Susanti, Ana (2016) Model Hibrida Exponential Smoothing Pendekatan State Space Dengan Metode Variasi Kalender Untuk Peramalan Inflow Dan Outflow Uang Kartal Di Jawa Timur. Undergraduate thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Ketersediaan uang kartal di Bank Indonesia dapat ditinjau melalui arus keluar masuknya uang kartal yang disebut dengan istilah inflow dan outflow. Penelitian ini bertujuan untuk meramalkan inflow dan outflow uang kartal di KPw BI Jawa Timur dengan menggunakan pemodelan hibrida exponential smoothing pendekatan state space dengan model variasi kalender. Pemodelan hibrida ini diharapkan dapat menghasilkan nilai kesalahan peramalan yang lebih kecil dibandingkan dengan nilai kesalahan peramalan yang dihasilkan pada penelitian sebelumnya. Ada dua kajian yang akan dibahas dalam penelitian ini. Kajian pertama mengenai studi simulasi pemodelan hibrida menggunakan data pola trend, musiman dan variasi kalender. Kajian kedua mengenai penerapan model hibrida untuk peramalan inflow dan outflow uang kartal di KPw BI Jawa Timur. Pada penelitian ini, hasil kajian simulasi menunjukkan bahwa pemodelan exponential smoothing tidak dapat menangkap pola variasi kalender sehingga menghasilkan nilai RMSE 10 kali lipat dari nilai standar deviasi error yang ditetapkan. Hasil pemodelan hibrida exponential smoothing dengan model variasi kalender dapat menangkap pola trend, musiman dan variasi kalender secara bersama-sama yang ditunjukkan melalui nilai RMSE yang diperoleh sudah mendekati nilai standar deviasi error yang ditetapkan. Pada kajian terapan, secara umum pemodelan hibrida memberikan hasil yang lebih baik untuk 5 variabel yaitu inflow uang kartal di KPw BI Surabaya, Malang, Jember serta outflow uang kartal di KPw BI Surabaya dan Kediri. Sedangkan pemodelan regresi time series memberikan hasil yang lebih baik untuk 3 variabel yaitu outflow uang kartal di KPw BI Malang, Jember dan inflow uang kartal di KPw BI Kediri.
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Money currency availability in Bank Indonesia can be examined by inflow and outflow of money currency. The objective of this research is to forecast the inflow and outflow of money currency in each Representative Office (RO) of BI in East Java by using a hybrid exponential smoothing based on state space approach and calendar variation model. Hybrid model is expected to generate more accurate forecast. There are two studies that will be discussed in this research. The first studies about hybrid model using simulation data that contain pattern of trends, seasonal and calendar variation. The second studies about the application of a hybrid model for forecasting the inflow and outflow of money currency in each RO of BI in East Java. The first of results indicate that exponential smoothing model can not capture the pattern calendar variation. It results RMSE values 10 times standard deviation of error. The second of results indicate that hybrid model can capture the pattern of trends, seasonal and calendar variation. It results RMSE values approaching the standard deviation of error. In the applied study, the hybrid model give more accurate forecast for five variables : the inflow of money currency in Surabaya, Malang, Jember and outflow of money currency in Surabaya and Kediri. Otherwise, the time series regression model yields better for three variables : outflow of money currency in Malang, Jember and inflow of money currency in Kediri.
| Item Type: | Thesis (Undergraduate) |
|---|---|
| Additional Information: | RSSt 519.535 Sus m |
| Uncontrolled Keywords: | Exponential Smoothing, Hibrida, Inflow, Outflow, Regresi Time Series, State Space |
| Subjects: | H Social Sciences > HA Statistics |
| Divisions: | Faculty of Mathematics and Science > Statistics > 49201-(S1) Undergraduate Thesis |
| Depositing User: | Users 13 not found. |
| Date Deposited: | 12 Jun 2017 07:10 |
| Last Modified: | 27 Dec 2018 07:50 |
| URI: | http://repository.its.ac.id/id/eprint/41602 |
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