Struktur Peramalan System Multi-Model untuk pemodelan matematika pada Forecast Indeks Pembangunan Manusia Provinsi Bali

Ade Onny Siagian
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Abstract

The purpose of this research is to develop a product was called Forecasting System Multi-Model (FSM) to determine the best method in the forecasting system by constructing several methods in the form of Graphical User Interface (GUI) Matlab. It was done by all indicator accuration to find the best mathematical model of time series data in a certain period. In the simulation phase, this research used the Human Development Index (HDI) data of Bali Province in 2010 - 2017 to predict the HDI data of Bali in 2018. The methods tested were Moving Average (SMA, WMA and EMA), Exponential Smoothing Method (SES, Brown, Holt, and Winter), Naive Method, Interpolation Method (Newton Gregory), and Artificial Neural Network (Back Propagation). Then the models/methods were evaluated to see the level of accuracy of each method based on the value of MAD, MSE, and MAPE. Based on data simulation result from 10 tested method known that Holt method is most accurate with prediction result of 2018 equal to 67,45 with MAD, MSE, and MAPE respectively equal to 0.22654, 0.075955 and 0.34829.
本研究的目的是开发一种称为预测系统多模型(FSM)的产品,通过以图形用户界面(GUI)的形式构建几种方法来确定预测系统中的最佳方法。通过各指标的精度来寻找一定时期内时间序列数据的最佳数学模型。在模拟阶段,本研究利用2010 - 2017年巴厘省人类发展指数(HDI)数据对2018年巴厘省HDI数据进行预测。测试的方法有移动平均线(SMA、WMA和EMA)、指数平滑法(SES、Brown、Holt和Winter)、朴素法、插值法(Newton Gregory)和人工神经网络(反向传播)。然后根据MAD、MSE和MAPE的值对模型/方法进行评估,以了解每种方法的准确性水平。根据10种测试方法的数据模拟结果可知,Holt方法最准确,2018年的预测结果为67、45,其中MAD、MSE和MAPE分别为0.22654、0.075955和0.34829。
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