Article Per Year (5 Year)
p-Index From 2020 - 2025
0.23
P-Index
This Author published in this journals
All Journal BAREKENG: Jurnal Ilmu Matematika dan Terapan
Zuardin, Aulia
Unknown Affiliation
Computer Science & IT Control & Systems Engineering Economics, Econometrics & Finance Energy Engineering Mathematics Mechanical Engineering Physics Transportation

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
TIME SERIES MODELING OF NATURAL GAS FUTURE PRICE WITH FUZZY TIME SERIES CHEN, LEE AND TSAUR Devianto, Dodi; Zuardin, Aulia; Maiyastri, Maiyastri
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 16 No 4 (2022): BAREKENG: Journal of Mathematics and Its Applications
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (516.953 KB) | DOI: 10.30598/barekengvol16iss4pp1185-1196

Abstract

Investment is the process of investing money or capital for profit or material results. The investor carefully calculates the investment object to minimize losses and maximize profits. One of the essential investment objects is the futures price of natural gas considered a commodity that plays a vital role in the Indonesian economy. The movement of natural gas futures prices can be modeled using a time series model. The data in the time series model is believed to have particular pattern to model the data in the future. The natural gas futures price is modeled into a time series method by using fuzzy time series (FTS) approach of the FTS Chen, Lee and Tsaur. Model accuracy is calculated using the criteria of Mean Absolute Error (MAE), Root Mean Squared Error (RMSE), and Mean Absolute Percentage Error (MAPE). The three FTS methods have good performance of accuracy for this time series data, where FTS Tsaur as fuzzy times series approach with average based method shows the best results with the smallest error rate to the data of natural gas future price.
Co-Authors Devianto, Dodi Maiyastri, Maiyastri