BibTex Citation Data :
@article{J.Gauss26725, author = {Khusnul Fatimah and Tarno Tarno and Abdul Hoyyi}, title = {PEMILIHAN INPUT MODEL ADAPTIVE FUZZY INFERENCE SYSTEM (ANFIS) BERBASIS LAGRANGE MULTIPLIER TEST DILENGKAPI GUI MATLAB (Aplikasi pada Data Harga Beras Kualitas Rendah di Indonesia Periode Januari 2013 – Februari 2019)}, journal = {Jurnal Gaussian}, volume = {8}, number = {4}, year = {2019}, keywords = {ANFIS, ANFIS Input, LM-Test, Low Quality Rice Prices, Forecasting}, abstract = { Adaptive Neuro Fuzzy Inference System (ANFIS) is a method that uses artificial neural networks to implement fuzzy inference systems. The optimum ANFIS model is influenced by the selection of inputs, number of membership and rules. In general, the selection of ANFIS input is based on Autoregressive (AR) unit as a result of ARIMA preprocessing. Thus it requires several assumptions. In this research, an alternative selection of ANFIS input based on Lagrange Multiplier Test (LM Test) is used to test hypothesis for the addition of one input. Preprocessing is conducted to obtain the value of partial autocorrelation against Zt. The input lag variable which has the highest partial autocorrelation is the first input ANFIS. The next input selection is selected based on LM test for adding one variable. To test the performance of LM Test, an empirical study of two groups of generated data and low quality rice prices is conducted as a case study. Generating data with stationary and non-stationary criteria has a good performance because it has very good forecasting ability with MAPE out sample for each characteristic are 5.6785% and 9.4547%. In the case study using LM Test, the selected input are and with the number of membership 2. The chosen model has very good forecasting ability with MAPE outsampel 6.4018%. Keywords : ANFIS, ANFIS Input, LM-Test, Low Quality Rice Prices, Forecasting }, issn = {2339-2541}, pages = {451--461} doi = {10.14710/j.gauss.8.4.451-461}, url = {https://ejournal3.undip.ac.id/index.php/gaussian/article/view/26725} }
Refworks Citation Data :
Adaptive Neuro Fuzzy Inference System (ANFIS) is a method that uses artificial neural networks to implement fuzzy inference systems. The optimum ANFIS model is influenced by the selection of inputs, number of membership and rules. In general, the selection of ANFIS input is based on Autoregressive (AR) unit as a result of ARIMA preprocessing. Thus it requires several assumptions. In this research, an alternative selection of ANFIS input based on Lagrange Multiplier Test (LM Test) is used to test hypothesis for the addition of one input. Preprocessing is conducted to obtain the value of partial autocorrelation against Zt. The input lag variable which has the highest partial autocorrelation is the first input ANFIS. The next input selection is selected based on LM test for adding one variable. To test the performance of LM Test, an empirical study of two groups of generated data and low quality rice prices is conducted as a case study. Generating data with stationary and non-stationary criteria has a good performance because it has very good forecasting ability with MAPE out sample for each characteristic are 5.6785% and 9.4547%. In the case study using LM Test, the selected input are and with the number of membership 2. The chosen model has very good forecasting ability with MAPE outsampel 6.4018%.
Keywords : ANFIS, ANFIS Input, LM-Test, Low Quality Rice Prices, Forecasting
Article Metrics:
Last update:
The Authors submitting a manuscript do so on the understanding that if accepted for publication, copyright of the article shall be assigned to Media Statistika journal and Department of Statistics, Universitas Diponegoro as the publisher of the journal. Copyright encompasses the rights to reproduce and deliver the article in all form and media, including reprints, photographs, microfilms, and any other similar reproductions, as well as translations.
Jurnal Gaussian and Department of Statistics, Universitas Diponegoro and the Editors make every effort to ensure that no wrong or misleading data, opinions or statements be published in the journal. In any way, the contents of the articles and advertisements published in Jurnal Gaussian journal are the sole and exclusive responsibility of their respective authors and advertisers.
The Copyright Transfer Form can be downloaded here: [Copyright Transfer Form Jurnal Gaussian]. The copyright form should be signed originally and send to the Editorial Office in the form of original mail, scanned document or fax :
Dr. Rukun Santoso (Editor-in-Chief) Editorial Office of Jurnal GaussianDepartment of Statistics, Universitas DiponegoroJl. Prof. Soedarto, Kampus Undip Tembalang, Semarang, Central Java, Indonesia 50275Telp./Fax: +62-24-7474754Email: jurnalgaussian@gmail.com
Jurnal Gaussian by Departemen Statistika Undip is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Visitor Number:
View statistics
