Perbandingan Metode Autoregressive Integrated Moving Average Dan Metode Double Exponential Smoothing Dari Holt Dalam Meramalkan Nilai Impor Di Indonesia

Abstract

As a form of purchased goods from other state’s imports have impacts both positive and negative to the states’s condition; therefore, prediction is required. Employing Autoregressive Integrated Moving Average (ARIMA) and Holt’s Double Exponential Smoothing (DES) methods, this study intends to identify which of the methods is the most accurate to predict Indonesia’s import value. The ARIMA method stage involved: data ploting, data stasioneriation, temporary model identification, parameter estimation, test residual assumption, and prediction. Moreover, the Holt’s DES method involved: data plotting, initial value determination, optimal parameter identification, Level Lt and Trend Tt value quantification, andprediction. The result shows that ARIMA method is the most accurate method to predict Indonesia’s import value.

Comparison Of ARIMA And Exponential Smoothing Holt-Winters Methods For Forecasting CPI In The Tegal City, Central Java

“…The initial stage in the forecasting comparison process, which is carried out using both the ARIMA forecasting method and the Exponential Holt-Winters method (Gusti Ayu & Ni Putu, 2017, Arumningsih & Darsyah, 2018, Yulinar & Novianita, 2020, is to plot factual data on the model to see the static data in the mean, The CPI data used in this study is with n = 90.…”

“…However, if we look at the stationary test of the data in the mean using the Stationary MAPE test. Which is the average error of the forecast value compared to factual data (Arumningsih & Darsyah, 2018, Yulinar et al, 2020; the forecast method chosen for the CPI of Tegal City of January 2014 -June 2021 is Exponential Smoothing Holt-Winters, which has a smaller MAPE value than ARIMA, as shown in Table 4 The forecasting results of these two methods for July 2021 to June 2022 can be seen in Table 6.…”

Comparison of Forecasting Violence Cases Number Against Women and Children Using Double Exponential Smoothing (Des) and Auto Regressive Integrated Moving Average (Arima) Methods

“…There is also a study conducted by Lafnidita Farosanti, et al which predicts sales of medical and laboratory equipment using the ARIMA method and obtains an RMSE value of 4,129 [14]. In addition, in a study conducted by Yulinar, et al which compared the DES and ARIMA methods in the case study of imported values, the MAPE values for ARIMA and DES were 10.04 and 7.62, respectively [15]. From these studies, it is known that the DES and ARIMA methods have almost the same effectiveness.…”

Membangun Aplikasi Metode WMA dan Metode SMA Sebagai Support System Pengambilan Keputusan

“…Metode WMA merupakan metode forecasting dengan terlebih dahulu menejemen data menetapkan bobot (weighted factor) dalam proses perhitungan dari data yang ada, dengan nilai terbesar bobot terletak pada data terbaru, metode ini disebut juga metode rata-rata bergerak, bobot yang di tetapkan bersifat subjektif [12]. Metode WMA mempunyai bobot berbeda dalam setiap historis datanya, pada bagian akhir historis mempunyai bobot yang paling besar di bandingkan historis sebelumnya [13].…”