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All Journal Jurnal Statistika Universitas Muhammadiyah Semarang JMPM: Jurnal Matematika dan Pendidikan Matematika Desimal: Jurnal Matematika BAREKENG: Jurnal Ilmu Matematika dan Terapan Dinamisia: Jurnal Pengabdian Kepada Masyarakat JTAM (Jurnal Teori dan Aplikasi Matematika) Jurnal Penelitian dan Pengabdian Kepada Masyarakat UNSIQ Jambura Journal of Mathematics Jurnal Matematika UNAND Variance : Journal of Statistics and Its Applications ILKOMNIKA: Journal of Computer Science and Applied Informatics InPrime: Indonesian Journal Of Pure And Applied Mathematics Jurnal Statistika dan Aplikasinya Jambura Journal of Mathematics Education Indonesian Journal of Applied Research (IJAR) JAMBURA JOURNAL OF PROBABILITY AND STATISTICS Jurnal Diferensial Euler : Jurnal Ilmiah Matematika, Sains dan Teknologi International Journal of Health, Economics, and Social Sciences (IJHESS) Griya Journal of Mathematics Education and Application Unnes Journal of Mathematics Journal of Fundamental Mathematics and Applications (JFMA) Research in the Mathematical and Natural Sciences Pattimura International Journal of Mathematics (PIJMath) Bulletin of Applied Mathematics and Mathematics Education Jurnal Riset Mahasiswa Matematika Jurnal Pengabdian Pada Masyarakat Indonesian Journal of Mathematics and Applications Hexagon: Jurnal Ilmu dan Pendidikan Matematika Journal of Mathematics, Computation and Statistics (JMATHCOS) System Information and Computer Technology (SYNCTECH) Indonesian Journal of Computational and Applied Mathematics
Salmun K. Nasib
Universitas Negeri Gorontalo
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Journal : Journal of Mathematics, Computation and Statistics (JMATHCOS)

 1 
Evaluation of the Adaptive Fuzzy Neuro Inference System and Fuzzy Model Time Series Markov Chains in Forecasting Crude Oil Prices Hinelo, Ikrar Prasetyo; Nuha, Agusyarif Rezka; Hasan, Isran K; Nasib, Salmun K; Abdussamad, Siti Nurmardia
Journal of Mathematics, Computations and Statistics Vol. 8 No. 1 (2025): Volume 08 Nomor 01 (April 2025)
Publisher : Jurusan Matematika FMIPA UNM

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35580/jmathcos.v8i1.6763

Abstract

The development of a country's economy is greatly influenced by global economic conditions, given the increasingly close links between countries through economic relations and international cooperation. One of the main factors in economic growth is international trade, particularly export and import activities. Crude oil is one of the most actively traded commodities. Given the highly volatile crude oil market, accurate price forecasts are crucial in economic and financial decision-making. This study compares the performance of Adaptive Neuro-Fuzzy Inference System (ANFIS) and Fuzzy Time Series Markov Chain (FTSMC) in forecasting the price of West Texas Intermediate (WTI) crude oil using time series data from 2020 to 2024 with saturated sampling technique. The implementation of both methods is carried out through Matlab Online and R-Studio software, with results showing that ANFIS has higher accuracy than FTSMC, as evidenced by the Mean Absolute Percentage Error (MAPE) value of 1,8010% for ANFIS and 3,7567% for FTSMC. Further analysis shows that ANFIS with a triangular membership function as well as significant lags at lag 1, lag 3, lag 4, and lag 7 is able to produce more accurate predictions and match the trend of actual data. Therefore, ANFIS is recommended as a more effective method in forecasting WTI crude oil prices, which can provide valuable insights for policy makers and industry stakeholders.
Co-Authors Abas Kaluku Abdul Wahab Abdullah Adam, Dwi Putri Juniar Afifah Farhanah Akadji Agusyarif Rezka Nuha Ainun Sukmawati Al Idrus Akadji, Afifah Farhanah Al Idrus, Ainun Sukmawati Armayani Arsal Asriadi Asriadi Asriadi Asriadi Biduli, Meiske Cindy Aisa Putri Noor Dewi Rahmawaty Isa Djafar, Fitria Djihad Wungguli Fadilah Istiqomah Pammus Fatmawati, Ainun Firdaus, Novarianti Gani, Friansyah Hamani, Mohamad Taufik Harun, Trieke Nurfadilah Hasan S. Panigoro Hasan, Riyanto Hinelo, Ikrar Prasetyo I Wayan Can Aryasandi Imran, Nurain Indrawati Lihawa Isa, Jefri N. Ismail Djakaria Isran K Hasan Jusuf, Anryan Kasim, Afrianto Pratama Kiayi, Fuji Fauzia La Ode Nashar Lailany Yahya Lakisa, Narti Macmud, Tedy Madonsa, Muhammad Rifai Mahmud, Sri Lestari Mahrifat Ismail Marukai, Nur Amalia Mokodompit, Marcela Muhammad Rifai Katili Musa, Adinda Pratiwi Nadiyyah, Ana Naue, Siti Nurmeylisya Nikmatisni Arsad Ningsih, Setia NISKY IMANSYAH YAHYA Nurwan Nurwan Nurwan Nurwan Nurwan Nurwan, Nurwan Pomahiya, Saiful Putri Ayuningtias Mahdang Rahmi, Emli Rakhmat Jaya Lahay Rauf, Dewi Nur Angriani Resmawan Resmawan Sembiring, Rinawati Sigar, Tesya Siti Nurmardia Abdussamad Stella Junus Sumarno Ismail Syahrizal Koem Taha, Dennynatalis Tiarawati, Ni Wayan Usman, Rizal Wahab, Nur Dhea wolah, Meitasya Yanuari, Eka Dicky D Zian Bula