Peramalan Netflow Uang Kartal dengan Metode ARIMAX dan Radial Basis Function Network (Studi Kasus Di Bank Indonesia)

Renny Elfira Wulansari, Suhartono Suhartono
Submission Date: 2014-08-23 10:17:00
Accepted Date: 2014-09-14 11:50:42

Abstract


BI memiliki satu tujuan tunggal yakni mencapai dan menjaga kestabilan nilai rupiah. Salah satu hal yang dilakukan untuk memenuhi tujuan ini adalah dengan pemantauan netflow uang kartal dengan meramalkan netflow uang kartal. Penelitian ini bertujuan untuk meramalkan netflow uang kartal dengan metode ARIMAX dan Artificial Neural Network (ANN) dilanjutkan dengan membandingkan hasil ketepatan peramalan kedua metode tersebut. Pada penelitian ini netflow uang kartal akan diramalkan dengan ARIMAX dengan efek variasi kalender dan variabel prediktor IHK serta kurs. Metode yang digunakan untuk ANNadalah metode Radial Basis Function Network (RBFN). Diperoleh hasil bahwa model ARIMAX dengan efek variasi kalender dan variabel prediktor IHK merupakan model dengan peramalan netflow uang kartal terbaik.

Keywords


ARIMAX; Fungsi Transfer; Netflow Uang Kartal; RBFN; Variasi Kalender

References


Bank Indonesia. (2014). Fungsi Bank Indonesia.

Tersediahttp://www.bi.go.id/id/tentang-bi/fungsi-bi/tujuan/Contents/Default.aspx

Suhartono, Lee, M. H, Hamzah, N.A. (2010). Calendar Variation Model Based on Time Series Regression for Sales Forecast: The Ramadhan Effects. Proceedings of the Regional Conference on Statistical Sciences, 30-41.

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Solikin & Suseno. (2002). Uang: Pengertian, Penciptaan, dan Peranannya dalam Perekonomian. Jakarta: Bank Indonesia.

Wei, W.W.S. (2006). Time Series Analysis, Univariate, and Multivariate Methods. Canada: Addison Wesley Publishing Company.

Swammy, M.N.S. (2006). Neural Networks in a Softcomputing Framework. Germany: Springer Science and Business Media.


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