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PERAMALANPERAMALANPERAMALANPERAMALAN
Oleh :
Aulia Ishak, ST, MT
Aulia Ishak, ST, MT11
Kerangka PeramalanKerangka PeramalanKerangka PeramalanKerangka Peramalan
Perbedaan diantara peramalan danPerbedaan diantara peramalan danPerbedaan diantara peramalan dan Perbedaan diantara peramalan dan PerencanaanPerencanaanAplikasi Peramalan dalam keputusan daerah Aplikasi Peramalan dalam keputusan daerah p pp pyang beragam operasi (perencanaan kapasitas, yang beragam operasi (perencanaan kapasitas, manajemen persediaan, dll)manajemen persediaan, dll)Penggunaan dan Metode PeramalanPenggunaan dan Metode Peramalan
Aulia Ishak, ST, MT22
Penggunaan Peramalan untuk Penggunaan Peramalan untuk Keputusan OperasiKeputusan OperasiKeputusan OperasiKeputusan Operasi
TimeHorizon
AccuracyRequired
Number ofForecasts
ManagementLevel
ForecastingMethodq
Processdesign Long Medium Single or few Top Qualitative
or causal
Capacity Q lit tiCapacityplanning,facilities
Long Medium Single or few Top Qualitativeand causal
Aggregatel i Medium High Few Middle Causal and
planning Medium High Few Middle time series
Scheduling Short Highest Many Lower Time series
Inventorymanagement Short Highest Many Lower Time series
Aulia Ishak, ST, MT33
Use of Forecasting (Table 11.1)Use of Forecasting (Table 11.1)Marketing Finance HRMMarketing Finance HRMMarketing, Finance, HRMMarketing, Finance, HRM
Time Accuracy Number of Management ForecastingHorizon
yRequired Forecasts
gLevel
gMethod
Long-rangemarketingprograms
Long Medium Single or few Top QualitativeprogramsPricingdecisions Short High Many Middle Time series
New product Q alitati eNew productintroduction Medium Medium Single Top Qualitative
and causal
Costestimating Short High Many Lower Time seriesestimating g y
Capitalbudgeting Medium Highest Few Top Causal and
time series
Aulia Ishak, ST, MT44
Metode Peramalan KualitatifMetode Peramalan KualitatifMetode Peramalan KualitatifMetode Peramalan Kualitatif
Metode Utama:Metode Utama:Metode Utama:Metode Utama:–– Teknik Delphi Teknik Delphi
Survey pasarSurvey pasar–– Survey pasarSurvey pasar–– Analogi siklus hidupAnalogi siklus hidup
Informed J dgementInformed J dgement–– Informed JudgementInformed Judgement
Aulia Ishak, ST, MT55
Peramalan TimePeramalan Time--SeriesSeriesPeramalan TimePeramalan Time Series Series
Komponen umum dalam timeKomponen umum dalam time--series :series :Komponen umum dalam timeKomponen umum dalam time series :series :–– RataRata--ratarata–– SeasonalSeasonal–– SiklikSiklik–– TrendTrend–– Error (komponen random )Error (komponen random )
“Dekomposisi” time“Dekomposisi” time--seriesseries
Aulia Ishak, ST, MT66
Moving AverageMoving Average
Simple Moving Average:Simple Moving Average:
Moving AverageMoving Average
Simple Moving Average:Simple Moving Average:
DDD +++N
DDDA Ntttt
11 ...... +−− +++=
AF 1
Weighted Moving Average:Weighted Moving Average:tt AF =+ 1
11211 ...... +−−+ +++== NtNtttt DWDWDWAF
Aulia Ishak, ST, MT77
Exponential SmoothingExponential Smoothing
Simple Exponential Smoothing:Simple Exponential Smoothing:
Exponential SmoothingExponential Smoothing
Simple Exponential Smoothing:Simple Exponential Smoothing:
1 ( )t t t tF F D Fα+ = + −
Smoothing Coefficient (alpha) determinasiSmoothing Coefficient (alpha) determinasi
1 ( )t t t t+
Smoothing Coefficient (alpha) determinasiSmoothing Coefficient (alpha) determinasiDeterminasi meramalkan inisial Determinasi meramalkan inisial
Aulia Ishak, ST, MT88
TimeTime--Series Data PlotSeries Data PlotTimeTime Series Data Plot Series Data Plot
Aulia Ishak, ST, MT99
Exponential SmoothingExponential SmoothingExponential SmoothingExponential Smoothing
Logis Dasar:Logis Dasar:Logis Dasar:Logis Dasar:
PeramalanPeramalan
( ) 11 −−+= ttt ADA αα
PeramalanPeramalan
AF tt AF =+1
( )tttt FDFF −+=+ α1 ( )tttt+1
Aulia Ishak, ST, MT1010
Kesalahan PeramalanKesalahan PeramalanKesalahan PeramalanKesalahan Peramalan
Cumulative Sum of Forecast Error (CFE)Cumulative Sum of Forecast Error (CFE)Cumulative Sum of Forecast Error (CFE)Cumulative Sum of Forecast Error (CFE)Mean Square Error (MSE)Mean Square Error (MSE)Mean Absolute Deviation (MAD)Mean Absolute Deviation (MAD)Mean Absolute Deviation (MAD)Mean Absolute Deviation (MAD)Mean Absolute Percentage Error (MAPE)Mean Absolute Percentage Error (MAPE)Tracking Signal (TS)Tracking Signal (TS)Tracking Signal (TS)Tracking Signal (TS)
Aulia Ishak, ST, MT1111
Kesalahan Peramalan: FormulaKesalahan Peramalan: Formula
t
n
=1i
e = CFE ∑Cumulative sum ofForecast Errors
n
|De|
= MAPE t
tn
=1i
100∑Mean AbsolutePercentage Error
t
n
=1i
e=MSE
2∑Mean Square Error e=TS
t
n
=1i∑Tracking Signal
nMSE
||n
∑Mean Absolute
MAD=TS 1i
n
e∑n
|e| = MAD
t=1i∑Mean Absolute
Deviationn
t=1i
e = ME∑Mean Error
Aulia Ishak, ST, MT1212
Peramalan TimePeramalan Time--Series Series BerkelanjutanBerkelanjutan
Adaptif exponential smoothingAdaptif exponential smoothingAdaptif exponential smoothingAdaptif exponential smoothingPerbandingan Metode peramalan timePerbandingan Metode peramalan time--seriesseriesseries series Metode BoxMetode Box--Jenkins Jenkins
Aulia Ishak, ST, MT1313
Model Peramalan KausalModel Peramalan KausalModel Peramalan Kausal Model Peramalan Kausal
Model umum:Model umum:Model umum:Model umum:
xbay +=ˆBentuk lain model kausal :Bentuk lain model kausal :
EconometricEconometric–– EconometricEconometric–– InputInput--outputoutput–– Model SimulationModel SimulationModel Simulation Model Simulation –– LainLain--lainlain
Aulia Ishak, ST, MT1414
Contoh Metode KausalContoh Metode KausalContoh Metode KausalContoh Metode Kausal
D F
Yt = a + b(t)t Dt F t1 120 119 .522 124 121 .183 119 122 843 119 122 .844 124 124 .55 125 126 .156 130 127 816 130 127 .817 129 .47
Intercept (a) 117 .8667Intercept (a) 117 .8667Slope (b) 1 .657143
Aulia Ishak, ST, MT1515
F7 = 117.87 + 1.66 (7) = 129.47
Seleksi Metode PeramalanSeleksi Metode PeramalanSeleksi Metode PeramalanSeleksi Metode Peramalan
Pemakai dan sistem sophisticasiPemakai dan sistem sophisticasiPemakai dan sistem sophisticasiPemakai dan sistem sophisticasiWaktu dan ketersediaan sumberdayaWaktu dan ketersediaan sumberdayaP k i t k kt i tik k tP k i t k kt i tik k tPemakaian atau karakteristik keputusanPemakaian atau karakteristik keputusanKetersediaan data Ketersediaan data Pola data Pola data
Aulia Ishak, ST, MT1616