merbabu, Prediksi, Recurrent Neural Network, Long-Short Term Memory

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