Application of the Autoregressive Integrated Moving Average Exogenous (ARIMAX) with Calendar Variation Effect Method for Forecasting Chocolate Data in Indonesia and the United States

Main Author: Syam, Andy Rezky Pratama
Format: Article info application/pdf eJournal
Bahasa: eng
Terbitan: Department of Mathematics, Hasanuddin University , 2022
Subjects:
Online Access: https://journal.unhas.ac.id/index.php/jmsk/article/view/18460
https://journal.unhas.ac.id/index.php/jmsk/article/view/18460/7612
Daftar Isi:
  • Forecasting chocolate consumption is required by producers in preparing the amount of production each month. The tradition of Valentine, Christmas and Eid al-Fitr which are closely related to chocolate makes it impossible to predict chocolate by using the Classical Time Series method. Especially for Eid al-Fitr, the determination follows the Hijri calendar and each year advances 10 days on the Masehi calendar, so that every three years Eid al-Fitr will occur in a different month. Based on this, the chocolate forecasting will show a variation calendar effect. The method used in modeling and forecasting chocolate in Indonesia and the United States is the ARIMAX (Autoregressive Integrated Moving Average Exogenous) method with Calendar Variation effect. As a comparison, modeling and forecasting are also carried out using the Naïve Trend Linear, Naïve Trend Exponential, Double Exponential Smoothing, Time Series Regression, and ARIMA methods. The ARIMAX method with Calendar Variation Effect produces a very precise MAPE value in predicting chocolate data in Indonesia and the United States. The resulting MAPE value is below 10 percent, so it can be concluded that this method has a very good ability in forecasting.
  • Peramalan konsumsi cokelat diperlukan oleh produsen dalam mempersiapkan jumlah produksi setiap bulannya. Adanya tradisi Valentine, hari Natal dan hari raya idul Fitri yang sangat berkaitan erat dengan cokelat membuat peramalan cokelat tidak dapat dilakukan dengan menggunakan metode Time Series Klasik. Khusus untuk Hari Raya Idul Fitri, penetapannya mengikuti kalender Hijriyah dan setiap tahunnya maju 10 hari pada kalender Masehi, sehingga setiap tiga tahun Hari Raya Idul Fitri akan terjadi di bulan yang berbeda. Berdasarkan hal tersebut, maka dalam peramalan cokelat akan muncul efek kalender variasi. Metode yang digunakan dalam pemodelan dan peramalan cokelat di Indonesia dan Amerika Serikat adalah metode ARIMAX (Autoregressive Integrated Moving Average Exogenous) with Calendar Variation effect. Sebagai pembanding, dilakukan juga pemodelan dan peramalan dengan metode Naïve Trend Linear, Naïve Trend Exponensial, Double Exponential Smoothing, Time Series Regression, dan ARIMA. Metode ARIMAX with Calendar Variation Effect menghasilkan nilai MAPE yang sangat presisi dalam melakukan peramalan terhadap data cokelat di Indonesia dan Amerika Serikat. Nilai MAPE yang dihasilkan berada di bawah 10 persen, sehingga dapat disimpulkan metode tersebut memiliki kemampuan yang sangat baik dalam melakukan peramalan.