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Journal : JUITA : Jurnal Informatika

Facebook Prophet Model with Bayesian Optimization for USD Index Prediction Ahmad Fitra Hamdani; Daniel Swanjaya; Risa Helilintar
JUITA: Jurnal Informatika JUITA Vol. 11 No. 2, November 2023
Publisher : Department of Informatics Engineering, Universitas Muhammadiyah Purwokerto

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30595/juita.v11i2.17880

Abstract

Accuracy is the primary focus in prediction research. Optimization is conducted to improve the performance of prediction models, thereby enhancing prediction accuracy. This study aims to optimize the Facebook Prophet model by performing hyperparameter tuning using Bayesian Optimization to improve the accuracy of USD Index Value prediction. Evaluation is conducted through multiple prediction experiments using different ranges of historical data. The results of the study demonstrate that performing hyperparameter tuning on the Facebook Prophet model yields better prediction results. Prior to parameter tuning, the MAPE indicator metric is 1.38% for the historical data range of 2014-2023, and it decreases to 1.33% after parameter tuning. Further evaluation shows improved prediction performance using different ranges of historical data. For the historical data range of 2015-2023, the MAPE value decreases from 1.39% to 1.20%. Similarly, for the data range of 2016-2023, the MAPE decreases from 1.12% to 0.80%. Furthermore, for the data range of 2017-2023, there is a decrease from 0.80% to 0.76%. This is followed by the data range of 2018-2023, with a decrease from 0.75% to 0.70%. Lastly, for the data range of 2019-2023, there is a decrease from 0.63% to 0.55%. These results demonstrate that performing Hyperparameter Optimization using Bayesian Optimization consistently improves prediction accuracy in the Facebook Prophet model.
Co-Authors Achmad Fachrudi, Rafi Adhitia, Riswandha Adiguna, Yosafat Agus Zainal Arifin Ahmad Fakhruddin Luthfi Ahmad Fitra Hamdani Aji, Abraham Dimas Bayu Al Farizi, Mochammad ALFIANA HIDAYATI Ali Maksum Alif Utama, Muh. Sandyoga Andreas Setiawan Anugraha, Aldino Alung Putra Aohana, Mizanul Ridho Arkham, Dany Arrie Kurniawardhani Attar, Alfan Faradudin Audina, Risky Ayu Meudea, Prita Azhar, Rizki Azhri, M. Fahrur Baehaqie, Lu'ay Cahyono, Bayu Dwi Chastine Fatichah Danang Wahyu Widodo Danar Putra Pamungkas, Danar Putra Dela Karmeylia Putri Diana Purwitasari Dusea Widya Dara, Made Ayu Dusea Widyadara, Made Ayu Duwita Yuli Harsasi EKA YUNIARTI Essa, Idam Iganda Fachrudin, Muhammad Nur Fahmi, M Taufiq Maulana Febriana, Fitri Indah Feriawan, Jimmy Firdaus, Maulana Anas Firdaus, Mochammad Fedro Firmansyah, Muhammad Kukuh Fitri Bimantoro Handoko, Muhammad Diko Tri Hidhayah, Ratu Nisful Laily Indra Lukmana Intan Nur Farida Iqbal Jauhari, Nur Mohamad Iqbal Jauhari Irfan - Fauzi Julian Sahertian Kinanti, Intan Anggun Kristianto, Yunio Heri Kurniawan, Afizza Fikri Kurniawan, Dimas Eri Laksono, Danang Tri Mabruroh, Tsalina Tsaniatul Made Ayu Dusea Made Ayu Dusea Widyadara - Universitas Nusantara Kediri, Made Ayu Dusea Widyadara Mahdiyah, Umi Mahendra, Rizqi Maulana Moch Anas Toybah mohamad ihsan MUCHAMMAD YOHAN EKA ANDREANE Muhammad Abdul Aziz Muhammad Rizal Arif Muhammad Rohid Saputro Mumun Nurmilawati Mumun Nurwilawati Muqsit, Mochammad Ainun Nabila, Kharisma Nur Nahdiyah, Yuniswatin Natalia, Devi Nawawi, Moh. Danang Novia, Talitha Ayudhea Nugroho, Bagas Aji Nugroho, Hargo Dwi Nur’azizan, Achmad Hasyim Odhianto, Yosan Pamungkas, Danar Patmi Kasih Petrus Bitin Prasetyo, Muhammad Ary Pratama, Dieky Septhian Rastra Pristiwanto, Rizal’ Chris Putri Lestari, Elok Eka Kartika Putri, Dhaniar Ruandha Ramadhan, Ryan Akbar Ratih Kumalasari Niswatin Resty Wulanningrum Risa Helilintar Risky Aswi R, Risky RIZQI VIERI, MUHAMMAD ARIEL Rochana, Siti Rohmat Syamsul Huda Rony Heri Irawan Rozi, Ahmad Fatkhur Salam, Mohammad Ibnu Salfa Kholida Eka Putri Saputra, Muh. Aris Saputra, Nanda Wibi Saputro, Daniel Sari, Dwi Fitriana Sari, Lya Rosita Seftania, Putri Derisa Adilla Dewi Sehartian, Julian Septian Geges Subagyo, Subagyo Subiyantoko, Rizki Sugiarto, Danami Bay Suryaningtias, Dini Haris Tantyo, Bagas Wahyu Nur Teo Sunu Widiantoro Toybah, Moch Anas Ulandari, Devy Ana Usman, Tamariska Viana, Ella Okta Wibowo, Nevi Harisuci Widya Dara, Made Ayu Dusea wijaya, Krisna atma Wijayanto, Muhammad Farid Witanto, Nur Kholiq Yoga Wulaningrum, Resty Yenita Endah Puspitowati Yenita Endah Puspitowati, Yenita Endah Zamzamik, Mochamad Zuhri, Mohamad Farkhan Fahmi Zulaikah, Dewi Zulkarnain, Dicky Candra