Peramalan Permintaan Semen Berdasarkan Indeks Harga Saham Properti Menggunakan Fungsi Transfer

Kurniawan, Wahyu Adi (2021) Peramalan Permintaan Semen Berdasarkan Indeks Harga Saham Properti Menggunakan Fungsi Transfer. Undergraduate thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Pembangunan sektor properti berkontribusi cukup besar dalam penggunaan semen nasional, yaitu sekitar 55% - 65%. Hal ini menunjukkan bahwa sektor properti sangat mempengaruhi meningkatnya permintaan semen. Pertumbuhan sektor properti dapat dilihat melalui Indeks Harga Saham Properti (IHSP). PT. Semen Indonesia (Persero) Tbk sebagai produsen semen terbesar di Indonesia, melakukan ramalan permintaan semen setiap tahun untuk merencanakan penjualan agar mendapatkan keputusan yang tepat. Metode peramalan yang digunakan antara lain Winter’s Exponential Smoothing, Dekomposisi, dan Regresi Time Series. Ramalan permintaan semen yang dilakukan hanya bergantung pada data kebutuhan semen, sehingga pada penelitian ini akan dilakukan ramalan permintaan semen yang dipengaruhi IHSP menggunakan metode fungsi transfer single input. Didapatkan model terbaik yaitu model fungsi transfer order b,r,s (0,0,0) dengan deret noise ARIMA ([12],0,0) yang menghasilkan nilai RMSE sebesar 578.054 lebih kecil daripada metode Winter’s Exponential Smoothing maupun metode Dekomposisi. Hasil ramalan permintaan semen tahun 2021 menunjukkan bahwa permintaan terendah pada bulan Mei dan tertinggi bulan September. ====================================================================================================== The development of the property sector contributes significantly to the national cement use, which is around 55% - 65%. This shows that the property sector greatly influences the increase in cement demand. The growth of the property sector can be seen through the Property Stock Price Index (IHSP). PT. Semen Indonesia (Persero) Tbk as the largest cement producer in Indonesia, forecasts cement demand every year to plan sales in order to get the right decision. Forecasting methods used include Winter's Exponential Smoothing, Decomposition, and Time Series Regression. Forecasting cement demand is only based on data on cement demand, so in this study, cement demand forecasts that are influenced by IHSP will be carried out using the single input transfer function method. The best model is obtained, namely the order transfer function model b,r,s (0,0,0) with the ARIMA noise series ([12],0,0) which produces an RMSE value of 578,054 smaller than the Winter's Exponential Smoothing method and the Decomposition method. The results of the 2021 cement demand forecast show that the lowest demand is in May and the highest is in September.

Item Type: Thesis (Undergraduate)
Uncontrolled Keywords: ARIMA, Fungsi Transfer, IHSP, Permintaan Semen, ARIMA, Cement Demand, IHSP, Transfer Function.
Subjects: T Technology > TS Manufactures
Divisions: Faculty of Vocational > 49501-Business Statistics
Depositing User: Wahyu Adi Kurniawan
Date Deposited: 17 Aug 2021 04:41
Last Modified: 17 Aug 2021 04:41
URI: https://repository.its.ac.id/id/eprint/87181

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