PERAMALAN KONSUMSI LISTRIK JANGKA PENDEK DENGAN ARIMA MUSIMAN GANDA DAN ELMAN-RECURRENT NEURAL NETWORK

Main Authors: Suhartono, Suhartono, Endharta, A J
Format: Article info application/pdf eJournal
Bahasa: eng
Terbitan: Teknik Informatika, ITS , 2009
Online Access: http://juti.if.its.ac.id/index.php/juti/article/view/88
http://juti.if.its.ac.id/index.php/juti/article/view/88/84
Daftar Isi:
  • Neural network (NN) is one of many method used to predict the electricity consumption per hour in many countries. NN method which is used in many previous studies is Feed-Forward Neural Network (FFNN) or Autoregressive Neural Network(AR-NN). AR-NN model is not able to capture and explain the effect of moving average (MA) order on a time series of data. This research was conducted with the purpose of reviewing the application of other types of NN, that is Elman-Recurrent Neural Network (Elman-RNN) which could explain MA order effect and compare the result of prediction accuracy with multiple seasonal ARIMA (Autoregressive Integrated Moving Average) models. As a case study, we used data electricity consumption per hour in Mengare Gresik. Result of analysis showed that the best of double seasonal Arima models suited to short-term forecasting in the case study data is ARIMA([1,2,3,4,6,7,9,10,14,21,33],1,8)(0,1,1)24 (1,1,0)168. This model produces a white noise residuals, but it does not have a normal distribution due to suspected outlier. Outlier detection in iterative produce 14 innovation outliers. There are 4 inputs of Elman-RNN network that were examined and tested for forecasting the data, the input according to lag Arima, input such as lag Arima plus 14 dummy outlier, inputs are the lag-multiples of 24 up to lag 480, and the inputs are lag 1 and lag multiples of 24+1. All of four network uses one hidden layer with tangent sigmoid activation function and one output with a linear function. The result of comparative forecast accuracy through value of MAPE out-sample showed that the fourth networks, namely Elman-RNN (22, 3, 1), is the best model for forecasting electricity consumption per hour in short term in Mengare Gresik.