Regresi Nonparametrik B-Spline dalam Meramalkan Inflasi di Indonesia

jamilah, Niswatul (2018) Regresi Nonparametrik B-Spline dalam Meramalkan Inflasi di Indonesia. S1 thesis, Universitas Mataram.

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Abstract

Inflation is a continuous process of rising public prices which results in a decline in the purchasing power of the people. This is because in real terms the level of community income also decreases. Inflation forecasting is a connecting bridge that can be used to determine the predicted future inflation value. One method for predicting inflation values is B-Spline nonparametric regression. The optimal model of B-Spline regression depends on optimal knots that have a minimum value of Generalized Cross Validation. This study used monthly inflation data in Indonesia, with the optimal model of B-Spline regression obtained at 6 knots point with a coefficient of determination value of 92.85%. Forecasting the value of inflation in Indonesia was obtained with the Mean Absolute Percentage Error value of 7.94%.

Item Type: Thesis (S1)
Keywords (Kata Kunci): Determination Coefficient, Generalized Cross Validation, Knots, MAPE, Predictions.
Subjects: S Agriculture > S Agriculture (General)
Divisions: Fakultas Matematika dan ilmu Pengetahuan Alam
Depositing User: Saprudin Saprudin
Date Deposited: 05 Dec 2018 05:02
Last Modified: 05 Dec 2018 05:02
URI: http://eprints.unram.ac.id/id/eprint/11111

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