Fauriza Wildhani
Information System, STIKOM Tunas Bangsa, Pematangsiantar, Indonesia

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Global Inflation Forecasting Using Stacking Ensemble with Elastic Net Meta-Learner Integrating Random Forest, XGBoost, and LightGBM Fauriza Wildhani; Anjar Wanto; Irfan Sudahri Damanik
Jurnal Teknik Informatika (Jutif) Vol. 7 No. 3 (2026): JUTIF Volume 7, Number 3, June 2026
Publisher : Informatika, Universitas Jenderal Soedirman

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.52436/1.jutif.2026.7.3.5599

Abstract

Inflation dynamics have become increasingly complex due to economic volatility and nonlinear interactions, challenging the reliability of conventional forecasting models; therefore, this study develops a robust global inflation forecasting framework using a hybrid stacking ensemble that integrates Random Forest, XGBoost, and LightGBM as base learners with Elastic Net as a regularized meta-learner, applied to annual inflation data from 2000–2024 across five major economic blocs (G7, Europe, BRICS, ASEAN, and the Americas) after temporal feature engineering and time-series–preserving validation; the results demonstrate strong and consistent predictive performance, with very high accuracy in Europe (R² = 0.9282) and the G7 (R² = 0.9122), and the globally trained stacking model (R² = 0.7866) substantially outperforming the region-specific ASEAN model (R² = 0.5243), confirming the advantage of cross-country learning; this research advances informatics and computer science by providing a scalable and stable ensemble learning framework for macroeconomic time-series forecasting in volatile environments, supporting the development of AI-driven economic and policy analytics systems.