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All Journal Prosiding SNATIKA Vol 01 (2011) JUITA : Jurnal Informatika Creative Information Technology Journal Jurnal Sains dan Informatika ILKOM Jurnal Ilmiah Generation Journal Jurnal ABDINUS : Jurnal Pengabdian Nusantara JAMI: Jurnal Ahli Muda Indonesia Advance Sustainable Science, Engineering and Technology (ASSET) Joutica : Journal of Informatic Unisla Nusantara of Engineering (NOE) JSITIK: Jurnal Sistem Informasi dan Teknologi Informasi Komputer Prosiding SEMNAS INOTEK (Seminar Nasional Inovasi Teknologi) Jurnal Pengabdian Masyarakat Nusantara Jurnal Rekam Medis dan Informasi Kesehatan Indonesia
Risa Helilintar
Teknik Informatika, Fakultas Teknik, Universitas Nusantara PGRI Kediri
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Journal : JUITA : Jurnal Informatika

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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 Affandi Febrinsa Pratama Ahmad Bagus Setiawan Ahmad Fitra Hamdani Ahmad Jamaludin Ahnan, Miftah Aidina Ristyawan Aldiansyah, Fikri Afandy Alfino Wahyu Pramudya Amisha Elisya Devi Anggakara, Agra Antika, Firma Fuji Rinti Anugrah A, Gigih Jenop Anwar, Muhammad Choirul Ardi Sanjaya Arifin, Soim Asmara, Big Daya Yudha Awalina, Salma Putri Aziema, Alfin Bahtiar, Miftahul Ilmi Danang Wahyu Widodo Danar Putra Pamungkas, Danar Putra Dandyade Candra, Dandyadex Daniel Swanjaya Dea, Dea Avrillia Arba'a Deni Luvi Jayanto Dewantara, Bagas EKA YUNIARTI Erwanto, Rio Aldi Fachrudin, Muhammad Nur Fahmi, Muhammad Fajrul FAJAR SETIAWAN Fawaid, Muhammad Hasib Firdaus, Maulana Anas Firmansah, Muhammat Arisona Gilang Dwi Cahyo Gusnugraeni, Alifdyah Hermasrurin Hanif Al Fatta Hidayat, Uun Huda, Fakhry Miftakhul Hudha, Moch Nur Ida Ayu Putu Sri Widnyani Intan Nur Farida Inzaghi, Febri Wika Irngamsyah, Wildan Gistra Jamhari Jamhari Julian Sahertian Karim, Achmad Zainul Kasih, Patmi Kasih Khamdanni, Moh. Lillasari, Juhana Made Ayu Dusea Widyadara Made Ayu Dusea Widyadara - Universitas Nusantara Kediri, Made Ayu Dusea Widyadara Mahdiyah, Umi Mawarni, Reza Mido, Gafana Oly Muhammad Mutafanninun Mukhtari, Nailusofa Al Mustakim, Abdurrahman Secondanu Muzaki, Anwar Muzan Ihda Khotmuniza Ndun, Yondri Ginola Nugraha, Yoga Adi Nurhadi Nurhadi Patmi Kasih Perkasa, Galang Elang Pradana, Priyan Pradipta, M.Herma Prasetya, Marsha Auriel Putra, Renno Rama Putri, Karina Ananda Ramadhan, Muhammad Iqbal Ramadhan, Ryan Akbar Ramadhanu, Ilham Khefi Ratih Kumalasari Niswatin Resty Wulanningrum Rini Indriati Risky Aswi R, Risky Rizki Dwi Febrian Rochana, Siti Rochana, Siti Rochana, Siti Rony Heri Irawan Rosadi, Asyadam Abriel Santoso, Ricky Laschka Zidane Saputro, Abimanyu Agung Setiyawan, Gadang Putro Bagus setiyawan, Heru Siti Rochana Syafroni, Mochamad Tani , Ani Asmawati Teguh Adriyanto Thobroni, Nur Ahmadi Umami, M. Rizal Widyadara , Made Ayu Dusea Wulandari, Miftakhul Wulaningrum, Resty Yulianto, Haris Yustikawan, Eko Tri Zakaria, Farid Fauzi