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.
Item Type: | Thesis (Bachelor) |
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Creators: | Creators NIM Email ORCID Santoso, Terry Hilario NIM01112180028 terry.hilario26@gmail.com UNSPECIFIED |
Contributors: | Contribution Contributors NIDN/NIDK Email Thesis advisor Kie Van Ivanky Saputra, Kie Van Ivanky Saputra NIDN0401038203 kie.saputra@student.uph.edu Thesis advisor Ferry V. Ferdinand, Ferry V. Ferdinand NIDN0323059001 UNSPECIFIED |
Uncontrolled Keywords: | facebook prophet; sarima; prediksi; saham |
Subjects: | Q Science > QA Mathematics |
Divisions: | University Subject > Current > Faculty/School - UPH Karawaci > Faculty of Science and Technology > Mathematics Current > Faculty/School - UPH Karawaci > Faculty of Science and Technology > Mathematics |
Depositing User: | Terry Hilario Santoso |
Date Deposited: | 14 Jul 2022 06:33 |
Last Modified: | 14 Jul 2022 06:33 |
URI: | http://repository.uph.edu/id/eprint/48624 |