scholarly journals Multifraktalitas dan Studi Komparatif Prediksi Indeks dengan Metode Arima dan Artificial Neural Network (ANN)

The Winners ◽  
2008 ◽  
Vol 9 (2) ◽  
pp. 112
Author(s):  
Harjum Muharam ◽  
Muhammad Panji
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Time Series Data ◽  
Moving Average ◽  
Back Propagation ◽  
Series Data ◽  
Future Value ◽  
Auto Regressive ◽  
Artificial Neural ◽  
Artificial Neural Network Ann

This paper discusses technical analysis widely used by investors. There are many methods that exist and used by investor to predict the future value of a stock. In this paper we start from finding the value of Hurst (H) exponent of LQ 45 Index to know the form of the Index. From H value, we could determinate that the time series data is purely random, or ergodic and ant persistent, or persistent to a certain trend. Two prediction tools were chosen, ARIMA (Auto Regressive Integrated Moving Average) which is the de facto standard for univariate prediction model in econometrics and Artificial Neural Network (ANN) Back Propagation. Data left from ARIMA is used as an input for both methods. We compared prediction error from each method to determine which method is better. The result shows that LQ45 Index is persistent to a certain trend therefore predictable and for outputted sample data ARIMA outperforms ANN.

scholarly journals STUDI KOMPARASI PREDIKSI CURAH HUJAN METODE FAST FOURIER TRANSFORMATION (FFT), AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA) DAN ARTIFICIAL NEURAL NETWORK (ANN)

2015 ◽  
Vol 35 (02) ◽  
pp. 241
Author(s):  
Dyah Susilokarti ◽  
Sigit Supadmo Arif ◽  
Sahid Susanto ◽  
Lilik Sutiarso
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Time Series Data ◽  
Moving Average ◽  
Series Data ◽  
Fast Fourier Transformation ◽  
Autoregressive Integrated Moving Average ◽  
Precipitation Prediction ◽  
Artificial Neural ◽  
Artificial Neural Network Ann

Optimum climate condition and water availability are essential to support strategic venue and time for plants to grow and produce.  Precipitation prediction is needed to determine how much precipitation will provide water for plants on each stage of growth. Nowadays, the high variability of precipitation calls for a prediction model that will accurately foreseethe precipitation condition in the future. The prediction conducted is based on time-series data analysis. The research aims to comparethe effectiveness of three precipitation prediction methods, which are Fast Forier Transformation (FFT), Autoregressive Integrated Moving Average (ARIMA) and Artificial Neural Network (ANN).  Their respective performances are determined by their Mean Square Error (MSE) values.  Methods with highest correlation values and lowest MSE shows the best performance. The MSE result for FFT is 14,92; ARIMA is 17,49; and  ANN is 0,07. This research concluded that Artificial Neural Network (ANN) method showed best performance compare to the other two because it had produced a prediction with the lowest MSE value.Keywords: Precipitation prediction, Fast Forier Transformation (FFT), Autoregressive Integrated Moving Average ABSTRAKKondisi iklim dan ketersediaan air yang optimal bagi pertumbuhan dan perkembangan tanaman sangat diperlukan dalam upaya mendukung strategi budidaya tanaman sesuai ruang dan waktu. Prediksi curah hujan sangat diperlukan untuk untuk mengetahui sejauh mana curah hujan dapat memenuhi kebutuhan air pada setiap tahap pertumbuhantanaman. Variabilitas curah hujan yang tinggi saat ini, membutuhkan pemodelan yang dapat memprediksi secara akurat bagaimana kondisi curah hujan dimasa yang akan datang. Prediksi yang dilakukan adalah prediksi berdasarkan urutan waktu ().  Tujuan dari penelitian ini adalah untuk membandingkan akurasi prediksi curah hujan antara metode  (FFT),  (ARIMA) dan (ANN). Kinerja ketiga metode yang digunakan dilihat dari nilai  (MSE). Metode dengan nilai korelasi tertinggi dan nilai MSE terkecil menunjukkan kinerja terbaik. Hasil penelitan untuk FFT diperoleh nilai MSE = 14,92, ARIMA = 17,49 sedangkan ANN = 0,07. Ini menunjukkan bahwa metode   (ANN) menunjukkan kinerja yang paling baik diantara dua metode lainnya karena menghasilkan prediksi yangmempunyai nilai MSE terkecil.Kata kunci: Prediksi curah hujan,FFT, ARIMA dan ANN 

scholarly journals Aplikasi Artificial Neural Network (ANN) dalamPeramalan Time Series Data: StudiKasus Lama SinarMatahari

2018 ◽  
pp. 207
Author(s):  
Sulistyarini Sulistyarini
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Artificial Neural Network ◽  
Time Series Data ◽  
Series Data ◽  
Marriage Ceremony ◽  
Library Research ◽  
Wedding Ceremony ◽  
Artificial Neural ◽  
Artificial Neural Network Ann

This paper discusses wedding ceremony in Central Lombok village of Plambik, which is potential to be a cultural attraction that supports the development of tourism. Marriage ceremony in Plambik has a number of stages, which are not necessarily similar to those customly practiced by other groups of Sasak people. in order to hold a wedding ceremony. This paper aimed to explore merariq tradition which is uniquely held by Sasak community in Plambik.  Data of this research were collected through library research and interviews with Plambik natives. The data were then analyzed by comparing the documentary notes with the actual practices of merariq by Plambik villagers. The finding indicated unique features of merariq stages in Plambik.

Artificial Neural Network for Markov Chaining of Rainfall Over India

2020 ◽  
Vol 7 (3) ◽  
pp. 71-84
Author(s):  
Kavita Pabreja
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Time Series Data ◽  
Mean Squared Error ◽  
Multiple Linear Regression Model ◽  
Monthly Rainfall ◽  
Series Data ◽  
Rainfall Forecasting ◽  
Artificial Neural ◽  
Artificial Neural Network Ann

Rainfall forecasting plays a significant role in water management for agriculture in a country like India where the economy depends heavily upon agriculture. In this paper, a feed forward artificial neural network (ANN) and a multiple linear regression model has been utilized for lagged time series data of monthly rainfall. The data for 23 years from 1990 to 2012 over Indian region has been used in this study. Convincing values of root mean squared error between actual monthly rainfall and that predicted by ANN has been found. It has been found that during monsoon months, rainfall of every n+3rd month can be predicted using last three months' (n, n+1, n+2) rainfall data with an excellent correlation coefficient that is more than 0.9 between actual and predicted rainfall. The probabilities of dry seasonal month, wet seasonal month for monsoon and non-monsoon months have been found.

scholarly journals Total asset prediction of the large Indonesian bank using adaptive artificial neural network back-propagation

2018 ◽  
Vol 7 (2.2) ◽  
pp. 75 ◽  
Author(s):  
Fariyanti . ◽  
Iskandar . ◽  
Rheo Malani ◽  
Bedi Suprapty
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Time Series Data ◽  
Stock Exchange ◽  
Back Propagation ◽  
Ar Model ◽  
Series Data ◽  
Net Income ◽  
Single Output ◽  
Artificial Neural

The bank is a type of company that acts as the executor of monetary policy and as a guarantor of the stability of the financial system of a country. Total assets are an important aspect for a bank to generate net income. Return on Assets (ROA) is a profitability ratio to measure the ability of a bank in generating profits with all investments owned. This study predicts the total assets of the largest banks in Indonesia, referring to the Indonesia Stock Exchange data from 2005 to 2016. The time series data model used is Autoregressive (AR) model and Multi Input Single Output (MISO) Autoregressive with exogenous input (ARX) model. Adaptive Artificial Neural Network Back-propagation (Adaptive ANN-BP) is used as an approximation model of both models.  

Artificial Neural Network for Markov Chaining of Rainfall Over India

2022 ◽  
pp. 1130-1145
Author(s):  
Kavita Pabreja
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Time Series Data ◽  
Mean Squared Error ◽  
Multiple Linear Regression Model ◽  
Monthly Rainfall ◽  
Series Data ◽  
Rainfall Forecasting ◽  
Artificial Neural ◽  
Artificial Neural Network Ann

Rainfall forecasting plays a significant role in water management for agriculture in a country like India where the economy depends heavily upon agriculture. In this paper, a feed forward artificial neural network (ANN) and a multiple linear regression model has been utilized for lagged time series data of monthly rainfall. The data for 23 years from 1990 to 2012 over Indian region has been used in this study. Convincing values of root mean squared error between actual monthly rainfall and that predicted by ANN has been found. It has been found that during monsoon months, rainfall of every n+3rd month can be predicted using last three months' (n, n+1, n+2) rainfall data with an excellent correlation coefficient that is more than 0.9 between actual and predicted rainfall. The probabilities of dry seasonal month, wet seasonal month for monsoon and non-monsoon months have been found.

Dynamic prediction of Indian stock market: an artificial neural network approach

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Himanshu Goel ◽  
Narinder Pal Singh
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Stock Market ◽  
Institutional Investors ◽  
Time Series Data ◽  
Gradient Algorithm ◽  
Series Data ◽  
Content Type ◽  
Artificial Neural ◽  
Indian Stock Market

Purpose Artificial neural network (ANN) is a powerful technique to forecast the time series data such as the stock market. Therefore, this study aims to predict the Indian stock market closing price using ANNs. Design/methodology/approach The input variables identified from the literature are some macroeconomic variables and a global stock market factor. The study uses an ANN with Scaled Conjugate Gradient Algorithm (SCG) to forecast the Bombay Stock Exchange (BSE) Sensex. Findings The empirical findings reveal that the ANN model is able to achieve 93% accuracy in predicting the BSE Sensex closing prices. Moreover, the results indicate that the Morgan Stanley Capital International world index is the most important variable and the index of industrial production is the least important in predicting Sensex. Research limitations/implications The findings of the study have implications for the investors of all categories such as foreign institutional investors, domestic institutional investors and investment houses. Originality/value The novelty of this study lies in the fact that there are hardly any studies that use ANN to forecast the Indian stock market using macroeconomic indicators.

scholarly journals Rainfall Forecasting Using Various Artificial Neural Network Techniques - A Review

2021 ◽  
pp. 506-526
Author(s):  
Nisha Thakur ◽  
Sanjeev Karmakar ◽  
Sunita Soni
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Moving Average ◽  
Weather Prediction ◽  
Optimization Technique ◽  
Back Propagation ◽  
Rainfall Forecasting ◽  
Rainfall Prediction ◽  
Artificial Neural ◽  
Review Reports

The present review reports the work done by the various authors towards rainfall forecasting using the different techniques within Artificial Neural Network concepts. Back-Propagation, Auto-Regressive Moving Average (ARIMA), ANN , K- Nearest Neighbourhood (K-NN), Hybrid model (Wavelet-ANN), Hybrid Wavelet-NARX model, Rainfall-runoff models, (Two-stage optimization technique), Adaptive Basis Function Neural Network (ABFNN), Multilayer perceptron, etc., algorithms/technologies were reviewed. A tabular representation was used to compare the above-mentioned technologies for rainfall predictions. In most of the articles, training and testing, accuracy was found more than 95%. The rainfall prediction done using the ANN techniques was found much superior to the other techniques like Numerical Weather Prediction (NWP) and Statistical Method because of the non-linear and complex physical conditions affecting the occurrence of rainfall.

ARTIFICIAL NEURAL NETWORK (ANN)-BASED PREDICTIVE TOOL FOR ESTIMATING LIGHTNING DAMAGE IN COMPOSITES

2021 ◽  
Author(s):  
DEVIN NIELSEN ◽  
TYLER LOTT ◽  
SOM DUTTA ◽  
JUHYEONG LEE
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Network Architecture ◽  
Back Propagation ◽  
Training Dataset ◽  
Predictive Tool ◽  
Ann Models ◽  
Artificial Neural ◽  
Artificial Neural Network Ann ◽  
Hidden Layer

In this study, three artificial neural network (ANN) models are developed with back propagation (BP) optimization algorithms to predict various lightning damage modes in carbon/epoxy laminates. The proposed ANN models use three input variables associated with lightning waveform parameters (i.e., the peak current amplitude, rising time, and decaying time) to predict fiber damage, matrix damage, and through-thickness damage in the composites. The data used for training and testing the networks was actual lightning damage data collected from peer-reviewed published literature. Various BP training algorithms and network architecture configurations (i.e., data splitting, the number of neurons in a hidden layer, and the number of hidden layers) have been tested to improve the performance of the neural networks. Among the various BP algorithms considered, the Bayesian regularization back propagation (BRBP) showed the overall best performance in lightning damage prediction. When using the BRBP algorithm, as expected, the greater the fraction of the collected data that is allocated to the training dataset, the better the network is trained. In addition, the optimal ANN architecture was found to have a single hidden layer with 20 neurons. The ANN models proposed in this work may prove useful in preliminary assessments of lightning damage and reduce the number of expensive experimental lightning tests.

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