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All Journal Pixel : Jurnal Ilmiah Komputer Grafis Jurnal Abdimas BSI: Jurnal Pengabdian Kepada Masyarakat Jurnal Khatulistiwa Informatika JITK (Jurnal Ilmu Pengetahuan dan Komputer) JURNAL ILMIAH INFORMATIKA JURIKOM (Jurnal Riset Komputer) JSI (Jurnal sistem Informasi) Universitas Suryadarma Jutisi: Jurnal Ilmiah Teknik Informatika dan Sistem Informasi JOURNAL OF INFORMATION SYSTEM RESEARCH (JOSH) Jurnal Sistem Komputer dan Informatika (JSON) TIN: TERAPAN INFORMATIKA NUSANTARA RESOLUSI : REKAYASA TEKNIK INFORMATIKA DAN INFORMASI JPM: JURNAL PENGABDIAN MASYARAKAT Journal of Informatics Management and Information Technology Journal of Social Responsibility Projects by Higher Education Forum Jurnal ABDIMAS Budi Darma Jurnal Nasional Teknologi Komputer Journal of Informatics, Electrical and Electronics Engineering Journal Global Technology Computer Jurnal Teknologi Informasi Indonesia Jurnal Mitra Pengabdian Farmasi
Ade Priyatna
Universitas Nusa Mandiri
Aerospace Engineering Agriculture, Biological Sciences & Forestry Arts Humanities Astronomy Automotive Engineering Biochemistry, Genetics & Molecular Biology Chemical Engineering, Chemistry & Bioengineering Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Dentistry Earth & Planetary Sciences Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Environmental Science Health Professions Immunology & microbiology Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Materials Science & Nanotechnology Mathematics Mechanical Engineering Medicine & Pharmacology Neuroscience Nursing Physics Public Health Social Sciences Transportation Veterinary Other

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Journal : Journal of Informatics Management and Information Technology

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Pemodelan dan Prediksi Tingkat Pengangguran Menggunakan Pendekatan Hibrida GARCH dan BSTS Priyatna, Ade; Eva Zuraidah; Besus Maula Sulthon; Oky Kurniawan
Journal of Informatics Management and Information Technology Vol. 5 No. 3 (2025): July 2025
Publisher : Forum Kerjasama Pendidikan Tinggi (FKPT)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47065/jimat.v5i3.699

Abstract

This study aims to understand and predict the unemployment rate patterns based on educational background in Indonesia between 1986 and 2024, with a focus on university graduates. The data, which was initially complex, was successfully processed into a format ready for time series analysis, and the GARCH (Generalized Autoregressive Conditional Heteroskedasticity) model was applied to measure the volatility of unemployment. The evaluation results show that the GARCH model's assumption regarding the stability of the average unemployment rate is inaccurate, as evidenced by the large error values (RMSE 283209.26 and MAE 246252.37), indicating that this model does not fully capture the fluctuations in unemployment. The average coefficient (mu) is 436.50, and the log-likelihood is -284.05, with conditional volatility forecast values ranging from approximately 1.91e+11 to 2.79e+11. The Bayesian Structural Time Series (BSTS) model was also applied to decompose the data into long-term trend components and seasonal patterns, providing a clearer picture of unemployment movement. However, technical constraints in the implementation of BSTS using TensorFlow Probability resulted in predictions not being completed. Nevertheless, this analysis shows that the unemployment rate of university graduates is highly volatile, and improvements in the GARCH model, as well as resolution of the technical constraints in the BSTS model, are crucial for generating more accurate and reliable predictions.
Co-Authors Achmad Faisal Achmad, Alman Agung Primahadi Asta Agustina, Menik Anna Aji Setiawan Alamsyah, Diyan Alfin Nugraha Alviansah, Irvan Amalia Husna Anggata, Aprio Riska Aprilia Dimas Sahid Ayu Azizah Besus Maula Sulthon cahya, Andre Damar Nugraha Dani Wijayanto Darmawan Darminto Deni Hardiansyah Deny Robyanto Deny Robyanto Dewi, Zahra Alifia Dina Faisha Dionaci rizki utami Dito Tri Ardana Djayusman, Ismoyo Nugroho Dwi Satria Nugraha Eko Setia Budi Eni Heni Hermaliani Eva Zuraedah Eva Zuraidah Eva zuraidh Fadililah, Akbar Fajar Fatiyah Saidah Firas Anderasta, Ryan Firmansyah, Ilhan Fitriyani Fitriyani Frieyadie Garry Tauran, Malfi Gata, Windu Ghifary Rafy Pratama Ginting, Axel Elyas hamzah firjatullah, arkananta Harfi Zhilaa, Ramya Iqbal Ramadhan, Iqbal Iqbal Ubaidillah Jajang Abdul Jabar Jodi Setiawan Kasta Yudha Siahaan Kenji Ferdian Santosa Krishandi, Septa Remond Kukuh Panggalih Kusumah, Mayang Masriza, Fahmi Fiqih Mesran, Mesran Mohammad Aswad Arifin Muhamad Irfan Muhammad Rizki Muhammad Sudiyanto Nagur, Rolan Nur Fadillah, Nur Nursalim, Fredrika Irmanielyn oknel Oky Kurniawan Pattipeilohy, William Frado Perwitasari, Ayu RAMADHANI, ALIF Rana, Dipo Yudhis Ratih Kumala Sari Rima Tamara Aldisa Rinaldy Rinaldy Rivaldi, Afdan Rizky Maulana Ambya Roris, Renaldi Putra Sanwani Sanwani Sanwani SANWANI SANWANI, SANWANI Saputra, Alvin Nugraha Silviliani, Ilun Siti Indriane Maebari Sumiati Sumiati Vhijar Rainaldany, Muhammad Vitria Margharet William Frado Pattipeilohy Yamin Nuryamin Yeni Nuraeni Yoki Feriano Zakaria Maulana Arif Zamani, Sauqi Zico Pratama Putra