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All Journal JURNAL EKONOMI DAN KEBIJAKAN PEMBANGUNAN Jurnal Ilmu Komputer JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI REKAYASA KLIK (Kumpulan jurnaL Ilmu Komputer) (e-Journal) Sistemasi: Jurnal Sistem Informasi Jurnal Teknologi dan Sistem Komputer Computatio : Journal of Computer Science and Information Systems Knowledge Engineering and Data Science Inovasi : Jurnal Ekonomi, Keuangan, dan Manajemen Indonesian Journal of Artificial Intelligence and Data Mining JITK (Jurnal Ilmu Pengetahuan dan Komputer) JOURNAL OF APPLIED INFORMATICS AND COMPUTING Jurnal Informatika Universitas Pamulang Zero : Jurnal Sains, Matematika, dan Terapan Jurnal Nasional Pendidikan Teknik Informatika (JANAPATI) KOMPUTIKA - Jurnal Sistem Komputer JURNAL METEOROLOGI DAN GEOFISIKA Jurnal Aplikasi Statistika & Komputasi Statistik EIGEN MATHEMATICS JOURNAL International Journal of Advances in Data and Information Systems Journal of System and Computer Engineering JUSTIN (Jurnal Sistem dan Teknologi Informasi) Prosiding Seminar Nasional Official Statistics Jurnal Sains, Nalar, dan Aplikasi Teknologi Informasi PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON DATA SCIENCE AND OFFICIAL STATISTICS Jurnal Meteorologi dan Geofisika Jurnal Statistika Industri dan Komputasi Indonesian Journal of Statistics and Its Applications The International Journal of Remote Sensing and Earth Sciences (IJReSES)
Arie Wahyu Wijayanto
Politeknik Statistika STIS
Agriculture, Biological Sciences & Forestry Humanities Chemistry Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Languange, Linguistic, Communication & Media Library & Information Science Mathematics Physics Social Sciences Other

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The Digital Footprint of Public Attention: Forecasting Indonesian Gold Prices using Google Trends Index and Optimized Support Vector Regression Restu Ilahi, Muhammad; Wahyu Wijayanto, Arie
Proceedings of The International Conference on Data Science and Official Statistics Vol. 2025 No. 1 (2025): Proceedings of 2025 International Conference on Data Science and Official St
Publisher : Politeknik Statistika STIS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34123/icdsos.v2025i1.730

Abstract

To provide actionable forecasting insights for gold prices in Indonesia’s public sentiment-driven market, this study developed a machine learning framework using the Google Trends Index (GTI) as a sentiment proxy. We employed an Optuna-optimized Support Vector Regression (SVR) model to comparatively evaluate three feature sets (GTI, historical Lag, and a Mix) across seven forecasting horizons (t+1 to t+30). A key advantage of our approach was the identification of horizon-dependent predictor dynamics: results revealed that while historical data excelled for short-term forecasts (MAPE 0.50% at t+5), the contribution of GTI became vital for long-term accuracy, where the hybrid model achieved its peak performance (MAPE 1.92% at t+30). Notably, the GTI-only model showed solid standalone potential (MAPE < 20%). We conclude that a hybrid approach is most effective, validating GTI as a relevant predictor for Indonesia. Furthermore, the proposed SVR-Optuna framework offers a generalizable methodology for forecasting other sentiment-driven assets, providing a clear, actionable guide for model selection based on forecasting horizons.
Co-Authors A.A. Ngurah Gede, Wasudewa Achmad Muchlis Abdi Putra Akhmad Fatikhurrizqi Alfina Nurpiana Alvia Rossa Damayanti Alya Azzahra Anang Kurnia Andriansyah Muqiit Wardoyo Saputra Annisa Firnanda Arbi Setiyawan Arif Handoyo Marsuhandi Arina Mana Sikana Arini, Rechtiana Putri Ariyani, Marwah Erni Atmaja, Anugerah Surya Atut Pindarwati Ayu Aina Nurkhaliza Az-Zahra, Afifah Bagus Almahenzar Bagus Sartono Bony Parulian Josaphat Chisan, Innas Khoirun Daulay, Nur Ainun Dede Dirgahayu Desi Kristiyani Dewi, Ni Kadek Ayu Purnami Sari Diarty, Milie Dwi Karunia Syaputri Dwi Wahyu Triscowati Emir Luthfi Fauzan Faldy Anggita Fauzan, Fardhi Dzakwan Febrian, M. Yandre Feriyanto, Muhamad Ghina Rofifa Suraya He Youshi Hidayat, Anang Kurnia Hutahaean, Yohana Madame Ika Yuni Wulansari Ikhsanudin, Muhammad Rafi Iman, Qonita Intan Kemala Iskanda, Doddy Aditya Iskanda, Watekhi Izzuddin, Kautsar Hilmi Karmawan, I Putu Agus Kurniawan, Bayu Dwi Luthfi, Emir Maghfiroh, Meilinda F N Maghfiroh, Meilinda F. N. Margareth Dwiyanti Simatupang Maria Angelika H Siallagan Maria Shawna Cinnamon Claire Marsisno, Waris Marsisno, Waris Maulana, Farhan Maulidya, Luthfi Muchlisoh, Siti Muhammad Rezza Ferdiansyah Munifah Zuhra Almasah Nabila Bianca Putri Nasiya Alifah Utami Natasya Afira Natasya Afira Ningrum, Icha Wahyu Kusuma Ningsih, I Kadek Mira Merta Nissa Shahadah Qur&#039;ani Nora Dzulvawan Nurafiza Thamrin Nursiyono, Joko Ade Parwanto, Novia Budi Pasaribu, Ernawati Perani Rosyani Permatasari, Noverlina Putri Pindarwati, Atut Pramana, Setia Prasetyo, Rindang Bangun Pratama, Ahmad R. Prayoga, Suhendra Widi Putri, Salwa Rizqina Putri, Salwa Rizqina Rahmawati, Delvina Nur Raisa Rizky Amelia Rahman Raisa Rizky Amelia Rahman Regita Iswari Puri, Ida Ayu Wayan Renata De La Rosa Manik Ressa Isnaini Arumnisaa Restu Ilahi, Muhammad Ridho, Farid Rifqi Ramadhan Rifqi Ramadhan Robert Kurniawan, Robert Rudianto, Regita Dewanti Sakka, Asriadi Salsabila, Michellia Cempaka Salwa Rizqina Putri Sofa, Wahyuni Andriana Suadaa, Lya Hulliyyatus Sugiarto, Sugiarto Suraya, Ghina Rofifa Swardanasuta, I Bagus Putu Terry Devara Tri Saadi Wahidya Nurkarim Wahyuni, Krismanti Tri Watekhi watin, Rahma Wilantika, Nori Windy Rahmatul Azizah Wulansari, Ika Yuni Yeza, Ardhan Yulia Aryani Yuniarto, Budi Yunita Nurmasari Zalukhu, Bill Van Ricardo Zanial Fahmi Firdaus