scholarly journals Short-Term Forecasting Model of Animal Food Commodities in Central Sulawesi

2020 ◽  
Vol 8 (1) ◽  
pp. 17
Author(s):  
Rustam Abdul Rauf ◽  
Dian Safitri ◽  
Christoporus Christoporus ◽  
Effendy Effendy ◽  
Muhardi Muhardi

Shifting patterns of community consumption from vegetable protein to animal protein encouraged high demand for animal food, so it was needed an estimate of the supply and demand for its products. Therefore, this research aimed to analyze the short-term forecasting model of the production and price of beef and broiler meat in Central Sulawesi. The research used time series data. Production data and price of beef and broiler meat were taken from 2015 - 2019. The analytical tool used was the ARIMA Box-Janskin forecasting method. The results showed a short-term forecasting model for beef production (1,0,0) and broiler meat (3,2,1). Short-term forecasting model for beef price (1,0,1) and broiler meat (1,1,1).  This finding could be used as a reference in making policies related to the production and price of beef and broilers meat in order to meet the needs of the community, especially in Central Sulawesi.

Sutet ◽  
2018 ◽  
Vol 7 (2) ◽  
pp. 93-101
Author(s):  
Redaksi Tim Jurnal

Forecasting. Plans, power plants ,. Electricity needs are increasingly changing daily, so the State Electricity Company (PLN) as a provider of energy must be able to predict daily electricity needs. Short-term forecasting is the prediction of electricity demand for a certain period of time ranging from a few minutes to a week ahead. in shortterm electrical forecasting much of the literature describes the techniques and methods applied in forecasting, Autoregresive Integrated Moving Average (ARIMA), linear regression, and artificial intelligence such as Artificial Neural Networks and fuzzy logic. Short-term forecasting will be done by the authors using time series data that is the data of the use of electric power daily (electrical load) and ARIMA as a method of forecasting. ARIMA method or often called Box-Jenkins technique to find this method is suitable to predict variable costs quickly, simply, and cheaply because it only requires data variables to be predicted. ARIMA can only be used for short-term forecasting. ARIMA is a special linear test, in the form of forecasting this model is completely independent variable variables because this model uses the current model and past values of the dependent variable to produce an accurate short-term forecast.


2022 ◽  
Vol 18 (2) ◽  
pp. 198-223
Author(s):  
Farin Cyntiya Garini ◽  
Warosatul Anbiya

PT. Kereta Api Indonesia and PT. KAI Commuter Jabodetabek records time series data in the form of the number of train passengers (thousand people) in Jabodetabek Region in 2011-2020. One of the time series methods that can be used to predict the number of train passengers (thousand people) in Jabodetabek area is ARIMA method. ARIMA or also known as Box-Jenkins time series analysis method is used for short-term forecasting and does not accommodate seasonal factors. If the assumption of residual homoscedasticity is violated, the ARCH / GARCH method can be used, which explicitly models changes in residual variety over time. This study aims to model and forecast the number of train passengers (thousand people) in Jabodetabek area in 2021. Based on data analysis and processing using ARIMA method, the best model is ARIMA (1,1,1) with an AIC value of 2,159.87 and with ARCH / GARCH method, the best model is GARCH (1,1) with an AIC value of 18.314. Forecasting results obtained based on the best model can be used as a reference for related parties in managing and providing public transportation facilities, especially trains.


Energies ◽  
2019 ◽  
Vol 13 (1) ◽  
pp. 11 ◽  
Author(s):  
María Carmen Ruiz-Abellón ◽  
Luis Alfredo Fernández-Jiménez ◽  
Antonio Guillamón ◽  
Alberto Falces ◽  
Ana García-Garre ◽  
...  

The development of Short-Term Forecasting Techniques has a great importance for power system scheduling and managing. Therefore, many recent research papers have dealt with the proposal of new forecasting models searching for higher efficiency and accuracy. Several kinds of artificial intelligence (AI) techniques have provided good performance at predicting and their efficiency mainly depends on the characteristics of the time series data under study. Load forecasting has been widely studied in recent decades and models providing mean absolute percentage errors (MAPEs) below 5% have been proposed. On the other hand, short-term generation forecasting models for photovoltaic plants have been more recently developed and the MAPEs are in general still far from those achieved from load forecasting models. The aim of this paper is to propose a methodology that could help power systems or aggregators to make up for the lack of accuracy of the current forecasting methods when predicting renewable energy generation. The proposed methodology is carried out in three consecutive steps: (1) short-term forecasting of energy consumption and renewable generation; (2) classification of daily pattern for the renewable generation data using Dynamic Time Warping; (3) application of Demand Response strategies using Physically Based Load Models. Real data from a small town in Spain were used to illustrate the performance and efficiency of the proposed procedure.


2017 ◽  
Vol 8 (4) ◽  
pp. 6-13 ◽  
Author(s):  
Collins C. Ngwakwe

This paper aimed to illustrate how short-term carbon futures speculators might use short-term carbon emission futures data to predict and forecast carbon prices. The paper became apposite given ubiquitous research focussing on long-term carbon futures data, which has left out short-term carbon emission futures speculators with information. Therefore, this paper demonstrated that short-term speculators in carbon futures could indeed use short-term time series data on carbon futures to make a reliable prediction and forecasting of carbon emissions futures price volatility within a short term and thus decide on investment opportunity. The sample data results showed that short-term data could produce a dependable in-sample futures prediction since the in-sample prediction fell within the 95% confidence interval. The demonstration also showed that short-term carbon futures data could assist speculators to conduct a reliable short-term out of sample forecast of carbon futures prices within the closer period. The paper offers practical assistance to carbon futures speculators and is equally important for academic studies for business and economic students on discussions and research bordering on carbon emissions, carbon trading, environmental economics and sustainable development. More carbon short-term forecasting is encouraged – such research should compare short-term forecasting of carbon futures amongst different carbon markets.


Open Physics ◽  
2021 ◽  
Vol 19 (1) ◽  
pp. 360-374
Author(s):  
Yuan Pei ◽  
Lei Zhenglin ◽  
Zeng Qinghui ◽  
Wu Yixiao ◽  
Lu Yanli ◽  
...  

Abstract The load of the showcase is a nonlinear and unstable time series data, and the traditional forecasting method is not applicable. Deep learning algorithms are introduced to predict the load of the showcase. Based on the CEEMD–IPSO–LSTM combination algorithm, this paper builds a refrigerated display cabinet load forecasting model. Compared with the forecast results of other models, it finally proves that the CEEMD–IPSO–LSTM model has the highest load forecasting accuracy, and the model’s determination coefficient is 0.9105, which is obviously excellent. Compared with other models, the model constructed in this paper can predict the load of showcases, which can provide a reference for energy saving and consumption reduction of display cabinet.


2014 ◽  
Vol 88 ◽  
pp. 231-238 ◽  
Author(s):  
Claudio Monteiro ◽  
Ignacio J. Ramirez-Rosado ◽  
L. Alfredo Fernandez-Jimenez

Data ◽  
2018 ◽  
Vol 3 (4) ◽  
pp. 43 ◽  
Author(s):  
Mesbaholdin Salami ◽  
Farzad Movahedi Sobhani ◽  
Mohammad Ghazizadeh

The databases of Iran’s electricity market have been storing large sizes of data. Retail buyers and retailers will operate in Iran’s electricity market in the foreseeable future when smart grids are implemented thoroughly across Iran. As a result, there will be very much larger data of the electricity market in the future than ever before. If certain methods are devised to perform quick search in such large sizes of stored data, it will be possible to improve the forecasting accuracy of important variables in Iran’s electricity market. In this paper, available methods were employed to develop a new technique of Wavelet-Neural Networks-Particle Swarm Optimization-Simulation-Optimization (WT-NNPSO-SO) with the purpose of searching in Big Data stored in the electricity market and improving the accuracy of short-term forecasting of electricity supply and demand. The electricity market data exploration approach was based on the simulation-optimization algorithms. It was combined with the Wavelet-Neural Networks-Particle Swarm Optimization (Wavelet-NNPSO) method to improve the forecasting accuracy with the assumption Length of Training Data (LOTD) increased. In comparison with previous techniques, the runtime of the proposed technique was improved in larger sizes of data due to the use of metaheuristic algorithms. The findings were dealt with in the Results section.


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