Forecasting The Total Assets of PT Bank Negara Indonesia (BNI) Using Brown's Double Exponential Smoothing Method

Authors

DOI:

https://doi.org/10.32493/sm.v8i2.62786

Keywords:

time series, financial, smoothing parameter, MAPE

Abstract

The total assets of a bank are among the main indicators used to assess its financial performance and to support strategic decision-making. Therefore, accurate forecasting is needed to estimate future asset values. This study tries to predict the total assets of Bank BNI by using the Brown Double Exponential Smoothing method. The study drew on secondary data from the financial statements of PT Bank Negara Indonesia (Persero) Tbk., released in July 2022 and June 2025, and analyzed 36 monthly observations. The forecasting model was created by testing the smoothing parameter  values from 0.1 up to 0.9, and the most accurate model was chosen because it had the lowest Mean Absolute Percentage Error (MAPE). The results showed that the optimal smoothing parameter was , which produced a MAPE value of  indicating a very good forecasting performance. Using this model, the projected total assets of Bank BNI for July to December 2025 were 1,126,063,148; 1,133,585,647; 1,141,108,145; 1,148,630,643; 1,156,153,141 and 1,163,675,640, respectively. These results indicate a gradual increase in Bank BNI's total assets over the forecast period. Therefore, the Brown Double Exponential Smoothing method is effective in predicting data that exhibits a rising trend, such as the total assets of Bank BNI.

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Published

2026-08-31

How to Cite

Firlya, & Rahmawati, A. (2026). Forecasting The Total Assets of PT Bank Negara Indonesia (BNI) Using Brown’s Double Exponential Smoothing Method. STATMAT: Jurnal Statistika Dan Matematika, 8(2), 413–422. https://doi.org/10.32493/sm.v8i2.62786

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