PENERAPAN METODE DEKOMPOSISI UNTUK PERAMALAN HARGA SAHAM PT BANK CENTRAL ASIA TBK

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dc.contributor.authorTampubolon, Omar Farrakhan
dc.contributor.authorBustami
dc.date.accessioned2024-09-03T03:07:29Z
dc.date.available2024-09-03T03:07:29Z
dc.date.issued2023-12
dc.description.abstractSingular 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.
dc.description.sponsorshipFakultas Matematika dan Ilmu Pengetahuan Alam Universitas Riau
dc.identifier.citationPerpustakaan
dc.identifier.otherElfitra
dc.identifier.urihttps://repository.unri.ac.id/handle/123456789/11417
dc.language.isoen
dc.publisherElfitra
dc.subjectEigen Value
dc.subjectEigen Vector
dc.subjectInterest Rates
dc.subjectSingular Spectrum Analysis
dc.titlePENERAPAN METODE DEKOMPOSISI UNTUK PERAMALAN HARGA SAHAM PT BANK CENTRAL ASIA TBK
dc.typeArticle

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