PENERAPAN PENDEKATAN BARU METODE FUZZY-WAVELET DALAM ANALISIS DATA RUNTUN WAKTU A NEW APPROACH OF FUZZY-WAVELET METHOD�S IMPLEMENTATION IN TIME SERIES ANALYSIS
Recently, many soft computing methods have been used and implemented in time series analysis. One of the methods is fuzzy hybrid model which has been designed and developed to improve the accuracy of time series prediction. Popoola has developed a fuzzy hybrid model which using wavelet transformatio...
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| Main Authors: | , |
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| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2011
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| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/89151/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=51207 |
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| Institution: | Universitas Gadjah Mada |
| Summary: | Recently, many soft computing methods have been used and implemented in
time series analysis. One of the methods is fuzzy hybrid model which has been
designed and developed to improve the accuracy of time series prediction.
Popoola has developed a fuzzy hybrid model which using wavelet
transformation as a pre-processing tool, and commonly known as fuzzy-wavelet
method. In this thesis, a new approach of fuzzy-wavelet method has been
introduced. If in Popoola�s fuzzy-wavelet, a fuzzy inference system is built for
each decomposition data, then on the new approach only two fuzzy inference
systems will be needed. By that way, the computation needed in time series
analysis can be pressed.
The research is continued by making new software that can be used to
analyze any given time series data based on the forecasting method applied. As a
comparison there are three forecasting methods implemented on the software,
i.e. fuzzy conventional method, Popoola�s fuzzy-wavelet, and the new approach
of fuzzy-wavelet method. The software can be used in short-term forecasting
(single-step forecast) and long-term forecasting. There are some limitation to the
software, i.e. maximum data can be predicted is 300, maximum interval can be
built is 7, and maximum transformation level can be used is 10. Furthermore, the
accuracy and robustness of the proposed method will be compared to the other
forecasting methods, so that can give us a brief description about the accuracy
and robustness of the proposed method. |
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