PERAMALAN NILAI TUKAR PETANI MENGGUNAKAN METODE SINGULAR SPECTRUM ANALYSIS

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Abstrak

Singular spectrum analysis (SSA) is a new method in time series analysis that uses a nonparametric approach. The purpose of this study is to determine the model and forecast the farmer exchange rate in the Province of Bali using SSA. Vector singular spectrum analysis (VSSA) forecasting method is used to calculate the accuracy of forecasting. The best SSA model is obtained with a window length (L) value of 57 and produces a MAPE value of 0.49%. In conclusion, SSA method can predict farmer exchange rate in the Province of Bali very accurate.

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Program Studi Matematika, Fakultas MIPA – Universitas Udayana

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Program Studi Matematika, Fakultas MIPA – Universitas Udayana

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Program Studi Matematika, Fakultas MIPA – Universitas Udayana

Diterbitkan
2020-09-03
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ANDHIKA, GILANG BIMASAKTI; SUMARJAYA, I WAYAN; SRINADI, I GUSTI AYU MADE. PERAMALAN NILAI TUKAR PETANI MENGGUNAKAN METODE SINGULAR SPECTRUM ANALYSIS. E-Jurnal Matematika, [S.l.], v. 9, n. 3, p. 171-176, sep. 2020. ISSN 2303-1751. Tersedia pada: <http://103.29.196.112/index.php/mtk/article/view/63681>. Tanggal Akses: 05 mar. 2026 doi: https://doi.org/10.24843/MTK.2020.v09.i03.p295.
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