Peramalan Inflasi di Indonesia Aplikasi Metode Ensembel untuk

Mega Silfiani, Suhartono Suhartono
Submission Date: 2012-08-02 10:39:18
Accepted Date: 2013-01-17 09:44:31

Abstract


Bank Indonesia melakukan kebijakan moneter berdasarkan kerangka kerja yang dinamakan ITF (inflation targetting framework) untuk memelihara kestabilan nilai rupiah. Oleh karena itu penelitian ini bertujuan untuk mengembangkan suatu model yang sesuai untuk peramalan inflasi di Indonesia berdasarkan metode ARIMA, ANN dan ensembel (gabungan). Metode ensembel yang digunakan dalam penelitian ini menggunakan perubahan input dan jumlah neuron untuk menciptakan anggota ensembel, sedangkan averaging dan stacking digunakan untuk menggabungkan. Data yang digunakan adalah inflasi nasional dan tujuh kota di Jawa Timur periode 2000-2012. Hasil penelitian menunjukkan bahwa untuk peramalan dua belas bulan ke depan metode single ANN menghasilkan RMSE yang terkecil sedangkan jika dilihat dari ensembel, RMSE terkecil dihasilkan oleh ANN ensembel.


Keywords


ANN; ARIMA; Ensembel; Inflasi

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