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All Journal Indonesian Journal of Statistics and Its Applications
Muhammad Hendrawan
Department of Statistics, Univeritas Negeri Padang
Computer Science & IT Mathematics Other

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Application of Singular Spectrum Analysis in Predicting Rupiah Exchange Yuan Muhammad Hendrawan; Zilrahmi Zilrahmi; Yenni Kurniawati; Dina Fitria
Indonesian Journal of Statistics and Applications Vol 9 No 1 (2025)
Publisher : Statistics and Data Science Program Study, SSMI, IPB University, in collaboration with the Forum Pendidikan Tinggi Statistika Indonesia (FORSTAT) and the Ikatan Statistisi Indonesia (ISI)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v9i1p75-85

Abstract

The exchange rate between two countries is the price of the currency used by residents of these countries to trade with each other, the relationship between the Rupiah exchange rate and the Yuan is one of the important aspects in the dynamics of international trade. Therefore, forecasting the exchange rate is important as an effort to predict the exchange rate of Rupiah against Yuan in the future. The method used for forecasting is Singular Spectrum Analysis, namely decomposition and reconstruction. The accuracy of the resulting forecast is measured using the Mean Absolute Percentage Error criterion. The exploration results obtained are forecasting accuracy based on the Mean Absolute Percentage Error value of 2.15% with a window length of 23 which identifies that the forecasting results are accurate and effective. Forecasting is said to be accurate if the Mean Absolute Percentage Error value is lower than 10% and close to 10%
Co-Authors Dina Fitria Yenni Kurniawati Zilrahmi, Zilrahmi