PEMODELAN HYBRID ARIMA-ANFIS UNTUK DATA PRODUKSI TANAMAN HORTIKULTURA DI JAWA TENGAH

*Tarno Tarno -  Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro, Indonesia
Agus Rusgiyono -  Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro, Indonesia
Budi Warsito -  Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro, Indonesia
Sudarno Sudarno -  Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro, Indonesia
Dwi Ispriyanti -  Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro, Indonesia
Received: 6 Aug 2018; Published: 29 Sep 2018.
Open Access
Citation Format:
Article Info
Section: Articles
Language: ID
Full Text:
Statistics: 314 290
Abstract

The research purpose is modeling adaptive neuro fuzzy inference system (ANFIS) combined with autoregressive integrated moving average (ARIMA) for time series data. The main topic is application of Lagrange Multiplier (LM) test for input selection, determining the number of membership function and generating rules in ANFIS. Based on partial autocorrelation (PACF) plot, the lag inputs which are thought have an effect to data are evaluated by using LM-test. Procedure of LM test is applied to determine the optimal number of membership functions. Based on the result, a number of rule-bases are generated. The best model is applied for forecasting potato production data in Central Java. The case study of this research is modeling monthly data of potato production from January 2004 up to December 2016. From empirical study, ANFIS optimal was obtained with lag-1 and lag-11 as inputs with two membership functions and two fuzzy rules. The hybrid method based on ARIMA and ANFIS is also implemented. The result of the prediction with a hybrid method is compared to the ANFIS and ARIMA. Based on the value of Mean Absolute Percentage Error (MAPE), hybrid model ARIMA-ANFIS has a good performance as a model of ANFIS and ARIMA individually.

Keywords: Time Series, Potato production, hybrid, ANFIS, ARIMA, LM-test

Article Metrics: