PERBANDINGAN METODE ARIMA BOX-JENKINS DENGAN ARIMA ENSEMBLE PADA PERAMALAN NILAI IMPOR PROVINSI JAWA TENGAH

Abstract

Import is activities to enter goods into the territory of a country, both commercial and non-commercial include goods that will be processed domestically. Import is an important requirement for industry in Central Java. The increase in high import values can cause deficit in the trade balance. Appropriate information about the projected amount of imports is needed so that the government can anticipate a high increase in imports through several policies that can be done. The forecasting method that can be used is ARIMA Box-Jenkins. The development of modeling in the field of time series forecasting shows that forecasting accuracy increases if it results from the merging of several models called ensemble ARIMA. The ensemble method used is averaging and stacking. The data used are monthly import value data in Central Java from January 2010 to December 2018. Modeling time series with Box-Jenkins ARIMA produces two significant models, namely ARIMA (2,1,0) and ARIMA (0,1,1). Both models are combined using the ARIMA ensemble averaging and stacking method. The best model chosen from the ARIMA method and ensemble ARIMA based on the least RMSE value is the ARIMA model (2,1,0) with RMSE value of 185,8892

Keywords: Import, ARIMA, ARIMA Ensemble, Stacking, Averaging