Analisis Komparasi Algoritma ARIMA dan LSTM pada Prediksi Harga Cabai Merah Keriting Harian
Abstract
Curly red chili is a strategic national commodity characterized by extreme price fluctuations, which significantly impact regional inflation and farmer welfare. Although conventional statistical methods are frequently used for forecasting, these approaches have inherent limitations in capturing non-linear volatility and dynamic price patterns. This research aims to address this gap by comprehensively comparing the performance of the AutoRegressive Integrated Moving Average (ARIMA) statistical model and the Long Short-Term Memory (LSTM) Deep Learning model. This study utilizes a univariate prediction approach based on daily historical price data from January 2024 to October 2025. The dataset is partitioned into 80% for training and 20% for testing purposes. Model performance is rigorously evaluated using Root Mean Squared Error (RMSE), Mean Absolute Percentage Error (MAPE), and Coefficient of Determination (). The experimental results demonstrate that the LSTM model significantly outperforms ARIMA in tracking daily price trends. LSTM achieved an average MAPE of 13.76% (classified as "Good") with an value of 0.92, whereas the ARIMA model recorded a significantly higher MAPE of 41.21% and a negative value. This study concludes that Deep Learning-based algorithms are superior and more effective in handling food commodity price volatility compared to classical linear statistical methods.
Downloads
References
G. E. P. Box, G. M. Jenkins, G. C. Reinsel, and G. M. Ljung, Time Series Analysis: Forecasting and Control, 5th ed., Hoboken, United States of America : Hoboken, Wiley, 2016.
R. J. Hyndman and G. Athanasopoulos, Forecasting: Principles and Practice, 2nd ed., Melbourne, Australia: Melbourne OTexts, 2018.
I. Goodfellow, Y. Bengio, and A. Courville, Deep Learning, Cambridge, USA : Cambridge MIT Press, 2016.
A. Sherstinsky, “Fundamentals of Recurrent Neural Network (RNN) and Long Short-Term Memory (LSTM) Network,” Physica D: Nonlinear Phenomena, vol. 404, no. 1, 2020, doi: 10.1016/j.physd.2019.132306.
Q. Zhang, W. Yang, A. Zhao, X. Wang, Z. Wang, and L. Zhang, “Short-Term Forecasting of Vegetable Prices Based on LSTM Model—Evidence From Beijing’s Vegetable Data,” PLOS ONE, vol. 19, no. 7, 2024, doi: 10.1371/journal.pone.0304881.
N. Nafi’iyah and P. A. Wulandari, “Prediksi Harga Beras Berdasarkan Kualitas Beras Dengan Metode Long Short-Term Memory,” INOVTEK POLBENG, vol. 7, no. 2, 2022, doi: 10.35314/isi.v7i2.2599.
G. Y. Chandan and D. A. N. Khokhar, “A Comparative Study of Deep Learning Models for Cotton Price Forecasting in Gujarat, India”, International Journal of Agricultural and Environmental Research, vol. 11, no. 1, pp. 246–269, 2025, doi: 10.51193/ijaer.2025.11115.
R. L. Manogna, V. Dharmaji, and S. Sarang, “Enhancing Agricultural Commodity Price Forecasting With Deep Learning,” Scientific Reports, vol. 15, no. 1, pp. 1–25, 2025, doi: 10.1038/s41598-025-05103-z.
A. Sharma, A. Jain, P. Gupta, and V. Chowdary, “Machine Learning Applications for Precision Agriculture: A Comprehensive Review,” IEEE Access, vol. 9, pp. 4843 - 4873, 2020, doi: 10.1109/ACCESS.2020.3048415
X. Chen and Y. Hu, “Volatility Forecasts of Stock Index Futures in China and the US—A Hybrid LSTM Approach,” PLOS ONE, vol. 17, no. 7, 2022, doi: 10.1371/journal.pone.0271595.
S. Wu, “A Comparative Study of Stock Forecasts by LSTM and RNN Neural Networks,” Modern Economy and Management Forum, vol.2, No. 5, pp. 170-174, 2021, doi: 10.32629/memf.v2i5.497.
C. Z. Yuan and S. K. Ling, "Long Short-Term Memory Model Based Agriculture Commodity Price Prediction Application," in Proceedings of the 2020 2nd International Conference on Information Technology and Computer Communications (ITCC '20), Kuala Lumpur, Malaysia: Association for Computing Machinery, Aug. 2020, pp. 43–49. doi: 10.1145/3417473.3417481.
R. Iqbal, H. Mokhlis, A. S. M. Khairuddin, and M. A. Muhammad, “An Improved Deep Learning Model for Electricity Price Forecasting,” International Journal of Interactive Multimedia and Artificial Intelligence, vol. 9, no. 1, pp. 149–161, 2023, doi: 10.9781/ijimai.2023.06.001.
Y. H. Gu, D. Jin, H. Yin, R. Zheng, X. Piao, and S. J. Yoo, “Forecasting Agricultural Commodity Prices Using Dual Input Attention LSTM,” Agriculture, vol. 12, no. 2, p. 256, 2022, doi: 10.3390/agriculture12020256.
W. Witanti, S. A. Anggara, and M. Melina, “Peramalan Harga Cabai Rawit Merah Menggunakan Attention Mechanism Berbasis Long Short-Term Memory,” Journal of Applied Computational Science and Technology, vol. 5, no. 2, pp. 128–135, 2024, doi: 10.52158/jacost.v5i2.875.
M. Lim and T. Handhayani, “Penerapan LSTM dan GRU untuk Prediksi Harga Cabai Merah di Kota Jawa Timur,” Jurnal Informasi dan Teknologi Elektro Terapan, vol. 13, no. 2, 2025, doi: 10.23960/jitet.v13i2.6467
S. Joddy, “Comparative Analysis of CNN, LSTM, and CNN-LSTM for Indonesian Stock Prediction,” Jurnal EMACS, vol. 7, no. 3, pp. 283–289, 2025, doi: 10.21512/ emacsjournal.v7i3.14326.
A. Kaur and A. Goel, “Forecasting Commodity Prices Using Deep Learning Techniques: An Empirical Evidence From India,” Journal of Computational Technology and Applications, vol. 16, no. 3, pp. 8–12, 2025, doi: 10.37591/JOCTA.v16i03.226934.
Y. Min, Y. R. Kim, Y.K. Hyon, T. Ha, S. Lee, J. Hyun and M. R. Lee, “RNN and GNN Based Prediction of Agricultural Prices With Multivariate Time Series and Its Short-Term Fluctuations Smoothing Effect,” Scientific Reports, vol. 15, no. 1, 2025, doi: 10.1038/s41598-025-97724-7.
C. Xia, “Comparative Analysis of ARIMA and LSTM Models for Agricultural Product Price Forecasting”, Highlights in Science Engineering and Technology, vol. 85, pp. 1032-1040, 2024, doi: 10.54097/8q6nx369.
Bila bermanfaat silahkan share artikel ini
Berikan Komentar Anda terhadap artikel Analisis Komparasi Algoritma ARIMA dan LSTM pada Prediksi Harga Cabai Merah Keriting Harian
Pages: 1932-1942
Copyright (c) 2025 Cut Try Utari, M Thariq Arya Putra Sembiring, M Habibi Rizq Zhafar Siregar

This work is licensed under a Creative Commons Attribution 4.0 International License.
Authors who publish with this journal agree to the following terms:
- Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under Creative Commons Attribution 4.0 International License that allows others to share the work with an acknowledgment of the work's authorship and initial publication in this journal.
- Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgment of its initial publication in this journal.
- Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (Refer to The Effect of Open Access).





















