BibTex Citation Data :
@article{J.Gauss38836, author = {Indira Irma Atmawanti and Arief Rachman Hakim and Tarno Tarno}, title = {PERBANDINGAN FUZZY TIME SERIES MARKOV CHAIN DAN FUZZY TIME SERIES CHENG}, journal = {Jurnal Gaussian}, volume = {13}, number = {1}, year = {2024}, keywords = {Fuzzy time series; Markov Chain; Cheng; sMAPE}, abstract = { Investing is a hot and fast-growing topic right now. Stock.investing.is one of the most popular investments by the public. The JCI is an index that measures the performance of all stocks listed on the IDX. The closing price of the stock is published daily and can be used by investors as an investment benchmark. The occurrence of stock price fluctuations entails a high risk of loss. Predicting stock prices is one way to avoid this risk. Fuzzy time series is a time series model that can be used to minimize the risk of future occurrences. Time parameter data is not stationary, so this research uses fuzzy time series with Markov chains and Cheng's method to determine the JCI completion dates from January 2018 to June 2022. Calculating the accuracy level of the two method approaches using symmetric Mean Absolute Percentage Error (sMAPE), the sMAPE value obtained in the Fuzzy Time Series Markov Chain method is 2.11% and the Fuzzy Time Series Cheng method is 2.98%. The conclusion is that of the two methods the Markov Chain has a smaller value and can be said to be a better method compared to the Cheng method. }, issn = {2339-2541}, pages = {121--132} doi = {10.14710/j.gauss.13.1.121-132}, url = {https://ejournal3.undip.ac.id/index.php/gaussian/article/view/38836} }
Refworks Citation Data :
Investing is a hot and fast-growing topic right now. Stock.investing.is one of the most popular investments by the public. The JCI is an index that measures the performance of all stocks listed on the IDX. The closing price of the stock is published daily and can be used by investors as an investment benchmark. The occurrence of stock price fluctuations entails a high risk of loss. Predicting stock prices is one way to avoid this risk. Fuzzy time series is a time series model that can be used to minimize the risk of future occurrences. Time parameter data is not stationary, so this research uses fuzzy time series with Markov chains and Cheng's method to determine the JCI completion dates from January 2018 to June 2022. Calculating the accuracy level of the two method approaches using symmetric Mean Absolute Percentage Error (sMAPE), the sMAPE value obtained in the Fuzzy Time Series Markov Chain method is 2.11% and the Fuzzy Time Series Cheng method is 2.98%. The conclusion is that of the two methods the Markov Chain has a smaller value and can be said to be a better method compared to the Cheng method.
Note: This article has supplementary file(s).
Article Metrics:
Last update:
The Authors submitting a manuscript do so on the understanding that if accepted for publication, copyright of the article shall be assigned to Media Statistika journal and Department of Statistics, Universitas Diponegoro as the publisher of the journal. Copyright encompasses the rights to reproduce and deliver the article in all form and media, including reprints, photographs, microfilms, and any other similar reproductions, as well as translations.
Jurnal Gaussian and Department of Statistics, Universitas Diponegoro and the Editors make every effort to ensure that no wrong or misleading data, opinions or statements be published in the journal. In any way, the contents of the articles and advertisements published in Jurnal Gaussian journal are the sole and exclusive responsibility of their respective authors and advertisers.
The Copyright Transfer Form can be downloaded here: [Copyright Transfer Form Jurnal Gaussian]. The copyright form should be signed originally and send to the Editorial Office in the form of original mail, scanned document or fax :
Dr. Rukun Santoso (Editor-in-Chief) Editorial Office of Jurnal GaussianDepartment of Statistics, Universitas DiponegoroJl. Prof. Soedarto, Kampus Undip Tembalang, Semarang, Central Java, Indonesia 50275Telp./Fax: +62-24-7474754Email: jurnalgaussian@gmail.com
Jurnal Gaussian by Departemen Statistika Undip is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Visitor Number:
View statistics
