Mochamad Jamil
Program Studi Manajemen, Sekolah Tinggi Ilmu Ekonomi Indonesia (STIESIA) Surabaya, Kota Surabaya 60118

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Akurasi Model Hybrid ARIMA-Artificial Neural Network dengan Model Non Hybrid pada Peramalan Peredaran Uang Elektronik di Indonesia Muktar Redy Susila; Mochamad Jamil; Bambang Hadi Santoso
Jambura Journal of Mathematics Vol 5, No 1: February 2023
Publisher : Department of Mathematics, Universitas Negeri Gorontalo

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1973.518 KB) | DOI: 10.34312/jjom.v5i1.14889

Abstract

The purpose of this study is to model electronic money in Indonesia using a hybrid model and compare its accuracy with the non-hybrid model. The hybrid model used is Autoregressive Integrated Moving Average (ARIMA)-Artificial Neural Network. The data used is the amount of electronic money circulation for the monthly period January 2009 to October 2021. The ARIMA model formed from research data is ARIMA (1,1,0) with additive outliers and level shift outliers. For Artificial Neural Network modeling is limited by using one hidden layer with three neurons. In the modeling process, 20 repetitions were carried out. The smallest repetition value was obtained, namely the 13th repetition with an error value of 2.569. In this study, it was found that the ARIMA- Artificial Neural Network hybrid model had a smaller Root Mean Squared Error (RMSE) in sample and out sample than the non-hybrid model. Based on the results of the study, it can be concluded that by combining the ARIMA model with Artificial Neural Network, it can increase the accuracy of the data fit results and forecast results.