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Rupiah Exchange Rate Forecast Against the United States Dollar Using the Singular Spectrum Analysis Method

Jurnal Matematika, Statistika dan Komputasi · Vol. 22 No. 3 (2026) · hlm. 717–729

DOI
10.20956/j.v22i3.50120
ISSN
2614-8811, 1858-1382
Terbit
2026-05-14
Penerbit
Department of Mathematics, Hasanuddin University
Bahasa
en
Lisensi
creativecommons.org/licenses/by/4.0

Abstrak

Singular Spectrum Analysis (SSA) is a nonparametric time series forecasting method that decomposes a time series into signal and noise components without relying on predetermined model assumptions. This study aims to forecast the rupiah exchange rate against the United States Dollar (USD) using the Singular Spectrum Analysis (SSA) method based on data from the period August 2023 to August 2024. The in-sample data consists of 191 points from August 1, 2023, to May 21, 2024, while the out-of-sample data consists of 48 points from May 22, 2024, to August 1, 2024. The results showed that the SSA method achieved Mean Absolute Percentage Error (MAPE) values of 0.44% on in-sample data and 0.64% on out-of-sample data, indicating that the method is quite effective in predicting the rupiah exchange rate against the USD.

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  • Sebelas Maret University
  • Institut Teknologi Sepuluh Nopember
  • State University of Semarang
  • Universitas Muhammadiyah Surabaya
  • Padjadjaran University
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Rekan penulisOrganisasiArtikel bersama
Winita SulandariSebelas Maret University3
Titis Jati NugrahaSebelas Maret University2
İsnandar SlametSebelas Maret University2
Sri SubantiSebelas Maret University2
Sugianto SugiantoState University of Semarang2
Nur IriawanInstitut Teknologi Sepuluh Nopember1
Kartika FithriasariInstitut Teknologi Sepuluh Nopember1
Brodjol Sutijo Suprih UlamaInstitut Teknologi Sepuluh Nopember1
Wahyuni SuryaningtyasUniversitas Muhammadiyah Surabaya1
Anindya Apriliyanti PravitasariPadjadjaran University1
Esa Permata Sari Putri IlahiSebelas Maret University1
Hasih PratiwiSebelas Maret University1
Fauzi Nafi'udinSebelas Maret University1
Slamet HaryonoState University of Semarang1
Muhammad Bayu NirwanaSebelas Maret University1
Sugiyanto SugiyantoSebelas Maret University1
Isnandar SlametSebelas Maret University1
Syifa’ Salsabila Gita ParahitaSebelas Maret University1

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Sumber metadata: OAI-PMH (metadata jurnal) https://journal.unhas.ac.id/index.php/jmsk/oai, pertama di-harvest 5 Nov 2026, terakhir terlihat 8 Nov 2026.
Metadata asli (oai_dc) 
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	<dc:title xml:lang="en">Rupiah Exchange Rate Forecast Against the United States Dollar Using the Singular Spectrum Analysis Method</dc:title>
	<dc:creator xml:lang="en">Qalbu, Mutiara</dc:creator>
	<dc:creator xml:lang="en">Zukhronah, Etik</dc:creator>
	<dc:creator xml:lang="en">Susanto, Irwan</dc:creator>
	<dc:subject xml:lang="en">exchange rate</dc:subject>
	<dc:subject xml:lang="en">forecast</dc:subject>
	<dc:subject xml:lang="en">SSA</dc:subject>
	<dc:description xml:lang="en">Singular Spectrum Analysis (SSA) is a nonparametric time series forecasting method that decomposes a time series into signal and noise components without relying on predetermined model assumptions. This study aims to forecast the rupiah exchange rate against the United States Dollar (USD) using the Singular Spectrum Analysis (SSA) method based on data from the period August 2023 to August 2024. The in-sample data consists of 191 points from August 1, 2023, to May 21, 2024, while the out-of-sample data consists of 48 points from May 22, 2024, to August 1, 2024. The results showed that the SSA method achieved Mean Absolute Percentage Error (MAPE) values of 0.44% on in-sample data and 0.64% on out-of-sample data, indicating that the method is quite effective in predicting the rupiah exchange rate against the USD.</dc:description>
	<dc:publisher xml:lang="en">Department of Mathematics, Hasanuddin University</dc:publisher>
	<dc:date>2026-05-14</dc:date>
	<dc:type>info:eu-repo/semantics/article</dc:type>
	<dc:type>info:eu-repo/semantics/publishedVersion</dc:type>
	<dc:format>application/pdf</dc:format>
	<dc:identifier>https://journal.unhas.ac.id/index.php/jmsk/article/view/50120</dc:identifier>
	<dc:identifier>10.20956/j.v22i3.50120</dc:identifier>
	<dc:source xml:lang="en">Jurnal Matematika, Statistika dan Komputasi; Vol. 22 No. 3 (2026): May 2026; 717-729</dc:source>
	<dc:source>2614-8811</dc:source>
	<dc:source>1858-1382</dc:source>
	<dc:language>en</dc:language>
	<dc:relation>https://journal.unhas.ac.id/index.php/jmsk/article/view/50120/14421</dc:relation>
	<dc:rights xml:lang="en">Copyright (c) 2026 Jurnal Matematika, Statistika dan Komputasi</dc:rights>
	<dc:rights xml:lang="en">https://creativecommons.org/licenses/by/4.0</dc:rights>
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