Prediction Farmer Exchange Rate Comparative Method of Analysis Holth-Winters Smoothing and Seasonal ARIMA
- DOI
- 10.2991/978-2-38476-012-1_15How to use a DOI?
- Keywords
- Forecasting; Holt-Winters Exponential Smoothing; Seasonal Arima; Best Model
- Abstract
The purpose of this research was to predict seasonal time series data using the Holt-Winters exponential smoothing additive model and the Seasonal autoregressive integrated moving average (ARIMA). The data used in this study is data on farmer term of trade at Nort Sumatera in 2016–2020, the source of the data obtained from thes Social website of the Central Statistics Agency. The comparison of the Holt-Winters exponential smoothing method and SARIMA on farmer term of trade from 2016 to 2020 revealed trend patterns and seasonal patterns by first determining the initial values and smoothing parameters to minimize forecasting errors and obtain forecasting from the best model. The best model to prec farmer term of trade is SARIMA (2, 1, 1) 0, 1, 112 because the model fits the observed data well and shows no residual autocorrelation. The results of forecasting farmer term of trade at Nort Sumatera in 2016–2020 have increased continuously every month.
- Copyright
- © 2023 The Author(s)
- Open Access
- Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.
Cite this article
TY - CONF AU - Harizahayu AU - Amin Harahap AU - Muhammad Fathoni AU - Hari Sumardi PY - 2023 DA - 2023/03/29 TI - Prediction Farmer Exchange Rate Comparative Method of Analysis Holth-Winters Smoothing and Seasonal ARIMA BT - Proceedings of the Mathematics and Science Education International Seminar 2021 (MASEIS 2021) PB - Atlantis Press SP - 107 EP - 116 SN - 2352-5398 UR - https://doi.org/10.2991/978-2-38476-012-1_15 DO - 10.2991/978-2-38476-012-1_15 ID - 2023 ER -