OPTIMASI HASIL PERAMALAN BROWN’S WEIGHTED EXPONENTIAL MOVING AVERAGE MENGGUNAKAN METODE LEVENBERG-MARQUARDT (STUDI KASUS: HARGA BERAS DI KALIMANTAN TIMUR)

Margaretha  Stevany Mbu; Ika Purnamasari; Siti  Mahmuda

doi:10.47111/jti.v19i1.19088

Authors

Margaretha Stevany Mbu Program Studi Statistika, Fakultas Matematika dan Ilmu Pengetahuan Alam, Universitas Mulawarman, Samarinda
Ika Purnamasari Laboratorium Statistika Ekonomi dan Bisnis, Jurusan Matematika, FMIPA Universitas Mulawarman
Siti Mahmuda Laboratorium Statistika Komputasi, Jurusan Matematika, FMIPA Universitas Mulawarman

DOI:

https://doi.org/10.47111/jti.v19i1.19088

Keywords:

B-WEMA, Forecasting, Levenberg-Marquardt, MAPE

Abstract

Rice is a staple food for Indonesian people whose price often fluctuates. Throughout the period from January 2021 to September 2024, the price of rice in East Kalimantan continued to increase, forming a trend pattern. Data forecasting with a trend pattern can be done using the Brown's Weighted Exponential Moving Average (B-WEMA) method which uses smoothing, weighting, and order parameters in its calculations. In this method, a larger weighting is given to the latest data and the order used is a high order. In addition, determining the smoothing parameters that provide the best accuracy value is usually done by the trial-and-error method. To increase the accuracy value of the B-WEMA method, smoothing parameter optimization can be carried out using the Levenberg-Marquardt method. The purpose of this study was to apply the B-WEMA method with Levenberg-Marquardt optimization to rice price forecasting in East Kalimantan. The results showed that the smoothing parameters obtained by the B-WEMA method before optimization were 0,7 with an accurate value of MAPE is 0,820%. After optimization, the optimal smoothing parameter obtained was 0,652 which resulted in an accurate value of MAPE is 0,818%. This indicates an increase in the accuracy value. Based on the optimization results, the forecast results for the next 3 periods were obtained, namely Rp16.070 for October; Rp16.027 for November; and Rp15.985 for December.

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