Image of PERBANDINGAN ANALISIS PERAMALAN ARIMA, SARIMA DAN EXPONENTIAL SMOOTHING HOLT-WINTERS TERHADAP HARGA BATUBARA

Skripsi

PERBANDINGAN ANALISIS PERAMALAN ARIMA, SARIMA DAN EXPONENTIAL SMOOTHING HOLT-WINTERS TERHADAP HARGA BATUBARA

Penilaian

0,0

dari 5
Penilaian anda saat ini :  

This study compares the accuracy of ARIMA, SARIMA, and Exponential Smoothing Holt-Winters models in forecasting coal prices. Coal prices that change over time require price forecasting to support decision making. Therefore, this study forecasts coal prices through ARIMA, SARIMA and Exponential Smoothing Holt-Winters to obtain the best method in forecasting coal prices from November 2024 to October 2025. The data used are monthly coal price data from September 2017-August 2023 for training data and September 2023 - October 2024 for testing data. The best model is selected based on accuracy criteria such as Mean Absolute Error (MAE), Mean Squared Error (MSE), and Mean Absolute Percentage Error (MAPE). The results of the study indicate that Exponential Smoothing Holt-Winters (multiplicative) produces higher accuracy than ARIMA and SARIMA by obtaining an MSE of 230.2615, an MAE value of 12.40 and a MAPE value of 9.7963% which indicates a very good forecasting model, so this model has a higher level of accuracy for predicting coal prices. The suggestion in this study is that further researchers can use data with different conditions to compare the level of forecast accuracy produced.

Availability
Inventory Code Barcode Call Number Location Status
2407006539T159795T1597952024Central Library (REFERENCE)Available but not for loan - Not for Loan
Detail Information
Series Title
-
Call Number
T1597952024
Publisher
Indralaya : Prodi Ilmu Matematika, Fakultas Matematika Dan Ilmu Pengetahuan Alam Universitas Sriwijaya.,
Collation
ix, 74 hlm.; ilus.; 29 cm
Language
ISBN/ISSN
-
Classification
519.550 7
Content Type
Text
Media Type
unmediated
Carrier Type
-
Edition
-
Subject(s)
Analisis Deret Waktu
Prodi Ilmu Matematika
Specific Detail Info
-
Statement of Responsibility
Other version/related

No other version available

File Attachment
Comments
You must be logged in to post a comment