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All Journal Media Statistika JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI The Journal of Experimental Life Sciences (JELS) CAUCHY: Jurnal Matematika Murni dan Aplikasi Jurnal Mahasiswa Statistik Jurnal EECCIS Journal of Innovation and Applied Technology Jurnal Teknologi Informasi dan Ilmu Komputer Natural B Jurnal Ekonomi & Studi Pembangunan Ikonomika : Jurnal Ekonomi dan Bisnis Islam Science and Technology Indonesia Prosiding SI MaNIs (Seminar Nasional Integrasi Matematika dan Nilai-Nilai Islami) Jurnal Penelitian Pendidikan IPA (JPPIPA) BAREKENG: Jurnal Ilmu Matematika dan Terapan JTAM (Jurnal Teori dan Aplikasi Matematika) Journal of Applied Data Sciences Economic Development Analysis Journal Indonesian Journal of Statistics and Its Applications
Suci Astutik
Departement Of Statistics, University Of Brawijaya
Agriculture, Biological Sciences & Forestry Arts Humanities Biochemistry, Genetics & Molecular Biology Chemical Engineering, Chemistry & Bioengineering Chemistry Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Energy Engineering Environmental Science Immunology & microbiology Materials Science & Nanotechnology Mathematics Mechanical Engineering Medicine & Pharmacology Neuroscience Physics Transportation Other

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Dual Optimization of Weighted Fuzzy Time-Series Forecasting: Particle Swarm Optimization and Lagrange Quadratic Programming Zamelina, Armando Jacquis Federal; Astutik, Suci; Fitriani, Rahma
JTAM (Jurnal Teori dan Aplikasi Matematika) Vol 8, No 3 (2024): July
Publisher : Universitas Muhammadiyah Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31764/jtam.v8i3.22554

Abstract

Time series Forecasting is one of crucial techniques that helps with strategic decision-making and mitigating potential risks –One of which is Weighted fuzzy time series (WFTS). Moreover, the interval length of the WFTS plays a crucial role in its modelization and accuracy in predicting future values. Therefore, this research implements a dual optimization on WFTS, which are (1) Particle Swarm Optimization to find the optimum interval length of the WFTS and (2) a Lagrange quadratic to optimize the weight of the fuzzy interval. In this research, a univariate Average Air Temperature located in Malang is used to perform forecasting model. The dataset is taken from BMKG-Indonesia. This research aims to acquire an optimized interval length on fuzzy time series forecasting, i.e., improving its accuracy by finding the optimal interval length. Based on the result, the proposed dual optimization model outperforms the classical WFTS on forecasting. The proposed model excels based on the evaluation matrix values. It has been noticed also that implementing PSO to find the optimum interval length has improved the accuracy of the classical WFTS. The classical WFTS has MAPE and RMSE of 2.4 and 0.73, respectively, while the proposed dual optimized model has 1.01 and 0.3. This approach identifies the best interval values and provides optimum weights related to each data point, providing solid insights for air temperature forecasting. 
Co-Authors Abu Bakar Sambah, Abu Bakar Achmad Efendi Adji Achmad Rinaldo Fernandes Ani Budi Astuti Ani Budi Astuti Ari Purwanto Sarwo Prasojo Atiek Iriany Aulia, Silvia Intan Azizah, Laila Nur Bestari Archita Safitri Budiarti, Laelita Damayanti, Rismania Hartanti Putri Yulianing Darmanto Darmanto Darmanto Darmanto Dewi Kurnia Sari Dewi, Vita Rosiana Diego Irsandy Djihan Wahyuni Djihan Wahyuni effendi, Achmad Elok Pratiwi Evellin Dewi Lusiana, Evellin Dewi Fachri Faisal Fahimah Fauwziyah Fairuz Zada Zayyana Fakhrunnisa, Atmadani Rahayu Fernandes, Adji Achmad Rinaldo Fidia Raaihatul Mashfia Fitriani, Suci Handayani, Sri Heni Kusdarwati Henny Pramoedyo Henny Pramoedyo Henny Pramoedyo Husnul Khatimah Irsandy, Diego Ismi Chai Runnisa Isnani Darti Kusdarwati, Heni Lee, Muhammad Hisyam Lestari, Dwi Retno Loekito Adi Soehono Loekito Adi Soehono Lusia, Dwi Ayu Lusiana, Evelin Dewi Maharani, Adinda Gita Maisaroh, Ulfah Mashfia, Fidia Raaihatul Masrokhah, Dwi Meilina Retno Hapsari Meilinda Trisilia Muhammad, Alifiandi Rafi Nabila Azarin Balqis Nanda Rizqia Pradana Ratnasari, Nanda Rizqia Pradana Negara, Nur Aminah Kusuma Ni Wayan Surya Wardhani Ni Wayan Surya Wardhani Nisa Dwirahma Widhiasih Novi Nur Aini Nur Iriawan Nurjannah Nurjannah Ola, Petrus Kanisius pramoedyo, henny Pratama, Muhamad Liswansyah Qurrotu A’yun Nafidah Rahma Fitriani Rahma Fitriani Rahmi, Nur Silviyah Ramifidisoa, Lucius Risda, Intan Fadhila Rohma, Usriatur Rozy, Agus Fachrur Salsabila, Imelda Saniyawati, Fang You Dwi Ayu Shalu Sera Yunarizal P Setiarini, An Nisa Dwi Shahuneeza Naseer, Mariyam Siti Nurmardia Abdussamad Solimun Solimun Solimun, Solimun Sumarminingsih, Eni Susanto, Mohammad Hilmi Susi Wuryantini Syalsabilla, Alya Fitri Theresia Mitakda, Maria Bernadetha Tiza Ayu Virania Usriatur Rohma Viera Wardhani Widiarni Ginta Sasmita Wulaida Rizky Fitrilia Wulaida Rizky Fitrilia Zamelina, Armando Jacquis Federal Zerlita Fahdha Pusdiktasari