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All Journal E-Jurnal Matematika
GILANG BIMASAKTI ANDHIKA
Universitas Udayana
Mathematics

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PERAMALAN NILAI TUKAR PETANI MENGGUNAKAN METODE SINGULAR SPECTRUM ANALYSIS GILANG BIMASAKTI ANDHIKA; I WAYAN SUMARJAYA; I GUSTI AYU MADE SRINADI
E-Jurnal Matematika Vol 9 No 3 (2020)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 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.
Co-Authors I Gusti Ayu Made Srinadi I Wayan Sumarjaya