Perbandingam akurasi prediksi saham menggunakan metode SARIMA dan Facebook Prophet pada data 5 saham di Indonesia

Santoso, Terry Hilario (2022) Perbandingam akurasi prediksi saham menggunakan metode SARIMA dan Facebook Prophet pada data 5 saham di Indonesia. Bachelor thesis, Universitas Pelita Harapan.

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Abstract

Pemilihan metode dan algoritma yang sesuai dengan data merupakan langkah yang penting dalam proses prediksi. Teknologi di masa kini sudah berkembang cukup pesat terutama di bidang statistik dan kecerdasan buatan. Dalam penelitian ini, akan dibandingkan dua buah model matematika (SARIMA dan Facebook Prophet) untuk memodelkan harga saham. Data yang digunakan dalam penelitian ini adalah lima set data saham Indonesia yang berbeda dari berbagai bidang yang berbeda (perbankan, komunikasi, industri, daya pangan, dan sumber daya alam). Hasil dari penelitian ini menunjukan metode SARIMA lebih unggul dari metode Facebook Prophet dalam memprediksi lima set data saham./The selection of methods and algorithms that match the data is an important step in the prediction process. Technology today has developed quite rapidly, especially in the fields of statistics and artificial intelligence. In this study, two mathematical models (SARIMA and Facebook Prophet) will be compared to model the stock price. The data used in this study are five different data sets of Indonesian stocks from different fields (banking, communication, industry, food resources, and natural resources). The results of this study show that the SARIMA method is superior to the Facebook Prophet method in predicting five sets of stock data.

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