2017 4th International Conference on New Media Studies
Yogyakarta, Indonesia, November 08-10, 2017
Phatsa: A Web-Based Application for Forecasting
using Conventional Moving Average Methods
Marcel Bonar Kristanda, Seng Hansun
Informatics Department
Universitas Multimedia Nusantara
Tangerang, Indonesia
marcel.bonar@umn.ac.id, hansun@umn.ac.id
Abstract— Forecasting with time series was made by
hypothetical study that historical data related with the future
data. Moving average (MA) is one of the well-known methods to
be used in forecasting technique. Although there are several
methods that already developed like soft computing and modified
methods, conventional moving average methods still
implemented in recent researches because of its simplici ty. Th i s
study conducts a development of web-based application called
Phatsa (PHP Application for Time S eries Analysis) that
implements three conventional moving average methods, i.e . th e
S MA, WMA and EMA. All the calculation tested in 100 – 5000
rows of time series dataset with the maximum calculating time
below 0.4 seconds. Calculating time is relatively linear with the
complexity of its equation, EMA has the biggest amount of time
while S MA has the lowest one.
Keywords—application; web-based; moving; average;
forecasting
I. INT RODUCTION
Many researchers have been developed varieties of time
series analysis methods to achieve some goals in analyzing
and forecasting data. Forecasting with time series was made
by hypothetical study that historical data related with the
future data [1]. This technique widely-known to be used by
investors as an consideration for trading business. However,
since 21st century, it has been used for many purposes and
usage contexts.
Moving average (MA) is one of the well-known methods
to be used in forecasting technique [2]. This method can be
delivered in many types, but the core purpos e remains the
same, i.e. determining trend in the specified dataset [3]. The
foundation of this method called the simple moving average
(SMA) where each data point is weighted the same regardless
of where it occurs in the sequence. Improved version of SMA
is weighted moving average (WMA) which calculates a
weighting factor for each data point in the given dataset.
Another well-known moving average family member is the
exponential moving average (EMA) or also known as
exponentially weighted moving average (EWMA) method
which uses an exponential function as the basis in forming the
weighting factors. Kapgate [4], Zhuang et al. [5], Ren et al.
[6], and Cadenas et al. [7] used this variety of MA methods in
their researches in time series forecasting fields.
978-1-5090-6284-3/17/$31.00 ©2017 IEEE
As a part of time series analysis , Zargham and Sayeh
introduced the implementation of MA methods in a web-based
information system in 1999 in order to select and evaluate
stock market [8, 9]. Since then, the development of web-based
moving average software went through different kind of
usage. Researches in 2000s decade showed that conventional
methods of MA can be useful to predict macroeconomic
statistic [10], viewer’s location in a virtual reality environment
[11], workload prediction of web-based systems [12] and more
variety researches conducted in recent 2010s [13-16].
Although there are several methods that already developed
like soft computing [17] and modified methods [18],
conventional methods still implemented in recent researches
because of its simplicity [19].
Web-based system is used to deliver the data visualization
of moving average results on its usage context. Moreover, a
software that conduct data visualization on moving average
often used as a research simulation tool [19]. Based on several
researches that have been done, the necessity of web-based
application that can cover variety of dataset was identified.
This study conducts a development of web -based
application called Phatsa (PHP Application for Time Series
Analysis) that implements three conventional moving average
methods, i.e. the SMA, WMA and EMA. The application
tested on three aspects, calculating moving average time,
calculating error time, and overall calculating time.
II. CONVENT IONAL M OVING A VERAGE M ET HODS
A fixed range of data span that shifted over time is
calculated in MA methods, then it adds a new value and
replaces the oldest value [20]. The length of this window of
data, also called as ‘lookback’ or ‘averaging’ or in this study
‘span’ period, is the time interval over s hich the moving
average is computed [20]. In this section, three commonly
used MA methods, i.e. SMA, WMA, and EMA discussed.
A. Simple Moving Average
SMA is the most basic form of moving average methods. It
is simply just an average of previous data points in time
series data. In SMA, each data point is equally weighted, so
there are no weighting factors applied to any of the data points
[21].
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 As Ellis and Parbery describe in their paper [21], SMA can
be represented by:
(1)
where is the span data (the number of periods included in
the average), is the relative position of the period currently
being considered within the total number of periods, and is
the actual value at time .
data. Utilization of this application is publicly available,
specified for formatted dataset only with no restrictions of
what kind of data, and can be accessed through multi-device
web browsers.
Flow of the application design shown in Fig. 1, illustrated
as user interaction flowchart.

B. Weighted Moving Average

A simple improve version of SMA is WMA where a
special weighting factor is implemented on the span period
data being observed. It gives a greater weight value to more
recent data than the older ones in a linear manner. Using our
own notation from Zakamulin [20], we can formulate WMA
as:

(2)

where is the span data, is the relative position of the

period currently being considered within the total number of
periods, is the actual value at time , and is the weight
of data . In this study, we use the weighting factor based on
numerator of WMA calculation from the first set span data
(weighted with 1) untill the last one (weighted with )

C. Exponential Moving Average

EMA actually is a means of smoothing random
fluctuations that has the following properties: (1) declining
weight is put on older data, (2) it is extremely easy to
compute, and (3) minimum data is required [22]. It was
originated form Robert G. Brown’s work, who was assigned to
develop a tracking model for fire-control information on the
location of submarines for the US Navy [23].
Same with WMA, EMA puts greater weight to recent data
than the older ones; however the weighting factor used in
EMA is an exponential function. As we can see in Hansun [3],
EMA for time series can be calculated recursively using:
(3)
(4)
where is the value at time period , is EMA value at time Fig. 1. User Interaction Flowchart
, and represents the degree of weighting value decrease
also known as constant smoothing factor with a range value
A. Choose Prediction Method
between 0 and 1. As suggested by Johnston et al. [24], we can
estimate as: In the beginning of application, users are intended to
choose which method they want to apply. The selections must
(5) display three different methods accordingly: SMA, WMA and
EMA. These options give the application decision on which
However, in this study we will try to find the best value equations that needs to be run later after Step D.
using brute force approach, which minimizes the error rate of
forecasting results. B. Configure Method
This step involves method’s required parameters that need
III. A PPLICATION DESIGN to be defined by the users. There are three parameters:
Phatsa is designed based on the variety of target users and
 Span Data: Numerical amount of periods in positive
utilizations. Target user is defined as everyone who has the
dataset and wants to predict in specified period based on their integer to be calculated in the equation.

39
  Start Index: The first index in the dataset in which the Server specification is no limitation on bandwidth and hard
prediction begin. Minimum value for this parameter is disk storage that runs on 768MB Random Access Memory
the same integer value of span data. (RAM).
 Prediction Period: The amount of periods that u ser
A. Application Screenshots
want to predict after the last data from the dataset given
in the Step C. Homepage of the application go through directly
application design’s starting point. Fig. 2 until Fig. 5
C. Upload Dataset File accordingly shows step-by-step user interactions as described
in Fig. 1. Steps are displayed in a web form manner as user
This step requires user to upload a formatted CSV files needs to do some input in most of the steps. Step D: Check
with the formatting rules as follow: Upload is shown as small notification in the right side of file
 Exactly two columns of data in the CSV with no name in Fig. 4.
limitations on amount of rows.
 First row of dataset are the labels that must be in string
value of “Period” for the first column and “Value” for
the second column.
 Rows after labels are data that can be in form of any
string value for first column and integer or float valu e
for the second column.

D. Check Upload
User have to submit the file (.csv), then the application Fig. 2. Implementation of Step A: Choose Prediction Method
notifies user whether the dataset file already correct in the
right format or in the right extension or not. If the upload
succeeded, then application calculates the dataset based on
chosen method and parameters in Step A and B. If it fails, then
users have to re-upload dataset file correctly.

E. View Graphic and Data Results

After application calculates all data with given equation, a
comparable graphic that shows original dataset and predicted
dataset are shoqn. Application also display results that consists
of six calculation results: Mean Square Error (MSE), Mean
Absolute Percentage Error (MAPE), Mean Absolute Scaled
Error (MASE), Calculating Moving Average Time,
Calculating Errors Time, and Overall Calculating Time.

IV. IMPLEMENTATION RESULT S

Fig. 3. Implementation of Step B: Configure Method
Application design then developed into web application
called Phatsa in specified environment:
 Server Development Script: PHP version 7.0
 Server Framework Script: CodeIgniter 3.1.4
 Client Application Script: HTML 5, CSS 3, jQuery 1.12.4,
Bootstrap 3.3.7, FineUploader 5.14.3, Chart.js 2.6.0.
This web-based application deployed in the url
https://www.phatsa.com. It is hosted in virtual server that runs
physically on Intel Xeon E5-2630 (40 CPUs), x86_64
architecture and CloudLinux Operating System (OS). The
resources (CPUs) load administered by hosting services and
the implementation of moving averages calculation itself has
not designed to take the advantage of parallel computing yet. Fig. 4. Implementation of Step C: Upload Dataset File

40
Fig. 5. Implementation of Step E: View Graphic and Data Results

B. Testing Results
 The shortest gap of calculating time between SMA -WMA,
Several datasets are set to be tested in this application on SMA-EMA, and WMA-EMA is found in SMA-WMA,
each implemented moving averages method: while the longest gap found in SMA-EMA.
 Dow Jones Index Dataset: DJI (8200 rows of data in total)
TABLE I. DATASET CALCULATED TIME FOR SMA
 Nasdaq Index Dataset: NSDQ (3817 rows of data in total)
Dataset Calculating Calculating Overall
 Jakarta Stock Exchange Dataset: JKSE (5064 rows of data Name Average Error Time Calculating
in total) Time Time
These datasets then filtered with variations of 100, 500, DJI100 0.0002 s 0.0001 s 0.0003 s
1000, 3000 and 5000 (only for Dow Jones) latest data. Each of DJI500 0.0010 s 0.0005 s 0.0015 s
filtered latest data tested in application with controlled DJI1000 0.0022 s 0.0009 s 0.0031 s
parameters of span data = 10, start index = 10 and prediction
DJI5000 0.0110 s 0.0048 s 0.0158 s
period = 1.
NSDQ100 0.0004 s 0.0002 s 0,0006 s
Testing results for SMA, WMA, and EMA shown in time NSDQ500 0.0009 s 0.0004 s 0.0014 s
calculation manner of Table I, Table II, and Table III. Several
facts can be extracted from these results. NSDQ1000 0.0021 s 0.0009 s 0.0029 s
NSDQ3000 0.0061 s 0.0026 s 0.0087 s
 Application is able to do calculation under 0.4 seconds JKSE100 0.0002 s 0.0001 s 0.0003 s
with maximum data in DJI5000 dataset. This calculation
JKSE500 0.0011 s 0.0005 s 0.0015 s
happens in server side script, so calculating time isn’t
affected by the User Interface (UI) loading time in client JKSE1000 0.0020 s 0.0009 s 0.0029 s
side script. JKSE3000 0.0064 s 0.0027 s 0.0091 s
 The longest time for calculating moving average happened TABLE II. DATASET CALCULATED TIME FOR WMA
in EMA method. Finding best alpha calculation in EMA
affects this result. Dataset Calculating Calculating Calculating
Name Average Error Time Overall
 The shortest time for calculating moving average happened Time Time
in SMA method. The simplicity of this equation is the
DJI100 0.0003 s 0.0001 s 0.0004 s
main factor of this result.
DJI500 0.0013 s 0.0005 s 0.0018 s

41
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