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All Journal Media Statistika SAINSMAT JURNAL PETERNAKAN BAREKENG: Jurnal Ilmu Matematika dan Terapan JOURNAL OF APPLIED INFORMATICS AND COMPUTING JURNAL ILMIAH PETERNAKAN TERPADU IJID (International Journal on Informatics for Development) Jambura Journal of Mathematics International Journal of Advances in Data and Information Systems Euler : Jurnal Ilmiah Matematika, Sains dan Teknologi Jurnal Veteriner dan Biomedis
Mualifah, Laily Nissa Atul
Unknown Affiliation
Agriculture, Biological Sciences & Forestry Biochemistry, Genetics & Molecular Biology Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Immunology & microbiology Mathematics Mechanical Engineering Medicine & Pharmacology Physics Transportation Veterinary Other

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SARIMA-GARCH and LSTM Performance for Broiler Meat Price Forecasting: A Case Study in West Sumatra Wijaya, Joshua Bryan; Dzulkharifah, Indah; Putra, Varel Geo Syah; Abdurahman, Harits; Mualifah, Laily Nissa Atul; Pangesti, Windi
International Journal of Advances in Data and Information Systems Vol. 7 No. 1 (2026): April 2026 - International Journal of Advances in Data and Information Systems
Publisher : Indonesian Scientific Journal

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.59395/ijadis.v7i1.1497

Abstract

The price of broiler chicken meat in West Sumatra is characterized by strong seasonality and high volatility. As a primary source of animal protein and a key contributor to regional inflation, accurate forecasting of these price fluctuations is essential for economic stability and policymaking. This study aims to compare the forecasting performance of the SARIMA-GARCH hybrid model against the Long Short-Term Memory (LSTM) model. The dataset consists of 1,198 daily observations spanning from 15 July 2022 to 24 October 2025, sourced from the National Food Agency (Badan Pangan Nasional). The results demonstrate that the SARIMA-GARCH model outperforms the LSTM model in terms of point forecast accuracy, as evidenced by lower prediction error metrics. Furthermore, the hybrid model successfully satisfies the statistical diagnostic criteria for volatility modeling by effectively resolving ARCH effects, ensuring the statistical validity of the residuals. While the LSTM model produces smoother long-term forecasts, the SARIMA-GARCH model effectively captures daily price fluctuations and indicates a modest upward trend over the next 28 days. These findings suggest that SARIMA-GARCH provides a more realistic depiction of short-term price movements for this specific regional market, offering a localized framework for stakeholders in West Sumatra to anticipate future market changes and maintain price stability.
Co-Authors Abdurahman, Harits Ahdiat, Keyzha Mutiara Alahmad, Ali Omar Amaliya, Sri Amanda, Nabila Tri Amatullah, Fida Fariha Billy, Billy Cici Suhaeni Cintani, Meavi Dzulkharifah, Indah Fachry Abda El Rahman Fitrianti, Dwi Ghiffary, Ghardapaty Ghaly Hakim, Bashir Ammar Hari Wijayanto Hasanah, Lailatul Hasanah, Mauizatun Ilma, Meisyatul Ilmani, Erdanisa Aghnia Indahwati Isnaini, Mardatunnisa Karunia, Nia Kefi Amtiran, Chandraone Putra Kurnadipare, Aleytha Ilahnugrah Magfirrah, Indah Maulana, Muhammad Fahrezi MY, Hadyanti Utami Nizar, Yeky Abil Nugraha, Adhiyatma Nurdin, Achmad Raihan Pangesti, Windi Pangestika, Adelia Putri Pratiwi, Windy Ayu Putra, Varel Geo Syah Putri, Mega Ramatika Rahmawati, Elke Frida Rasyid, Baharun Riska Yulianti, Riska Riyanto, Indra Mahib Zuhair Rizki, Anwar Fajar Sachnaz Desta Oktarina Setyowati, Silfiana Lis Siregar, Indra Rivaldi Sri Wahyuni Syam, Ummul Auliyah Ulfia, Ratu Risha Wijaya, Joshua Bryan Yanuari, Eka Dicky Darmawan Yenni Angraini Zulhijrah, Zulhijrah