Pembuatan Aplikasi Prediksi Harga Saham Berbasis Web Menggunakan Fuzzy Time Series: Studi Kasus Di Bursa Efek Indonesia - Development Of A Web-Based Stock Price Prediction Application Using Fuzzy Time Series : A Case Study At Indonesia Stock Exchange

Rosyidah, Anis Latif (2015) Pembuatan Aplikasi Prediksi Harga Saham Berbasis Web Menggunakan Fuzzy Time Series: Studi Kasus Di Bursa Efek Indonesia - Development Of A Web-Based Stock Price Prediction Application Using Fuzzy Time Series : A Case Study At Indonesia Stock Exchange. Undergraduate thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Bursa Efek Indonesia (BEI) merupakan salah satu tempat yang paling menarik bagi para investor untuk melakukan jualbeli saham di Indonesia. Indeks harga saham LQ45 merupakan salah satu index harga saham yang dilirik oleh para investor karena di dalamnya tergabung 45 perusahaan besar di Indonesia yang dianggap memiliki prospek bisnis yang bagus. Bagi para investor prediksi pergerakan indeks harga saham menjadi sangat penting untuk membantu mereka dalam memutuskan waktu yang tepat untuk menjual atau membeli saham. Oleh karenanya, aplikasi yang mampu melakukan prediksi indeks harga saham dengan akurat dan dapat digunakan dengan mudah oleh masyarakat umum menjadi penting untuk disediakan. Tugas Akhir ini barkaitan dengan pembuatan aplikasi peramalan harga saham berbasis Web yang didasarkan pada metode peramalan data runtut waktu berbasis logika fuzzy (fuzzy time series). Penggunaan peramalan harga saham berbasis logika fuzzy dilakukan untuk mengatasi keterbatasan metode peramalan runtut waktu biasa yang tidak mampu menerjemahkan nilai lingusitik terhadap perubahan kenaikan atau penurunan data harga saham. Model peramalan harga saham berbasis logika fuzzy dibangun dengan dengan menggunakan data harian harga saham LQ45 mulai dari tahun 2011 sampai dengan tahun 2014. Sebelum diimplementasikan menjadi sebuah aplikasi berbasis Web, berbagai uji coba kinerja hasil peramalan dilakukan untuk menjamin keandalan dari model peramalan yang dibuat. Pengujian tersebut antara lain meliputi: uji penentuan komposisi prbandingan data pelatihan dan data validasi, uji penentuan jumlah interval data untuk memperoleh himpunan fuzzy yang optimal, uji sensitivitas penambahan data baru, dan uji perbandingan dengan model peramalan berbasis single moving average. Hasil uji coba kinerja model peramalan yang telah berhasil diimplemetasikan dalam sebuah aplikasi berbasis Web menghasilkan nilai mean absolute percentage error (MAPE) sebesar 0,36% untuk model peramalan dengan komposisi perbandingan data pelatihan dan validasi sebesar 75%:25% dan jumlah interval data sebanyak 11. Hasil ini jauh lebih baik dibandingkan dengan hasil peramalan menggunakan metode peramalan runtut waktu baisa (single moving average) yang hanya memberikan nilai MAPE sebesar 27%. Selain itu, hasil uji sensitvitas penambahan data menunjukkan bahwa model peramalan runtut waktu berbasis logika fuzzy mampu melakukan peramalan dengan kinerja yang konsisten walaupun penambahan data baru dilakukan untuk periode tahunan. ======================================================================================================================== Indonesia Stock Exchange (IDX) is one of the most interesting places for investors to buy and sell stocks in Indonesia. LQ45 stock price index is becoming the one remarked by investors since it incorporated 45 large companies in Indonesia that are considered having good business prospects. For investors, forecast stock price index movement is very important to help them decide the right time to sell or buy stocks. Therefore, an application which is capable of predicting stock price accurately and easy to use becomes necessary to be provided. This final project is concerned with a web-based stocks price prediction application development using the forecasting model based on fuzzy time series. In this forecasting model, fuzzy logic is used to overcome the limitations of conventional time series forecasting methods that are not capable of translating the linguistic values agaist the increasing or decreasing of stocks data. The stock price forecasting model based on fuzzy logic is developed using daily data of LQ45 stock prices from 2011 until 2014. Before being implemented into a web-based application, a number of performance tests were performed on the forecasting model in order to ensure the reliability of the application being developed. These tests include: determining the composisiton of pelatihan and validation data, determining the number of data intervals testing to obtain an optimal fuzzy set, the sensitivity tests due to the addition of new data, and comparison test with a single moving average forcasting model. Results of the forecasting model performance tests that have been successfully implemented in a web-based application produced mean absolute percentage error (MAPE) value of 0.36% for the forecasting model with the composition of the pelatihan and validation data by 75%:25% and with the number of data intervals of 11. The MAPE value of this model is much better than that produces by the conventional time series forecasting model (i.e., single moving average) which only gives the MAPE value of 27%. In addition to this, the result of sensitivity test due to addition of new data showed that the time series forecasting model based on fuzzy logic is capable of producing consistent performance although the addition of new data was made annually.

Item Type: Thesis (Undergraduate)
Additional Information: RSSI 006.7 Ros p
Uncontrolled Keywords: prediksi, harga saham, Bursa Efek Indonesia, fuzzy time series, LQ45, aplikasi berbasis Web, prediction, stock price, Indonesia Stock Exchange, fuzzy time series, LQ45, Web-based application
Subjects: T Technology > TK Electrical engineering. Electronics Nuclear engineering > TK5105.888 Web sites--Design.
Divisions: Faculty of Information Technology > Information System
Depositing User: ansi aflacha
Date Deposited: 22 Nov 2019 06:29
Last Modified: 22 Nov 2019 06:29
URI: http://repository.its.ac.id/id/eprint/71971

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