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All Journal Contemporary Mathematics and Applications (ConMathA)
Ilham Ramadhani
Universitas Airlangga
Materials Science & Nanotechnology Mathematics

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Journal : Contemporary Mathematics and Applications (ConMathA)

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Hybrid Extreme Learning Machine dan Firefly Algorithm untuk Meramalkan Nilai Tukar Rupiah terhadap Dolar Ilham Ramadhani; Auli Damayanti; Edi Winarko
Contemporary Mathematics and Applications (ConMathA) Vol. 3 No. 2 (2021)
Publisher : Universitas Airlangga

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20473/conmatha.v3i2.29802

Abstract

Every country has a currency as a medium of exchange and the movement of its exchange rate can affect the economy of the country. In Indonesia, since the freely floating exchange rates system has been applied in August 1997, the value of rupiah currency in the foreign exchange market can change at any time. Considering the massive impacts of exchange rate fluctuation on the economy, then forecasting the exchange rate of rupiah against the US dollar is important to help Indonesia’s economic growth. The aims of this thesis is to predict the estimated exchange rate of rupiah against the US dollar in the future by using hybrid artificial neural network extreme learning machine (ELM) method and firefly algorithm (FA). In the training process, ELM-FA hybrid has a role to obtain the best weight and bias. The weight and bias that obtained will be used for forecasting and to know the success rate of the training process, the validation test process is required. Based on the implementation of program and simulation for some parameter values on the exchange rate data from Jan 2015 until Jan 2018, with four input and hidden nodes, and one output node, obtained the smallest MSE of the training is 0.000480513 with MSE of the testing is 0.0000854107. The relatively small MSE value indicates that ELM-FA network is able to recognize the data pattern well and able to predict the test data well.
Co-Authors Auli Damayanti Edi Winarko