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  • Tugas Tabel Review Jurnal Internasional

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    Zahratus Safira
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    This journal article proposes using an Extreme Learning Machine (ELM) artificial neural network to forecast coffee prices. The ELM model outperformed linear forecasting models and a standard Multilayer Perceptron neural network in 71% of test cases. The authors developed a methodology involving preprocessing of price time series data, variable selection using partial autocorrelation, and training the ELM network on the data. The results showed the ELM approach can provide more accurate coffee price forecasts compared to other methods. However, the study only used data from Brazil and the forecasts may differ in other countries.

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    TUGAS TABEL REVIEW JURNAL INTERNASIONAL

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    This journal article proposes using an Extreme Learning Machine (ELM) artificial neural network to forecast coffee prices. The ELM model outperformed linear forecasting models and a standard Multilayer Perceptron neural network in 71% of test cases. The authors developed a methodology involving preprocessing of price time series data, variable selection using partial autocorrelation, and training the ELM network on the data. The results showed the ELM approach can provide more accurate coffee price forecasts compared to other methods. However, the study only used data from Brazil and the forecasts may differ in other countries.

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    2 views2 pages

    Tugas Tabel Review Jurnal Internasional

    Uploaded by

    Zahratus Safira
    This journal article proposes using an Extreme Learning Machine (ELM) artificial neural network to forecast coffee prices. The ELM model outperformed linear forecasting models and a standard Multilayer Perceptron neural network in 71% of test cases. The authors developed a methodology involving preprocessing of price time series data, variable selection using partial autocorrelation, and training the ELM network on the data. The results showed the ELM approach can provide more accurate coffee price forecasts compared to other methods. However, the study only used data from Brazil and the forecasts may differ in other countries.

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    TUGAS REVIEW JURNAL INTERNASIONAL

    MATA KULIAH METODE KUANTITATIF


    JOURNAL TITLE A methodology for coffee price forecasting based on
    extreme learning machines
    PAGES 10 Pages
    WORDS 7808 Words
    PUBLISHED MAY 15, 2020.

    AUTHORS Carolina Deina, Matheus Henrique do Amaral Prates, Carlos


    Henrique Rodrigues Alves, Marcella Scoczynski Ribeiro Martins,
    Flavio Trojan, Sergio Luiz Stevan Jr., Hugo Valadares Siqueira

    REVIEWER ZAINUR ROFIAH ( NIM : S642302026 )


    AGRIBUSINESS MASTER STUDENT
    FACULTY OF AGRICULTURE
    SEBELAS MARET UNIVERSITY
    DATA SOURCES The sample was collected from the database available on the
    website of the Center for Advanced Studies in Applied
    Econometrics at the Luiz de Queiroz College of Agronomy (ESALQ)
    of the University of Sa˜ o Paulo (USP), Brazil (available at http://ce-
    pea.esalq.usp.br).

    PROBLEMS Coffee is a beverage that is not only valued in countries that have a
    tradition in its trade.

    Due to the importance of commercialization, the coffee industry is


    an expression of the world economy. According to the latest
    information provided by the International Coffee Organization, in
    2021, the consumption of the coffee harvest from April 2019 to
    March 2020 was Domestic coffee consumption and exports have
    driven the international trade balance.

    However, coffee exports are subject to price fluctuations, which


    bring risks to farmers, importers, marketing institutions, and
    consumers. this is due to the volatility caused by changes in world
    market price trends.

    OBJECTIVE The author states that the methodology used to predict


    commodity prices is increasingly important, despite the intrinsic
    difficulties associated with this topic. When the results produced
    are consistent, they help not only the decision-making process, but
    also the entire production chain. Therefore, it becomes relevant to
    investigate new strategies and tools to address this issue
    MODELS AND METHODS 1. FORECASTING MODEL
    • EKSPONENTIAL SMOOTHING
    • AUTOREGRESSIVE MODEL
    • AUTOREGRESSIVE INTEGRATED MOVING AVERAGE MODEL
    • MULTILAYER PERCEPTRON
    • EKSTREAM LEARNING MACHINES
    2. FORECASTING METHODOLOGY
    3. PERFORMANCE ASSESMENT

    RESULTS This research proposes a methodology to predict Arabica and


    Robusta coffee prices based on the use of an Extreme Learning
    Machine (ELM) artificial neural network.
    The steps followed include preprocessing of the series and a
    variable selection procedure, which uses the Partial
    Autocorrelation Function as a guide. The ELM is very similar to the
    classical Multilayer Perceptron (MLP) neural network, but requires
    lower computational effort as its intermediate layers are not
    customized, and its training is based on deterministic methods
    ADVANTAGE Computational results show that the methodology using ELM is
    able to outperform all linear processes, and is better than MLP in
    71% of cases.

    DEFICIENSES The research was only sourced from the Center for Advanced
    Studies in Applied Econometrics at the Luiz de Queiroz College of
    Agronomy (ESALQ) of the University of Sa˜o Paulo (USP), Brazil.Of
    course, the same methods and methods may not necessarily get
    the same results if the research is conducted in other countries

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