Saxena-Easo Fuzzy Time Series on Indonesia’s Inflation Rate Forecasting

Jurnal ILMU DASAR

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Title Saxena-Easo Fuzzy Time Series on Indonesia’s Inflation Rate Forecasting
 
Creator Ramadhani, Lutvia Citra
Anggraeni, Dian
Kamsyakawuni, Ahmad
 
Description Saxena-Easo Fuzzy Time Series (FTS) is a softcomputing method for forecasting using fuzzy concept. It doesn’t need any assumption like conventional forecasting method. Generally it’s focused on three important steps like percentage change as the universe of discourse, interval partition, and defuzzification. In this research, this method is applied to Indonesia’s inflation rate data. The aim of this research is to forecast Indonesia’s inflation rate in 2017 by using input from Autoregressive Integrated Moving Average (ARIMA) process, Saxena-Easo FTS, and actual data from 1970-2016. ARIMA is focused on four steps like identifying, parameter estimation, diagnostic checking, and forecasting. The result for Indonesia’s inflation rate forecasting in 2017 is about 5.9182 using Saxena-Easo FTS. Root Mean Square Error (RMSE) is also computed to compare the accuracy rate from each method between Saxena-Easo FTS and ARIMA. RMSE from Saxena-Easo FTS is about 0.9743 while ARIMA is about 6.3046. Keywords: saxena-easo fuzzy time series, ARIMA, inflation rate, RMSE.
 
Publisher Fakultas Matematika dan Ilmu Pengetahuan Alam Universitas Jember
 
Date 2019-01-22
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
 
Format application/pdf
 
Identifier https://jurnal.unej.ac.id/index.php/JID/article/view/6881
10.19184/jid.v20i1.6881
 
Source Jurnal ILMU DASAR; Vol 20 No 1 (2019); 53-60
2442-5613
1411-5735
 
Language eng
 
Relation https://jurnal.unej.ac.id/index.php/JID/article/view/6881/6310
 
Rights Copyright (c) 2019 Lutvia Citra Ramadhani, Dian Anggraeni, Ahmad Kamsyakawuni
http://creativecommons.org/licenses/by-sa/4.0
 

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