Prediksi Harga Minyak Mentah Menggunakan Model Schwartz

Pramudita, Rizka Yoni (2017) Prediksi Harga Minyak Mentah Menggunakan Model Schwartz. Undergraduate thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Pergerakan harga minyak mentah merupakan pergerakan yang fluktuasi atau pergerakannya seiring waktu secara tidak pasti. Pergerakan harga minyak mentah ini juga dapat diramalkan dengan menggunakan berbagai macam model peramalan salah satunya adalah model Schwartz. Model Schwartz ini adalah proses mean-reverting dan salah satu model yang pergerakannya mengikuti proses stokastik. Pada Tugas Akhir ini, diramalkan harga minyak mentah jenis West Texas Intermediate (WTI) dengan data yang dipakai adalah periode bulan Januari hingga Juni 2016. Berdasarkan hasil analisis, dapat disimpulkan bahwa model Schwartz merupakan model peramalan dengan tingkat aklurasi yang baik. Hal tersebut dibuktikan dengan nilai MAPE sebesar 6,62486%. ================================================================================================================= The movement of crude oil prices are fluctuating movement or movements over time is uncertain. The movement of crude oil prices can also be estimated using a variety of models forecasting, one of which is Schwartz model. Schwartz models are mean-reverting process and one of the models that the movement follows a stochastic process. In this final project, predicted the price of crude oil West Texas Intermediate (WTI) with the data used is the period between January and June 2016. Based on the analysis, it can be concluded that Schwartz model is forecasting model with a good degree of accuracy and the MAPE value is 6,62486%.

Item Type: Thesis (Undergraduate)
Uncontrolled Keywords: Harga Minyak Mentah, Peramalan, model Schwartz
Subjects: Q Science
Q Science > QA Mathematics
Q Science > QA Mathematics > QA278.2 Regression Analysis
Divisions: Faculty of Mathematics and Science > Mathematics > (S1) Undergraduate Theses
Depositing User: - RIZKA YONI PRAMUDITA
Date Deposited: 25 Apr 2017 02:26
Last Modified: 27 Dec 2017 08:13
URI: http://repository.its.ac.id/id/eprint/3509

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