ANALISIS DERET WAKTU DENGAN METODE MAXIMAL OVERLAP DISCRETE WAVELET TRANSFORM (MODWT)-ARIMA MENGGUNAKAN FILTER DAUBECHIES PADA DATA INFLASI INDONESIA

KIRANA, SEKAR and Maiyanti, Sri Indra and Irmeilyana, Irmeilyana (2024) ANALISIS DERET WAKTU DENGAN METODE MAXIMAL OVERLAP DISCRETE WAVELET TRANSFORM (MODWT)-ARIMA MENGGUNAKAN FILTER DAUBECHIES PADA DATA INFLASI INDONESIA. Undergraduate thesis, Sriwijaya University.

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Abstract

Inflation was a continuous increase in both the price of goods and services in general within a certain period of time. This research aim is to find forecasting model for inflation in Indonesia. The best model is needed to analyze future inflation so that people can make careful planning for each business activity. Indonesian inflation was analyzed by using a combination of Maximal Overlap Discrete Wavelet Transform (MODWT) method and Autoregressive Integrated Moving Average (ARIMA) model with a Daubechies filter of size 4. The data used in this study was monthly Indonesian inflation from January 2003 to October 2022. The data was procecessed by transforming it with MODWT, so the results are 5 signals, i.e 4 wavelet signals and 1 smooth signal. Then, that signals are modeled by ARIMA which produced a MAPE value of 50.39%, so it concluded that the forecasting model used is not good enough.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Peramalan, MODWT, ARIMA, MODWT-ARIMA, Inflasi
Subjects:	Q Science > QA Mathematics > QA299.6-433 Analysis > Q334.A755 Artificial intelligence. Computational linguistics. Computer science.
Divisions:	08-Faculty of Mathematics and Natural Science > 44201-Mathematics (S1)
Depositing User:	Users 39012 not found.
Date Deposited:	31 May 2024 08:40
Last Modified:	31 May 2024 08:40
URI:	http://repository.unsri.ac.id/id/eprint/146144

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