forecasting nilai mata uang dollar dengan 5 metode peramalan

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Metode Siklis Untuk Harga Jual SIR 3 CV Bulan Tahun x y k h April 2011 1 8608.3 -172.9353333 -5.5 Mei 2011 2 8512.8 -268.4353333 -4.5 Juni 2011 3 8521 -260.2353333 -3.5 Juli 2011 4 8491.143 -290.0923333 -2.5 Agustus 2011 5 8488.722 -292.5133333 -1.5 September 2011 6 8726.05 -55.18533333 -0.5 Oktober 2011 7 8850.81 69.574666667 0.5 Nopember 2011 8 8969.19 187.95466667 1.5 desember 2011 9 9043.19 261.95466667 2.5 Januari 2012 10 9063.524 282.28866667 3.5 Februari 2012 11 8980.714 199.47866667 4.5 Maret 2012 12 9119.381 338.14566667 5.5 Sum 78 105374.82 1.091394E-11 0 Average 6.5 8781.2353 0 Matrik k' 1 cos 2πx/N sin 2πx/N k n 0 0 = k cos 2πx/N 0 n/2 0 k sin 2πx/N 0 0 n/2 12 0 0 0 k' 0 6.5 0 -1 184.04270382 0 0 6.5 -2025.8043967 k' 507 -1 0 cos πx/6,5 -14355.330898 -28.314262126 dikalikan (-1) -1 28.3142621261 k' (507) - cos πx/6,5 (107,2743197) k' = cos πx/6,5 (0,211586429) + sin Y = 8781,2353 + cos πx/6,5 (28,31426 n x y y' y-y' (y-y')2 1 1 8608.3 8776.8793 -168.579293 28418.9780305 2 2 8512.8 8785.5914 -272.7913737 74415.1335435 3 3 8521 8776.8793 -255.879293 65474.2125894 4 4 8491.143 8785.5914 -294.4483737 86699.8447513 5 5 8488.722 8776.8793 -288.157293 83034.6255127 6 6 8726.05 8785.5914 -59.54137366 3545.17517737

description

forecasting dengan 5 metode yaitu siklis, konstan, linier, eksponensial, dan kuadratis untuk memforecasting nilai mata uang dollar dengan data history april 2011 s.d. maret 2012

Transcript of forecasting nilai mata uang dollar dengan 5 metode peramalan

Page 1: forecasting nilai mata uang dollar dengan 5 metode peramalan

Metode Siklis Untuk Harga Jual SIR 3 CV

Bulan Tahun x y k h hkApril 2011 1 8608.3 -172.93533333 -5.5 951.1443333Mei 2011 2 8512.8 -268.43533333 -4.5 1207.959Juni 2011 3 8521 -260.23533333 -3.5 910.8236667Juli 2011 4 8491.143 -290.09233333 -2.5 725.2308333Agustus 2011 5 8488.722 -292.51333333 -1.5 438.77September 2011 6 8726.05 -55.185333333 -0.5 27.59266667Oktober 2011 7 8850.81 69.574666667 0.5 34.78733333Nopember 2011 8 8969.19 187.95466667 1.5 281.932desember 2011 9 9043.19 261.95466667 2.5 654.8866667Januari 2012 10 9063.524 282.28866667 3.5 988.0103333Februari 2012 11 8980.714 199.47866667 4.5 897.654Maret 2012 12 9119.381 338.14566667 5.5 1859.801167

Sum 78 105374.82 1.091394E-11 0 8978.592Average 6.5 8781.2353 0

Matrik

k' 1 cos 2πx/N sin 2πx/N∑ k n 0 0 = 0

∑ k cos 2πx/N 0 n/2 0∑ k sin 2πx/N 0 0 n/2

12 0 0 0 0k' 0 6.5 0 -1 184.04270382 6.5

0 0 6.5 -2025.80439669 0

k' 507 -1 0 cos πx/6,5 -14355.3308979 -sin πx/6,5-28.3142621261

dikalikan (-1) -1 28.3142621261 -1k' (507) - cos πx/6,5 (107,2743197) - sin πx/6,5 (447,857044) = 0k' = cos πx/6,5 (0,211586429) + sin πx/6,5 (0,883347227) Y = 8781,2353 + cos πx/6,5 (28,31426213) + sin πx/6,5 (0,883347227)

n x y y' y-y' (y-y')21 1 8608.3 8776.8793 -168.57929301 28418.97803052 2 8512.8 8785.5914 -272.79137366 74415.13354353 3 8521 8776.8793 -255.87929301 65474.21258944 4 8491.143 8785.5914 -294.44837366 86699.84475135 5 8488.722 8776.8793 -288.15729301 83034.62551276 6 8726.05 8785.5914 -59.54137366 3545.175177377 7 8850.81 8776.8793 73.930706994 5465.74943668 8 8969.19 8785.5914 183.59862634 33708.45559389 9 9043.19 8776.8793 266.31070699 70921.3926595

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10 10 9063.524 8785.5914 277.93262634 77246.54478411 11 8980.714 8776.8793 203.83470699 41548.587775212 12 9119.381 8785.5914 333.78962634 111415.514652∑ 78 105374.82 105374.82 1.091394E-11 681894.21

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sin(2pix/12) cos(2pi/12) kcos(pix/6,5) ksin(pix/6,5)0.5 -0.629320391 -153.1266329 -80.36705667

0.8660254038 -0.809016994 -152.4886496 -220.91794841 0.8660254038 -31.36790317 -258.3379248

0.8660254038 -0.826196636 102.86815909 -271.24104350.5 -0.784343492 218.94937398 -193.9722192

1.224647E-16 0.4771587603 53.581747842 -13.20671471-0.5 -0.911403277 -67.5529533 -16.65030757

-0.866025404 -0.911403277 -140.6860882 -124.6369982-1 -0.812083527 -92.89040498 -244.9318682

-0.866025404 -0.270936472 34.026138754 -280.2304645-0.5 -0.7817382 113.31679826 -164.1677243

-2.44929E-16 0.9479352868 299.4131181 -157.1441268-6.69535E-17 -4.445322815 184.04270382 -2025.804397

0 0 12 0 0 120 cos πx/6,5 184.04270382 0 0 -sin πx/6,5 184.0427 0

6.5 -2025.804397 0 6.5 -2025.8044 0

-158012.7429-311.6622149311.66221488

k' (507) - cos πx/6,5 (107,2743197) - sin πx/6,5 (447,857044) = 0

Y = 8781,2353 + cos πx/6,5 (28,31426213) + sin πx/6,5 (0,883347227)

Derajat Bebas 2SEE261.13104268

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0 = 06.50

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Metode Konstan Untuk Harga Jual SIR 3 CV

Bulan Tahun x y n x y y' y-y'April 2011 1 8608.3 1 1 8608.3 8781.2353 -172.93533Mei 2011 2 8512.8 2 2 8512.8 8781.2353 -268.43533Juni 2011 3 8521 3 3 8521 8781.2353 -260.23533Juli 2011 4 8491.143 4 4 8491.143 8781.2353 -290.09233Agustus 2011 5 8488.722 5 5 8488.722 8781.2353 -292.51333September 2011 6 8726.05 6 6 8726.05 8781.2353 -55.185333Oktober 2011 7 8850.81 7 7 8850.81 8781.2353 69.574667Nopember 2011 8 8969.19 8 8 8969.19 8781.2353 187.95467desember 2011 9 9043.19 9 9 9043.19 8781.2353 261.95467Januari 2012 10 9063.524 10 10 9063.524 8781.2353 282.28867Februari 2012 11 8980.714 11 11 8980.714 8781.2353 199.47867Maret 2012 12 9119.381 12 12 9119.381 8781.2353 338.14567

∑ 78 105374.8 ∑ 78 105375 105374.82 1.091E-11

α Derajat Bebas 18781.235Y = 8781,24

SEE249.56

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(y-y')229906.63

72057.52867722.42984153.562

85564.053045.421

4840.634235326.95768620.24779686.89139791.738114342.49685058.58

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Metode Linier Untuk Harga Jual SIR 3 CV

Bulan Tahun x y xy x^2 n x yApril 2011 1 8608.3 8608.3 1 1 1 8608.3Mei 2011 2 8512.8 17025.6 4 2 2 8512.8Juni 2011 3 8521 25563 9 3 3 8521Juli 2011 4 8491.143 33964.572 16 4 4 8491.143Agustus 2011 5 8488.722 42443.61 25 5 5 8488.722September 2011 6 8726.05 52356.3 36 6 6 8726.05Oktober 2011 7 8850.81 61955.67 49 7 7 8850.81Nopember 2011 8 8969.19 71753.52 64 8 8 8969.19desember 2011 9 9043.19 81388.71 81 9 9 9043.19Januari 2012 10 9063.524 90635.24 100 10 10 9063.524Februari 2012 11 8980.714 98787.854 121 11 11 8980.714Maret 2012 12 9119.381 109432.57 144 12 12 9119.381

∑ 78 105374.82 693914.95 650 ∑ 78 105374.8

b62.787357

a8373.1175

Y = 8373,1175 + 62,787357X

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y' y-y' (y-y')28435.9049 172.39513 29720.088498.6922 14.107772 199.029228561.4796 -40.479585 1638.59688624.2669 -133.12394 17721.9848687.0543 -198.3323 39335.7018749.8417 -23.791655 566.04285

8812.629 38.180988 1457.78798875.4164 93.773632 8793.4948938.2037 104.98628 11022.1189000.9911 62.532918 3910.36599063.7784 -83.064438 6899.70099126.5658 -7.1847949 51.621277105374.82 -9.095E-12 121316.52

Derajat bebas 2SEE110.14378

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Metode Kuadratis Untuk Harga Jual SIR 3 CV

Bulan Tahun x y xy x^2 X^3 X^4 X^2YApril 2011 1 8608.3 8608.3 1 1 1 8608.3Mei 2011 2 8512.8 17025.6 4 8 16 34051.2Juni 2011 3 8521 25563 9 27 81 76689Juli 2011 4 8491.143 33964.572 16 64 256 135858.29Agustus 2011 5 8488.722 42443.61 25 125 625 212218.05September 2011 6 8726.05 52356.3 36 216 1296 314137.8Oktober 2011 7 8850.81 61955.67 49 343 2401 433689.69Nopember 2011 8 8969.19 71753.52 64 512 4096 574028.16desember 2011 9 9043.19 81388.71 81 729 6561 732498.39Januari 2012 10 9063.524 90635.24 100 1000 10000 906352.4Februari 2012 11 8980.714 98787.854 121 1331 14641 1086666.4Maret 2012 12 9119.381 109432.572 144 1728 20736 1313190.9

∑ 78 105374.82 693914.948 650 6084 60710 5827988.5

α β γ δ θ b c a-22308 -1716 -306020 -107743.1 -1442226.83 29.04833067 2.59531 8451.8419

Y = 8451,8419 + 29,04833067X + 2,59531X^2n x y y' y-y' (y-y')21 1 8608.3 8483.4855 124.8144505 15578.647072 2 8512.8 8520.3198 -7.51980919 56.547530273 3 8521 8562.3447 -41.3446883 1709.3832524 4 8491.143 8609.5602 -118.417187 14022.630135 5 8488.722 8661.9663 -173.244305 30013.58911 Derajat bebas 36 6 8726.05 8719.563 6.486958042 42.08062464 SEE7 7 8850.81 8782.3504 68.4596014 4686.717024 111.717258 8 8969.19 8850.3284 118.8616254 14128.085999 9 9043.19 8923.497 119.69303 14326.42142

10 10 9063.524 9001.8562 61.66781518 3802.9194311 11 8980.714 9085.406 -104.692019 10960.4188412 12 9119.381 9174.1465 -54.7654725 2999.256981∑ 78 105375 105374.82 -9.0949E-12 112326.70

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Metode Eksponensial Untuk Harga Jual SIR 3 CV

Bulan Tahun x y x^2 Ln Y X Ln Y n xApril 2011 1 8608.3 1 9.0604821331 9.0604821 1 1Mei 2011 2 8512.8 4 9.0493261921 18.098652 2 2Juni 2011 3 8521 9 9.0502889838 27.150867 3 3Juli 2011 4 8491.143 16 0 0 4 4Agustus 2011 5 8488.722 25 9.0464937379 45.232469 5 5September 2011 6 8726.05 36 9.0740680837 54.444409 6 6Oktober 2011 7 8850.81 49 0 0 7 7Nopember 2011 8 8969.19 64 9.10155065 72.812405 8 8desember 2011 9 9043.19 81 9.1097672672 81.987905 9 9Januari 2012 10 9063.524 100 9.1120132859 91.120133 10 10Februari 2012 11 8980.714 121 9.1028346682 100.13118 11 11Maret 2012 12 9119.381 144 9.118157208 109.41789 12 12

∑ 78 105374.82 650 90.82498221 609.45639 ∑ 78

b0.13352

a6.70084 Derajat Bebas 2813.088 SEEY = 813,088e^(0,13352X) 7312.8

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y y' y-y' (y-y')28608.3 929.23688 7679.0631 58968010.4538512.8 1061.9777 7450.8223 55514752.981

8521 1213.6804 7307.3196 53396919.018491.14 1387.0538 7104.0892 50468082.9218488.72 1585.1935 6903.5285 47658706.0898726.05 1811.6372 6914.4128 47809104.018850.81 2070.4283 6780.3817 45973575.9488969.19 2366.1875 6603.0025 43599641.9999043.19 2704.1957 6338.9943 40182848.899063.52 3090.4881 5973.0359 35677157.8478980.71 3531.9621 5448.7519 29688897.179119.38 4036.5004 5082.8806 25835675.582105375 25788.542 79586.282 534773372.90

Derajat Bebas 2