Inflation Rate Prediction in Indonesia using Optimized Support Vector Regression Model

Inflation is a indicator which illustrated the economics condition of a country. This moneter phenomenom is signed with the increase of price in entire case. It can cause an effect for political sector which impact to economic stability in a nation. The importance of inflation control is very import...

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Main Authors: Irvi Oktanisa, Wayan Firdaus Mahmudy, Ghozali Maski
Format: Article
Language:English
Published: University of Brawijaya 2020-02-01
Series:JITeCS (Journal of Information Technology and Computer Science)
Online Access:http://jitecs.ub.ac.id/index.php/jitecs/article/view/173
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author Irvi Oktanisa
Wayan Firdaus Mahmudy
Ghozali Maski
author_facet Irvi Oktanisa
Wayan Firdaus Mahmudy
Ghozali Maski
author_sort Irvi Oktanisa
collection DOAJ
description Inflation is a indicator which illustrated the economics condition of a country. This moneter phenomenom is signed with the increase of price in entire case. It can cause an effect for political sector which impact to economic stability in a nation. The importance of inflation control is very important due to the high and unstable of inflation will cause negative impact  to economic and social in society.  One of the solutions to control the inflation rate is predicting the inflation rate. This research using SVR as machine learning that is being optimized by GA as evolutionary agorithm as predicting method. SVR can solve nonlinear regression problems to linear regression using Kernel function that easy to implement. But, in SVR there is no general rule to set the parameters of SVR. Therefore, this research proposed to use GA to optimize the parameters of SVR. GA can solve the optimization problems in various research of economics prediction problem. Based on the testing that has been conducted, GA-SVR generate the MSE value is 0.03767, lower than SVR basic method is 0.053158. It proves that GA-SVR method can be utilized for predicting.
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spelling doaj.art-923e6b4ddcd143079dfd3a87042b76012024-03-27T08:12:45ZengUniversity of BrawijayaJITeCS (Journal of Information Technology and Computer Science)2540-94332540-98242020-02-015110.25126/jitecs.202051173100Inflation Rate Prediction in Indonesia using Optimized Support Vector Regression ModelIrvi Oktanisa0Wayan Firdaus MahmudyGhozali MaskiBrawijaya UniversityInflation is a indicator which illustrated the economics condition of a country. This moneter phenomenom is signed with the increase of price in entire case. It can cause an effect for political sector which impact to economic stability in a nation. The importance of inflation control is very important due to the high and unstable of inflation will cause negative impact  to economic and social in society.  One of the solutions to control the inflation rate is predicting the inflation rate. This research using SVR as machine learning that is being optimized by GA as evolutionary agorithm as predicting method. SVR can solve nonlinear regression problems to linear regression using Kernel function that easy to implement. But, in SVR there is no general rule to set the parameters of SVR. Therefore, this research proposed to use GA to optimize the parameters of SVR. GA can solve the optimization problems in various research of economics prediction problem. Based on the testing that has been conducted, GA-SVR generate the MSE value is 0.03767, lower than SVR basic method is 0.053158. It proves that GA-SVR method can be utilized for predicting.http://jitecs.ub.ac.id/index.php/jitecs/article/view/173
spellingShingle Irvi Oktanisa
Wayan Firdaus Mahmudy
Ghozali Maski
Inflation Rate Prediction in Indonesia using Optimized Support Vector Regression Model
JITeCS (Journal of Information Technology and Computer Science)
title Inflation Rate Prediction in Indonesia using Optimized Support Vector Regression Model
title_full Inflation Rate Prediction in Indonesia using Optimized Support Vector Regression Model
title_fullStr Inflation Rate Prediction in Indonesia using Optimized Support Vector Regression Model
title_full_unstemmed Inflation Rate Prediction in Indonesia using Optimized Support Vector Regression Model
title_short Inflation Rate Prediction in Indonesia using Optimized Support Vector Regression Model
title_sort inflation rate prediction in indonesia using optimized support vector regression model
url http://jitecs.ub.ac.id/index.php/jitecs/article/view/173
work_keys_str_mv AT irvioktanisa inflationratepredictioninindonesiausingoptimizedsupportvectorregressionmodel
AT wayanfirdausmahmudy inflationratepredictioninindonesiausingoptimizedsupportvectorregressionmodel
AT ghozalimaski inflationratepredictioninindonesiausingoptimizedsupportvectorregressionmodel