Forecasting Inflation Rate Using Support Vector Regression (SVR) Based Weight Attribute Particle Swarm Optimization (WAPSO)

Erlin Mega Priliani, Anggyi Trisnawan Putra, Much Aziz Muslim

Abstract


Data mining is the process of finding patterns or interesting information in selected data by using a particular technique or method. Utilization of data mining one of which is forecasting. Various forecasting methods have progressed along with technological developments. Support Vector Regression (SVR) is one of the forecasting methods that can be used to predict inflation. The level of accuracy of forecasting is determined by the precision of parameter selection for SVR. Determination of these parameters can be done by optimization, to obtain optimal forecasting of SVR method. The optimization technique used is Weight Attribute Particle Swarm Optimization (WAPSO). The use of WAPSO can find optimal SVR parameters, so as to improve the accuracy of forecasting. The purpose of this research is to implement SVR and SVR-WAPSO to predict the inflation rate based on Consumer Price Index (CPI) and to know the level of accuracy. The data used in this study is CPI Semarang City period January 2010-February 2018. Implementation experiments using Netbeans 8.2 gives results, SVR method has an accuracy of 94.654%. SVR-WAPSO method has an accuracy of 97.459%. Thus, the SVR-WAPSO method can increase the accuracy of 2,805% of a single SVR method for inflation rate forecasting. This research can be used as a reference for the next researcher can make improvements in determining the range of SVR parameters to get the value of each parameter more effective and efficient to get more optimal accuracy.


Keywords


Data mining, Support vector regression, Particle Swarm Optimization, inflation.

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DOI: https://doi.org/10.15294/sji.v5i2.14613

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