PERBANDINGAN METODE AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA) DAN DOUBLE EXPONENTIAL SMOOTHING PADA PERAMALAN NILAI TUKAR USD TERHADAP RUPIAH

Arifa, Dhiya (2025) PERBANDINGAN METODE AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA) DAN DOUBLE EXPONENTIAL SMOOTHING PADA PERAMALAN NILAI TUKAR USD TERHADAP RUPIAH. Bachelor thesis, Institut Teknnologi Kalimantan.

	Text 17211014_Cover.pdf Restricted to Repository staff only until 4 January 2027. Download (141kB) | Request a copy
	Text 17211014_Statement_of_Authenticity.pdf Restricted to Repository staff only until 4 January 2027. Download (491kB) | Request a copy
	Text 17211014_Publishing_Agreement.pdf Restricted to Repository staff only until 4 January 2027. Download (167kB) | Request a copy
	Text 17211014_Approval_Sheet.pdf Restricted to Repository staff only until 4 January 2027. Download (239kB) | Request a copy
	Text 17211014_Preface.pdf Restricted to Repository staff only until 4 January 2027. Download (172kB) | Request a copy
	Text 17211014_Abstrak_id.pdf Restricted to Repository staff only until 4 January 2027. Download (88kB) | Request a copy
	Text 17211014_Abstrak_en.pdf Restricted to Repository staff only until 4 January 2027. Download (88kB) | Request a copy
	Text 17211014_Table_of_content.pdf Restricted to Repository staff only until 4 January 2027. Download (169kB) | Request a copy
	Text 17211014_ilustrations.pdf Restricted to Repository staff only until 4 January 2027. Download (204kB) | Request a copy
	Text 17211014_tables.pdf Restricted to Repository staff only until 4 January 2027. Download (265kB) | Request a copy
	Text 17211014_Chapter_1.pdf Restricted to Repository staff only until 4 January 2027. Download (178kB) | Request a copy
	Text 17211014_Chapter_2.pdf Restricted to Repository staff only until 4 January 2027. Download (421kB) | Request a copy
	Text 17211014_Chapter_3.pdf Restricted to Repository staff only until 4 January 2027. Download (432kB) | Request a copy
	Text 17211014_Chapter_4.pdf Restricted to Repository staff only until 4 January 2027. Download (537kB) | Request a copy
	Text 17211014_Chapter_5.pdf Restricted to Repository staff only until 4 January 2027. Download (162kB) | Request a copy
	Text 17211014_bibliography.pdf Restricted to Repository staff only until 4 January 2027. Download (161kB) | Request a copy
	Text 17211014_Enclosure.pdf Restricted to Repository staff only until 4 January 2027. Download (1MB) | Request a copy
	Text 17211014_Presentation.pdf Restricted to Repository staff only until 4 January 2027. Download (10MB) | Request a copy
	Text 17211014_Form020.pdf Restricted to Repository staff only until 4 January 2027. Download (367kB) | Request a copy

Abstract

Nilai tukar mata uang atau Kurs adalah satuan harga unit mata uang asing sebagai nilai tukar mata uang terhadap pembayaran saat ini atau kemudian hari antara dua mata uang negara atau wilayah. Nilai kurs suatu negara dipengaruhi oleh aliran modal antar negara karena permintaan mata uang yang meningkat sehingga nilai kurs negara tujuan investasi seperti Amerika Serikat (USD) akan meningkat dan nilai tukar kurs investasi dana seperti Indonesia akan menurun sehingga sangat berpengaruh terhadap perekonomian di indonesia. Oleh Karena itu perlu dilakukan peramalan (forecasting) untuk mengetahui dan memprediksi nilai Kurs Dollar AS terhadap Rupiah di periode mendatang dengan menggunakan metode peramalan seperti Double Exponential Smoothing dan Autoregressive Integrated Moving Average (ARIMA). Peramalan merupakan sebuah alat bantu dalam perencanaan terhadap kejadian yang akan terjadi masa yang akan datang dan identik dengan menggunakan data deret waktu atau Time Series. Hasil perbandingan kedua metode tersebut didapatkan bahwa metode Autoregressive Integrated Moving Average (ARIMA) lebih baik dibandingkan metode Double Exponential Smoothing. Pada model ARIMA ([7],1,1) terdapat nilai akurasi yaitu MAPE sebesar 0.267% dan RMSE sebesar 55.18 sedangkan metode Double Exponential Smoothing nilai MAPE dan RMSE sebesar 2% dan 360.04, Sehingga berdasarkan hal tersebut maka untuk peramalan lebih baik dilakukan pada metode Autoregressive Integrated Moving Average (ARIMA)

Item Type:	Thesis (Bachelor)
Subjects:	H Social Sciences > HA Statistics H Social Sciences > HC Economic History and Conditions
Divisions:	Jurusan Matematika dan Teknologi Informasi > Ilmu Aktuaria
Depositing User:	Dhiya Dhiya Arifa
Date Deposited:	09 Jul 2025 06:48
Last Modified:	09 Jul 2025 06:48
URI:	http://repository.itk.ac.id/id/eprint/23151

Actions (login required)

View Item