This paper discusses the prediction of inflation rate in Indonesia. The data used this research is assumed to have both linear and non-linear components. ARIMA model selected accommodate component, while ANFIS method accounts for component data. Thus, known as hybrid ARIMA-ANFIS model. clustering performed using Fuzzy C-Mean (FMS) with a Gaussian membership function. Consider 2 6 clusters. opti...

When forecasting aggregated time series, several options are available. For example, the multivariate series or the individual time series might be predicted and then aggregated, or one may choose to forecast the aggregated series directly. While in theory an optimal disaggregated forecast will generally be superior (or at least not inferior) to forecasts based on aggregated information, this i...