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Peramalan Arus Kas dengan Pendekatan Time Series Menggunakan Support Vector Machine

  • Indonesian Journal of Applied Statistics
  • Sebelas Maret University
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<p>Cash flow is a form of financial report that is used as a measure of the company success in the investment world. So that companies need to forecast the cash flow to manage their finances. Statistics can be applied for the forecasting of cash flow using the <em>Support Vector Machine </em>(SVM) method on the time series data. The aim of this research is to determine the optimal parameter pair model of the <em>Radial Basic Function</em> kernel and to obtain the forecasting results of cash flow using the SVM method on the time series data. The independent variable is needed the data on cash flow from operating income, expenditure and investment expenditure, sum of all cash flow. While the dependent variable is the financial condition based on the <em>Free Cash Flow</em>. The result of this research is a model with the best parameter pairs of the SVM tuning results with the greatest accuracy that is 75%, 82%, 88%, 64% and the forecasting financial condition of PT Cakrawala for the next 16 months.</p><p><strong>Keywords: </strong>cash flow, forecasting, time series, support vector machine.</p>

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Publication details

DOI
10.13057/ijas.v4i1.47953
OpenAlex
W3168374637
Document type
article
Language
EN
Source
Indonesian Journal of Applied Statistics
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