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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 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
Agriculture, Biological Sciences & Forestry Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Environmental Science Industrial & Manufacturing Engineering Mathematics Mechanical Engineering Public Health Social Sciences Transportation

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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 Abdurrahman Secondanu Mustakim Abimanyu Agung Saputro Achmad Zainul Karim Affandi Febrinsa Pratama Agra Anggakara Ahmad Bagus Setiawan Ahmad Fitra Hamdani Ahmad Jamaludin Ahnan, Miftah Aidina Ristyawan Alfin Aziema Alfino Wahyu Pramudya Anggakara, Agra Ani Asmawati Tani Antika, Firma Fuji Rinti Anwar Muzaki Ardi Sanjaya Bagas Dewantara Bahtiar, Miftahul Ilmi Big Daya Yudha Asmara Danang Wahyu Widodo Danar Putra Pamungkas, Danar Putra Dandyadex Dandyade Candra Daniel Swanjaya Deni Luvi Jayanto Eka Yuniarti Erwanto, Rio Aldi Fakhry Miftakhul Huda Fawaid, Muhammad Hasib Gadang Putro Bagus Setiyawan Gusnugraeni, Alifdyah Hermasrurin Hanif Al Fatta Haris Yulianto Heru Setiyawan Ida Ayu Putu Sri Widnyani Intan Nur Farida Inzaghi, Febri Wika Jamhari Jamhari Juhana Lillasari Julian Sahertian Karina Ananda Putri Khamdanni, Moh. M.Herma Pradipta Made Ayu Dusea Widyadara Made Ayu Dusea Widyadara - Universitas Nusantara Kediri, Made Ayu Dusea Widyadara Mahdiyah, Umi Maulana Anas Firdaus Mido, Gafana Oly Moch Nur Hudha Mochamad Syafroni Muhammad Mutafanninun Muhammad Nur Fachrudin Muhammat Arisona Firmansah Mukhtari, Nailusofa Al Muzan Ihda Khotmuniza Nugraha, Yoga Adi Nurhadi Nurhadi Patmi Kasih Prasetya, Marsha Auriel Ratih Kumalasari Niswatin Resty Wulaningrum Resty Wulanningrum Reza Mawarni Rini Indriati Risky Aswi R, Risky Rizki Dwi Febrian Rochana, Siti Rochana, Siti Rochana, Siti Rony Heri Irawan Salma Putri Awalina Santoso, Ricky Laschka Zidane Siti Rochana Siti Rochana Soim Arifin Teguh Adriyanto Uun Hidayat Widyadara , Made Ayu Dusea Wulandari, Miftakhul Yustikawan, Eko Tri