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All Journal JURNAL EKONOMI DAN KEBIJAKAN PEMBANGUNAN Jurnal Manajemen dan Organisasi MANAJEMEN IKM: Jurnal Manajemen Pengembangan Industri Kecil Menengah FORUM STATISTIKA DAN KOMPUTASI Forum Pasca Sarjana Seminar Nasional Aplikasi Teknologi Informasi (SNATI) Jurnal Agro Ekonomi Analisis Kebijakan Pertanian Indonesian Journal of Business and Entrepreneurship (IJBE) Jurnal Pengelolaan Sumberdaya Alam dan Lingkungan (Journal of Natural Resources and Environmental Management) Jurnal Ilmu Keluarga dan Konsumen Informatika Pertanian BAREKENG: Jurnal Ilmu Matematika dan Terapan JTAM (Jurnal Teori dan Aplikasi Matematika) IJID (International Journal on Informatics for Development) Jambura Journal of Mathematics Jurnal Kesehatan Ibu dan Anak Jurnal Matematika UNAND Jurnal Agro Ekonomi Analisis Kebijakan Pertanian International Journal of Advances in Data and Information Systems ARRUS Journal of Mathematics and Applied Science Makara Journal of Technology Prosiding Seminar Nasional Official Statistics Scientific Journal of Informatics Indonesian Journal of Jamu Indonesian Journal of Statistics and Its Applications
Hari Wijayanto
Departemen Statistik, FMIPA Institut Pertanian Bogor
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Journal : Jurnal Matematika UNAND

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Performance of Prediction Interval Estimators based on Random Forest Models with Correlated Predictors Ilma, Meisyatul; Sartono, Bagus; Wijayanto, Hari
Jurnal Matematika UNAND Vol. 14 No. 4 (2025)
Publisher : Departemen Matematika dan Sains Data FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmua.14.4.320-332.2025

Abstract

Uncertainty in prediction results is a crucial aspect that needs to be taken into account in regression modeling, especially when there is a high correlation between explanatory variables. This study aims to evaluate the performance of three prediction interval formation approaches, namely Out-of-Bag Prediction Interval (OOB-PI), Quan tile Regression Forest (QRF), and Split Conformal Prediction (SC), in Random Forest modeling. The evaluation was conducted through a simulation study with a variety of data structures, including the level of correlation between variables, the shape of the mean function, and the type of error distribution. Further validation was conducted using data from the National Socio-Economic Survey (SUSENAS) of West Java Province in 2023. The results show that increasing the correlation between explanatory variables can improve the efficiency and accuracy of prediction interval estimation. Overall, OOB-PI showed the most balanced performance compared to the other two methods, with a prediction coverage rate close to 90% and a narrower interval width than QRF and SC. This finding indicates that OOB-PI is an adaptive and efficient approach for various data structures, including socioeconomic data with highly correlated predictors.
Co-Authors . Aunuddin . Barizi . Gunawan Aan Kardiana Afnan, Irsyifa Mayzela Agus Mohamad Soleh Aji Hamim Wigena Akhmad Fauzi Aldi Cahyanugroho Anadra, Rahmi Anang Kurnia Andres Purmalino Anggraini Sukmawati Aqmar, Nurzatil Arief Hendarto Arif Handoyo Marsuhandi Aruddy Aruddy ASEP SAEFUDDIN Astridina, Astridina Aunuddin Aunuddin Baba Barus Bagus Sartono Bambang Hendro Trisasongko Barizi . Basita G. Sugihen Bertho Tantular Boedi Tjahjono Budi Susetyo Cici Suhaeni Cut Zaraswati DAHRUL SYAH Darjono, Agus Heru Dede Dirgahayu Domiri Dedi Budiman Hakim Dyah R Panuju Dyah R. Panuju Dyah R. Panuju Edi Abdurrachman Eko S. Pribadi Erfiani Erfiani Erliza Noor Fachry Abda El Rahman Farit Mochamad Afendi Farly Shabahul Khairi fatimah Fatimah Fitria Hasanah Fitrianto, Anwar H S, Rahmat Hikmah, Zetil I K Marla Lusda I Made Sumertajaya Ilma, Meisyatul Ina Widayanty Indahwati Irzaman, Irzaman Istiqlaliyah Muflikhati Jajah K. Wagiono Jayawarsa, A.A. Ketut Kapiluka, Kristuisno Martsuyanto Khairil Anwar Notodiputro Kurnia Suci Indraningsih Kusman Sadik La Ode Abdul Rahman Leny Maryesa Lilik Noor Yuliati Luvy Mayanda M. Syamsul Maarif Mahmud A. Raimadoya Mahmud A. Raimadoya Mualifah, Laily Nissa Atul Muhammad Nur Aidi Musa Hubeis Nunung Nurjanah Nurrahman, Fathu Panca Wiputra Pang S. Asngari Pannu, Abdullah Prabowo Tjitrpranoto Riana Riskinandini Rizal Bakri Rizky Nurkhaerani Rysda Rysda Sachnaz Desta Oktarina Siti Hafsah Suhaeni, Cici Ujang Sumarwan Utami Dyah Syafitri Yarah, Helena Ramadhini Yenni Angraini Yuni Suci Kurniawati Zaenal, Mohamad Solehudin