Journal of Computer System and Informatics (JoSYC)
Vol 3 No 4 (2022): August 2022

Penerapan Algoritma Bayesian Regulation untuk Estimasi Posisi Cadangan Devisa Indonesia

Siti Aisyah (Politeknik Negeri Media Kreatif, Medan)
Zulkifli Zulkifli (Universitas Indo Global Mandiri, Palembang)
Pandu Adi Cakranegara (Universitas Presiden, Jababeka)



Article Info

Publish Date
30 Aug 2022

Abstract

Foreign exchange reserves need to be predicted because it is a significant monetary indicator to show the strength or weakness of a country's economic fundamentals. Therefore, the purpose of this study is to estimate the position of Indonesia's foreign exchange reserves at the end of 2022 and 2023 so that the government has benchmarks and information in determining the right economic policy so that the position of foreign exchange reserves remains stable. The estimation algorithm used in this study is the Bayesian Regulation algorithm, one of the Artificial Neural Network algorithms. The research data used is data on the position of Indonesia's foreign exchange reserves (US$ million) obtained from the economic reports of Bank Indonesia. This research will be analyzed using three network architecture models 4-9-1, 4-18-1, and 4-27-1. Based on the analysis of the three models used, the results show that the 4-27-1 model is the best because it has a lower Mean Square Error (MSE) value of 0.00203297. Another benchmark is seen from more minor epochs (iterations) and faster times than the other two models, even though they both produce a 100% accuracy rate. Thus, it can be concluded that the Bayesian Regulation algorithm is good enough to estimate the position of foreign exchange reserves using the 4-27-1 model. Based on the prediction results, the part of Indonesia's foreign exchange reserves at the end of 2022 and 2023 slightly decreased compared to 2021.

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Journal Info

Abbrev

josyc

Publisher

Subject

Computer Science & IT Decision Sciences, Operations Research & Management Industrial & Manufacturing Engineering

Description

Journal of Computer System and Informatics (JoSYC) covers the whole spectrum of Artificial Inteligent, Computer System, Informatics Technique which includes, but is not limited to: Soft Computing, Distributed Intelligent Systems, Database Management and Information Retrieval, Evolutionary ...