| dc.contributor.advisor | Angraini, Yenni | |
| dc.contributor.advisor | Mohammad, Masjkur | |
| dc.contributor.author | Muhamdani, Dzaki Amali | |
| dc.date.accessioned | 2023-07-14T03:09:48Z | |
| dc.date.available | 2023-07-14T03:09:48Z | |
| dc.date.issued | 2023 | |
| dc.identifier.uri | http://repository.ipb.ac.id/handle/123456789/121867 | |
| dc.description.abstract | Perkembangan pada bidang ekonomi menyebabkan kemunculan berbagai metode untuk memenuhi kebutuhan finansial. Salah satunya adalah dengan berinvestasi di pasar saham. Diperlukan metode peramalan untuk mengetahui harga masa depan dari suatu saham. Penelitian ini bertujuan melakukan peramalan harga penutupan saham dengan bantuan metode Autoregressive Integrated Moving Average (ARIMA) dan Average-Based Fuzzy Time Series (FTS). Data yang digunakan adalah data historis harga penutupan saham PT Adaro Energy Tbk periode 12 April 2021 hingga 28 April 2022. Peramalan dengan metode ARIMA menghasilkan nilai MAPE sebesar 10,75% dan RMSE sebesar 372,11 sedangkan FTS berbasis rataan menghasilkan nilai MAPE sebesar 2,74% dan RMSE sebesar 125,49. Nilai MAPE dan RMSE yang dihasilkan metode FTS berbasis rataan lebih baik dibanding ARIMA, sehingga dapat disimpulkan bahwa metode FTS berbasis rataan lebih baik daripada ARIMA dalam meramalkan harga penutupan saham PT. Adaro Energy Tbk. Peramalan 10 hari ke depan dengan metode FTS berbasis rataan menghasilkan MAPE sebesar 2,57% dan RMSE sebesar 105,92. | id |
| dc.description.abstract | The advances in the field of economics has made many methods of fulfilling financial needs emerge. One of those methods is investing in the stock market. Prediction methods are needed to know the future price of stocks. This study aims to forecast stock closing price using Autoregressive Integrated Moving Average (ARIMA) and Average-Based Fuzzy Time Series (FTS). The data used in this study is historical stock closing price data of PT. Adaro Energy Tbk from April 12th 2021 to April 28th 2022. Forecasting with ARIMA produced MAPE value of 10,75% and RMSE of 372,11 while forecasting with average-based FTS produced MAPE value of 2,74% and RMSE of 125,49. The values of MAPE and RMSE produced by the average-based FTS method are better than ARIMA, which indicate that average-based FTS is better than ARIMA in forecasting stock closing price of PT. Adaro Energy Tbk. A forecast of 10 days ahead using average-based FTS produced a MAPE score of 2,57% and RMSE score of 105,92. | id |
| dc.language.iso | id | id |
| dc.publisher | IPB University | id |
| dc.title | Perbandingan Autoregressive Integrated Moving Average dan Average-Based Fuzzy Time Series dalam Peramalan Harga Penutupan Saham (Studi kasus: PT Adaro Energy Tbk) | id |
| dc.title.alternative | Comparison of Autoregressive Integrated Moving Average and Average-Based Fuzzy Time Series in Forecasting Stock Closing Price (Case study: PT Adaro Energy Tbk) | id |
| dc.type | Undergraduate Thesis | id |
| dc.subject.keyword | ARIMA | id |
| dc.subject.keyword | fuzzy time series | id |
| dc.subject.keyword | stocks | id |
| dc.subject.keyword | forecast | id |
