Moving Average and Smoothing

METODE RATA-RATA BERGERAK (MOVING AVERAGE)

DAN PEMULUSAN (SMOOTHING)

Metode
a. Moving Average
b. Double Moving Average
c. Exponential Smoothing
d. Double exponential smoothing
e. Metode Winter

a. Metode Rata-rata Bergerak (Moving Average)

Metode ini menduga besarnya data dimasa yang akan
datang sebagai rata-rata k data sebelumnya

Y + Y + ... + Yt - k +1
Yˆt +1 = M t = t t -1
k
Misal :
Y +Y +Y
Yˆ3+1 = Yˆ4 = M 3 = 3 2 1
3

Contoh :
Banyaknya kaset video yang tersewa dalam mingguan :
Minggu Yt Minggu Yy
1 654 9 701
2 658 10 703
3 665 11 712
4 672 12 710
5 673 13 712
6 671 14 711
7 693 15 728
8 694

Peragakan metode moving average untuk data ini

Dengan bantuan Microsoft Excel

1|Page Time Series Analysis and Forecasting
 Moving Average and Smoothing

Dengan bantuan MINITAB :

Klik STAT> Time Series> Moving Average

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 Moving Average and Smoothing

Sehingga akan muncul:

Klik Storage, kemudian centang beberapa pilihan berikut:

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 Moving Average and Smoothing

Hasil:

AVER1 FITS1 RESI1

654 * * *
658 * * *
665 659,000 * *
672 665,000 659,000 13,0000
673 670,000 665,000 8,0000
671 672,000 670,000 1,0000
693 679,000 672,000 21,0000
694 686,000 679,000 15,0000
701 696,000 686,000 15,0000
703 699,333 696,000 7,0000
712 705,333 699,333 12,6667
710 708,333 705,333 4,6667
712 711,333 708,333 3,6667
711 711,000 711,333 -0,3333
728 717,000 711,000 17,0000

Moving Average for C1

Data C1
Length 15
NMissing 0

Moving Average

Length 3

Accuracy Measures

MAPE 1,411
MAD 9,861
MSD 138,231

Forecasts

Period Forecast Lower Upper

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 Moving Average and Smoothing

16 717 693,956 740,044

17 717 693,956 740,044

Moving Average Plot for C1

Moving Average Plot for C1

800 Variable
Actual
Fits
775 Forecasts
95,0% PI

750 Mov ing A v erage

Length 3

A ccuracy  Measures
725 MAPE 2,80
C1

MAD 20,75
MSD 1306,75
700

675

650

2 4 6 8 10 12 14 16
Index

MINITAB menampilkan beberapa kriteria ketepatan

peramalan yaitu :

a. MAPE : Mean Absolute Percentage Error

�( y t - yˆ t )/ yt
MAPE = t =1
100%
n

b. MAD : Mean Absolute Deviation

y t - yˆ t
MAD = t =1

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 Moving Average and Smoothing

c. MSD : Mean Squared Deviation

(y t - yˆ t ) 2
MSD = t =1

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 Moving Average and Smoothing

b. Metode Rata-rata Bergerak Ganda (Double Moving

Average)

Tahap-tahap
1. Rata-rata bergerak pertama

Y + Yt -1 + ... + Yt -k +1
M t = Yˆt +1 = t
k
2. Rata-rata bergerak kedua (second moving average)

M t + M t -1 + ... + M t - k +1
M 't =
k
3. Intercept
a t = M t + ( M t - M 't )
at = 2 M t - M 't

4. Slope

2
bt = ( M t - M 't )
k -1

5. Nilai Ramalan

Yˆt + p = at + (bt * p )

Dengan bantuan Microsoft Excel

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 Moving Average and Smoothing

c. Metode Pemulusan Eksponensial (Exponential Smoothing)

Ft +1 = a Yt + (1 - a ) Ft a

Dengan bantuan MINITAB :

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 Moving Average and Smoothing

Pada storage, pilih:

Single Exponential Smoothing for C1

Data C1
Length 15

Smoothing Constant

Alpha 0,4

Accuracy Measures

MAPE 1,505
MAD 10,461
MSD 146,934

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 Moving Average and Smoothing

Time C1 Smooth Predict Error

1 654 660,900 665,500 -11,5000
2 658 659,740 660,900 -2,9000
3 665 661,844 659,740 5,2600
4 672 665,906 661,844 10,1560
5 673 668,744 665,906 7,0936
6 671 669,646 668,744 2,2562
7 693 678,988 669,646 23,3537
8 694 684,993 678,988 15,0122
9 701 691,396 684,993 16,0073
10 703 696,037 691,396 11,6044
11 712 702,422 696,037 15,9626
12 710 705,453 702,422 7,5776
13 712 708,072 705,453 6,5466
14 711 709,243 708,072 2,9279
15 728 716,746 709,243 18,7568

Forecasts

Period Forecast Lower Upper

16 716,746 691,117 742,375
17 716,746 691,117 742,375

Single Exponential Smoothing Plot for C1

Single Exponential Smoothing Plot for C1

Variable
740 Actual
Fits
730 Forecasts
95,0% PI
720
Smoothing C onstant
A lpha 0,4
710
A ccuracy Measures
700 MAPE 1,505
C1

MAD 10,461
690 MSD 146,934

680

670

660

650
2 4 6 8 10 12 14 16
Index

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 Moving Average and Smoothing

Dengan bantuan MINITAB besarnya a (konstanta pemulusan)

dapat ditentukan dengan cara meminimumkan MSE melalui
perintah :
MTB > Name c2 = 'SMOO1' c3 = 'RESI1'
MTB > %SES 'Yt';
SUBC> Smoothed 'SMOO1';
SUBC> Residuals 'RESI1'.
MTB > print c1-c3
Row Yt SMOO1 RESI1
1 654 654.007 0.1610
2 658 658.173 3.9930
3 665 665.296 6.8267
…
13 712 712.091 2.1036
14 711 710.953 -1.0913
15 728 728.740 17.0474

Single Exponential Smoothing Plot for C1

Variable
740 Actual
Fits
730 Forecasts
95,0% PI
720
Smoothing C onstant
Alpha 1,04339
710
A ccuracy Measures
700 MAPE 0,7918
C1

MAD 5,5203
690 MSD 68,8993

680

670

660

650
2 4 6 8 10 12 14 16
Index

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 Moving Average and Smoothing

Use for:

 Data with no trend, and

 Data with no seasonal pattern

 Short term forecasting

Forecast profile:

 Flat line

d. Metode Pemulusan Eksponensial Ganda (Double Exponential

Smoothing): Metode Linear Satu Parameter dari Brown
Tahap-tahap
1. Pemulusan Eksponensial Pertama

Ft = a Yt + (1 - a ) Ft -1
2. Pemulusan Eksponensial Kedua

F 't = a Ft + (1 - a ) F 't -1
3. Intercept
at = At + ( At - A't )
at = 2 At - A' t

4. Slope

a
bt = ( At - A' t )
1-a
5. Nilai Ramalan

Ft + p = at + (bt * p )

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 Moving Average and Smoothing

Metode ini seringkali juga disebut sebagai metode Brown,

metode ini dipergunakan jika terlihat ada tren linear.

Dengan bantuan Microsoft Excel:

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 Moving Average and Smoothing

e. Metode Holt
Tahap-tahap :
1. Pemulusan eksponensial

At = aYt + (1-aAt-1+bt-1)

2. Trend estimate

bt = At-At-1) + (1-bt-1

3. Nilai Ramalan

Yˆt + p = At + bt p

Metode ini mirip dengan metode Brown, perbedaannya

terletak pada penentuan slope untuk penduga trend, serta

adanya dua macam konstanta pemulusan (a dan )

Dengan bantuan MINITAB untuk MSE yang diminimumkan

MTB > Name c2 = 'SMOO1' c3 = 'RESI1'
MTB > %DES 'Yt';
SUBC> Smoothed 'SMOO1';
SUBC> Residuals 'RESI1'.
MTB > print c1-c3

Row Yt SMOO1 RESI1

1 654 655.149 -1.4588

2 658 660.588 -3.2851
3 665 666.260 -1.5991
…
13 712 717.410 -6.8665
14 711 720.016 -11.4441
15 728 725.252 3.4882

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 Moving Average and Smoothing

Double Exponential Smoothing Plot for C1

750 Variable
A ctual
Fits
Forecasts
95,0% PI
725
Smoothing C onstants
Alpha (lev el) 0,212150
Gamma (trend) 0,221932

A ccuracy  Measures
700
C1

MA PE 0,6659
MA D 4,6238
MSD 32,2499

675

650
2 4 6 8 10 12 14 16
Index

Terlihat untuk data penyewaan kaset Video, metode double

exponential smoothing adalah yang terbaik karena mempunyai nilai
MAPE,MAD,MSD yang terkecil

Use for:

 Data with constant or non-constant trend, and

 Data with no seasonal pattern

 Short term forecasting

Forecast profile:

 Straight line with slope equal to last trend estimate

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 Moving Average and Smoothing

f. Metode Winter
Metode ini dipergunakan untuk data yang mempunyai pola
musiman.
Tahap-tahap
1. Pemulusan Eksponensial
Yt
A t=a + (1 - a )( At -1 + bt -1 ) L :panjang satu musim
S t -L

2. Pemulusan Trend
bt =  ( At - At -1 ) + (1 -  )bt -1

3. Seasonality estimate
Yt
St = b + (1 - b ) St - L
At
4. Nilai Ramalan

Yˆt + p = ( At - pbt ) St - L + p
Dimana
L = panjang musiman
B = komponen trend
I = faktor penyesuaian musiman

Dengan bantuan MINITAB (data food di employ.mtw):

MTB > Name c4 = 'SMOO1' c5 = 'RESI1'

MTB > %Wintmult c2 12;
SUBC> Weight 0.2 0.2 0.2;
SUBC> Forecasts 12;
SUBC> Smoothed 'SMOO1';
SUBC> Residuals 'RESI1'.

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17 | P a g e Time Series Analysis and Forecasting