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

JUTI: Jurnal Ilmiah Teknologi Informasi Vol 7, No 4, Juli 2009
Publisher : Teknik Informatika, ITS Surabaya

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Abstract

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.