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Integration of Double Exponential Smoothing Damped Trend with Metaheuristic Methods to Optimize Forecasting Rupiah Exchange Rate against USD during COVID-19 Pandemic 整合双指数平滑抑制趋势与元启发式方法优化新冠疫情期间印尼盾兑美元汇率预测
Pub Date : 2020-10-24 DOI: 10.23917/khif.v6i2.9887
Maftahatul Hakimah, M. Kurniawan
COVID-19 pandemic has brought great changes to the stability of the Indonesian state. The disease not only has an impact on public health but also has the effect of weakening the economic sector. One indicator is the weakening of the rupiah exchange rate against the USD. When the pandemic emerged, the rupiah exchange rate started to weaken, which may encourage investors to reduce investment in Indonesia. Therefore, it is necessary to predict the rupiah exchange rate during the COVID-19 pandemic for the coming period. This study applies the Double Exponential Smoothing forecasting method by adding a damped trend factor. The calculation of the parameters of the method becomes the research optimization problem. This optimization problem is then solved using metaheuristic methods, namely Genetic Algorithm (GA) and Particle Swarm Optimization (PSO). The performance of the forecasting model is measured based on the magnitude of the forecast error. This study shows that the PSO algorithm is better at obtaining the optimal parameters for predicting the rupiah exchange rate in the coming period compared to GA. The integration error rate of Double Exponential Smoothing damped trend with PSO is 0.70%, while the error rate for the same method with GA is 0.72%. Thus, the integrated performance of double exponential smoothing with metaheuristic optimization is a more excellent method in predicting the rupiah exchange rate against the USD during the period of the Coronavirus outbreak. Furthermore, the addition of a trend dampening factor to the DES method also significantly increases the forecast accuracy.
新冠肺炎疫情给印尼国家稳定带来巨大变化。这种疾病不仅对公众健康造成影响,而且还会削弱经济部门。一个指标是印尼盾对美元汇率的疲软。当疫情出现时,印尼盾汇率开始走弱,这可能会鼓励投资者减少在印尼的投资。因此,有必要对未来一段时间内新冠疫情期间的印尼盾汇率进行预测。本研究采用双指数平滑预测方法,加入阻尼趋势因子。该方法的参数计算成为研究的优化问题。然后使用元启发式方法,即遗传算法(GA)和粒子群优化(PSO)来解决该优化问题。根据预测误差的大小来衡量预测模型的性能。本研究表明,与遗传算法相比,粒子群算法更能获得预测未来一段时间印尼盾汇率的最优参数。采用粒子群算法的双指数平滑阻尼趋势积分错误率为0.70%,采用遗传算法的双指数平滑阻尼趋势积分错误率为0.72%。因此,双指数平滑与元启发式优化的综合性能是预测新冠肺炎疫情期间印尼盾兑美元汇率的较好方法。此外,在DES方法中加入趋势抑制因子也显著提高了预测精度。
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引用次数: 3
Analysis of Communication Network Patterns of Home Industries (A Case Study in Tambaksari, Rowosari, Kendal) 家庭产业通信网络模式分析(以Tambaksari、Rowosari、Kendal为例)
Pub Date : 2020-10-24 DOI: 10.23917/khif.v6i2.10468
Puteri Anidya Maulan, D. Manongga, I. Sembiring
Tambaksari is a village in Kendal Regency that has home industries ( Industri Rumahan , IR). The local government classifies these industrial activities of BUMDes (Village-Owned Enterprises) into three groups, namely IR-1, IR-2, and IR-3. Each group or class has its specific criteria. The significant local potentials in Tambaksari include fish farming and processing. The advantage of the local potential in Tambaksari is inseparable from the synergy between the local government and the people of Tambaksari. This study observed the patterns of actor interactions in 64 IRs in Tambak Sari. Data were collected from questionnaires and analyzed using the Social Network Analysis (SNA) method. The results showed that Tambaksari IRs have a network density of 5.5%, which suggests that the relationship was weak. Network analysis using UCINET illustrates the separation of the IR group, which further reinforces the existence of competition in the network. The study reveals the dominant actor in the network interaction based on the measure of degree centrality, closeness centrality, and betweenness centrality. He is the actor with id # 29 who is the Chairman of IR-2, 54 years old, who has a Pindang Fish Processing.
Tambaksari是肯德尔县的一个村庄,拥有家庭工业(Industri Rumahan, IR)。当地政府将村企的这些工业活动分为三组,即IR-1、IR-2和IR-3。每个小组或班级都有其特定的标准。坦巴克萨里当地的重大潜力包括鱼类养殖和加工。坦巴克萨里地方潜力的优势离不开当地政府和坦巴克萨里人民之间的协同作用。本研究观察了Tambak Sari地区64个ir中行动者相互作用的模式。通过问卷调查收集数据,并采用社会网络分析(SNA)方法进行分析。结果表明,Tambaksari ir的网络密度为5.5%,表明两者之间的关系较弱。使用UCINET的网络分析说明了IR组的分离,这进一步加强了网络中竞争的存在。本研究以程度中心性、亲密中心性和中间中心性为衡量标准,揭示了网络互动中的主导角色。他是id # 29的演员,是IR-2的董事长,54岁,拥有品当鱼加工厂。
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引用次数: 1
Combination of K-Means and Simple Additive Weighting in Deciding Locations and Strategies of University Marketing k -均值与简单相加权的结合在大学营销选址与策略决策中的应用
Pub Date : 2020-10-22 DOI: 10.23917/khif.v6i2.11281
Muhamad Ali Kasri, H. Jati
Every year UNIMUDA Sorong welcomes new students and keeps promoting to attract more. The process generates a growing number of student data. On the other hand, the promotional strategy to attract new students faces obstacles such as generalization among locations, ineffective time, limited personnel to carry out promotions, and cost inefficiency. This study examines the new student data and university marketing strategies to optimize time, effort, and cost. It uses the K-Means method for data grouping and the Simple Additive Weighting (SAW) for ranking the results of data grouping. The result of this research suggests that the location of promotion may be determined from the clustering process using the K-Means method. The silhouette coefficient test invalidates the data clustering, and the SAW method helps the ranking process to obtain a sequence of promotion locations. The ranking results reflect the predetermined decision table that directs promotion location selection according to the promotion strategy. The combination of the two methods helps to decide the location and marketing strategy to optimize time, effort, and cost. The results of this study may be used as a comparative reference for the management to decide the right promotion strategy based on the locations and student background.
每年UNIMUDA Sorong都会欢迎新学生,并不断推广以吸引更多的学生。这个过程产生了越来越多的学生数据。另一方面,吸引新生的促销策略面临着地域的泛化、时间的无效、人员的有限、成本的低效率等障碍。本研究考察了新的学生数据和大学营销策略,以优化时间、精力和成本。它使用K-Means方法进行数据分组,使用简单加性加权(Simple Additive Weighting, SAW)对数据分组结果进行排序。本研究的结果表明,可以使用K-Means方法从聚类过程中确定提升的位置。剪影系数检验使数据聚类无效,SAW方法有助于排序过程获得促销位置序列。排序结果反映了预先确定的决策表,该决策表根据促销策略指导促销地点的选择。这两种方法的结合有助于确定地点和营销策略,以优化时间、精力和成本。本研究的结果可作为管理层根据地点和学生背景决定正确的促销策略的比较参考。
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引用次数: 3
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Khazanah Informatika : Jurnal Ilmu Komputer dan Informatika
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