Perbandingan Performansi Metode Peramalan Fuzzy Time Series yang Dimodifikasi dan Jaringan Syaraf Tiruan Backpropagation (Studi Kasus: Penutupan Harga Ihsg)

Sebagai indikator pergerakan saham di bursa efek Indonesia, pemantauan pergerakan Indeks Harga Saham Gabungan (IHSG) sangat diperlukan. Nilai IHSG yang selalu berubah merupakan dasar dibutuhkannya metode peramalan untuk memprediksi nilai yang akan datang. Pencatatan harga penutupan yang fluktuatif tersebut dilakukan setiap hari yaitu setelah penutupan perdagangan sehingga data IHSG dapat digolongkan menjadi data deret waktu (time series). Dalam memproses data time series para peneliti mengadopsi berbagai metode analisis data time series yang bertujuan untuk mementukan pola dan keteraturan yang dapat digunakan untuk meramalkan kejadian mendatang. penelitian ini dilakukan perbandingan antara metode fuzzy time series dan metode jaringan syaraf tiruan backpropagation untuk mendapatkan performansi terbaik untuk meramalkan IHSG. Dengan menggunakan nilai ketepatan metode peramalan Mean Absolute Percentage Error (MAPE) didapatkan performansi terbaik adalah metode fuzzy time series dengan MAPE peramalan jangka panjang sebesar 0,4755 dan untuk peramalan jangka pendek sebesar 0,3951

Industrial process monitoring by means of recurrent neural networks and Self Organizing Maps

Industrial manufacturing plants often suffer from reliability problems during their day-to-day operations which have the potential for causing a great impact on the effectiveness and performance of the overall process and the sub-processes involved. Time-series forecasting of critical industrial signals presents itself as a way to reduce this impact by extracting knowledge regarding the internal dynamics of the process and advice any process deviations before it affects the productive process. In this paper, a novel industrial condition monitoring approach based on the combination of Self Organizing Maps for operating point codification and Recurrent Neural Networks for critical signal modeling is proposed. The combination of both methods presents a strong synergy, the information of the operating condition given by the interpretation of the maps helps the model to improve generalization, one of the drawbacks of recurrent networks, while assuring high accuracy and precision rates. Finally, the complete methodology, in terms of performance and effectiveness is validated experimentally with real data from a copper rod industrial plant.Postprint (published version

Hybrid model using logit and nonparametric methods for predicting micro-entity failure

Following the calls from literature on bankruptcy, a parsimonious hybrid bankruptcy model is developed in this paper by combining parametric and non-parametric approaches.To this end, the variables with the highest predictive power to detect bankruptcy are selected using logistic regression (LR). Subsequently, alternative non-parametric methods (Multilayer Perceptron, Rough Set, and Classification-Regression Trees) are applied, in turn, to firms classified as either “bankrupt” or “not bankrupt”. Our findings show that hybrid models, particularly those combining LR and Multilayer Perceptron, offer better accuracy performance and interpretability and converge faster than each method implemented in isolation. Moreover, the authors demonstrate that the introduction of non-financial and macroeconomic variables complement financial ratios for bankruptcy prediction

Estimation of daily soil temperature via data mining techniques in semi-arid climate conditions

This paper investigates the potential of data mining techniques to predict daily soil temperatures at 5-100 cm depths for agricultural purposes. Climatic and soil temperature data from Isfahan province located in central Iran with a semi-arid climate was used for the modeling process. A subtractive clustering approach was used to identify the structure of the Adaptive Neuro-Fuzzy Inference System (ANFIS), and the result of the proposed approach was compared with artificial neural networks (ANNs) and an M5 tree model. Result suggests an improved performance using the ANFIS approach in predicting soil temperatures at various soil depths except at 100 cm. The performance of the ANNs and M5 tree models were found to be similar. However, the M5 tree model provides a simple linear relation to predicting the soil temperature for the data ranges used in this study. Error analyses of the predicted values at various depths show that the estimation error tends to increase with the depth.Este artículo investiga el potencial de las técnicas de búsqueda y procesamiento de datos para pronosticar las temperaturas diarias del suelo a profundidades que van de los 5 a los 100 cm con propósitos agrícolas. Se utilizó la información climática y de temperatura del suelo de la provincia Ishafan, ubicada en el centro de Irán y de clima semiárido, para el proceso de modelamiento. Se usó un enfoque de agrupamiento sustractivo para identificar la estructura del Sistema de Inferencia Neuronal Difuso Adaptado (ANFIS, del inglés Adaptive Neuro-Fuzzy Inference System) y el resultado del acercamiento propuesto se comparó con redes artificiales neuronales (ANN) y el modelo tipo árbol M5. Los resultados sugieren un desempeño mejorado al usar el enfoque ANFIS en la predicción de las temperaturas del suelo en varios puntos de profundidad, excepto en los 100 cm. El desempeño de las redes artificiales neuronales y los modelos de árbol M5 fueron similares. Sin embargo, el modelo tipo árbol M5 provee una relación linear simple para predecir los rangos de datos de la temperatura del suelo utilizados en este estudio. Los análisis de error de los valores predichos a varias profundidades muestran que la estimación de error tiende a incrementarse con la profundidad

Neural Networks for Cross-Sectional Employment Forecasts: A Comparison of Model Specifications for Germany

In this paper, we present a review of various computational experiments – and consequent results – concerning Neural Network (NN) models developed for regional employment forecasting. NNs are widely used in several fields because of their flexible specification structure. Their utilization in studying/predicting economic variables, such as employment or migration, is justified by the ability of NNs of learning from data, in other words, of finding functional relationships – by means of data – among the economic variables under analysis. A series of NN experiments is presented in the paper. Using two data sets on German NUTS 3 districts (326 and 113 labour market districts in the former West and East Germany, respectively), the results emerging from the implementation of various NN models – in order to forecast variations in full-time employment – are provided and discussed In our approach, single forecasts are computed by the models for each district. Different specifications of the NN models are first tested in terms of: (a) explanatory variables; and (b) NN structures. The average statistical results of simulated out-of-sample forecasts on different periods are summarized and commented on. In addition to variable and structure specification, the choice of NN learning parameters and internal functions is also critical to the success of NNs. Comprehensive testing of these parameters is, however, limited in the literature. A sensitivity analysis is therefore carried out and discussed, in order to evaluate different combinations of NN parameters. The paper concludes with methodological and empirical remarks, as well as with suggestions for future research.neural networks, sensitivity analysis, employment forecasts, Germany

Metalearning to support competitive electricity market players’strategic bidding

Electricity markets are becoming more competitive, to some extent due to the increasing number ofplayers that have moved from other sectors to the power industry. This is essentially resulting fromincentives provided to distributed generation. Relevant changes in this domain are still occurring, such asthe extension of national and regional markets to continental scales. Decision support tools have therebybecome essential to help electricity market players in their negotiation process. This paper presentsa metalearner to support electricity market players in bidding definition. The proposed metalearneruses a dynamic artificial neural network to create its own output, taking advantage on several learningalgorithms already implemented in ALBidS (Adaptive Learning strategic Bidding System). The proposedmetalearner considers different weights for each strategy, based on their individual performance. Themetalearner’s performance is analysed in scenarios based on real electricity markets data using MASCEM(Multi-Agent Simulator for Competitive Electricity Markets). Results show that the proposed metalearneris able to provide higher profits to market players when compared to other current methodologies andthat results improve over time, as consequence of its learning process.info:eu-repo/semantics/publishedVersio

PERBANDINGAN PERFORMANSI METODE PERAMALAN FUZZY TIME SERIES YANG DIMODIFIKASI DAN JARINGAN SYARAF TIRUAN BACKPROPAGATION (STUDI KASUS: PENUTUPAN HARGA IHSG)

Sebagai indikator pergerakan saham di bursa efek indonesia, pemantauan pergerakan  Indeks Harga Saham Gabungan (IHSG) sangat diperlukan. Nilai IHSG yang selalu berubah merupakan dasar dibutuhkannya metode peramalan untuk memprediksi nilai yang akan datang. Pencatatan harga penutupan yang fluktuatif tersebut dilakukan setiap hari yaitu setelah penutupan perdagangan sehingga data IHSG dapat digolongkan menjadi data deret waktu (time series). Dalam memproses data time series para peneliti mengadopsi berbagai metode analisis data time series yang bertujuan untuk mementukan pola dan keteraturan yang dapat digunakan untuk meramalkan kejadian mendatang.  penelitian ini dilakukan perbandingan antara metode fuzzy time series dan metode jaringan syaraf tiruan backpropagation untuk mendapatkan performansi terbaik untuk meramalkan IHSG. Dengan  menggunakan nilai ketepatan metode peramalan Mean Absolute Percentage Error (MAPE) didapatkan performansi terbaik adalah metode fuzzy time series dengan MAPE peramalan jangka panjang sebesar 0,4755 dan untuk peramalan jangka pendek sebesar 0,3951

Wavelet-support vector machine for forecasting palm oil price

This study examines the feasibility of applying Wavelet-Support Vector Machine (W-SVM) model in forecasting palm oil price. The conjunction method wavelet-support vector machine (W-SVM) is obtained by the integration of discrete wavelet transform (DWT) method and support vector machine (SVM). In W-SVM model, wavelet transform is used to decompose data series into two parts; approximation series and details series. This decomposed series were then used as the input to the SVM model to forecast the palm oil price. This study also utilizes the application of partial correlation-based input variable selection as the preprocessing steps in determining the best input to the model. The performance of the W-SVM model was then compared with the classical SVM model and also artificial neural network (ANN) model. The empirical result shows that the addition of wavelet technique in W-SVM model enhances the forecasting performance of classical SVM and performs better than ANN

A Supervised Neural Network-based predictive model for petrochemical wastewater treatment dataset

It is understood that water is the most valuable natural resource and as like wastewater treatment plants are necessary base to control the environmental balance where they are installed. To ensure good quality effluents, the dynamic and complicated wastewater treatment procedure must be handled efficiently. A global interest has been prompted in conservation, reuse, and alternative water sources due to growing treats over water supply scarcity. Water utilities are searching for more efficient ways to maintain their resources globally. The development of machine learning techniques is starting to offer real opportunities to operate water treatment systems in more efficient manners. This paperwork shows research as well as its development work implemented to predict the performance of petrochemical wastewater treatment. The data were used from a reputed chemical plant and the predictive models were developed by implementation of Backpropagation Neural Network using sample datasets with the parameters of wastewater dataset

Cognitive Factors in Students' Academic Performance Evaluation using Artificial Neural Networks

Performance evaluation based on some cognitive factors especially Students’ Intelligent Quotient rating (IQR), Confidence Level (CoL) and Time Management ability gives an equal platform for better evaluation of students’ performance using Artificial Neural Network. Artificial Neural Networks (ANN) models, which has the advantage of being trained, offers a more robust methodology and tool for predicting, forecasting and modeling phenomena to ascertain conformance to desired standards as well as assist in decision making. This work employs Machine Learning and cognitive science which uses Artificial Neural networks (ANNs) to evaluated students’ academic performance in the Department of Computer Science, Akwa Ibom State University. It presents a survey of the design, building and functionalities of Artificial Neural Network for the evaluation of students’ academic performance using cognitive factors that could affect student’s performances. Keywords: Cognitive, Intelligent Quotient Rating, Machine Learning, Artificial Neural Network.