Dina Yulia Hidayah, 4111417024 and Sugiman, 0401617007 (2021) Peramalan Nilai Tukar Rupiah terhadap Dollar Amerika dengan Metode Fuzzy Time Series (FTS) Markov Chain. UNNES Journal of Mathematics, 10 (2). pp. 85-95. ISSN 2252-6943

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Abstract

The exchange rate is one of the important indicators to analyze the economy in Indonesia, because it has a large impact on the economy. Due to its fluctuating nature, forecasting can be done to estimate future exchange rates. The purpose of this study is to build a forecasting model for the rupiah exchange rate against the US dollar using the Fuzzy Time Series (FTS) Markov Chain method and determine the results of forecasting the rupiah exchange rate against the US dollar for the next period. With the Fuzzy Time Series (FTS) Markov Chain method, four tests were carried out with different values of D! and D" on the determination of the U universe set, where the values of D!and D" were proper positive real numbers and determined by the researcher. This is done to obtain a test with the best accuracy value that will be used to predict the rupiah exchange rate against the US dollar for the next period. Forecasting the selling rate produces the best test on model 3 with a value of �!= 68.99 and �" = 78.76 with a MAPE value of 0.137931402%. Forecasting the buying rate produces the best test on model 3 with a value of �!=27.01 and �"=25.24 with a MAPE value of 0.129941896%. The selling rate forecast for the period of June 10, 2021, is 14345,226, while the actual value is 14333.31. The forecast for the buying rate for the period 10 June 2021 is 14208,164, while the actual value is 14191.

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