Perbandingan Keakuratan Hasil Peramalan Produksi Bawang Merah Metode Holt-Winters dengan Singular Spectrum Analysis (SSA)

Authors

  • Yogo Aryo Jatmiko Universitas Padjajaran, Bandung
  • Rini Luciani Rahayu Universitas Padjajaran, Bandung
  • Gumgum Darmawan Universitas Padjajaran, Bandung

DOI:

https://doi.org/10.15642/mantik.2017.3.1.13-22

Keywords:

Holt-Winters, MAPE, R-forecasting, SSA, V-forecasting

Abstract

The Holt-Winters method is used to model data with seasonal patterns, whether trends or not. There are two methods of forecasting in Singular Spectrum Analysis (SSA), namely recurrent method (R-forecasting) and vector method (V-forecasting). The recurrent method performs continuous continuation (with the help of LRF), whereas the vector method corresponds to the L-continuation. Different methods of course make a difference in the accuracy of forecast results. To see the difference between the three methods is done by looking at the comparison of accuracy and reliability of forecast results. To measure the accuracy of forecasting used Mean Absolute Percentage Error (MAPE) and to measure the reliability of forecasting results is done by tracking signal. Applications are done on Indonesian red onion production from January 2006 to December 2015. Forecasting of both methods in SSA uses window length L = 39 and grouping r = 8. With α = 0.1, β = 0.001 and γ = 0.5, Holt-Winters additive method gives better result with MAPE 13,469% than SSA method.

 

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References

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Published

2017-10-26

How to Cite

Jatmiko, Y. A., Rahayu, R. L., & Darmawan, G. (2017). Perbandingan Keakuratan Hasil Peramalan Produksi Bawang Merah Metode Holt-Winters dengan Singular Spectrum Analysis (SSA). Jurnal Matematika MANTIK, 3(1), 13–22. https://doi.org/10.15642/mantik.2017.3.1.13-22

Issue

Vol. 3 No. 1 (2017): Mathematics and Applied Mathematics

Section

Articles

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