Penerapan Fuzzy Time Series Markov-Chain

Authors

Ma'rufah Hayati
Universitas Nahdlatul Ulama Lampung

Synopsis

Dalam buku ini, akan dibahas suatu  metode peramalan yaitu fuzzy time series Markov-chain (FTSMC) merupakan metode yang memperhatian gejolak yang terjadi khusus nya pada nilai tukar Rupiah terhadap US Dollar dan data histori merupakan data linguistic, dengan mencari semesta pembicaraan U dari data, kemudian dari semesta pembicaraan tersebut dapat diperoleh beberapa interval yang kemudian transfer data kedalam suatu himpunan  fuzzy yang telah ditentukan,  lalu fuzzyfikasi ke data histori, mencari relasi logika fuzzy (FLR) dari hasil fuzzyfikasi, dari relasi logika fuzzy (FLR) yang di peroleh selanjutnya mencari grup relasi logika fuzzy (FLRG), dari grup relasi logika fuzzy yang diperoleh selanjutnya digunakan untuk mencari matrik transisi markov-chain, kemudian matrik yang di peroleh digunakan untuk peramalan. Untuk melihat Seberapa  kinerja ramalan nilai tukar Rupiah terhadap US Dollar akan ditampilkan  perbandingan MAPE metode fuzzy time series Markov-chain (FTSMC) dengan metode fuzzy time series (FTS) konvensional lainnya.

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Published

December 19, 2021

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