Prediksi Harga Komoditas Gas Alam Menggunakan Model Brownian Motion dan Geometric Brownian Motion
Indonesia
DOI:
https://doi.org/10.30605/proximal.v6i2.2655Keywords:
Brownian Motion, Proses Skolastik, Geometric Brownian Motion, Energi, Gas AlamAbstract
Gas alam merupakan salah satu sumber energi di dunia yang mana pemanfaatannya di masa depan diperkirakan semakin tinggi dan menjadi sumber energi yang penting. Sebagaimana diketahui bahwa pergerakan dari harga gas alam yang fluktuaktif, hal ini mengindikasikan bahwa harga gas alam bergerak mengikuti proses stokastik. Pada penelitian ini dibahas mengenai prediksi dari harga gas alam dengan menggunakan model Brownian Motion dan Geometric Brownian Motion serta membandingkan hasil prediksi dari kedua model tersebut. Dengan menggunakan 1000 iterasi, nilai MAPE dari hasil prediksi harga gas alam menggunakan model Brownian Motion adalah sebesar 1,4505% dan untuk model Geometric Brownian Motion adalah sebesar 1,0867%.
References
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