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Journal : Jurnal Penelitian Pendidikan

PEMODELAN FUZZY UNTUK DATA TIME SERIES MENGGUNAKAN METODE TABEL LOOK UP DENGAN TRANSFORMASI LOGARITMA DAN DIFERENSI DAN APLIKASINYA PADA DATA INDEKS HARGA SAHAM GABUNGAN (IHSG) Susanto, Hari Purnomo
Jurnal Penelitian Pendidikan Vol 5, No 1 (2013): Jurnal Penelitian Pendidikan
Publisher : STKIP PGRI PACITAN

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Abstract

The purpose of this study is to form a fuzzy model for data time series using a lookup table with logarithmic transformation and differentiation as well as its application to predict IHSG listed on the BSE. First, all data of IHSG is made in logarithm and differentiation. Then, the formation of the fuzzy rules is by lookup table. In this study, the prediction of IHSG is only based on time series data of IHSG with 144 data as the training data. The results of this study are the prediction of IHSG is based on 6 fuzzy models formed to conclude that the model of fuzzy lookup table 8 input with logarithmic transformation is the best model to predict IHSG. It can be seen from MAPE produced by the model is 4.09%. When it is compared to fuzzy model 8 inputs without transformation in preceding studies, fuzzy models 8 inputs with logarithmic transformation is still a better model because it has a smaller MAPE values.Keywords: fuzzy models, lookup table, logarithmic transformation, differentiation, time series, and IHSG