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Setiyowati, Eka
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MODEL KOMBINASI ARIMA DALAM PERAMALAN HARGA MINYAK MENTAH DUNIA Setiyowati, Eka; Rusgiyono, Agus; Tarno, Tarno
Jurnal Gaussian Vol 7, No 1 (2018): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (455.014 KB) | DOI: 10.14710/j.gauss.v7i1.26635

Abstract

Oil is the most important commodity in everyday life, because oil is one of the main sources of energy that is needed for other people. Changes in crude oil prices greatly affect the economic conditions of a country.  Therefore, the aim of this study is develop an appropriate model for forecasting crude oil price based on the ARIMA and its ensembles. In this study, ensemble method uses some ARIMA models to create ensemble members which are then combined with averaging and stacking techniques. The data used are the price of world crude oil period 2003-2017. The results showed that ARIMA (1,1,0) model produces the smallest RMSE values for forecasting the next thirty six months. Keywords: Ensemble, ARIMA, Averaging, Stacking, Crude Oil Price
Co-Authors Agus Rusgiyono Tarno Tarno