PERAMALAN INDEKS HARGA SAHAM GABUNGAN MENGGUNAKAN METODE HIGH – ORDER FUZZY TIME SERIES

REVIANDA, DANIEL FARHAN and Rini, Dian Palupi and Marieska, Mastura Diana (2020) PERAMALAN INDEKS HARGA SAHAM GABUNGAN MENGGUNAKAN METODE HIGH – ORDER FUZZY TIME SERIES. Undergraduate thesis, Sriwijaya University.

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Abstract

Indeks Harga Saham Gabungan (IHSG) merupakan indeks yang mengukur pergerakan seluruh saham yang tercatat di Bursa Efek Indonesia. Pergerakan dan fluktuasi IHSG menjadi acuan utama bagi para investor dalam mengambil keputusan untuk berinvestasi. Peramalan terhadap nilai IHSG berikutnya dapat membantu para investor dalam mengambil keputusan tersebut. Fuzzy Time Series Cheng merupakan salah satu metode yang dapat digunakan dalam melakukan peramalan. Penggunaan orde tinggi pada Fuzzy Time Series Cheng akan memperoleh hasil yang lebih baik, karena menggunakan lebih dari satu data historis dalam perhitungannya. Dalam penelitian ini dilakukan pengujian menggunakan Fuzzy Time Series Cheng orde 1 dan 2 terhadap data IHSG periode 2014-2019. Hasil pengujian tersebut memperoleh nilai MSE dan MAPE masing-masing sebesar 2122.539 dan 0.628% untuk metode Fuzzy Time Series Cheng Orde 1 sedangkan nilai MSE dan MAPE masing-masing sebesar 1956.887 dan 0.608% untuk metode Fuzzy Time Series Cheng Orde 2

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	IHSG, Peramalan, Fuzzy Time Series, Fuzzy Time Series Cheng, High-Order Fuzzy Time Series.
Subjects:	T Technology > T Technology (General) > T1-995 Technology (General) T Technology > T Technology (General) > T10.5-11.9 Communication of technical information
Divisions:	09-Faculty of Computer Science > 55201-Informatics (S1)
Depositing User:	Users 6348 not found.
Date Deposited:	09 Jul 2020 08:26
Last Modified:	09 Jul 2020 08:26
URI:	http://repository.unsri.ac.id/id/eprint/31148

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