peramalan inflasi di indonesia dengan pendekatan arima dan fuzzy time series

Upload: adi-wijaya

Post on 15-Jul-2015

838 views

Category:

Documents


3 download

DESCRIPTION

Inflation is an economic phenomenon that occurs in almost all countries in the world, including Indonesia. Different figures of inflation forecasts issued by government agencies and non-governmental economic actors create doubt in determining inflation expectations. One way to produce a valid and accurate forecast figures by performing the selection of right techniques or methods of forecasting. This research will use ARIMA, the classical forecasting method in comparison with fuzzy time series (using Chen’s and Cheng’s method), the modern forecasting methods in forecasting inflation data. The results show that the forecasted inflation of these three methods is quite close to the real data in January 2011, but in the months that followed the pattern of forecast results show considerable fluctuations differ between methods. So that it can be seen that the three methods used for forecasting either a step forward forecasting. Among the three above mentioned methods of forecasting, forecasting method using the fuzzy logic relationship (first order) method of Cheng’s method is the best method of predicting monthly inflation in Indonesia.

TRANSCRIPT

Invalid document format