印度尼西亚伊斯兰银行的健康水平分析采用了模糊的地狱系统Takagi-Sugeno-Kang的方法

Havid Risyanto
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引用次数: 0

摘要

本研究旨在使用RGEC(风险概况、良好公司治理、收益和资本)方法和Takagi-Sugeno-Kang (TSK)模糊推理系统来衡量印度尼西亚伊斯兰银行健康状况的准确性水平。模糊推理系统是一种可以很好地衡量准确率水平的人工智能方法。将Takagi-Sugeno-Kang模糊推理系统应用于印度尼西亚12家伊斯兰银行的健康水平评估,首先将数据分为40个用于培训的数据和20个用于测试的数据。所使用的输入是NPL, LDR, ROA, ROE, NIM和CAR。模糊系统对2014年、2015年、2016年、2017年和2018年训练数据的准确率分别为95.4%、97.7%、98.2%、96.8%和95.4%。在检测数据中,2014年、2015年、2016年、2017年、2018年的准确率值均为100%。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Analisis Tingkat Kesehatan Bank Syariah di Indonesia Menggunakan Metode Fuzzy Inference System Takagi-Sugeno-Kang
This study aims to measure the level of accuracy of the health of Islamic banks in Indonesia using the RGEC (Risk Profile, Good Corporate Governance, Earning, and Capital) method and the Takagi-Sugeno-Kang (TSK) Fuzzy Inference System. Fuzzy Inference System is an Artificial Intelligence method that can measure the level of accuracy well. The application of the Takagi-Sugeno-Kang Fuzzy Inference System in assessing the health level of 12 Islamic banks in Indonesia begins by dividing the data into 40 data for training and 20 for testing. The inputs used are NPL, LDR, ROA, ROE, NIM and CAR. The level of accuracy obtained in the fuzzy system for training data for 2014, 2015, 2016, 2017 and 2018 is 95.4%, 97.7%, 98.2%, 96.8%, and 95.4%. In the testing data, the accuracy value for 2014, 2015, 2016, 2017 and 2018 is 100%.
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