Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika
Vol. 5 No. 3 (2024): Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistik

MODEL PERAMALAN NILAI TUKAR RUPIAH TERHADAP DOLLAR SINGAPURA MENGGUNAKAN METODE HYBRID ARIMA-ANN

Fadhlia, Sarah (Unknown)
Hendri, Eko Primadi (Unknown)
Cahyaningtyas A, Deasy Dwi (Unknown)



Article Info

Publish Date
12 Dec 2024

Abstract

This research aims to predict the Rupiah exchange rate against the Singapore Dollar using the hybrid ARIMA-ANN method. The hybrid model is used to increase prediction accuracy by utilizing the ARIMA model to capture linear patterns and the ANN model to capture non-linear patterns. The data used in this research is data on the Rupiah exchange rate against the Singapore Dollar. The ARIMA model used for hybrid modeling is ARIMA (1,1,1) because it has an AIC value of 2144.93 which is smaller than other ARIMA models. The residuals from the ARIMA model (1,1,1) are used for ANN modeling. ANN modeling uses 3 inputs, 1-10 hidden layers, and 1 output layer. Based on the analysis results, the ARIMA (1,1,1) - ANN (3,10,1) hybrid model has an RMSE value of 52.092 which is smaller than other ARIMA-ANN hybrid models. Therefore, the hybrid ARIMA (1,1,1) - ANN (3,10,1) model is more effective in predicting the Rupiah exchange rate against the Singapore Dollar.

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Journal Info

Abbrev

home

Publisher

Subject

Decision Sciences, Operations Research & Management Education Mathematics

Description

Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Jurnal Lebesgue Adalah Jurnal Ilmiah yang terbit secara daring pada bulan April, Agustus dan Desember. untuk menyebarluaskan hasil-hasil penelitian dalam bidang matematika, statistika, aktuaria, matematika terapan, ...