PERAMALAN HARGA CRYPTOCURRENCY JENIS BITCOIN MENGGUNAKAN METODE AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA)

CORNELYA, NELLA and Sukanda, Dian Cahyawati and Eliyati, Ning (2024) PERAMALAN HARGA CRYPTOCURRENCY JENIS BITCOIN MENGGUNAKAN METODE AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA). Undergraduate thesis, Sriwijaya University.

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Abstract

Bitcoin is a type of cryptocurrency that has the largest market capitalization as a digital investment tool. Bitcoin prices often fluctuate so forecasting is necessary to help investors predict the profits of their digital investments. The aim of this research is to form the best ARIMA model to predict Bitcoin prices for 30 days. The method used to form the model is the ARIMA method. The ARIMA method has very accurate accuracy for short-term forecasting. Daily Bitcoin price data is obtained from a website supervised by the Commodity Futures Trading Supervisory Agency (BAPPEBTI). The data used is daily price data for Bitcoin cryptocurrency from January 1, 2023 to September 30, 2023. The temporary prediction model formed is ARIMA (0,2,1), ARIMA (1,2,0), ARIMA (1,2 ,1), ARIMA (2,2,0), ARIMA (2,2,1), and ARIMA (3,2,0) and obtained an ARIMA model (0,2,1) which is significant and meets the characteristics of white noise. The Mean Absolute Percentage Error (MAPE) value was 3.17%. from the ARIMA model (0,2,1) and is included in the very good criteria.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	ARIMA, Bitcoin, Cryptocurrency, Time Series.
Subjects:	Q Science > QA Mathematics > QA1-43 General
Divisions:	08-Faculty of Mathematics and Natural Science > 44201-Mathematics (S1)
Depositing User:	Nella Cornelya
Date Deposited:	28 Jan 2024 07:53
Last Modified:	28 Jan 2024 07:53
URI:	http://repository.unsri.ac.id/id/eprint/140059

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