PENERAPAN METODE DEKOMPOSISI UNTUK PERAMALAN HARGA SAHAM PT BANK CENTRAL ASIA TBK
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Date
2023-12
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Publisher
Elfitra
Abstract
Singular Spectrum Analysis (SSA) is a non-parametric time series analysis technique
used for forecasting. The advantage of this method is that it does not require the
assumption of stationarity, thus making SSA a good time series data analysis technique
to describe trends and other components that have a simple structure. The data used for
forecasting using the Riau Province Interest Rate in the period January 2013 to January
2023. The analysis carried out is in the form of a matrix to find the Eigen value and Eigen
Vector. The right SSA model in this case is obtained by window length 37 and number of
groups 3 with MAPE 4.569288%. The accuracy of this SSA method is considered very
good for forecasting such as the Interest Rate data in Riau Province.
Description
Keywords
Eigen Value, Eigen Vector, Interest Rates, Singular Spectrum Analysis
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