Eksplorasi Metode Double Exponential Smoothing Pada Peramalan Nilai Tukar USD Terhadap Rupiah

Article History

Submited : November 23, 2021
Published : July 2, 2022

Currency exchange rate is the price of one unit in domestic currency against foreign currencies. Exchange rates change over time depending on the supply and demand for foreign exchange relative to the domestic currency. This study aims to predict changes in the USD exchange rate against the Rupiah in 2021 using the DES method. The use of the DES method in this forecasting takes into account that the data to be used has a trend which is characterized by the tendency of the data to move up and down over a long period of time. The DES method can also determine the trend equation for the second most extensive smoothing data through a smoothing process. This forecasting system captures patterns from past data and then uses it to project future data. The results of forecasting the USD exchange rate against the Rupiah from 2021 to 2022 show that the exchange rate ranges from IDR 14,512 to IDR 14,744 with a MAPE value of 1.93%.


  1. Gultom, N., Y, Sudarno., and Wuryandari, T. Prediksi Nilai Kurs Dollar Amerika menggunakan Exponential Smoothing dengan Kajian Grafik Moving average (MA) dan Exponential Weighted Moving Average (EWMA). Jurnal Gaussian. 957-966. 2015.
  2. "Satu Data Perdagangan," [Online]. Available: https://satudata.kemendag.go.id/exchange-rates. [Accessed 10 September 2021].
  3. Mutsani, H. Statistika Deskriptif. https://tutorialbahasainggris.co.id/statistika-deskriptif-pengertian-karakteristik-contoh-fungsi-dan-ruang-lingkupnya-lengkap/, diakses pada 13 September 2021.
  4. Wijoyo, N., A. Peramalan Nilai Tukar Rupiah Terhadap USD dengan Menggunakan Model GARCH. Kajian Ekonomi dan Keuangan. 20(2): 169-189. 2016.
  5. Hyndman, R., Koehler, A. B., Ord, J. K., and Snyder, R. D. Forecasting with Exponential Smoothing: The State Space Approach. Springer. German. 2008.
  6. Hakimah, M., R, W. M., and Afandi, A. Y. Pengukuran Kinerja Metode Peramalan Tipe Exponential Smoothing Dalam Parameter Terbaiknya. Jurnal Ilmiah NERO. 5(1): 44-50. 2020.
  7. Simorangkir, I. Sistem dan Kebijakan Nilai Tukar. Seri Kebanksentralan No. 12. Jakarta. 2004.


Download data is not yet available.