首页> 外文会议>International Conference on Information and Communications Technology >Hybrid Singular Spectrum Analysis-ARIMA Modelling for Direct and Indirect Forecasting of Farmer's Term of Trade in East Java
【24h】

Hybrid Singular Spectrum Analysis-ARIMA Modelling for Direct and Indirect Forecasting of Farmer's Term of Trade in East Java

机译:杂交奇异谱分析 - 东爪哇贸易贸易术语直接和间接预测的Arima建模

获取原文

摘要

Agricultural sector has a significant contribution to the economy of East Java. The important role of agricultural sector in East Java needs good planning so that development process can be done as expected goals. Farmer's Terms of Trade (FTT) is one of the indicators that can be used to measure the success of development in the agricultural sector. Therefore, appropriate FTT modelling will be very useful to determine policies in the agricultural sector. SSA is a time series data analysis that aims to decompose the original time series into the sum of its component, i.e. trend, oscillatory, and noise. In previous studies, SSA could provide better forecasting results compared with other methods when used in data with the complex structure such as data with more than one seasonal component. FTT is a time series data composed of several data series with diverse characteristics and more than one type of seasonal component period. It makes the data structure of FTT become complex. In this research, hybrid SSA-ARIMA method is used in FTT forecasting directly and indirectly. The result shows that direct forecasting of FTT using SSA-ARIMA method gives the better result than ARIMA. While on indirect FTT forecasting, ARIMA yields better result than SSA-ARIMA. It shows that SSA-ARIMA provides the better results than ARIMA if applied in complex data. In general, in some FTT forecasting methods and approaches, direct FTT forecasting using the SSA-ARIMA method provides the best forecasting results.
机译:农业部门对东爪哇经济有重大贡献。农业部门在东爪哇省的重要作用需要良好的规划,以便开发过程可以按预期的目标完成。农民的贸易条件(FTT)是可用于衡量农业部门发展成功的指标之一。因此,适当的FTT建模对于确定农业部门的政策非常有用。 SSA是一个时间序列数据分析,旨在将原始时间序列分解为其组件的总和,即趋势,振荡和噪声。在以前的研究中,SSA可以提供更好的预测结果与其他方法相比,当与具有多个季节组件的数据等数据中的数据一起使用时使用。 FTT是由多个数据系列组成的时间序列数据,具有多种特点和多种季节性组件的季节性组件。它使FTT的数据结构变得复杂。在本研究中,Hybrid SSA-Arima方法直接和间接地用于FTT预测。结果表明,使用SSA-ARIMA方法的FTT直接预测提供了比Arima更好的结果。在间接FTT预测上,阿米马比SSA-Arima产生更好的结果。它表明,如果应用于复杂数据,SSA-Arima提供的结果比Arima更好。通常,在一些FTT预测方法和方法中,使用SSA-ARIMA方法的直接FTT预测提供了最佳预测结果。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号