PERAMALAN HARGA KOMODITAS LOGAM MULIA DUNIA DENGAN METODE MULTIVARIATE SINGULAR SPECTRUM ANALYSIS (MSSA)

MAULINA, NUR ANNISA (2023) PERAMALAN HARGA KOMODITAS LOGAM MULIA DUNIA DENGAN METODE MULTIVARIATE SINGULAR SPECTRUM ANALYSIS (MSSA). Sarjana / Sarjana Terapan (S1/D4) thesis, Universitas Muhammadiyah Semarang.

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Abstract

ABSTRAK Maulina Nur Annisa, 2023, Peramalan Harga Komoditas Logam Mulia Dunia Dengan Metode Multivariate Singular Spectrum Analysis (MSSA), Skripsi, Program Studi Statistika, Universitas Muhammadiyah Semarang. Pembimbing: I. Indah Manfaati Nur, S.Si., M.Si., II. M. Al Haris, M.Si. Komoditas logam mulia seperti emas, platinum dan palladium merupakan salah satu alternatif berinvestasi karena harganya yang cenderung terus meningkat sehingga dapat memberikan keuntungan. Data harga komoditas logam mulia dunia pada Januari 2010 hingga Februari 2023 menunjukkan adanya fluktuasi dan memiliki pola time series siklis. Metode Multivariate Singular Spectrum Analysis (MSSA) merupakan metode peramalan non-parametrik pengembangan dari Singular Spectrum Analysis (SSA). MSSA cocok digunakan untuk meramalkan harga komoditas logam mulia karena tidak memerlukan asumsi sehingga memiliki kelebihan dalam akurasi yang baik. Hasil peramalan dengan MSSA dengan window length optimum sebanyak 10 menghasilkan 3 kelompok utama yaitu kelompok trend1, trend2 dan musiman. Nilai MAPE yang dihasilkan untuk masing-masing variabel adalah sebesar 10,69% untuk emas, 11,75% untuk platinum dan 13,78% untuk palladium. Hasil peramalan tertinggi untuk emas sebesar 1800,401 USD pada bulanApril 2023, platinum sebesar 966,5725 USD pada bulan Maret 2023 dan palladium sebesar 1909,453 USD pada bulan Agustus 2023. Kata Kunci: Logam Mulia, Multivariate Singular Spectrum Analysis, Peramalan.   ABSTRACT Maulina Nur Annisa, 2023, Forecasting World Precious Metal Commodity Prices With Multivariate Singular Spectrum Analysis (MSSA) Method, Thesis, Program Study of Statistics, Universitas of Muhammadiyah Semarang. Supervised: I. Indah Manfaati Nur, S.Si., M.Si., II. M. Al Haris, M.Si. Precious metal commodities such as gold, platinum and palladium are one of the alternative investments because their prices tend to continue to increase so that they can provide profits. Data on world precious metal commodity prices from January 2010 to February 2023 show fluctuations and have a cyclical time series pattern. The Multivariate Singular Spectrum Analysis (MSSA) method is a non-parametric forecasting method developed from Singular Spectrum Analysis (SSA). MSSA is suitable for forecasting precious metal commodity prices because it does not require assumptions so that it has advantages in good accuracy. The results of forecasting with MSSA with an optimum window length of 10 produce 3 main groups, namely trend1, trend2 and seasonal groups. The resulting MAPE value for each variable is 10.69% for gold, 11.75% for platinum and 13.78% for palladium. The highest forecast results for gold at 1800.401 USD in April 2023, platinum at 966.5725 USD in March 2023 and palladium at 1909.453 USD in August 2023. Keywords: Forecasting, Multivariate Singular Spectrum Analysis, Precious Metals.

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