Desimal: Jurnal Matematika
Vol. 7 No. 2 (2024): Desimal: Jurnal Matematika

Autoregressive neural network (AR-NN) modeling to predict the inflation rate in West Java Province

Zahra, Nabila (Unknown)
Parmikanti, Kankan (Unknown)
Ruchjana, Budi Nurani (Unknown)



Article Info

Publish Date
30 Aug 2024

Abstract

The Autoregressive (AR) model describes the situation where the data in the current observation of a time series depends on the previous observation data. AR models have linearity assumptions. However, in reality there is a non-linear tendency in the data so it needs to be combined with a Neural Network (NN) model. NN models can overcome nonlinear problems in data. The purpose of this research is to build an AR-NN model and apply it to the inflation rate data of West Java Province. The result of this study is an AR(2)-NN model generated by summing the AR(2) prediction results with the residual AR(2) prediction results using a NN model that has a network architecture (4-5-1). The results of data processing show that the AR(2)-NN model is able to increase the level of forecast accuracy from a reasonable forecast to an accurate forecast so that the AR(2)-NN model is better used in West Java Province inflation rate data. This is supported by the smaller MAPE values compared to the AR(2) model. The AR-NN model is expected to be a recommendation for predicting inflation rates in the future.

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Journal Info

Abbrev

desimal

Publisher

Subject

Education Mathematics Social Sciences

Description

Desimal: Jurnal Matematika, particularly focuses on the main issues in the development of the sciences of mathematics education, mathematics education, and applied mathematics. Desimal: Jurnal Matematika published three times a year, the period from January to April, May to Augustus, and September ...