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Komparasi Kinerja Fuzzy Time Series dengan Model Rantai Markov dalam Meramalkan PDRB Bali

Ir. I Putu Eka Nila Kencana, MT, I Putu Eka Nila Kencana (2014) Komparasi Kinerja Fuzzy Time Series dengan Model Rantai Markov dalam Meramalkan PDRB Bali. E-JURNAL MATEMATIKA - Jurusan Matematika, Fakultas MIPA Universitas Udayana, 3 (3). ISSN 2303-1751

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Abstract

This paper aimed to elaborates and compares the performance of Fuzzy Time Series (FTS) model with Markov Chain (MC) model in forecasting the Gross Regional Domestic Product (GDRP) of Bali Province. Both methods were considered as forecasting methods in soft modeling domain. The data used was quarterly data of Bali’s GDRP for year 1992 through 2013 from Indonesian Bureau of Statistic at Denpasar Office. Inspite of using the original data, rate of change from two consecutive quarters was used to model. From the in-sample forecasting conducted, we got the Average Forecasting Error Rate (AFER) for FTS dan MC models as much as 0,78 percent and 2,74 percent, respectively. Based-on these findings, FTS outperformed MC in in-sample forecasting for GDRP of Bali’s data.

Item Type: Article
Uncontrolled Keywords: domestic product, fuzzy modeling, in-sample forecasting, Markov chain
Subjects: L Education > L Education (General)
Divisions: Faculty of Law, Arts and Social Sciences > School of Education
Depositing User: Mr. Repository Admin
Date Deposited: 07 Jun 2016 21:58
Last Modified: 21 Jun 2016 05:58
URI: http://erepo.unud.ac.id/id/eprint/7766

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