FUZZY MODEL FOR FORECASTING INTEREST RATE OF BANK INDONESIA CERTIFICATE

Agus, Maman Abadi and Subabar, and Widodo, and Samsubar, Saleh (2010) FUZZY MODEL FOR FORECASTING INTEREST RATE OF BANK INDONESIA CERTIFICATE.

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Abstract

In fuzzy modelling, Wang’s method is a simple method that can be used to overcome the conflicting rule by determining each rule degree. The weakness of fuzzy model based on the method is that the fuzzy relations may not be complete so the fuzzy relations can not cover all values in the domain. Generalization of the Wang’s method has been developed to construct completely fuzzy relations. But this method causes complexly computations. Furthermore, prediction accuracy depends not only on fuzzy relations but also on input variables. This paper presents a method to select input variables and reduce fuzzy relations to improve accuracy of prediction. Then, this method is applied to forecast interest rate of Bank Indonesia Certificate (BIC). The prediction of interest rate of BIC using the proposed method has a higher accuracy than that using generalized Wang’s method. Keywords: fuzzy relation, singular value decomposition, QR factorization, interest rate of BIC.

Item Type: Article
Subjects: Matematika dan Ilmu Pengetahuan Alam > Matematika
Divisions: Fakultas Matematika dan Ilmu Pengetahuan Alam > Jurusan Pendidikan Matematika > Matematika
Depositing User: Agus Maman Abadi,S.Si.,M.Si.
Date Deposited: 20 Jul 2012 05:58
Last Modified: 20 Jul 2012 05:58
URI: http://eprints.uny.ac.id/id/eprint/2373

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