Eksponensial
Vol 9 No 1 (2018)

Peramalan Dengan Metode Fuzzy Time Series Markov Chain

Yenni Safitri (Laboratorium Statistika Ekonomi dan Bisnis FMIPA Universitas Mulawarman)
Sri Wahyuningsih (Laboratorium Statistika Terapan FMIPA Universitas Mulawarman)
Rito Goejantoro (Laboratorium Statistika Komputasi FMIPA Universitas Mulawarman)



Article Info

Publish Date
08 Nov 2018

Abstract

Forecasting is an activity to predict what will happen in the future with certain methods. Fuzzy time series is a method known as artificial intelligence used to predict the problem which the actual data is formed in linguistic values using fuzzy principles as its basis. This study discusses the method of fuzzy time series developed by Ruey Chyn Tsaur to predict the closing price of the shares of PT. Radiant Utama Interinso Tbk April 2017. Markov Chain fuzzy time series method is used to analyze a time series data which is a combination of fuzzy time series model with Markov Chain. Forecasting of closing stock price based on data from January 2011 to March 2017 for April 2017 is Rp 224,29,00. Markov Chain's fuzzy time series method to forecast the closing stock prices data from January 2011 to March 2017 has a 3,48% of MAPE value or has a 96,52% of precision forecast. The results show that the Markov Chain fuzzy time series has an excellent level of accuracy for forecasting the closing stock prices.

Copyrights © 2018






Journal Info

Abbrev

exponensial

Publisher

Subject

Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Mathematics Other

Description

Jurnal Eksponensial is a scientific journal that publishes articles of statistics and its application. This journal This journal is intended for researchers and readers who are interested of statistics and its ...