PERAMALAN NILAI TUKAR PETANI MENGGUNAKAN METODE SINGULAR SPECTRUM ANALYSIS

DOI: https://doi.org/10.24843/MTK.2020.v09.i03.p295

Abstract

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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Author Biographies

GILANG BIMASAKTI ANDHIKA, Universitas Udayana

Program Studi Matematika, Fakultas MIPA – Universitas Udayana

I WAYAN SUMARJAYA, Universitas Udayana

Program Studi Matematika, Fakultas MIPA – Universitas Udayana

I GUSTI AYU MADE SRINADI, Universitas Udayana

Program Studi Matematika, Fakultas MIPA – Universitas Udayana

Published
2020-09-03
How to Cite
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. Available at: <https://ojs.unud.ac.id/index.php/mtk/article/view/63681>. Date accessed: 21 nov. 2024. doi: https://doi.org/10.24843/MTK.2020.v09.i03.p295.
Citation Formats
Issue
Vol 9 No 3 (2020)
Section
Articles
Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 International License.

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