Prediksi Indeks Inovasi Global Indonesia Menggunakan Hybrid Machine Learning

  • Patah Herwanto Universitas Ekuitas Indonesia
  • Fathurrahman Pratama Putra ITENAS Bandung
  • Rani Apriliani Aditya
  • Harmansyah Nasution
Keywords: Indeks Inovasi Global, machine learning, deret waktu, pengambilan keputusan, inovasi nasional

Abstract

Indeks Inovasi Global (Global Innovation Index / GII) merupakan indikator strategis yang digunakan untuk menilai daya saing dan kapasitas inovasi suatu negara. Bagi Indonesia, dinamika nilai GII mencerminkan akumulasi kebijakan, investasi, serta kesiapan sistem inovasi nasional yang berkembang secara bertahap dan bersifat temporal. Oleh karena itu, diperlukan pendekatan analitis yang adaptif untuk memprediksi perubahan GII guna mendukung perencanaan dan pengambilan keputusan strategis berbasis data. Penelitian ini bertujuan untuk mengembangkan dan mengevaluasi model prediksi Indeks Inovasi Global Indonesia menggunakan pendekatan hybrid machine learning berbasis data deret waktu. Metode penelitian dilakukan melalui analisis komparatif beberapa model pembelajaran mesin, yaitu Random Forest, XGBoost, dan Long Short-Term Memory (LSTM), dengan menerapkan validasi temporal untuk mengidentifikasi pola hubungan antarperiode serta menilai kinerja prediktif model. Hasil penelitian menunjukkan bahwa model berbasis machine learning mampu menghasilkan prediksi yang stabil dan konsisten, dengan kinerja GII tahun sebelumnya (lag₁) berperan dominan dalam membentuk nilai GII pada periode berjalan. Temuan ini mengindikasikan bahwa kinerja inovasi nasional lebih dipengaruhi oleh kesinambungan kebijakan dan akumulasi kapasitas jangka menengah dibandingkan intervensi jangka pendek. Implikasi penelitian ini memberikan kontribusi praktis bagi perumus kebijakan dan pengelola sistem inovasi dalam merancang strategi inovasi berkelanjutan yang berorientasi pada penguatan daya saing nasional berbasis analitik prediktif.

References

Abumohsen, Mobarak, Amani Yousef Owda, Majdi Owda, and Ahmad Abumihsan. 2024. “Hybrid Machine Learning Model Combining of CNN-LSTM-RF for Time Series Forecasting of Solar Power Generation.” E-Prime - Advances in Electrical Engineering, Electronics and Energy 9:100636. doi:10.1016/j.prime.2024.100636.

Akaka, Melissa Archpru, Stephen L. Vargo, and Heiko Wieland. 2017. “Extending the Context of Innovation: The Co-Creation and Institutionalization of Technology and Markets.” Pp. 43–57 in Innovating in Practice, edited by T. Russo-Spena, C. Mele, and M. Nuutinen. Cham: Springer International Publishing.

Al-Jayyousi, Odeh, Hira Amin, Hiba Ali Al-Saudi, Amjaad Aljassas, and Evren Tok. 2023. “Mission-Oriented Innovation Policy for Sustainable Development: A Systematic Literature Review.” Sustainability 15(17):13101. doi:10.3390/su151713101.

Alqararah, Khatab. 2023. “Assessing the Robustness of Composite Indicators: The Case of the Global Innovation Index.” Journal of Innovation and Entrepreneurship 12(1):61. doi:10.1186/s13731-023-00332-w.

Bala, Bindu, and Sunny Behal. 2024. “A Brief Survey of Data Preprocessing in Machine Learning and Deep Learning Techniques.” Pp. 1755–62 in 2024 8th International Conference on I-SMAC (IoT in Social, Mobile, Analytics and Cloud) (I-SMAC). Kirtipur, Nepal: IEEE.

Barz, Bjorn, and Joachim Denzler. 2020. “Deep Learning on Small Datasets without Pre-Training Using Cosine Loss.” Pp. 1360–69 in 2020 IEEE Winter Conference on Applications of Computer Vision (WACV). Snowmass Village, CO, USA: IEEE.

Biecek, Przemyslaw, and Tomasz Burzykowski. 2021. Explanatory Model Analysis: Explore, Explain, and Examine Predictive Models. New York: Chapman and Hall/CRC.

Carvalho, Maxwell Sarmento De, and Gladston Luiz Da Silva. 2021. “Inside the Black Box: Using Explainable AI to Improve Evidence-Based Policies.” Pp. 57–64 in 2021 IEEE 23rd Conference on Business Informatics (CBI). Bolzano, Italy: IEEE.

Cerqueira, Vitor, Luis Torgo, and Igor Mozetič. 2020. “Evaluating Time Series Forecasting Models: An Empirical Study on Performance Estimation Methods.” Machine Learning 109(11):1997–2028. doi:10.1007/s10994-020-05910-7.

Christoph Molnar. 2025. Interpretable Machine Learning: A Guide for Making Black Box Models Explainable (3rd Ed.). 3rd ed. https://christophm.github.io/interpretable-ml-book/.

Cohen, Wesley M., and Daniel A. Levinthal. 1990. “Absorptive Capacity: A New Perspective on Learning and Innovation.” Administrative Science Quarterly 35(1):128. doi:10.2307/2393553.

Davydenko, Andrey, and Robert Fildes. 2014. “Measuring Forecasting Accuracy: Problems and Recommendations (by the Example of SKU-Level Judgmental Adjustments).” Pp. 43–70 in Intelligent Fashion Forecasting Systems: Models and Applications, edited by T.-M. Choi, C.-L. Hui, and Y. Yu. Berlin, Heidelberg: Springer Berlin Heidelberg.

Djaballah, Said, Lotfi Saidi, Kamel Meftah, Abdelmoumene Hechifa, Mohit Bajaj, and Ievgen Zaitsev. 2024. “A Hybrid LSTM Random Forest Model with Grey Wolf Optimization for Enhanced Detection of Multiple Bearing Faults.” Scientific Reports 14(1):23997. doi:10.1038/s41598-024-75174-x.

Geng, Shukun. 2024. “Analysis of the Different Statistical Metrics in Machine Learning.” Highlights in Science, Engineering and Technology 88:350–56. doi:10.54097/jhq3tv19.

Gopal Krushna Panda. 2024. “Sustainable Finance: Driving a Greener Future.” International Journal For Multidisciplinary Research 6(3):21066. doi:10.36948/ijfmr.2024.v06i03.21066.

Gur, Yunus Emre. 2024. “Development and Application of Machine Learning Models in US Consumer Price Index Forecasting: Analysis of a Hybrid Approach.” Data Science in Finance and Economics 4(4):469–513. doi:10.3934/DSFE.2024020.

Hekkert, Marko P., Matthijs J. Janssen, Joeri H. Wesseling, and Simona O. Negro. 2020. “Mission-Oriented Innovation Systems.” Environmental Innovation and Societal Transitions 34:76–79. doi:10.1016/j.eist.2019.11.011.

Hong, Yong-Bum, and Jong-Du Choi. 2023. “Prediction of KOSPI Index by Time Series Based on Convergence Model Using Cross-Validation of Time Series Data.” Journal of the Korean Operations Research and Management Science Society 48(4):1–21. doi:10.7737/JKORMS.2023.48.4.001.

Hu, Rongzan, and Qinghua Liu. 2024. “Active Noise Control System Based on the Combined CNN-LSTM Network.” P. 15 in Workshop on Electronics Communication Engineering (WECE 2023), edited by W. Xu. Guilin, China: SPIE.

Katz, Yaron. 2021. “Government’s Role in Advancing Innovation.” Randwick International of Social Science Journal 2(2):161–75. doi:10.47175/rissj.v2i2.236.

Kervanci, I. sibel, and Fatih Akay. 2023. “LSTM Hyperparameters Optimization with Hparam Parameters for Bitcoin Price Prediction.” Sakarya University Journal of Computer and Information Sciences 6(1):1–9. doi:10.35377/saucis...1172027.

Konstantinov, Andrei, Lev Utkin, and Stanislav Kirpichenko. 2022. “AGBoost: Attention-Based Modification of Gradient Boosting Machine.” Pp. 96–101 in 2022 31st Conference of Open Innovations Association (FRUCT). Helsinki, Finland: IEEE.

Kumar, Bhupendra, Sunil, and Neha Yadav. 2023. “A Novel Hybrid Model Combining β S A R M A and LSTM for Time Series Forecasting.” Applied Soft Computing 134:110019. doi:10.1016/j.asoc.2023.110019.

Lundberg, Scott M., Gabriel Erion, Hugh Chen, Alex DeGrave, Jordan M. Prutkin, Bala Nair, Ronit Katz, Jonathan Himmelfarb, Nisha Bansal, and Su-In Lee. 2020. “From Local Explanations to Global Understanding with Explainable AI for Trees.” Nature Machine Intelligence 2(1):56–67. doi:10.1038/s42256-019-0138-9.

Monte dei Paschi, and Camillo Giliberto. 2024. “Sustainable Investments and ESG Factors.” RISK MANAGEMENT MAGAZINE 19(3):44–52. doi:10.47473/2020rmm0147.

OECD. 2024. Designing Effective Governance to Enable Mission Success. 168th ed. OECD Science, Technology and Industry Policy Papers. OECD Science, Technology and Industry Policy Papers. doi:10.1787/898bca89-en.

Pahuja, Lavina, and Ahmad Kamal. 2023. “ENLEFD‐DM : Ensemble Learning Based Ethereum Fraud Detection Using CRISP‐DM Framework.” Expert Systems 40(9):e13379. doi:10.1111/exsy.13379.

Rob J Hyndman and George Athanasopoulos. 2025. Forecasting: Principles and Practice (3rd Ed). 3rd ed.

Sergeev, Aleksandr, Elena Baglaeva, and Irina Subbotina. 2024. “Hybrid Model Combining LSTM with Discrete Wavelet Transformation to Predict Surface Methane Concentration in the Arctic Island Belyy.” Atmospheric Environment 317:120210. doi:10.1016/j.atmosenv.2023.120210.

WIPO. 2024. “Global Innovation Index.” https://prosperitydata360.worldbank.org/en/dataset/WIPO+GII. https://www.wipo.int/en/web/global-innovation-index.

Yang, Tianbo, Shiying He, Xiaojiao Chen, Peng Fu, Liansheng Huang, and Xiuqing Zhang. 2024. “Combined Multi-Component Composite Time Series Power Prediction Model for Distributed Energy Systems Based on Stl Data Decomposition.”

Zainuddin, Aznilinda, Muhammad Asraf Hairuddin, Ahmad Ihsan Mohd Yassin, Zatul Iffah Abd Latiff, and Aziemah Azhar. 2022. “Time Series Data and Recent Imputation Techniques for Missing Data: A Review.” Pp. 346–50 in 2022 International Conference on Green Energy, Computing and Sustainable Technology (GECOST). Miri Sarawak, Malaysia: IEEE.

Zhang, Weiqian, Songsong Li, Zhichang Guo, and Yizhe Yang. 2023. “A Hybrid Forecasting Model Based on Deep Learning Feature Extraction and Statistical Arbitrage Methods for Stock Trading Strategies.” Journal of Forecasting 42(7):1729–49. doi:10.1002/for.2978.

Published
25-01-2026