Peramalan Ekspor Dengan Hibrida Arima-Anfis

Authors

  • azis muslim Pusat Pengkajian Perdagangan Luar Negeri, Kementerian Perdagangan

DOI:

https://doi.org/10.31685/kek.v1i2.282

Keywords:

Ekspor, Impor, ARIMA, ANFIS, Peramalan

Abstract

Peramalan ekspor Indonesia merupakan salah satu rujukan penting untuk merumuskan target perdagangan. Studi ini mengkonstruksi proyeksi ekspor nasional dengan variabel univariat. Teknologi komputer saat ini telah digunakan untuk mengolah data yang kompleks dan teknologi ini memiliki memiliki keunggulan dalam hal kecepatan pemrosesan data. Tujuan dari penelitian ini adalah untuk meningkatkan keakuratan model konvensional ARIMA dengan model ANFIS dalam meramalkan ekspor Indonesia. Metode yang digunakan untuk membandingkan model adalah Theil's Inequality dan Mean Absolute Persentase Error (MAPE). Data yang digunakan adalah data ekspor bulanan Indonesia dari Januari 2009 sampai Desember 2015. Hasil penelitian menunjukkan bahwa nilai Theil's Inequality adalah 0,20 dan Mean Absolute Persentase Error adalah 29% untuk metode peramalan ARIMA. ANFIS dapat meningkatkan akurasi prediksi ekspor berdasarkan kinerjanya. Hasil model Hybrid adalah: nilai Theil's Inequality sebesar 0,13 dan Mean Absolute Persentase Error sebesar 1,36%. Penggunaan metode yang lebih akurat ini diharapkan bisa menjadi dasar bagi pembuat kebijakan agar lebih rasional.

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Published

2017-08-31

Issue

Vol. 1 No. 2 (2017)

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