HYBRID MODEL OF SINGULAR SPECTRUM ANALYSIS WITH AUTOREGRESSIVE INTEGRATED MOVING AVERAGE AND FUZZY TIME SERIES FOR INDONESIAN CRUDE PRICE FORECASTING

HYBRID MODEL OF SINGULAR SPECTRUM ANALYSIS WITH AUTOREGRESSIVE INTEGRATED MOVING AVERAGE AND FUZZY TIME SERIES FOR INDONESIAN CRUDE PRICE FORECASTING

This study discusses a hybrid model of Singular Spectrum Analysis (SSA) with Autoregressive Integrated Moving Average (ARIMA) and Fuzzy Time Series (FTS) for forecasting the Indonesian Crude Price (ICP). SSA is considered to capture the deterministic component of the data while the ARIMA and FTS are...

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Bibliographic Details
Main Authors: Etik Zukhronah, Winita Sulandari, Esa Permata Sari Putri Ilahi
Format: Article
Language:English
Published: Universitas Pattimura 2024-07-01
Series:Barekeng
Subjects:
arima
fts
hybrid model
icp
ssa
Online Access:https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/11463
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https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/11463

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