Statistika
Vol 10, No 1 (2010)

Forecasting Malaysia Load Using a Hybrid Model

Norizan Mohamed (Unknown)
Maizah Hura Ahmad (Unknown)



Article Info

Publish Date
11 Oct 2010

Abstract

A hybrid model, which combines the seasonal time series ARIMA (SARIMA) and the multilayer feedforwardneural network to forecast time series with seasonality, is shown to outperform both twosingle models. Besides the selection of transfer functions, the determination of hidden nodes to usefor the non linear model is believed to improve the accuracy of the hybrid model. In this paper, wefocus on the selection of the appropriate number of hidden nodes on the non linear model to forecastMalaysia load. Results show that by using only one hidden node, the hybrid model of Malaysia loadperforms better than both single models with mean absolute percentage error (MAPE) of less than 1%.

Copyrights © 2010






Journal Info

Abbrev

statistika

Publisher

Subject

Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Industrial & Manufacturing Engineering Mathematics

Description

STATISTIKA published by Bandung Islamic University as pouring media and discussion of scientific papers in the field of statistical science and its applications, both in the form of research results, discussion of theory, methodology, computing, and review ...