Peramalan Harga Minyak Mentah Indonesia dengan Model Hibrida ARIMA–FTS Cheng
DOI:
https://doi.org/10.47065/jimat.v5i3.629Keywords:
Forecasting; Crude Price Oil; Hybrid; ARIMA; FTS Cheng; MAPEAbstract
Economic growth is a key indicator of successful economic activities, with adequate crude oil availability playing a crucial role in supporting a country's economic development. This study aims to forecast Indonesian crude oil prices using an Autoregressive Integrated Moving Average (ARIMA)–Fuzzy Time Series (FTS) Cheng hybrid model. The data utilized consists of monthly Indonesian crude oil prices from January 2013 to April 2023 for training and from May 2023 to December 2024 for testing. The training data is modeled using ARIMA, and the residuals from the ARIMA model are subsequently analyzed using the FTS Cheng approach. The hybrid ARIMA-FTS Cheng forecast is generated by combining the predictions from both the ARIMA and FTS Cheng models. The results of the study show that the hybrid ARIMA–FTS Cheng model produced an MAPE of 7.46% on the training data and 4.57% on the testing data. Therefore, the ARIMA–FTS Cheng hybrid model is considered suitable for forecasting Indonesia's crude oil prices.
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