Perbandingan Metode Fuzzy Time Series Cheng dan Metode Box-Jenkins untuk Memprediksi IHSG

Mey Lista Tauryawati, M Isa Irawan
Submission Date: 2014-08-20 12:51:03
Accepted Date: 2014-09-14 11:50:41

Abstract


Proses peramalan sangat penting pada data time series karena diperlukan dalam proses pengambilan keputusan. Pada bidang finansial peramalan dapat digunakan untuk memantau pergerakan Indeks Harga Saham Gabungan (IHSG) yang akan datang. Perkembangan metode peramalan data time series yang cukup pesat mengakibatkan terdapat banyak pilihan metode yang dapat digunakan untuk meramalkan data sehingga perlu membandingkan metode yang satu dengan metode lainnya untuk mendapatkan hasil ramalan dengan akurasi yang tinggi. Pada tugas akhir ini dilakukan perbandingan peramalan untuk memperoleh metode yang terbaik diantara metode Fuzzy Time Series Cheng dan metode Box-Jenkins dalam memprediksi IHSG dengan akurasi yang tinggi berdasarkan MAE, MSE dan MAPE. Diantara kedua metode peramalan diperoleh metode yang terbaik adalah Fuzzy Time Series Cheng.

Keywords


Metode Peramalan; Fuzzy Time Series Cheng; Box-Jenkins; IHSG; MAE; MSE; MAPE

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