Page 378 - Contributed Paper Session (CPS) - Volume 2

CPS1889 Subanar
2.3. Proposed hybrid approach
The procedure of the proposed hybrid approach is presented below and
the diagram is displayed in Figure 3.
a. Applying SSA to decompose the original series { , = 1,2, … , } into

(1) (2) () ()
n subseries, namely , , … , { = 1,2, … , } where = ∑ .

=1

b. Constructing the NN model to forecast each group components
c. Defining the final forecast value by aggregating each forecast value
obtained from the previous step.

Figure 3: Procedure of the proposed hybrid approach

Finally, the forecast accuracy is evaluated by RMSE and MAPE,

ℎ+−1
1 2
̂
RMSE = √ ∑ ( − )

=ℎ
ℎ+−1 ̂
MAPE = 1 ∑ | − | × 100%

=ℎ
Symbol shows the number of observations involved in the calculation and
ℎ is the time where the calculation is started.

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