IMPLEMENTASI AVERAGE BASED PADA FUZZY TIME SERIES UNTUK MERAMALKAN HARGA PENUTUPAN INDEKS LQ45

RAMADHAN, MUHAMMAD JODI and Rini, Dian Palupi and Marieska, Mastura Diana (2022) IMPLEMENTASI AVERAGE BASED PADA FUZZY TIME SERIES UNTUK MERAMALKAN HARGA PENUTUPAN INDEKS LQ45. Undergraduate thesis, Sriwijaya University.

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Abstract

Indeks LQ45 mempengaruhi gerak harga penutupan saham di Indeks Harga Saham Gabungan (IHSG). Pergerakan dan fluktuasi LQ45 menjadi acuan utama bagi para investor dalam mengambil keputusan untuk berinvestasi karana hanya ada 45 Perusahaan yang memiliki Liquiditas tinggi. Fuzzy Time Series merupakan metode yang dapat digunakan dalam melakukan peramalan. Implementasi Average Based pada Fuzzy Time Series tidak mendapatkan hasil yang bagus dibandingkan dengan Fuzzy Time Series chen menggunakan rumus Statistik. Dalam penelitian ini dilakukan pengujian menggunakan Fuzzy Time Series Average Based dan Fuzzy Time Series Chen menggunakan Data LQ45 periode 2015-2020. Hasil pengjian tersebut memperoleh nilai MAPE dan MSE masing masing 3.37% dan 1173.11 untuk metode Fuzzy Time Series Average Based sedangkan nilai MAPE dan MSE masing masing sebesar 1.537% dan 295.80 untuk metode Fuzzy Time Series Chen.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	LQ45, Fuzzy Time Series
Subjects:	T Technology > T Technology (General) > T1-995 Technology (General)
Divisions:	09-Faculty of Computer Science > 55201-Informatics (S1)
Depositing User:	Mr. Muhammad Jodi Ramadhan
Date Deposited:	29 Mar 2022 04:36
Last Modified:	29 Mar 2022 04:36
URI:	http://repository.unsri.ac.id/id/eprint/67008

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