Model Peramalan Harga Minyak Mentah Indonesia berdasarkan Metode Fuzzy Time Series Model Chen Dan Model Markov Chain

Abstract

Indonesian Crude Oil Price (ICP) has a major impact for the preparation of State Budget and Revenue (APBN) because it is one of Indonesian’s state revenue in the export sector. Forecasting of ICP can help to make a better preparation for the APBN. The ICP data that we observeb at the same time interval and time period make the ICP data can being time series data and the we can used the fuzzy time series method for the forecasting method. Fuzzy time series is a method of predicting data that use principles of fuzzy as basis. Fuzzy Time Series has been develoved by several models. In this research we will use and compare fuzzy time series-Chen and fuzzy time series-markov chain models as a mothod for forcasting the ICP. The period that we observeb in this research is from 2016 to 2022 and as the conclusion, fuzzy time series-markov chain model have the better performance then the fuzzy time series-Chen with MSE values in the range of 222.05 to 364.39 and MAPE values in the range of 11% to 15%.