Peramalan

-MAULIDA BUTAR BUTAR-

Referensi
Chapter 4 Buku Heizer and Render – Forecasting (Halaman 137-188)
Chapter 3 Buku F. Robert Jacobs – Forecasting (Halaman 44-91)

Boleh menggunakan referensi lainnya.

Pengertian Peramalan
Peramalan merupakan bagian awal dari suatu proses pengambilan suatu
keputusan.
▪ Peramalan adalah penggunaan data masa lalu dari sebuah variabel atau
kumpulan variabel untuk mengestimasi nilainya di masa yang akan datang.
▪ Asumsi dasar dalam penerapan teknik-teknik peramalan adalah jika kita dapat
memprediksi apa yang terjadi di masa depan maka kita dapat mengubah
kebiasaan kita saat ini menjadi lebih baik dan akan jauh lebih berbeda di masa
yang akan datang. Hal ini disebabkan kinerja di masa lalu akan terus berulang
setidaknya dalam masa mendatang yang relatif dekat.
Pengertian Peramalan (Cont.)
▪ Merupakan bagian vital bagi setiap organisasi bisnis dan untuk
setiap pengambilan keputusan manajemen yang sangat signifikan.
Peramalan menjadi dasar bagi perencanaan jangka panjang
perusahaan.
▪ Proses peramalan dilakukan pada level agregat (part family); bila
data yang dimiliki adalah data item, maka perlu dilakukan agregasi
terlebih dahulu.
Karakteristik Peramalan
▪ Keakuratan
▪ Biaya
▪ Respon
▪ Kesederhanaan
Prinsip Peramalan
▪ Peramalan melibatkan kesalahan (error).
▪ Peramalan sebaiknya memakai tolok ukur kesalahan peramalan.
▪ Peramalan famili produk lebih akurat dari pada peramalan produk
individu (item).
▪ Peramalan jangka pendek lebih akurat dari pada jangka panjang.
▪ Jika di mungkinkan, hitung permintaan dari pada meramal
permintaan.
Prinsip Peramalan (Cont.)
▪ Forecast involves error >>> they are usually wrong
▪ Family forecast are more accurate than item forecast. Aggregate
forecasts are more accurate.
▪ Short-range forecasts are more accurate than long-range forecasts
▪ A good forecast is more than a single number.
Forecasting
Forecasting is the art and science of predicting future events. Forecasting may
involve taking historical data (such as past sales) and projecting them into the
future with a mathematical model.

Forecasting can be classified into four basic types: qualitative, time series
analysis, causal relationships, and simulation.
Forecasting Time Horizons
Time horizons fall into three categories:
1. Short-range forecast: This forecast has a time span of up to 1 year but is generally
less than 3 months. It is used for planning purchasing, job scheduling, workforce
levels, job assignments, and production levels.
2. Medium-range forecast: A medium-range, or intermediate, forecast generally spans
from 3 months to 3 years. It is useful in sales planning, production planning and
budgeting, cash budgeting, and analysis of various operating plans.
3. Long-range forecast: Generally 3 years or more in time span, long-range forecasts
are used in planning for new products, capital expenditures, facility location or
expansion, and research and development.
Rentang Waktu dalam Peramalan
Seven Steps in the Forecasting System
1. Determine the use of the forecast
2. Select the items to be forecasted
3. Determine the time horizon of the forecast
4. Select the forecasting model(s)
5. Gather the data needed to make the forecast
6. Make the forecast.
7. Validate and implement the results
Langkah-langkah Peramalan
1. Definisikan tujuan peramalan
2. Buatlah diagram pencar (Plot Data) – Misalnya memplot demand versus waktu,
dimana demand sebagai ordinat (Y) dan waktu sebagai axis (X).
3. Memilih model peramalan yang tepat, yaitu yang paling memenuhi tujuan peramalan
dan sesuai dengan plot data.
4. Lakukan perhitungan peramalan untuk masing-masing metode
5. Hitung kesalahan ramalan (forecast error)
6. Pilih Metode Peramalan dengan kesalahan yang terkecil.
7. Lakukan Verifikasi peramalan
Metode Peramalan
▪ Metode Kualitatif
Metode ini digunakan dimana tidak ada model matematik, biasanya
dikarenakan data yang ada tidak cukup representatif untuk meramalkan
masa yang akan datang (long term forecasting).
▪ Metode Kuantitatif
Metode yang penggunaanya didasari ketersediaan data mentah disertai
serangkaian kaidah matematis untuk meramalkan hasil di masa depan.
Quantitative Forecasts
Five quantitative forecasting methods

1. Naive Approach
2. Moving Averages Time-series models
3. Exponential Smoothing

4. Trend Projection
Associative model
5. Linear Regression
Time-Series Forecasting
A time series is based on a sequence of evenly spaced (weekly, monthly,
quarterly, and so on) data points.
Forecasting time-series data implies that future values are predicted only from
past values and that other variables, no matter how potentially valuable, may be
ignored
Time series analysis - A type of forecast in which data relating to past demand are
used to predict future demand.
Four Components of Time Series
A time series has four components:
1. Trend is the gradual upward or downward movement of the data over time. Changes in
income, population, age distribution, or cultural views may account for movement in trend.
2. Seasonality is a data pattern that repeats itself after a period of days, weeks, months, or
quarters. There are six common seasonality patterns:
Four Components of Time Series (Cont.)
3. Cycles are patterns in the data that occur every several years. They are usually
tied into the business cycle and are of major importance in short-term
business analysis and planning.
4. Random variations are “blips” in the data caused by chance and unusual
situations. They follow no discernible pattern, so they cannot be predicted.
Common
Types of Trends
Measuring Forecast Error
▪ The overall accuracy of any forecasting model—moving average, exponential smoothing, or
other—can be determined by comparing the forecasted values with the actual or observed
values. If Ft denotes the forecast in period t, and At denotes the actual demand in period t,
the forecast error (or deviation) is defined as:

𝐹𝑜𝑟𝑒𝑐𝑎𝑠𝑡 𝑒𝑟𝑟𝑜𝑟 = 𝐴𝑐𝑡𝑢𝑎𝑙 𝑑𝑒𝑚𝑎𝑛𝑑 − 𝐹𝑜𝑟𝑒𝑐𝑎𝑠𝑡 𝑣𝑎𝑙𝑢𝑒

= 𝐴𝑡 − 𝐹𝑡

▪ Three of the most popular measures are Mean Absolute Deviation (MAD), Mean Squared Error (MSE),
Mean Absolute Percent Error (MAPE) and Tracking Signal (TS)
Tracking Signal
𝑅𝑆𝐹𝐸
𝑇𝑟𝑎𝑐𝑘𝑖𝑛𝑔 𝑆𝑖𝑔𝑛𝑎𝑙 𝑇𝑆 =
𝑀𝐴𝐷

where

RSFE = The running sum of forecast errors, considering the nature of the error. (For
example, negative errors cancel positive errors and vice versa.)
MAD = The average of all the forecast errors (disregarding whether the deviations are
positive or negative). It is the average of the absolute deviations.
 Contoh Perhitungan
Buku F. Robert Jacobs Halaman 67

Month Demand Actual Actual - RSFE ABS Sum of ABS MAD TS

Forecast Forecast IActual-ForecastI IActual -ForecastI
1 1000 950
2 1000 1070
3 1000 1100
4 1000 960
5 1000 1090
6 1000 1050
Yang akan dibahas
1. Naïve Approach
2. Metode Konstan
3. Simple Moving Average (Moving Average)
4. Weighted Moving Average
5. Single Exponential Smoothing
6. Double Exponential Smoothing (Trend-Corrected Exponential Smoothing / Holt’s Model)
7. Trend and Seasonality Corrected Exponential Smoothing / Winter’s Model (Pada
beberapa buku disebut sebagai Triple Exponential Smoothing)
8. Trend Projection - Linear Regression Analysis
9. Seasonal Variations
1. Naive approach
A forecasting technique that assumes that demand in the next period is equal
to demand in the most recent period.
2. Model Konstan
peramalannya dapat didekati dengan nilai rata-rata dari data tersebut.
Contoh
Diberikan data permintaan pabrik konveksi PT Garmen Mandiri dari bulan Januari
sampai Juni. Tentukan jumlah permintaan untuk bulan Juli dengan menggunakan
naive approach dan model konstan!
3. Moving Average
A moving-average forecast uses a number of historical actual data
values to generate a forecast. Moving averages are useful if we can
assume that market demands will stay fairly steady over time.

When demand for a product is neither growing nor declining rapidly,

and if it does not have seasonal characteristics, a moving average can
be useful in removing the random fluctuations for forecasting.
Example 1 (Buku Heizer dan Render,
Halaman 146)
Donna’s Garden Supply wants a 3-month moving-average forecast.

Month Actual 3-Month Moving 7 26

Sales Average
1 10 8 30
2 12 9 28
3 13 10 18
4 16 (10+12+13)/3 = __ 11 16
5 19 12 14
6 23 ?
4. Weighted Moving average
▪ When a detectable trend or pattern is present, weights can be used to place
more emphasis on recent values.
▪ Weighted moving average allows any weights to be placed on each element,
provided, of course, that the sum of all weights equals 1.
 For example, a department store may find that in a four-month period, the best
forecast is derived by using 40 percent of the actual sales for the most recent
month, 30 percent of two months ago, 20 percent of three months ago, and 10
percent of four months ago. The forecast for month 5 would be

Month 1 2 3 4 5

Sales (unit) 100 90 105 95 ?

𝐹5 = 0.40 95 + 0.30 105 + 0.20 90 + (0.10 100 )

 Example 2

Buku Heizer dan Render

Halaman 147

Month Actual Sales 3-Month Weighted Moving Average

1 10
2 12
3 13
4 16 [(3x13) +(2x12) +(10x1)] / 6 = __
Exponential Smoothing
▪ Meramalkan berdasarkan preferensi tingkat keyakinan terhadap ramalan
dibandingkan data aktual periode sebelumnya tanpa memperhatikan faktor
tren, siklik dan musiman
▪ Mempunyai faktor pemulusan (smoothing factor) bersimbol α dengan nilai 0
s.d. 1.
▪ Exponential smoothing - A time series forecasting technique in which each
increment of past demand data is decreased by (1 − α).
Exponential Smoothing (Cont.)
Exponential smoothing techniques have become well accepted for six major reasons:
1. Exponential models are surprisingly accurate.
2. Formulating an exponential model is relatively easy.
3. The user can understand how the model works.
4. Little computation is required to use the model.
5. Computer storage requirements are small because of the limited use of historical
data.
6. Tests for accuracy as to how well the model is performing are easy to compute.
Exponential Smoothing (Cont.)
Smoothing constant determines the level of smoothing and the speed of reaction
to differences between forecasts and actual occurrences. The value for the
constant is determined both by the nature of the product and by the manager’s
sense of what constitutes a good response rate. If a firm produced a standard
item with relatively stable demand, the reaction rate to differences between
actual and forecast demand would tend to be small, perhaps just 5 or 10
percentage points. However, if the firm were experiencing growth, it would be
desirable to have a higher reaction rate, perhaps 15 to 30 percentage points, to
give greater importance to recent growth experience.
5. Single Exponential Smoothing
Example 4 (Buku Heizer dan Render,
Halaman 150)
The port’s operations manager wants to test the use of exponential smoothing
to see how well the technique works in predicting tonnage unloaded. He
guesses that the forecast of grain unloaded in the first quarter was 175 tons.
Two values of a are to be examined: α = 0.10 and α = 0.50.
Quarter Actual (Tons) Forecast α = 0.10 Forecast α = 0.10
1 180 175 175
2 168 (0.1x180) + (0.9x175) 175 + (0.1(180-175))
3 159
4 175
5 190
6 205
7 180
8 182
9
MAD, MSE, MAPE dan TS
Latihan 01
Data berikut ini merupakan actual sales dalam unit untuk 6 bulan dimulai dari
bulan Januari.

Month Jan Feb March April May June

Actual Sales
(unit)
100 94 108 80 68 94

a. Hitunglah estimasi nilai ramalannya menggunakan simple exponensial

smoothing dengan α = 0.2 jika inisial estimasi periode Januari = 80.
b. Hitung MAD, MSE, MAPE dan TS
6. Double Exponential Smoothing /
Trend-Corrected Exponential Smoothing
(Holt Model)
To correct the trend, we need two smoothing constants. Besides the smoothing
constant α, the trend equation also uses a smoothing constant beta (β).
Smoothing constant beta (β) An additional parameter used in an exponential
smoothing equation that includes an adjustment for trend.
 Example 7 (Buku Heizer dan Render,
Halaman 154)
Smoothing constants are assigned the values of α = 0.2 and β = 0.4. The firm
assumes the initial forecast average for month 1 (F1) was 11 units and the trend
over that period (T1) was 2 units.

Month Actual Ft Tt FITt

Demand
(unit)
1 12 11 2 13
2 17 (0.2x12) + ((1-0.2)x(11+2)) = (0.4 x (12.8-11)) + ((1-0.4)x2)
14.72
12.8 = 1.92
3 20
7. Winter Model
Series with a Trend and Seasonality
To start, the demand is deseasonalized. Then, the team estimates initial level
and trend by running a regression between deseasonalized demand and time.
Assuming seasonality with M seasons, the forecast for an additive trend and
multiplicative seasonality is given by
level

trend

seasonal
 Contoh Perhitungan
Diketahui
Seasonality M = 4
Month Demand (unit) Lt Tt St
0 18439 524
1 8000 =0.05*(8000/0.47)+(1- =0.1*(18866-18439)+(1- 0.47
0.05)*(18439+5420) = 18866 0.1)*524 = 514
2 13000 0.68
3 23000 1.17
4 34000 1.67
5 10000 =0.1*(8000/18866)+(1
-0.1)*0.47=___
8. Linear Regression
A least-squares line is described in terms of its y-intercept (the height at which it
intercepts the y-axis) and its expected change (slope). If we can compute the y-
intercept and slope, we can express the line with the following equation:
Example 8 (Buku Heizer dan Render,
Halaman 157)
Month (x) Demand (unit) x2 xy
(y)
1 74
2 79
3 80
4 90
5 105
6 142
7 122
Latihan 02
t y t y
1 600 7 2600
2 1550 8 2900
3 1500 9 3800
4 1500 10 4500
5 2400 11 4000
6 3100 12 4900
9. Seasonal Variations (Decomposition
of a Time Series)
Seasonal variations in data are regular movements in a time series that relate to
recurring events such as weather or holidays.
A time series can be defined as chronologically ordered data that may contain one or
more components of demand: trend, seasonal, cyclical, autocorrelation, and random.
Decomposition of a time series means identifying and separating the time series data
into these components.

▪ Additive Seasonal Variation

▪ Multiplicative Seasonal Variation
Additive Seasonal Variation
Additive seasonal variation simply assumes that the seasonal factor or seasonal index is a
constant no matter what the trend or average amount is.

Forecast including trend and seasonal = Trend + Seasonal factor

Example 9 (Buku Heizer dan Render,
Halaman 160)
If we expect the annual demand for computers to be 1,200 units next year, we
would use these seasonal indices to forecast the monthly demand as follows:
Latihan 03
Multiplicative Seasonal Variation
In multiplicative seasonal variation, the trend is multiplied by the seasonal index
(in the multiplicative case, the seasonal “factor” is usually referred to as a season
index).
Forecast including trend and seasonal = Trend × Seasonal index
Example 3.4 (Buku F Robert Jacobs,
Halaman 63)
 Latihan 04
a. Use a 2-month moving average on all the data and
plot the averages and the prices.
b. Use a 3-month moving average and add the 3-
month plot to the graph created in part (a).
c. Which is better (using the mean absolute
deviation): the 2-month average or the 3-month
average?
d. Compute the forecasts for each month using
exponential smoothing, with an initial forecast for
January of $1.80. Use α = 0.1, then α = 0.3, and
finally α = 0.5. Using MAD, which α is the best
Latihan 05 (Data)
Latihan 05 (Question)
a. Calculate the simple three-month moving average forecast for periods 4–12.
b. Calculate the weighted three-month moving average using weights of 0.50, 0.30, and
0.20 for periods 4–12.
c. Calculate the single exponential smoothing forecast for periods 2–12 using an initial
forecast (F1) of 61 and an α of 0.30.
d. Calculate the exponential smoothing with trend component forecast for periods 2–
12 using an initial trend forecast (T1) of 1.8, an initial exponential smoothing forecast
(F1) of 60, an α of 0.30, and a β of 0.30.
e. Calculate the mean absolute deviation (MAD) for the forecasts made by each
technique in periods 4–12. Which forecasting method do you prefer?
Latihan 06
Latihan 07