The research entitled “Desain dan Evaluasi Performa Model Wavelet Neural Network untuk Pemodelan Time Series” was conducted by Syamsul Bahri under the guidance of Prof. Dr.rer.nat. Widodo, M.S. and Prof. Drs. Subanar, Ph.D. in 2017.
The following is the abstract of this research.
ABSTRACT
The development of time series analysis models and techniques are in line with the development of science and technology. Since the decade of the 1990, soft computing techniques that include fuzzy techniques, neural network and wavelet were started to be used as an alternative model for the analysis of time series. The application of wavelet function as the activation function on the neural network model is known as the wavelet neural network (WNN) model. Based on WNN model, in this dissertasion has developed two neural network models for time series forecasting. The first model of the WNN developed is feed forward neural network (FFNN) model which accommodates the excellence of discrete wavelet transform of Haar for the pre-processing stage of data, and the excellence of multiresolution of wavelet B-spline used as the activation function, as well as the gradient descent algorithm with momentum as the optimization algorithm in the process of updating parameters. Design of architecture of the WNN model consists of six layers with three hidden layers. The second model has developed is WNN-F. The WNN-F model is the modification of the WNN model has developed in this research through by the implementation of fuzzy method to determine one of the parameter values in the model of WNN. These parameters are treated as exogenous parameters of the model, as a result these parameters are not updated in the learning process. The Fuzzy methods is the process in which the fuzzyfication-defuzzyfication of input. The fuzzification process using Gaussian membership functions and the defu-zzification process using fuzzy inference type TSK (Takagi-Sugeno-Kang). Design of architecture of the WNN-F model is consists of seven layers with three hidden layers. Based on the simulation and case study, the performance evaluation both of the model results have be achieved. Empirical results of the simulated case shows that based on MSE value and running time indicators, WNN-F model is better than WNN model. But, the performance of WNN model based on the value of AIC indicator is better than the performance of WNN-F model.
Kata Kunci: performa, wavelet neural network, wavelet neural network-fuzzy, wavelet B-spline, wavelet Haar, fungsi keanggotaan Gaussian, Inferensi fuzzy tipe TSK, time series.