• Home
  • Search
  • Application of Singular Spectrum Analysis in Predicting Rupiah Exchange Yuan
  • https://doi.org/10.29244/ijsa.v9i1p75-85Copy DOI Icon

Application of Singular Spectrum Analysis in Predicting Rupiah Exchange Yuan

Show More
  • Abstract
  • Literature Map
  • Similar Papers
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%

Similar Papers
  • PDF
  • Research Article
  • Citations9

Improvement of Time Forecasting Models Using Machine Learning for Future Pandemic Applications Based on COVID-19 Data 2020–2022

  • Mar 15, 2023
  • Diagnostics
  • Abdul Aziz K Abdul Hamid +9
  • Research Article

PREDIKSI CURAH HUJAN DI KABUPATEN BADUNG, BALI MENGGUNAKAN METODE LONG SHORT-TERM MEMORY

  • Aug 23, 2023
  • Jurnal Ilmu Komputer dan Sistem Informasi
  • Brando Dharma Saputra +2
  • Research Article
  • Citations1

A Combination of ARIMA Models and Neural Networks in Forecasting Nigerian Exchange Rate

  • Jul 17, 2024
  • African Multidisciplinary Journal of Sciences and Artificial Intelligence
  • Oluwaseun Johnson Olawale +1
  • Research Article

Perbandingan Algoritma Backpropagation dan SARIMA dalam Memprediksi Kebutuhan Nasi untuk Penjualan

  • Jan 21, 2026
  • Merkurius : Jurnal Riset Sistem Informasi dan Teknik Informatika
  • Muhammad Khoir Nugraha
  • Research Article
  • Citations3

STOCK PRICE PREDICTION AND SIMULATION USING GEOMETRIC BROWNIAN MOTION-KALMAN FILTER: A COMPARISON BETWEEN KALMAN FILTER ALGORITHMS

  • Jan 13, 2025
  • BAREKENG: Jurnal Ilmu Matematika dan Terapan
  • Dimas Avian Maulana +5
  • Research Article

Design of a consumer behavior prediction model integrating reinforcement learning and time series analysis in online e-commerce reviews

  • Jan 12, 2026
  • PeerJ Computer Science
  • Zongping Lin +6
  • Research Article
  • Citations21

Impact investing: A review of the current state and opportunities for development

  • May 31, 2021
  • Istanbul Business Research
  • Burze Yaşar
  • PDF
  • Research Article
  • Citations5

Application of Extreme Learning Machine Algorithm for Drought Forecasting

  • Jan 01, 2022
  • Complexity
  • Muhammad Ahmad Raza +4
  • Research Article
  • Citations50

Attention mechanism is useful in spatio-temporal wind speed prediction: Evidence from China

  • Sep 26, 2023
  • Applied Soft Computing
  • Chengming Yu +3
  • Research Article

Implementasi Analisis Fuzzy Time Series Dalam Melihat Hasil Komoditas Perikanan Di Provinsi Aceh

  • Nov 30, 2023
  • JURNAL AMPLIFIER : JURNAL ILMIAH BIDANG TEKNIK ELEKTRO DAN KOMPUTER
  • Mutammimul Ula +2
  • Research Article
  • Citations70

Integration of weather forecast and artificial intelligence for a short-term city-scale natural gas consumption prediction

  • May 10, 2020
  • Journal of Cleaner Production
  • Aleksandar S Anđelković +1
  • Research Article
  • Citations14

Forecasting prevalence of dengue hemorrhagic fever using ARIMA model in Sulawesi Tenggara Province, Indonesia

  • Jun 24, 2021
  • Public Health of Indonesia
  • Mistawati Mistawati +2
  • Research Article

East Java Inflation Prediction Based on Exchange Rates and International Trade Using the ARIMAX Approach

  • Mar 02, 2026
  • Jurnal Teknologi Informatika dan Komputer
  • Nafisah Zahrotun +2
  • Book Chapter

Validation of Operating Speed Prediction Model for Horizontal Curve with Established Models

  • Jan 01, 2016
  • Nadiah Mohamed +3
  • Research Article

RAINFALL FORECASTING OF SALT PRODUCING AREAS IN PANGKEP REGENCY USING STATISTICAL DOWNSCALING MODEL WITH LINEARIZED RIDGE REGRESSION DUMMY

  • Mar 01, 2024
  • BAREKENG: Jurnal Ilmu Matematika dan Terapan
  • Sitti Sahriman +5
Cactus Communications logo

Copyright 2026 Cactus Communications. All rights reserved.