15 February 2012

Prediction System of Economic Crisis in Indonesia using Time Series Analysis and System Dynamic Optimized by Genetic Algorithm

Master Technology in Informatics, IT Telkom, Bandung , 2012

Prediction System of Economic Crisis in Indonesia using Time Series Analysis and System Dynamic Optimized by Genetic Algorithm

Siti Sa’adah. Supervisor: Prof. The Houw Liong, Co-Supervisor: Adiwijaya, MSi

Abstract

Economic crisis that had happened at 1997-1998 in Indonesia stimulate the researchers to study further because economic that came from words ‘ecos’ and ‘nomos’ means value of life can be used as economic indicators. The economic indicators are GDP (Gross Domestic Product), inflation, population, and oil import per year from 1980-2011, will be tested using time series analysis and system dynamic optimized by algorithm genetic. The results are 93% - 99% accuracy in training and up to 90% accuracy for testing. These results proved that, the prediction system able to fit data in finding historical optimal and small error. Error that had been gotten in this system was caused by the time series data that been used is too short and economic is a chaotic complex system, so the error cannot be avoided.

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