PERAMALAN HARGA NIKEL MENGGUNAKAN MODEL HYBRID SARIMA–ANN

Doloksaribu, Lukas (2025) PERAMALAN HARGA NIKEL MENGGUNAKAN MODEL HYBRID SARIMA–ANN. Bachelor thesis, Institut Teknologi Kalimantan.

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Abstract

Indonesia merupakan produsen nikel terbesar di dunia, dan fluktuasi harga nikel menjadi perhatian penting dalam sektor industri dan kebijakan. Penelitian ini bertujuan untuk meramalkan harga acuan nikel di Indonesia menggunakan metode Hybrid SARIMA–Artificial Neural Network (ANN). Data yang digunakan adalah harga acuan bulanan dari Januari 2018 hingga Desember 2024. Model SARIMA terbaik ditentukan melalui serangkaian uji seperti stasioneritas, signifikansi parameter, white noise, dan kenormalan residual, dengan hasil terbaik pada SARIMA (1,1,0)(0,1,1)[12]. Selanjutnya, residual dari model ini digunakan sebagai input untuk model Backpropagation Neural Network (BNN) dengan arsitektur (2,4,1). Evaluasi dilakukan menggunakan MAPE dan RMSE. Hasil menunjukkan bahwa SARIMA (1,1,0)(0,1,1)[12] memberikan hasil peramalan paling akurat. Penambahan komponen ANN tidak secara signifikan meningkatkan kinerja model, yang mengindikasikan bahwa pola data lebih dominan linier. Oleh karena itu, model SARIMA lebih sesuai untuk digunakan dalam peramalan harga acuan nikel.

Item Type:	Thesis (Bachelor)
Subjects:	H Social Sciences > HA Statistics
Divisions:	Jurusan Matematika dan Teknologi Informasi > Statistik
Depositing User:	Lukas Kusuma Doloksaribu
Date Deposited:	14 Jul 2025 01:06
Last Modified:	14 Jul 2025 01:06
URI:	http://repository.itk.ac.id/id/eprint/24373

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