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All Journal FORUM STATISTIKA DAN KOMPUTASI Statistika CAUCHY: Jurnal Matematika Murni dan Aplikasi Sosioinforma Journal of Mathematical and Fundamental Sciences JOIN (Jurnal Online Informatika) BAREKENG: Jurnal Ilmu Matematika dan Terapan Journal of Socioeconomics and Development Andragogi: Jurnal Diklat Teknis Pendidikan dan Keagamaan Indonesian Journal on Learning and Advanced Education (IJOLAE) Jurnal Jamu Indonesia Jurnal Penelitian Kebijakan Pendidikan Indonesian Journal of Educational Assesment Jurnal Pendidikan dan Kebudayaan Majalah Ilmiah Matematika dan Statistika (MIMS) Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Jurnal Penelitian Kebijakan Pendidikan Aceh International Journal of Science and Technology Jurnal Bayesian : Jurnal Ilmiah Statistika dan Ekonometrika Xplore: Journal of Statistics Indonesian Journal of Jamu Jurnal Pendidikan Progresif Indonesian Journal of Statistics and Its Applications Integra: Journal of Integrated Mathematics and Computer Science Limits: Journal of Mathematics and Its Applications
Budi Susetyo
Departemen Statistika, IPB University
Agriculture, Biological Sciences & Forestry Arts Humanities Astronomy Biochemistry, Genetics & Molecular Biology Chemical Engineering, Chemistry & Bioengineering Chemistry Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Energy Engineering Environmental Science Health Professions Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Mathematics Mechanical Engineering Medicine & Pharmacology Physics Social Sciences Transportation Other

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Journal : Integra: Journal of Integrated Mathematics and Computer Science

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Integrating VAR and CNN Models for Accurate Forecasting of Money Supply in Indonesia Warsono; Sulandra, Ardelia Maharani; Kurniasari, Dian; Usman, Mustofa; Susetyo, Budi
Integra: Journal of Integrated Mathematics and Computer Science Vol. 2 No. 2 (2025): July
Publisher : Magister Program of Mathematics, Universitas Lampung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26554/integrajimcs.20252230

Abstract

Economic forecasting serves as a fundamental element in supporting decision-making processes across multiple sectors. One of the main areas of interest in this field is the estimation of the money supply within an economy. The Vector Autoregressive (VAR) model is a commonly applied method for forecasting; however, it often encounters limitations when processing data with nonlinear patterns. Convolutional Neural Networks (CNNs) offer an alternative approach, particularly effective in identifying nonlinear structures that are not adequately captured by VAR models. A hybrid VAR-CNN model is therefore proposed, combining the respective strengths of both techniques to improve the accuracy of predictions. This research applies to the hybrid VAR-CNN model to forecast economic variables for the period from July 2022 to June 2023. The model consists of two main components: the first utilizes forecasted values generated by the VAR model, while the second processes the residuals from the VAR output using a CNN. With 80% of the data allocated for training and 20% for testing, the hybrid VAR-CNN model demonstrates improved performance over alternative forecasting methods. Evaluation based on Mean Absolute Percentage Error (MAPE), supremum (D) values, and p-values confirms the effectiveness of this hybrid approach.
Co-Authors Aam Alamudi Aceng Komarudin Mutaqin Aditya Ramadhan adwendi, satria june Ahmad Ansori Mattjik Aji Hamim Wigena Akbar Rizki Amir, Sulfikar Anak Agung Istri Sri Wiadnyani ASEP SAEFUDDIN Aulia Dwi Oktavia Aunuddin Aunuddin Bagus Sartono Bambang H. Trisasongko Bambang Juanda Brian G. Lees Cici Suhaeni Cut N. Ummu Athiyah DAMAYANTI BUCHORI Darfiana Nur Dewi Jasmina Dewi Jasmina, Dewi Dhea Dewanti Dian Kurniasari Dito, Gerry Alfa Dyah R. Panuju Endah Febrianti Erfiani Erfiani Fadjrian Imran Fahriya, Andina Farit Mochamad Afendi Fitrianto, Anwar H Karwono Hafidz Muksin Hari Wijayanto Herlina Herlina Hermawati, Neni I Made Sumertajaya Inayatul Izzati Diana Yusuf Indahwati Indahwati Indahwati Indahwati, NFN Intan Juliana Panjaitan Iswan Achlan Setiawan Izzati Rahmi HG Jap Ee Jia Jia, Jap Ee Karwono, H Kesuma Millati Khairil Anwar Notodiputro Khikmah, Khusnia Nurul Kristuisno Martsuyanto Kapiluka Kriswan, Suliana Kusman Sadik Kusni Rohani Rumahorbo La Ode Abdul Rahman La Ode Abdul Rahman La Ode Abdul Rahman M Nur Aidi M Nur Aidi, M Nur Mahmud A. Raimadoya Muh Nur Fiqri Adham Muhammad Amirullah Yusuf Albasia Muhammad Nur Aidi Muhammad Sayuti Mustofa Usman Nurfadilah, Khalilah Nurfajrin, Tria Ermina Nurul Qomariasih Pannu, Abdullah Pika Silvianti Pika Silvianti Qalbi, Asyifah Qomariasih, Nurul Rachman, Nurul Aulia Rahma Anisa Rahmawat, NFN Rahmawati, nFN Ratnasari, Andika Putri Rifannisa Bahar Rifki Hamdani Rizki, Akbar Robert, Zahira Rahvenia Safitri, Wa Ode Rahmalia Sanusi, Ratna Nur Mustika Satriyo Wibowo Sembiring, Febryna Sri Ningsih Desi Afriany Sulandra, Ardelia Maharani Sulfikar Amir Suliana Kriswan Supriatin, Febriyani Eka Syahrir, Nur Hilal A. Syahrir, Nur Hilal A. Sylvia P. Soetantyo Tina Aris Perhati Tiya Wulandari Ulfa Afilia Shofa Utami Dyah Syafitri Wan Muhamad, Wan Zuki Azman Wan Zuki Azman Wan Muhamad Wan Zuki Azman Wan Muhamad Warsono Wulan Andriyani Pangestu Yasmin Erika Faridhan Zahira Rahvenia Robert Zainal A Koemadji