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All Journal JUTI: Jurnal Ilmiah Teknologi Informasi Scan : Jurnal Teknologi Informasi dan Komunikasi Nusanatara of Engineering JUITA : Jurnal Informatika Network Engineering Research Operation [NERO] Generation Journal SKANIKA: Sistem Komputer dan Teknik Informatika JTECS : Jurnal Sistem Telekomunikasi Elektronika Sistem Kontrol Power Sistem dan Komputer Melek IT: Information Technology Journal Joutica : Journal of Informatic Unisla Jurnal Borneo Informatika dan Teknik Komputer (JBIT) Digital Transformation Technology (Digitech) Nusantara of Engineering (NOE) Prosiding SEMNAS INOTEK (Seminar Nasional Inovasi Teknologi) Jurnal Pengabdian Masyarakat Nusantara Ulil Albab JISCOMP (Journal of Information System and Computer)
Daniel Swanjaya
Universitas Nusantara PGRI Kediri
Religion Humanities Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Dentistry Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Library & Information Science Mathematics Mechanical Engineering Social Sciences Transportation Other

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Journal : JUITA : Jurnal Informatika

 1 
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 Abraham Dimas Bayu Aji Afizza Fikri Kurniawan Agus Zainal Arifin Ahmad Fakhruddin Luthfi Ahmad Fitra Hamdani Ali Maksum Alif Utama, Muh. Sandyoga Aohana, Mizanul Ridho Arrie Kurniawardhani Azhar, Rizki Bagas Aji Nugroho Bagas Wahyu Nur Tantyo Cahyono, Bayu Dwi Chastine Fatichah Danang Wahyu Widodo Danar Putra Pamungkas, Danar Putra Dany Arkham Dela Karmeylia Putri Devy Ana Ulandari Diana Purwitasari Dimas Eri Kurniawan Dini Haris Suryaningtias Duwita Yuli Harsasi Dwi Fitriana Sari Eka Yuniarti Ella Okta Viana Firdaus, Mochammad Fedro Firmansyah, Muhammad Kukuh Fitri Bimantoro Fitri Indah Febriana Hidhayah, Ratu Nisful Laily Indra Lukmana Intan Anggun Kinanti Intan Nur Farida Irfan - Fauzi Jimmy Feriawan Julian Sahertian Krisna atma wijaya Laksono, Danang Tri M Taufiq Maulana Fahmi M. Fahrur Azhri Mabruroh, Tsalina Tsaniatul Made Ayu Dusea Made Ayu Dusea Widya Dara Made Ayu Dusea Widyadara - Universitas Nusantara Kediri, Made Ayu Dusea Widyadara Mahdiyah, Umi Maulana Anas Firdaus Moch Anas Toybah Mochamad Zamzamik Mochammad Ainun Muqsit Moh. Danang Nawawi mohamad ihsan Muhammad Abdul Aziz Muhammad Diko Tri Handoko Muhammad Nur Fachrudin Muhammad Rizal Arif Muhammad Rohid Saputro Mumun Nurmilawati Mumun Nurwilawati Nabila, Kharisma Nur Nahdiyah, Yuniswatin Nanda Wibi Saputra Natalia, Devi Novia, Talitha Ayudhea Nur Mohamad Iqbal Jauhari Iqbal Jauhari Nur’azizan, Achmad Hasyim Patmi Kasih Prasetyo, Muhammad Ary Pratama, Dieky Septhian Rastra Putri Lestari, Elok Eka Kartika Putri, Dhaniar Ruandha Ratih Kumalasari Niswatin Resty Wulaningrum Resty Wulanningrum Risa Helilintar Risky Aswi R, Risky Risky Audina Riswandha Adhitia Rizal’ Chris Pristiwanto Rizki Subiyantoko Rochana, Siti Rohmat Syamsul Huda Rony Heri Irawan Rozi, Ahmad Fatkhur Saputro, Daniel Sari, Lya Rosita Septian Geges Siti Rochana Subagyo, Subagyo Sugiarto, Danami Bay Tamariska Usman Widya Dara, Made Ayu Dusea Wijayanto, Muhammad Farid Wulaningrum, Resty Yenita Endah Puspitowati Yenita Endah Puspitowati, Yenita Endah Yosafat Adiguna Yunio Heri Kristianto Zulaikah, Dewi Zulkarnain, Dicky Candra