{"title":"用英镑/美元个案研究ARIMA方法与外汇进行比较","authors":"Michael Saputra Suryono, R. Oetama","doi":"10.31937/TI.V11I1.1238","DOIUrl":null,"url":null,"abstract":"Forex or Foreign Exchange is trading a country's currency with another country's currency. The purpose of this study is basically to test the accuracy of ARIMA on the GBP/USD currency pair. In addition, this research is expected to provide the benefits of knowledge about forecasting using ARIMA. This study resulted in forecasting the GBP/USD currency pair within 1 month, per 6 months from January 2018 to June 2018 using the ARIMA method and R software. Data to be used are data taken from January 2013 to June 2018. For the the process will follow the process of the KDD (Knowledge Discovery in Database). The results obtained by the ARIMA model (3,2,1) as the best model to be applied for 1 month per 6 months on the GBP/USD currency pair because it has the lowest AIC value and the mean absolute percentage error is 3.16%.","PeriodicalId":347196,"journal":{"name":"Ultimatics : Jurnal Teknik Informatika","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-08-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Peramalan terhadap Forex dengan Metode ARIMA Studi Kasus GBP/USD\",\"authors\":\"Michael Saputra Suryono, R. Oetama\",\"doi\":\"10.31937/TI.V11I1.1238\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Forex or Foreign Exchange is trading a country's currency with another country's currency. The purpose of this study is basically to test the accuracy of ARIMA on the GBP/USD currency pair. In addition, this research is expected to provide the benefits of knowledge about forecasting using ARIMA. This study resulted in forecasting the GBP/USD currency pair within 1 month, per 6 months from January 2018 to June 2018 using the ARIMA method and R software. Data to be used are data taken from January 2013 to June 2018. For the the process will follow the process of the KDD (Knowledge Discovery in Database). The results obtained by the ARIMA model (3,2,1) as the best model to be applied for 1 month per 6 months on the GBP/USD currency pair because it has the lowest AIC value and the mean absolute percentage error is 3.16%.\",\"PeriodicalId\":347196,\"journal\":{\"name\":\"Ultimatics : Jurnal Teknik Informatika\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-08-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Ultimatics : Jurnal Teknik Informatika\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.31937/TI.V11I1.1238\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Ultimatics : Jurnal Teknik Informatika","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.31937/TI.V11I1.1238","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
摘要
外汇交易是用一个国家的货币与另一个国家的货币进行交易。本研究的目的基本上是测试ARIMA对英镑/美元货币对的准确性。此外，这项研究预计将提供有关使用ARIMA预测的知识的好处。本研究使用ARIMA方法和R软件对2018年1月至2018年6月的每6个月的1个月内的英镑/美元货币对进行预测。使用的数据为2013年1月至2018年6月的数据。这一过程将遵循KDD (Knowledge Discovery in Database)的过程。ARIMA模型(3,2,1)是GBP/USD货币对每6个月应用1个月的最佳模型，因为它的AIC值最低，平均绝对百分比误差为3.16%。
Peramalan terhadap Forex dengan Metode ARIMA Studi Kasus GBP/USD
Forex or Foreign Exchange is trading a country's currency with another country's currency. The purpose of this study is basically to test the accuracy of ARIMA on the GBP/USD currency pair. In addition, this research is expected to provide the benefits of knowledge about forecasting using ARIMA. This study resulted in forecasting the GBP/USD currency pair within 1 month, per 6 months from January 2018 to June 2018 using the ARIMA method and R software. Data to be used are data taken from January 2013 to June 2018. For the the process will follow the process of the KDD (Knowledge Discovery in Database). The results obtained by the ARIMA model (3,2,1) as the best model to be applied for 1 month per 6 months on the GBP/USD currency pair because it has the lowest AIC value and the mean absolute percentage error is 3.16%.
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
