Pengimplementasian Metode Fuzzy Time Series Singh untuk Meramalkan Nilai Tukar Rupiah Terhadap Yuan China dan US Dollar

Santika, Reghina Ajeng (2025) Pengimplementasian Metode Fuzzy Time Series Singh untuk Meramalkan Nilai Tukar Rupiah Terhadap Yuan China dan US Dollar. Undergraduate thesis, UPN Veteran Jawa Timur.

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Abstract

Exchange rates determine the economic stability of a country, especially for countries such as Indonesia that are highly dependent on international trade. In recent years, global currency fluctuations have intensified, particularly since the trade war between the United States and China began in 2018. These fluctuations have had a significant impact on the exchange rate of the Indonesian Rupiah against both countries, which can affect the competitiveness of Indonesian exports, increase import costs, and influence key economic decisions made by investors, importers, and exporters. Therefore, forecasting the exchange rate between the Rupiah and the currencies of these two countries is necessary to assist in making currency exchange decisions. The forecasting of the Rupiah against the Chinese Yuan and US Dollar uses the Fuzzy Time Series Singh method. The results obtained from this forecast show that the model is able to forecast exchange rates well, with MAPE results for the Chinese Yuan and US Dollar being 0.15% and 0.20%, respectively. The results of the forecast for the next 5 periods show that the Chinese Yuan exchange rate will increase significantly from January 14 to 17, 2025, while the US Dollar exchange rate will decrease from January 14 to 15, 2025, and increase again until January 17, 2025. Additionally, there is a GUI that can facilitate users in accessing the prediction results from Fuzzy Time Series Singh method.

Item Type: Thesis (Undergraduate)
Contributors:
ContributionContributorsNIDN/NIDKEmail
Thesis advisorDamaliana, Aviolla TerzaNIDN0002089402aviolla.terza.sada@upnjatim.ac.id
Thesis advisorIdhom, MohammadNIDN0010038305idhom@upnjatim.ac.id
Subjects: Q Science > QA Mathematics > QA76.6 Computer Programming
Divisions: Faculty of Computer Science > Departemen of Data Science
Depositing User: Reghina Ajeng Santika
Date Deposited: 19 Sep 2025 03:47
Last Modified: 19 Sep 2025 03:47
URI: https://repository.upnjatim.ac.id/id/eprint/43795

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