Peramalan Cadangan Devisa Menggunakan Metode Double Smoothing Exponential dan Metode Fuzzy Time Series
DOI:
https://doi.org/10.53696/venn.v3i3.79Keywords:
Double Smoothing Exponential, Fuzzy Time Series, MAPE, MSE, Foreign Exchange ReservesAbstract
This study aims to forecast the amount of foreign exchange reserves using two methods, namely Double Smoothing Exponential and Fuzzy Time Series. This foreign exchange reserve data is time series data, namely monthly data starting from January 2017 to February 2024 with a total of 86 monthly data. Furthermore, to see the level of accuracy of the forecast results, the Mean Absolute Percentage Error (MAPE) and MSE values are used where the smaller the error value produced, the more accurate the forecast results from the Double Smoothing Exponential Holt and Fuzzy Time Series Cheng methods. The results of forecasting the amount of foreign exchange reserves in March 2024 using the Holt method are 144434.19 and for the Cheng method are 140008.032. The double exponential smoothing method has an MSE value of 8625715.609 and a MAPE value of 1.69%. Meanwhile, with the fuzzy time series method, the MSE value is 11651319.400 and the MAPE value is 1.96%. Forecasting using these two methods has a very good level of accuracy, because it has a MAPE value below 10%. Based on the results of this analysis, it can be seen that the double exponential smoothing method from Holt has a smaller forecast error size than the Cheng fuzzy time series method. Thus, it can be concluded that the Double Exponential Smoothing method is a better method for predicting the amount of foreign exchange reserves.
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References
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Copyright (c) 2024 Besse Helmi Mustawinar, Kardiana Kardiana, Yuliani Yuliani, Dwi Risky Arifanti
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