Application of Fuzzy Time Series Method Cheng Model in Forecasting Stock Prices PT Bukit Asam Tbk

Alya Nadhira Nur, Esther SM Nababan, Parapat Gultom, S. Sutarman
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Abstract

Investment in stocks is one type of investment that can get huge profits, but there are also great risks. So it is necessary to analyze in advance before starting an investment in stocks, in order to avoid losses. One way is to forecast the stock price using fuzzy time series Cheng. The data used is weekly period stock price data from PTBA in January 2020 - December 2022, which can be categorized as a form of time series. From this research, the forecasting value for the next period is Rp. 3797. Which results in a MAPE of 4.2%, which means that FTS Cheng method is very good to use in forecasting the share price of PT Bukit Asam Tbk, because it produces a MAPE value <10%, and produces an RMSE of 158 rupiah, which means the average of the difference between actual and forecast values.
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模糊时间序列法程模型在预测 PT Bukit Asam Tbk 股票价格中的应用
股票投资是一种可以获得巨额利润的投资方式,但也存在很大的风险。因此,在开始投资股票之前,有必要事先进行分析,以避免损失。其中一种方法是利用模糊时间序列程对股票价格进行预测。所使用的数据是 PTBA 在 2020 年 1 月至 2022 年 12 月期间的周股价数据,可以归类为时间序列的一种形式。根据这项研究,下一期的预测值为 3797 印尼盾。3797.这意味着 FTS Cheng 方法非常适合用于预测 PT Bukit Asam Tbk 的股价,因为它产生的 MAPE 值小于 10%,产生的 RMSE 值为 158 盾,即实际值与预测值之间的平均差异。
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