Paramasatya, Wiratama (2017) Peramalan Suku Bunga Acuan (BI RATE) Menggunakan Metode Fuzzy Time Series Dengan Percentage Change Sebagai Universe Of Discourse. Sarjana thesis, Universitas Brawijaya.
Abstract
BI rate merupakan suku bunga kebijakan yang mencerminkan stance kebijakan moneter yang ditetapkan oleh Bank Indonesia dan diumumkan kepada publik. BI rate sangat memengaruhi sektor perdagangan, industri, harga saham, dan khususnya bidang perbankan. Apabila suku bunga kebijakan yang ditetapkan oleh Dewan Gubernur tidak sesuai dengan tren kondisi ekonomi di waktu tertentu maka akan berdampak negatif kepada kondisi ekonomi Indonesia. Hal inilah yang menyebabkan pentingnya peramalan BI rate dengan harapan para pelaku bisnis dapat mengantisipasi dampak jangka panjang dari penetapan BI rate. Penelitian ini mengimplementasikan fuzzy time series dengan percentage change sebagai universe of discourse untuk meramalkan BI rate pada periode tertentu. Metode fuzzy time series dengan percentage change sebagai universe of discourse berfokus pada pembentukan universe of discourse dan pengembangan dari langkah-langkah pembentukan interval yang sudah ada. Berdasarkan hasil dari pengujian yang telah dilakukan, dengan menggunakan nilai-nilai variabel terbaik yaitu panjang interval awal 12, nilai n-topFrequency 2, dan panjang sub interval 10 menghasilkan MAPE sebesar 0.09005%. Hasil akhir yang didapatkan berupa hasil peramalan BI rate sesuai periode yang ingin diramalkan oleh pengguna.
English Abstract
BI rate is the interest rate policy that reflects the monetary stance policy which set by the Central Bank of Indonesia and announced to the public. BI rate greatly affects the trade, industry, stock prices, and especially banking. If the policy rate set by the Board of Governors is not in accordance with the trend of economic conditions at a certain time it will have a negative impact on the economic condition of Indonesia. This is what causes the importance of BI rate forecasting in the hope that business players can anticipate the long-term impact of BI rate determination. This research implements fuzzy time series using percentage change as the universe of discourse to predict BI rate in certain period. This method focuses on forming the universe of discourse and the development of steps to form an interval. Based on the results of the tests that have been done, using the best variable values are 12 as the initial interval length, 2 as the value of n-topFrequency 2, and 10 as the length of sub-interval produce MAPE of 0.09005%. The final result obtained is the result of BI rate forecasting according to the period that the user wants to forecast.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FTIK/2017/306/051705669 |
| Uncontrolled Keywords: | Peramalan, Fuzzy Time Series, Percentage Change, BI Rate |
| Subjects: | 000 Computer science, information and general works > 003 Systems > 003.2 Forecasting and forecasts |
| Divisions: | Fakultas Ilmu Komputer > Teknik Informatika |
| Depositing User: | Yusuf Dwi N. |
| Date Deposited: | 31 Jul 2017 06:40 |
| Last Modified: | 28 Sep 2020 09:34 |
| URI: | http://repository.ub.ac.id/id/eprint/859 |
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