A hybrid singular spectrum analysis and neural networks for forecasting inflow and outflow currency of bank Indonesia

• Main Authors: Suhartono, Suhartono, Setyowati, E., Salehah, N. A., Lee, M. A., Rahayu, S. P., Ulama, B. S. S.
• Format: Conference or Workshop Item
• Published: 2019
• Subjects: QA Mathematics
• Online Access: http://eprints.utm.my/id/eprint/92192/; http://www.dx.doi.org/10.1007/978-981-13-3441-2_1

This study proposes hybrid methods by combining Singular Spectrum Analysis and Neural Network (SSA-NN) to forecast the currency circulation in the community, i.e. inflow and outflow. The SSA technique is applied to decompose and reconstruct the time series factors which including trend, cyclic, and...