Skripsi

PENERAPAN METODE FUZZY TIME SERIES LEE YANG DIOPTIMASI DENGAN PARTICLE SWARM OPTIMIZATION UNTUK PREDIKSI NILAI TUKAR RUPIAH

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Penilaian

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Currency exchange rate fluctuations have a significant impact on a country's economic stability, affecting prices, interest rates, production, and competitiveness. Factors such as global inflation, interest rates, and international political conditions further increase uncertainty. Therefore, an accurate exchange rate prediction system is needed to aid decision-making. One method that can be used is the Fuzzy Time Series Lee (FTS Lee) model, which has the ability to handle linguistic data and uncertainty, but still has limitations in parameter selection. To address this, the Particle Swarm Optimization (PSO) algorithm is used to optimize the FTS Lee parameters to better align with the data characteristics. This study predicts the exchange rate of the Rupiah against three currencies: USD, GBP, and JPY. The results show a significant improvement in accuracy after optimization. For USD, MAPE decreased from 0.3256% to 0.1520%; for GBP from 0.2888% to 0.1390%; and for JPY from 0.3174% to 0.1023%. The optimal configuration differs for each currency, demonstrating the flexibility of PSO in adjusting parameters. The combination of FTS Lee and PSO has proven capable of improving the performance of the prediction model, as well as providing practical contributions in the fields of economics and finance, particularly in anticipating exchange rate fluctuations.

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Availability

Inventory Code	Barcode	Call Number	Location	Status
2507005325	T182382	T1823822025	Central Library (Reference)	Available but not for loan - Not for Loan

Detail Information

Series Title

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Call Number

T1823822025

Publisher

Indralaya : Prodi Teknik Informatika, Fakultas Ilmu Komputer Universitas Sriwijaya., 2025

Collation

xvi, 125 hlm.; ilus.; tab.; 29 cm.

Language

Indonesia

ISBN/ISSN

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Classification

005.307

Content Type

Text

Media Type

unmediated

Carrier Type

-

Edition

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Subject(s)

Fuzzy Time Series
Prodi Teknik Informatika

Specific Detail Info

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Statement of Responsibility

KA

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