Xplore: Journal of Statistics
Vol. 10 No. 2 (2021)

Penanganan Pencilan pada Peramalan Data Deret Waktu Menggunakan Metode Pemulusan Holt dan Robust Holt

Septanti Kusuma Dwi Arini (Departemen Statistika, IPB University)
Farit Mochamad Afendi (Departemen Statistika, IPB University)
Pika Silvianti (Departemen Statistika, IPB University)



Article Info

Publish Date
31 May 2021

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.

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Journal Info

Abbrev

xplore

Publisher

Subject

Decision Sciences, Operations Research & Management Engineering Mathematics

Description

Xplore: Journal of Statistics diterbitkan berkala 3 (tiga) kali dalam setahun yang memuat tulisan ilmiah yang berhubungan dengan bidang statistika. Artikel yang dimuat berupa hasil penelitian atau kajian pustaka dalam bidang statistika dan atau penerapannya. ISSN: 2302-5751 Mulai Desember 2018, ...