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All Journal Integra: Journal of Integrated Mathematics and Computer Science
Shella, Tiara Pramay
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Computer Science & IT Mathematics

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A Hybrid ARIMA–GRU Model for Forecasting Palm Oil Prices at PT Sawit Sumbermas Sarana in Central Kalimantan Kurniasari, Dian; Shella, Tiara Pramay; Usman, Mustofa; Warsono
Integra: Journal of Integrated Mathematics and Computer Science Vol. 2 No. 1 (2025): March
Publisher : Magister Program of Mathematics, Universitas Lampung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26554/integrajimcs.20252112

Abstract

The palm oil industry plays a strategic role in Indonesia's economic landscape. As one of the world’s largest producers, Indonesia holds substantial potential in marketing both crude palm oil (CPO) and palm kernel oil on domestic and international fronts. Palm oil prices consistently correlate with CPO prices, given that the pricing of palm oil is benchmarked against CPO, resulting in market fluctuations. Forecasting future palm oil prices becomes an essential measure in response to this volatility. The ARIMA (AutoRegressive Integrated Moving Average) model has been widely recognized as a reliable method for time series forecasting. Despite its strengths, ARIMA faces challenges in identifying the non-linear components that are often present in real-world data. The Gated Recurrent Unit (GRU) model, which incorporates an update gate and a reset gate, offers an alternative that effectively captures complex non-linear patterns. A hybrid model integrating ARIMA and GRU has therefore been developed with the aim of improving predictive accuracy. This hybrid approach includes two stages: the ARIMA model for initial predictions and a GRU model that processes the residuals from the ARIMA output. In this study, the ARIMA-GRU hybrid model demonstrated strong performance, yielding a Mean Squared Error (MSE) of 868.4690, a Root Mean Squared Error (RMSE) of 29.4698, a Mean Absolute Percentage Error (MAPE) of 0.0117, and an overall accuracy of 99.9824%.
Co-Authors Dian Kurniasari Mustofa Usman Warsono