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ANALISIS DATA RUNTUN WAKTU DENGAN METODE ADAPTIVE NEURO FUZZY INFERENCE SYSTEM (ANFIS)

*Arsyil Hendra Saputra  -  , Indonesia
Tarno Tarno  -  , Indonesia
Budi Warsito  -  , Indonesia

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Abstract
One popular method of time series analysis is ARIMA. The ARIMA method requires some assumptions; residual of model must be white noise, normal distribution and constant variance. The ARIMA model tends to be better for time series data which is linear. Whereas for the nonlinear time series data have been widely studied by nonlinear methods, one of that is Adaptive Neuro Fuzzy Inference System or ANFIS. The ANFIS method is a method that combines techniques Neural Network and Fuzzy Logic. In this thesis discussed the ANFIS method specifically for the analysis of time series data that have characteristics such as stationary, stationary with outlier, non stationary and non stationary with outlier, and the data of Indonesian palm oil prices is used as a case study. The ANFIS results which were obtained are compared with the results of ARIMA method by the value of RMSE. Based on the analysis and discussion, it is obtained that the results of ANFIS method are better than the results of ARIMA method.
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Keywords: ANFIS, ARIMA, time series data, non stasionary, outlier

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