D. Permana, I.A. Fitri
Currency rates are one of the important indicators in the context of an economics country. The value of a country's currency always increases and decreases in value against another country's currency at any time. In this research, we make a model of dynamical currency rates data among Riyals and Rupiah. The data are obtained from the official website of Bank Indonesia. The aim research is to predict the currency rate between Riyal to Rupiah in the future time with the Markov Chain Fuzzy-Time Series method. The results of this research are data processing in the form of error value of the forecast used AFER and MEA methods. Those are 0.827% and Rp32.96 rupiahs respectively. The forecast value for the next 10 days are Rp3,779; p3,774; Rp.3,774; Rp3,779; Rp3,764; Rp3,760; Rp3,763; Rp3,797; Rp3,777 and Rp3,784. © 2020 Published under licence by IOP Publishing Ltd.
Statistics Department, Universitas Negeri Padang, Padang, Indonesia; Mathematics Department, Universitas Negeri Padang, Padang, Indonesia
