E-Jurnal Matematika
Vol 10 No 3 (2021)

PREDIKSI INFLOW DAN OUTFLOW UANG KARTAL DI PROVINSI BALI DENGAN METODE NEURO-FUZZY

I KADEK MENTIK YUSMANTARA (Universitas Udayana)
G.K. GANDHIADI (Universitas Udayana)
LUH PUTU IDA HARINI (Universitas Udayana)



Article Info

Publish Date
31 Aug 2021

Abstract

In this paper, we present a novel approach to data-driven neuro-fuzzy modeling, which aims to create accurate monthly inflow and outflow forecast of money (M0) in Bali Province. The data is monthly time series included some religious ceremony identification variables and a monthly dummy variable from January 2011 to March 2019. Well known, Bali Province has unique cultures, the only one province which Hinduism majority religion in Indonesia, and listed as top tourism destination in the world. The neuro-fuzzy models were created using ANFIS architecture and sliding window time series analysis, then simulated using walk forward validation, interpreted using MAPE, and NRMSE. Based on the simulation of the last 24 months, the model of inflow obtained MAPE 23.33% (worth considering) and NRMSE 18.68% (accurate). Meanwhile, the model of outflow obtained MAPE 19.24% (accurate) and NRMSE 8.71% (very accurate). These models and their pieces of information could assist the central bank in Bali Province to prepare cash for money (M0) outflow and managed technic for counting money (M0) inflow.

Copyrights © 2021






Journal Info

Abbrev

mtk

Publisher

Subject

Mathematics

Description

E-Jurnal Matematika merupakan salah satu jurnal elektronik yang ada di Universitas Udayana, sebagai media komunikasi antar peminat di bidang ilmu matematika dan terapannya, seperti statistika, matematika finansial, pengajaran matematika dan terapan matematika dibidang ilmu lainnya. Jurnal ini lahir ...