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All Journal Xplore: Journal of Statistics
Septanti Kusuma Dwi Arini
Departemen Statistika, IPB University
Decision Sciences, Operations Research & Management Engineering Mathematics

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Penanganan Pencilan pada Peramalan Data Deret Waktu Menggunakan Metode Pemulusan Holt dan Robust Holt Septanti Kusuma Dwi Arini; Farit Mochamad Afendi; Pika Silvianti
Xplore: Journal of Statistics Vol. 10 No. 2 (2021)
Publisher : Department of Statistics, IPB

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1018.304 KB) | DOI: 10.29244/xplore.v10i2.205

Abstract

The time series data used is time series data following the LLTM (local linear trend model) model with four different error conditions. These conditions are Clean Data (CD), Symmetric Outliers (SO), Asymmetric Outliers (AO) and Fat-tailed data (FT). The time series data contains symmetric and asymmetric outliers that can affect forecasting. The forecasting method used for the trend data pattern is the Holt smoothing method. The forecasting of the data series when it is spinning using the Holt smoothing method is not good enough so that it requires a handler with the smoothing method of Holt robustness. The Holt robustness smoothing method that is carried out on time series simulation data is better used for the condition of scattered data compared to the Holt smoothing method. This is indicated by the value of evaluating the goodness of the method, namely the value of MAD (Mean Absolute Deviation) produced. The smaller MAD value for CD condition training data is the Holt smoothing method, while the data testing method for Holt and robust Holt smoothing is almost comparable. SO's condition for training data and data testing for smaller MAD values is the smoothing method of robust Holt. The condition of AO for training data and data testing for smaller MAD values is the smoothing method of robust Holt. In addition, the MAD value in FT conditions for training data and data testing found almost comparable results between the two methods.
Co-Authors Farit Mochamad Afendi Pika Silvianti