IMPROVISASI MODEL ARIMAX-ANFIS DENGAN VARIASI KALENDER UNTUK PREDIKSI TOTAL TRANSAKSI NON-TUNAI
Keywords:ARIMAX-ANFIS, calendar variation, hybrid model, non-cash transaction
Developed information technology boosts interest to use non-cash payment media in many areas. Following the high usage of a non-cash scheme in many payment transactions recently, the objective of this work is two-fold that is to predict the total of a non-cash transaction by using various time-series models and to compare the forecasting accuracy of those models. As a country with a mostly dense Moslem population, plenty of economical activities are arguably influenced by the Islamic calendar effect. Therefore the models being compared are ARIMA, ARIMA with Exogenous (ARIMAX), and a hybrid between ARIMAX and Adaptive Neuro-Fuzzy Inference Systems (ANFIS). By taking such calendar variation into account, the result shows that ARIMAX-ANFIS is the best method in predicting non-cash transactions since it produces lower MAPE. It is indicated that non-cash transaction increases significantly ahead of Ied Fitr occurrence and hits the peak in December. It demonstrates that the hybrid model can improve the accuracy performance of prediction.
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