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All Journal International Journal of Electrical and Computer Engineering TELKOMNIKA (Telecommunication Computing Electronics and Control) Journal of Environmental Engineering and Sustainable Technology Indonesian Journal of Electrical Engineering and Computer Science
Yusuf Priyo Anggodo
Brawijaya University
Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Electrical & Electronics Engineering Energy Environmental Science Mechanical Engineering

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Journal : TELKOMNIKA (Telecommunication Computing Electronics and Control)

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Improve Interval Optimization of FLR using Auto-speed Acceleration Algorithm Yusuf Priyo Anggodo; Imam Cholissodin
TELKOMNIKA (Telecommunication Computing Electronics and Control) Vol 16, No 4: August 2018
Publisher : Universitas Ahmad Dahlan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12928/telkomnika.v16i4.6668

Abstract

Inflation is a benchmark of a country's economic development. Inflation is very influential on various things, so forecasting inflation to know on upcoming inflation will impact positively. There are various methods used to perform forecasting, one of which is the fuzzy time series forecasting with maximum results. Fuzzy logical relationships (FLR) model is a very good in doing forecasting. However, there are some parameters that the value needs to be optimised. Interval is a parameter which is highly influence toward forecasting result. The utilizing optimization with hybrid automatic clustering and particle swarm optimization (ACPSO). Automatic clustering can do interval formation with just the right amount. While the PSO can optimise the value of each interval and it is providing maximum results. This study proposes the improvement in find the solution using auto-speed acceleration algorithm. Auto-speed acceleration algorithm can find a global solution which is hard to reach by the PSO and time of computation is faster. The results of the acquired solutions can provide the right interval so that the value of the FLR can perform forecasting with maximum results.
A Novel Forecasting Based on Automatic-optimized Fuzzy Time Series Yusuf Priyo Anggodo; Wayan Firdaus Mahmudy
TELKOMNIKA (Telecommunication Computing Electronics and Control) Vol 16, No 4: August 2018
Publisher : Universitas Ahmad Dahlan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12928/telkomnika.v16i4.8430

Abstract

In this paper, we propose a new method for forecasting based on automatic-optimized fuzzy time series to forecast Indonesia Inflation Rate (IIR). First, we propose the forecasting model of two-factor high-order fuzzy-trend logical relationships groups (THFLGs) for predicting the IIR. Second, we propose the interval optimization using automatic clustering and particle swarm optimization (ACPSO) to optimize the interval of main factor IIR and secondary factor SF, where SF = {Customer Price Index (CPI), the Bank of Indonesia (BI) Rate, Rupiah Indonesia /US Dollar (IDR/USD) Exchange rate, Money Supply}. The proposed method gets lower root mean square error (RMSE) than previous methods.
Co-Authors Adyan Nur Alfiyatin Amalia Kartika Ariyani Imam Cholissodin Wayan Firdaus Mahmudy