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Procedia Computer Science 00 (2019) 000–000
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Procedia Computer Science 00 (2019) 000–000
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ScienceDirect
Procedia Computer Science 161 (2019) 677–686

The Fifth Information Systems International Conference 2019

The Fifth Information Systems International Conference 2019
Forecasting the Price of Indonesia’s Rice Using Hybrid Artificial
Neural Network
Forecasting the Priceand Autoregressive Integrated
of Indonesia’s Rice Using Moving Average
Hybrid Artificial
Neural(Hybrid
Network NNs-ARIMAX)
and Autoregressivewith Integrated
ExogenousMoving
Variables Average
(Hybrid
Wiwik Anggraeni a, NNs-ARIMAX) with Qamara
*, Faizal Mahanantoa, Ayusha Exogenous Variables
Saria, Zulkifli Zainib, Kuntoro
Boga Andric, Sumaryantod
Wiwik Anggraenia,*, Faizal Mahanantoa, Ayusha Qamara Saria, Zulkifli Zainib, Kuntoro
BogaSepuluh
Dept. of Information Systems, Institut Teknologi
a
Andri c
, Sumaryanto
Nopember d
(ITS), Jl. Arif Rahman Hakim, Surabaya 60111, Indonesia
b
Pusat Penelitian dan Pengembangan Tanaman Pangan, Jl. Merdeka No. 147, Bogor 16111, Indonesia
Dept. ofBadan Penelitian dan Pengembangan Pertanian, JL. Raya Ragunan
(ITS), Jl.No.
Arif29, Pasar Minggu, Jakarta, Indonesia
c
a
Information Systems, Institut Teknologi Sepuluh Nopember Rahman Hakim, Surabaya 60111, Indonesia
bdPusat Sosial Ekonomi dan Kebijakan Pertanian, Jl. Tentara Pelajar No. 3B, Bogor 16111, Indonesia
Pusat Penelitian dan Pengembangan Tanaman Pangan, Jl. Merdeka No. 147, Bogor 16111, Indonesia
c
Badan Penelitian dan Pengembangan Pertanian, JL. Raya Ragunan No. 29, Pasar Minggu, Jakarta, Indonesia
d
Pusat Sosial Ekonomi dan Kebijakan Pertanian, Jl. Tentara Pelajar No. 3B, Bogor 16111, Indonesia

Abstract

Abstract
As a primary food, rice has a special attention by the Indonesian Government. The variability and trend of rice price become its
main concern. Based on the data obtained from Indonesian national statistics agency, it shows that there is an increasing trend
As a primary
toward food,
the retail pricerice
of has
rice ainspecial attention
traditional by the
markets. TheIndonesian
price of riceGovernment.
has uniqueness Theinvariability
the processand trend of riceit.price
of determining Manybecome its
variables
have influenced
main the price
concern. Based anddata
on the it is highly
obtained regulated. In order tonational
from Indonesian help thestatistics
decisionagency,
maker toit determine
shows thatthethere
price,
is they somehow trend
an increasing need
a clear insight
toward of price
the retail futureoftrend of traditional
rice in its price changing
markets.regarding
The pricetoofseveral
rice hasinfluencing
uniquenessvariable. Thus, an
in the process appropriate forecasting
of determining should
it. Many variables
have influenced
be conducted. theresearch
This price andincludes
it is highly
riceregulated. In order
harvest area, to help the decision
rice production, maker to determine
rice consumption, the price, they
season as independent somehow
variables andneed
use
acombination
clear insightofofArtificial Neural
future trend of itsNetwork and ARIMAX
price changing regardingto to
forecast
severalthe price of rice
influencing in in several
variable. Thus, anIndonesian
appropriateprovinces. Theshould
forecasting result
shows
be that theThis
conducted. combination
research model
includes gives
rice better result
harvest area,than
rice ANN model.rice
production, Theconsumption,
average of decreasing
season as MAPE aboutvariables
independent 1.21% forandANN
use
combination of Artificial Neural
and Hybrid NNs-ARIMA, and 0.23%Network for and
ANN ARIMAX
and Hybridto forecast the price of
NNs-ARIMAX. Therice in in of
results several Indonesian
this research are provinces.
expected toThe result
help the
Ministry
shows ofthe
that Agriculture
combination and the
model National
gives Logistics Agency
better result in making
than ANN model. decisions and policies
The average of national
of decreasing MAPE riceabout
price.1.21% for ANN
and Hybrid NNs-ARIMA, and 0.23% for ANN and Hybrid NNs-ARIMAX. The results of this research are expected to help the
Ministry
© 2019 The of Agriculture and the National
Authors. Published by ElsevierLogistics
B.V. Agency in making decisions and policies of national rice price.
This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/)
© 2019 The Authors. Published by Elsevier B.V.
Peer-review
© 2019 The under
Authors.responsibility
Published by of Elsevier
the scientific
B.V. committee of The Fifth Information Systems International Conference 2019
This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/)
This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/)
Peer-review under responsibility of the scientific committee of The Fifth Information Systems International Conference 2019.
Peer-review under responsibility of the scientific committee of The Fifth Information Systems International Conference 2019

* Corresponding author. Tel.: +62-815-5058525.

E-mail address: wiwik@is.its.ac.id
* Corresponding author. Tel.: +62-815-5058525.
1877-0509 © 2019 The
E-mail address: Authors. Published by Elsevier B.V.
wiwik@is.its.ac.id
This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/)
Peer-review©under
1877-0509 2019responsibility
The Authors. of the scientific
Published committee
by Elsevier B.V.of The Fifth Information Systems International Conference 2019
This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/)
Peer-review under responsibility of the scientific committee of The Fifth Information Systems International Conference 2019

1877-0509 © 2019 The Authors. Published by Elsevier B.V.

This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/)
Peer-review under responsibility of the scientific committee of The Fifth Information Systems International Conference 2019.
10.1016/j.procs.2019.11.171
678 Wiwik Anggraeni et al. / Procedia Computer Science 161 (2019) 677–686
2 Author name / Procedia Computer Science 00 (2019) 000–000

Keywords: forecasting; price of rice; hybrid NNs-ARIMAX; artifical neural network; ARIMAX; exogenous variable

1. Introduction

Food is one of the basic human needs as mentioned in 3 main human needs, namely clothing, food and shelter. In
addition, most Indonesians consume rice as a primary food. Since the Dutch East-Indies government, rice has become
a major source of calories [1]. Based on the data obtained from Indonesian national statistics agency [2], shows that
rice production from 1993 to 2015 showed an upward trend. Otherwise, if seen from the average amount of rice
consumption per capita a week in 2007 showed a downward trend. In 2017 there was a surplus of 15 tons of rice where
production was higher than consumption. This is an example of poor stock management that can lead to higher rice
prices. This surplus situation can affect rice price increases due to storage costs and lack of fulfillment of rice
consumption needs [3].
There are several factors that influence the price of rice, which is the basic price of grain [4], rice production [5],
rice harvest area [6], and stock management [5]. Season also has an effect on the price of rice because if the dry season
rice yields will be better compared to the rainy season [7]. Consumption of rice affects the determination of the price
of government purchases. This happens because people consume food stuffs generally not yet diverse, nutritious and
balanced according to the pattern of food expectations, where the calories produced around 60% are still sourced from
carbohydrates with the main staple food of rice [8].
The price of rice has uniqueness in the process of determining it, so it is necessary to be careful in determining the
price. Therefore, it is necessary to do the appropriate forecasting [7]. Forecasting can be performed in two difference
approach; qualitatively and quantitatively [9]. Quantitative forecasting is considered in this research.
Research about forecasting employing Autoregressive integrated moving average (ARIMA) and Autoregressive
Integrated Moving Average with Exogenous Variables (ARIMAX) method has been done previously [10][11][12].
While other forecasting methods are also proposed, this research consider employing Artificial Neural Network
(ANN) [13][14], a combination of ANN and ARIMAX called Hybrid NNs-ARIMAX. Combining these two methods
is done to get more accurate results [15]. Forecasting will be carried out on 11 provinces in Indonesia namely West
Java, East Java, Central Java, North Sumatera, South Sumatera, South Sulawesi, Central Kalimantan, South
Kalimantan, Papua, Maluku, and North Sulawesi and for the next they are referred to as Jabar, Jatim, Jateng, Sumut,
Sumsel, Sulsel, Kalteng, Kalsel, Papua, Maluku, and Sulut in sequence.
Rice price forecasting will provide relevant information to find out the price of rice in the future so that it can
provide useful information in assisting the Ministry of Agriculture and National Logistics Agency in making decisions
and policies related to rice. In addition, it can also be used to anticipate and control what might happen from the results
of forecasting based on several factors.

2. Research methodology

2.1. Data collection and pre-processing

In this research, the data are rice production, rice harvest area, rice consumption, season, and rice price. The period
of data is monthly starting from 2008 until 2017. The data granularity is monthly data based on provincial data obtained
from a single point measurement or averaged value from several point measurement. For details of the data are listed
in Table 1. Data was obtained from the National Statistics Agency and the Ministry of Agriculture website.
Furthermore, the data will be divided into training data and testing data with a ratio of 80%: 20%.

Table 1. Criteria of data.

Data Period Region Unit

Rice production Monthly, 2008-2017 Province Ton
Rice harvest area Monthly, 2008-2017 Province Hectare (Ha)
 Wiwik Anggraeni et al. / Procedia Computer Science 161 (2019) 677–686 679
Author name / Procedia Computer Science 00 (2019) 000–000 3

Data Period Region Unit

Rice consumption Monthly, 2008-2017 Province Ton
Season Monthly, 2008-2017 Province dry (0) dan rainy (1)
Rice price Monthly, 2008-2017 Province Rupiah (Rp)

2.2. ANN modelling

The ANN model which used in this research is backpropagation neural network. In ANN modeling, the province
used as a reference in model search is West Java. There are several stages in ANN modeling:

 Data normalization
Normalization is done to equalize the data range that is used because there are different ranges of values, so that
the data obtained with a range of 0 to 1. Normalization uses the Min-max function using python language. The Minmax
function equation used [16] is

����� (�)
𝑋𝑋 � = (1)
���(�)���� (�)

 ANN initialization
The ANN architecture consists of input layer, hidden layer, output layer and several parameters such as learning
rate and epoch used in the training process. The hidden layer used only consists of one layer containing n nodes [12].
For the number of nodes, learning rate and epoch are obtained by using varied value and processed using training data.
ANN Variable tuning were performed as follows, fixed 4 input layer, varied hidden layer (from N - 2N+1, where N =
number of input), varied epoch from 50-15000, and varied learning rate from 0.001 - 0.9.
 Training data
In this training phase, the process of introducing normalized data patterns is carried out in order to get a weight
value that is able to map between input data and desired target data. The algorithm used in the training process is
backpropagation.
 Testing data generation
This data testing phase is used to test the model that has been obtained from the training process, which from the
previous training stage obtained the best weight and bias values. Furthermore, the new weight and bias values will be
applied to the testing data.
 Forecasting using ANN
After getting the best ANN model, then forecasting will be done using the entire data.

2.3. Stationary data test

At this stage the data will be tested whether it is stationary both in terms of variance and average. The data used in
this stationary test is the residual from ANN forecasting results using the ANN model. If the data is stationary then it
can proceed to ARIMA modeling, but if the data is not stationary in terms of variance, it is necessary to transform the
data. Whereas if the data is not stationary in terms of the average then it is necessary to differencing the data [8].

2.4. ARIMA modelling

After the data is confirmed to be stationary, ARIMA modeling will be carried out. There are 4 reference provinces
that will be used as models in ARIMA modeling, namely West Java, Maluku, Papua, and North Sulawesi. Province
grouping is adjusted based on the stationary data test. ARIMA modeling has several stages [4], namely:
680 Wiwik Anggraeni et al. / Procedia Computer Science 161 (2019) 677–686
4 Author name / Procedia Computer Science 00 (2019) 000–000

 Parameter estimation
Parameter estimation is used to see whether the model used in ARIMA is a model of AR, MA, ARMA or ARIMA.
In determining the model variable value (AR, I, MA, MAX), the ACF (Autocorrelation Function) and PACF (Partial
Autocorrelation Function) plot were employed. The AR parameter value was estimated from the time lag when
exponential decay observed in PACF plot. In addition, The MA value was estimated from time lag when exponential
decay observed in ACF plot.
 Parameter significance test
Significant test was carried out to determine the feasibility of the ARIMA model that has been determined in the
previous parameter estimation. The model is said to be feasible if the p-value is ≤ 0,05 and all of |𝑡𝑡 − 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠|
𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣 > 𝑡𝑡 – 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 [11].
 Diagnostic test
Diagnostic test is divided into 2 (two), namely residual randomness test and homogeneity test. The model is said
to be feasible if the average of all probability values is ≥ 0,05 at each test [11].

2.5. ARIMAX modelling

ARIMAX modeling is usually performed to forecast multivariate variables or commonly called exogenous
variables. It means that the forecast involves more than one variable [10]. The stages in this modeling are the same as
the stages in ARIMA modeling, namely parameter estimation, parameter significant test, diagnostic test, selection of
the best model, and forecasting using ARIMAX.

2.6. Hybrid NNs-ARIMAX method

Hybrid NNs-ARIMAX methods is performed by processing the residual value from ANN output (prediction) and
the actual value into an input of ARIMAX method. The output of ARIMAX is considered as forecast output of the
hybrid methods

2.7. Performance measurement

In order to measure the performance of the method, mean absolute percentage error (MAPE) was employed. For
industrial and business data, typical MAPE values are interpreted by using table as follows; <10% (highly accurate
forecasting), 10%-20% (good forecasting), 20%-50% (reasonable forecasting), and >50% (inaccurate forecasting)
[17].

3. Result and discussion

3.1. ANN modelling

The ANN architecture consists of 4 (four) variables for input data, namely rice production data, rice harvest area,
consumption, and season, and one variable, namely the price of rice as output data. The best parameters obtained from
ANN tuning experimental process are hidden layer node is 1, the learning rate is 0.01, and the epoch is 1200. The
results of the Mean absolute percentage error (MAPE) calculation from ANN model is shown in Table 2.

Table 2. The results of MAPE calculation from ANN model

Province Train set Test set

Jabar 15,57% 15,98%

Jateng 26,75% 27,76%
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Author name / Procedia Computer Science 00 (2019) 000–000 5

Province Train set Test set

Jatim 25,62% 30,47%

Sumut 19,39% 24,02%
Sumsel 18,80% 20,14%
Sulsel 27,57% 33,97%
Kalsel 19,71% 12,35%
Papua 25,35% 25,03%
Kalteng 7,25% 6,80%
Maluku 13,97% 25,91%
Sulut 20,54% 25,66%

Based on Table 2, it is known that the best forecasting is obtained by the Province of Kalimantan Tengah with
MAPE values of 7.25% for training data and 6.80% for testing data. In addition, other provinces provide good and
reasonable forecasting results.

3.2. Hybrid NNs-ARIMA modelling

In Hybrid NNs-ARIMA modeling, data for the input is the residue of the ANN forecasting results. After we have
this input, we have to do the stationary test. This test is used to make sure that data is stationary in variance and
average. If the data does not stationary in variance then it will be transformed otherwise it will be differentiated. Table
3 shows the results of the stationary test in each province.

Table 3. The results of stationary test recapitulation.

Variance Stationary Test Average Stationary Test

Province
P-Value Explanation Prob. Explanation
Jabar 0,649 Passed 0 Passed
Jateng <0,005 Didn’t pass 0 Passed
Jatim <0,005 Didn’t pass 0,0004 Passed
Sumut 0,036 Didn’t pass 0 Passed
Sumsel 0,010 Didn’t pass 0,1537 Didn’t pass
Sulsel <0,005 Didn’t pass 0 Passed
Kalsel 0,043 Didn’t pass 0,004 Passed
Papua <0,005 Didn’t pass 0,2701 Didn’t pass
Kalteng 0,651 Passed 0 Passed
Maluku <0,005 Didn’t pass 0,6395 Didn’t pass
Sulut 0,006 Didn’t pass 0 Passed

Because each data in each province has different characteristics (stationary or not), the ARIMA modeling is carried
out in 4 group models which have certain characteristics as shown in Table 4. The reason of grouping the data is to
ensure that the model generated supports the data characteristics of the group. These characteristics will represent the
characteristics of the data in all provinces it represents. Significant test and diagnostic test are needed to know the
model feasibility. The feasible ARIMA model in each province are shown in Table 5.
Table 5 shows all model in each province group that pass the significant and diagnostic test. It means that the model
can be used to forecast the data of each respective group. The MAPE of training data and testing data in each province
of hybrid NNs-ARIMA model are shown in Table 6.
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6 Author name / Procedia Computer Science 00 (2019) 000–000

Table 4. The characteristics of ARIMA model.

Model Transformation Differentiation Reference Province Province Group

Model 1 No No Jabar Kalteng
Model 2 Yes Yes Maluku Sumsel
Model 3 No Yes Papua -
Model 4 Yes No Sulut Jateng, Jatim, Kalsel, Sulsel, Sumut

Table 5. Significance test and diagnostic test results of ARIMA model.

Significant Test Diagnostic Test Explanation

Model Residual Homogeneity
AR MA SIGMASQ
Randomness Test Test
Jabar
ARIMA (1,0,12) 0 0,0013 0 1 1 Passed
Maluku
ARIMA (0,1,1) 0 0 0 1 1 Passed
ARIMA (1,1,0) 0 0 0 1 1 Passed
ARIMA (1,1,2) 0 0,0096 0 1 1 Passed
Papua
ARIMA (0,1,1) 0 0,0024 0 1 1 Passed
Sulut
ARIMA (1,0,1) 0 0 0 1 1 Passed
ARIMA (4,0,0) 0 0 0 1 1 Passed
ARIMA (4,0,4) 0 0 0 1 1 Passed
ARIMA (5,0,0) 0 0 0 1 1 Passed
ARIMA (5,0,5) 0 0,0004 0 1 1 Passed

Table 6. MAPE calculation result of Hybrid NNs-ARIMA model.

ARIMA Model ARIMAX Model

Province AR, I, MA parameter Training Data Testing Data Training Data Testing Data
Jabar (1,0,12) 12,02% 13,29% 13,90% 14,44%
Jateng (1,0,1) 23,16% 27,28% 26,77% 28,23%
Jatim (1,0,1) 23,68% 29,94% 25,51% 30,73%
Sumut (1,0,1) 16,80% 22,40% 18,67% 24,79%
Sumsel (0,1,1) 18,53% 19,65% 19,81% 20,69%
Sulsel (1,0,1) 25,49% 33,37% 27,94% 34,84%
Kalsel (1,0,1) 15,80% 8,87% 18,30% 9,76%
Papua (0,1,1) 24,08% 24,90% 24,66% 24,85%
Kalteng (1,0,12) 3,23% 4,68% 6,80% 6,03%
Maluku (0,1,1) 13,53% 25,89% 13,76% 25,59%
Sulut (1,0,1) 19,64% 24,51% 21,07% 25,56%
 Author name / Procedia Computer Science 00 (2019) 000–000 7
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Based on Table 6, the smallest MAPE were produced by the Kalteng with a MAPE value of 3.23% for the training
model and 4.68% for the testing model. So, it can be said that forecasting using ARIMA (1,0,12) in Kalteng's data
produce highly accurate forecasting result. Whereas in other provinces have good and reasonable forecasting
capabilities.

3.3. Hybrid NNs-ARIMAX modelling

The ARIMAX reference model used in the Hybrid NNs-ARIMAX modeling are shown in Table 5. In Hybrid NNs-
ARIMAX modeling, models which pass the diagnostic test in ARIMA modeling are used. The feasible ARIMAX
model in each province are shown in Table 7. While the MAPE of training data and testing data in each province are
shown in Table 6.

Table 7. Significance test and diagnostic test results of ARIMAX model.

Significant Test Diagnostic Test Explanation

Model Residual
AR MA SIGMAS Q Homogeneity Test
Randomness Test
Jabar
ARIMAX (1,0,12) 0 0,0002 0 1 1 Passed
Maluku
ARIMAX (0,1,1) 0 0 0 1 1 Passed
ARIMAX (1,1,0) 0 0 0 1 0 Didn’t pass
ARIMAX (1,1,2) 0 0,0143 0 1 1 Passed
Papua
ARIMAX (0,1,1) 0 0,9675 0 1 1 Didn’t pass
Sulut
ARIMAX (1,0,1) 0 0 0 1 1 Passed
ARIMAX (4,0,0) 0 0 0 0 1 Didn’t pass
ARIMAX (4,0,4) 0 0,0162 0 0 0 Didn’t pass
ARIMAX (5,0,0) 0 0 0 0 0 Didn’t pass
ARIMAX (5,0,5) 0 0,3363 0 Didn’t pass

According to Table 6, Kalteng Province has the smallest MAPE value, which is 6.80% for the model trial results
and 6.03% for the model validation results, so it can be said that the hybrid NNs-ARIMAX (1,0,12) forecasting method
has very good capabilities. Whereas for other provinces already have good and reasonable forecasting capabilities.

3.4. Next periods forecasting

Next periods forecasting (January 2018 - December 2018) is only applied to the Hybrid NNs-ARIMAX model.
The application of the Hybrid NNs-ARIMAX model in each province is adjusted to their respective reference models.
Table 8 shows the value of MAPE as a result of future forecasting. This MAPE can be obtained because in reality this
period has passed, so it can be compared between forecast data and actual data.
Based on Table 8, the smallest MAPE value is in Kalteng Province with MAPE <10% so that it can be said
forecasting of Kalteng Province produce highly accurate forecasting result. For the other 10 provinces, they have good
and reasonable forecasting capabilities because they have MAPE <50%.
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8 Author name / Procedia Computer Science 00 (2019) 000–000

Table 8. MAPE calculation results for future forecasting with the Hybrid NNs-ARIMAX model.

Province ARIMAX Model MAPE Explanation

Jabar ARIMAX (1,0,12) 13,91% Forecasting ability is good
Jateng ARIMAX (1,0,1) 27,17% Forecasting ability is reasonable
Jatim ARIMAX (1,0,1) 26,90% Forecasting ability is reasonable
Sumut ARIMAX (1,0,1) 19,94% Forecasting ability is good
Sumsel ARIMAX (0,1,1) 19,54% Forecasting ability is good
Sulsel ARIMAX (1,0,1) 29,40% Forecasting ability is reasonable
Kalsel ARIMAX (1,0,1) 16,69% Forecasting ability is good
Papua ARIMAX (0,1,1) 29,05% Forecasting ability is reasonable
Kalteng ARIMAX (1,0,12) 6,42% Forecasting ability is highly accurate
Maluku ARIMAX (0,1,1) 15,97% Forecasting ability is good
Sulut ARIMAX (1,0,1) 21,87% Forecasting ability is reasonable

3.5. Forecasting result analysis

Forecasting analysis is used to see a comparison between the ANN, Hybrid NNs-ARIMA and Hybrid NNs-
ARIMAX models to determine which model gives the smallest error value in each province. Refers to Table 2 and
Table 6 in each testing data column, it shows a comparison of MAPE values from the ANN, Hybrid NNs-ARIMA
and Hybrid NNs-ARIMAX models in each province.
The testing data comparison from 3 models in each province shows that provinces are better using the Hybrid NNs-
ARIMAX model is Papua and Maluku. While most of the other provinces are better when using Hybrid NNs-ARIMA.
It can be seen that there is an increase in forecasting capability from the ANN single method to the Hybrid NNs-
ARIMA and Hybrid NNsARIMAX methods. The MAPE increasing about 1.21% for ANN to Hybrid NNs-ARIMA,
and 0.23% for ANN to Hybrid NNs -ARIMAX.
All provinces show better forecasting result when using hybrid methods. It’s caused by the input data which has
linear and non-linear pattern. The Plot of input data is illustrated in Fig. 1, Fig. 2, and Fig. 3.

Fig. 1. Input data from rice production variables. The data shows a seasonal fluctuation.
 Wiwik Anggraeni et al. / Procedia Computer Science 161 (2019) 677–686 685
Author name / Procedia Computer Science 00 (2019) 000–000 9

Fig. 1 and Fig. 2 show that the variables of rice production and rice harvest area have a non-linear data pattern,
while Fig. 3 shows that consumption variables have linear data patterns. Therefore, this input data is non-linear and
linear which matches the hybrid model.

Fig. 2. Input data from rice harvest area variables. As same as production data, it also shows a seasonal trend.

Fig. 3. Input data from rice consumption. This data shows apparently less fluctuate time series.

4. Discussion

The research proposed ANN model with 1 hidden layer node parameters, a learning rate of 0.01, and an epoch of
1200 as the best combination parameter in West Java Province which producing MAPE value about 15.98%. The
ARIMA and ARIMAX models are selected by estimating the time lag when exponential decay observed in ACF and
PACF plot. The results of that process are then tested with a series of tests that exist in the method. All provinces are
more suitable to use the Hybrid method compared to the ANN single method. More precisely 9 provinces namely
West Java, Central Java, East Java, North Sumatra, South Sumatra, South Sulawesi, South Kalimantan, Central
Kalimantan, South Sulawesi have better result using Hybrid NNs-ARIMA method. Meanwhile two other provinces,
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10 Author name / Procedia Computer Science 00 (2019) 000–000

Papua and Maluku, have better result using Hybrid NNs-ARIMAX method. Hybrid NNs-ARIMA gives better results
than Hybrid NNs-ARIMAX may be because in Hybrid NNs-ARIMAX there are still interrelationships between the
independent variables. Central Kalimantan Province which is classified as Model 1 has the smallest MAPE value from
the results of trials, model validation, and actual data forecasting from Hybrid NNs-ARIMA and hybrid NNs-
ARIMAX. This shows that the model with data that is stationary against variance and average from the beginning
without transformation and differentiation provides highly accurate forecasting results for ARIMA and ARIMAX
modeling. In addition, the results show that the hybrid methods are suitable for data that has a linear and non-linear
pattern. Although some better result is obtained, the increase by hybrid method somewhat are not significantly improve
the result from that of ANN. The future improvement is suggested that the degrees of ACF and PACF should not be
determined by guessing. It can be done by using certain algorithms to automatically recognize ACF and PACF patterns
of data. A mistake in guessing can cause the fit model can’t be found.

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