Saputra, Andep (2018) FUZZY TIME SERIES SEBAGAI METODE PERAMALAN INDEKS HARGA GABUNGAN PASAR MODAL FUZZY TEME SERIES AS A METHOD OF FORECASTING THE COMBINED PRICE INDEX OF THE CAPITAL MARKET 1 2 3. S1 thesis, Universitas Mataram.
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Abstract
Investment is a term with several definitions related to finance and economics, the term relates to the accumulation of an asset form with a hope of gaining profit in the future. to make a big profit, certainly should be able to forecast the market price index in the following days. The fuzzy time series method as a method to forecast the composite index of capital market prices with historical data using data in 2016 on 5 markets namely IHSG ( Indeks Harga Saham Gabungan - Indonesia), DJIA ( Dow Jones Industrial Average – Amerika Serikat), KLSE ( Kuala Lumpur Stock Exchange - Malaysia), N225 (Nikkei 225 – Tokyo ), dan STI ( Singapore Times Index – Singapura ).The result of forecasting with fuzzy time series method will be compared with forecasting result using moving average method and determine the percentage error with MAPE (Mean Absolute Percentage Error). MAPE result with fuzzy time series method on IHSG market is 0,573%, DJIA = 0,465%, N225 = 1,060%, KLSE = 0,364% and STI = 0,587%. The lowest error percentage is KLSE market with value 0,364%.
| Item Type: | Thesis (S1) |
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| Keywords (Kata Kunci): | forecast, fuzzy time series, moving average |
| Subjects: | T Technology > T Technology (General) |
| Divisions: | Fakultas Teknik |
| Depositing User: | Wiwin Kartikawati |
| Date Deposited: | 17 Jul 2018 04:16 |
| Last Modified: | 17 Jul 2018 04:16 |
| URI: | http://eprints.unram.ac.id/id/eprint/5956 |
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