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Journal : Inferensi

Forecasting Indonesia's Non-Oil and Gas Exports Using Facebook Prophet: A Seasonal and Trend Analysis Erfiani, Erfiani; Wijaya, Ferdian Bangkit
Inferensi Vol 8, No 3 (2025)
Publisher : Department of Statistics ITS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12962/j27213862.v8i3.23337

Abstract

This study aims to analyze and predict the trend of Indonesia's non-oil and gas exports using the Facebook Prophet model, focusing on identifying seasonal patterns, trends, and volatility present in the export data. Monthly export data from 2015 to 2025, sourced from the Statistics Indonesia (BPS), were used as the basis for analysis. The dataset revealed notable seasonal patterns and substantial volatility, particularly in the period following 2020. To model these dynamics, three Prophet model configurations were tested: one considering only annual seasonality, combining both annual and monthly seasonality, and another incorporating only monthly seasonality. The evaluation of these models showed with an initial Mean Absolute Percentage Error (MAPE) of 8.70%. This model was then optimized through hyperparameter tuning. The optimal parameter configuration (changepoint_prior_scale = 0.5, seasonality_prior_scale = 0.01, fourier_order = 3) resulted in a significant improvement, reducing the MAPE to 4.73%. This optimized model demonstrated its capacity to more precisely capture the complex patterns. Furthermore, the study projected Indonesia’s non-oil and gas exports for the period from April 2025 to December 2026. The projections indicate a relatively stable export trend within the range of 20,000 to 22,000 million USD per month, with consistent seasonal patterns.
Co-Authors . Aunuddin A. A., Muftih Abd. Rahman Abqorunnisa, Farah Agung Tri Utomo Agus Mohamad Soleh Ahmad Khairul Reza Ahmad Nur Rohman Ahmad Syauqi Aji Hamim Wigena Alamanda, Dinda Aprilia Alfa Nugraha Pradana Alfa Nugraha Pradana Alfa Nugraha Pradana Aliu, Mufthi Alwi ALIU, MUFTIH ALWI Amatullah, Fida Fariha Amelia, Reni Aminah Aminah Anadra, Rahmi Anang Kurnia Anik Djuraidah Anissa Tsalsabila Ardhani, Rizky Arini Annisa Adi Aristawidya, Rafika ASEP SAEFUDDIN Asri Pratiwi, Asri Assyifa Lala Pratiwi Hamid Aunuddin . Aunuddin Aunuddin Azis, Tukhfatur Rizmah Bagus Sartono Bartho Sihombing Bimawan Sudarmoko Budi Susetyo Daswati, Oktaviyani Daulay, Nurmai Syaroh Deti Anggraeni Ekawati Dian Kusumaningrum Dini Ramadhani Dwi Jumansyah, L.M. Risman Dwi Putri Kurniasari Fanny Amalia Farit M Afendi Farly Shabahul Khairi Fatimah Fatimah Fauziah, Monica Rahma Fitrianto, Anwar Freza Riana Fulazzaky, Tahira Hamim Wigena, Aji Hari Wijayanto Harismahyanti A., Andi Hasnataeni, Yunia Herlin Fransiska Hilda Zaikarina I Made Sumertajaya Ihsan, Muhammad Taufik Ilmani, Erdanisa Aghnia Indah, Yunna Mentari Indahwati Irzaman, Irzaman Ismah, Ismah Julianti, Elisa D Jumansyah, L. M. Risman Dwi Jumansyah, L.M. Risman Dwi Khikmah, Khusnia Nurul Khusnia Nurul Khikmah Lestari, Nila Made Agung Prebawa Parama Artha Mahfuz Hudori Marshelle, Sean Megawati Megawati Misrika, Dahlia Mohammad Masjkur Muggy David Cristian Ginzel Muhammad Nur Aidi mutiah, siti Nadira Nisa Alwani Nenden Rahayu Puspitasari Novitri Novitri Nugraha, Adhiyatma Nur Khamidah Nurul Fadhilah Pardomuan Robinson Sihombing Qalbi, Asyifah R, Arifuddin Rahmatun Nisa, Rahmatun Ramadhani, Dini Ratih Dwi Septiani Reka Agustia Astari Reni Amelia Retno Dwi Jayanti Rika Rachmawati Riska Asri Pertiwi Siregar, Indra Rivaldi Sofia Octaviana Tetinia Gulo Tiara, Yesan Umam Hidayaturrohman Uswatun Hasanah Utami Dyah Syafitri Vitona, Desi Waode, Yully Sofyah Wati, Wahyuni Kencana Weisha, Ghea Wigena, Aji Wijaya, Ferdian Bangkit Winda Chairani Mastuti Windi D.Y Putri Yulia Christina Yuniar Istiqomah Zaima Nurrusydah