Hierarchical time series bottom-up approach for forecast the export value in Central Java
| Autor: | Brodjol Sutijo Suprih Ulama, Suhartono, Dani Al Mahkya |
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| Rok vydání: | 2017 |
| Předmět: |
History
Series (mathematics) Java Top-down and bottom-up design Computer Science Applications Education Variable (computer science) Value (economics) Econometrics Economics Autoregressive integrated moving average Symmetric mean absolute percentage error Commodity (Marxism) computer computer.programming_language |
| Zdroj: | Journal of Physics: Conference Series. 893:012033 |
| ISSN: | 1742-6596 1742-6588 |
| Popis: | The purpose of this study is Getting the best modeling and predicting the export value of Central Java using a Hierarchical Time Series. The export value is one variable injection in the economy of a country, meaning that if the export value of the country increases, the country's economy will increase even more. Therefore, it is necessary appropriate modeling to predict the export value especially in Central Java. Export Value in Central Java are grouped into 21 commodities with each commodity has a different pattern. One approach that can be used time series is a hierarchical approach. Hierarchical Time Series is used Buttom-up. To Forecast the individual series at all levels using Autoregressive Integrated Moving Average (ARIMA), Radial Basis Function Neural Network (RBFNN), and Hybrid ARIMA-RBFNN. For the selection of the best models used Symmetric Mean Absolute Percentage Error (sMAPE). Results of the analysis showed that for the Export Value of Central Java, Bottom-up approach with Hybrid ARIMA-RBFNN modeling can be used for long-term predictions. As for the short and medium-term predictions, it can be used a bottom-up approach RBFNN modeling. Overall bottom-up approach with RBFNN modeling give the best result. |
| Databáze: | OpenAIRE |
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