Eksponensial
Vol 8 No 2 (2017)

Peramalan Harga Minyak Mentah Dunia (Crude Oil) Menggunakan Metode Radial Basis Function Neural Network (RBFNN)

Ayu Wulandari (Mahasiswa Program Studi Statistika FMIPA Universitas Mulawarman)
Sri Wahyuningsih (Dosen Program Studi Statistika FMIPA Universitas Mulawarman)
Fidia Deny Tisna Amijaya (Dosen Program Studi Statistika FMIPA Universitas Mulawarman)



Article Info

Publish Date
21 Dec 2017

Abstract

Forecasting is a technique to estimate a value in the future with past data and current data. One of the forecasting method that includes neural network is Radial Basis Function Neural Network (RBFNN). In this research, RBFNN method is used to get the best model and to forecast world crude oil price (US$) data. World crude oil prices forecasting is very important for many stakeholder, both from the government sector, business entities and investors so that all activities can go according to plan. In the RBFNN method, the network input and the number of hidden layers is very influential to get the best model from RBFNN and also the forecasting. To get the best model by using network input determination by identifying the Partial Autocorrelation Function (PACF) lag, and to determine the number of hidden layers by the K-Means cluster method. Results of the research showed that from the training data, the best model of RBFNN is using 2 network inputs Xt−1 and Xt−2 and 3 hidden layers with Mean Absolute Percentage Error (MAPE) accuracy level is 6,8150%. With the model, for the next period from June 2017 to December 2017 the world crude oil price (US $) shows a downward trend.

Copyrights © 2017






Journal Info

Abbrev

exponensial

Publisher

Subject

Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Mathematics Other

Description

Jurnal Eksponensial is a scientific journal that publishes articles of statistics and its application. This journal This journal is intended for researchers and readers who are interested of statistics and its ...