IMPLEMENTASI HEURISTIK FUZZY GREY MODEL PADA PERAMALAN INDEKS HARGA SAHAM GABUNGAN (IHSG)

RETNO JATI SEKARINI, . (2021) IMPLEMENTASI HEURISTIK FUZZY GREY MODEL PADA PERAMALAN INDEKS HARGA SAHAM GABUNGAN (IHSG). Sarjana thesis, UNIVERSITAS NEGERI JAKARTA.

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Abstract

Salah satu indikator yang menunjukkan pergerakan naik turunnya harga saham adalah IHSG. Indeks Harga Saham Gabungan (IHSG) merupakan nilai gabungan nilai saham perusahaan yang terdaftar di Bursa Efek Indonesia (IDX), dan perubahannya menunjukkan keadaan pasar saham. Peramalan berperan penting dalam menentukan IHSG ini untuk menghasilkan keputusan investasi yang tepat. Dalam meramal dapat ditemui kendala-kendala yang membuat peramalan menjadi sulit dilakukan seperti asumsi yang tidak terpenuhi, distribusi yang tidak cocok, dan jumlah data yang kurang. Penelitian ini bertujuan untuk membahas mengenai konsep dan langkah Heuristik Fuzzy Time Series dan grey model (GM(1,1)) dan menerapkan keduanya dalam meramalkan nilai IHSG. Penyelesaian Heuristik Fuzzy Grey Model dimulai dengan menentukan himpunan semesta dari data kemudian membaginya ke dalam interval-interval, setelah itu dilakukan peramalan dengan Grey Model GM(1,1). Kemudianakan ditentukan himpunan fuzzy yang memenuhi dan dilakukan fuzzifikasi pada hasil peramalan GM(1,1). Selanjutnya setelah hasil peramalan GM(1,1) difuzzifikasi, akan ditentkan fuzzy logical relationship serta fuzzy logical relationship groups. Kemudian akan diberikan fungsi heuristik pada fuzzy logical relationship groups, diantaranya h(↑), h(↓), dan h(−), yang selanjutnya akan menentukan heuristik fuzzy logical relationship groups. Selanjutnya akan dilakukan perhitungan peramalan yang ditentukan oleh heuristik fuzzy logical relationship groups dengan aturan yang sudah ditentukan. Berdasarkan hasil data, didapatkan bahwa peramalan menggunakan metode Heuristik Fuzzy Grey Model menghasilkan nilai error yang lebih baik yaitu 0, 466% dibandingkan dengan menggunakan metode GM(1,1) sebesar 0, 502%. Kata kunci: Peramalan, IHSG, Heuristik Fuzzy Grey Model, Heuristik Fuzzy Time Series, grey model, GM(1,1). **************** One of the indicators that shows the up and down movement of stock prices is the JCI. The Composite Stock Price Index (IHSG) is the combined value of the shares of companies listed on the Indonesia Stock Exchange (IDX), and the changes indicate the state of the stock market. Forecasting plays an important role in determining this JCI to produce the right investment decisions. In forecasting, constraints can be encountered that make forecasting difficult, such as unfulfilled assumptions, unsuitable distributions, and insufficient amount of data. This study aims to discuss the concepts and steps of the Heuristic Fuzzy Time Series and grey model (GM(1,1)) and to apply both of them in predicting the JCI value. The Heuristic Fuzzy Gray Model solution begins with determining the set of universes from the data then dividing them into intervals, after which the forecast is carried out using the Gray Model GM(1,1). Then we will determine the set of fuzzy that fulfills and fuzzification of the GM forecasting results (1,1). Furthermore, after the GM(1,1) forecasting results are fuzzified, fuzzy logical relationship and fuzzy logical relationship groups will be determined. Then we will assign heuristic functions to fuzzy logical relationship groups, including h(↑), h(↓), and h(−), which will then define the fuzzy logical heuristics relationship groups. Furthermore, forecasting calculations are performed which are determined by the heuristics fuzzy logical relationship groups with predefined rules. Based on the data results, it is found that forecasting using the Heuristic Fuzzy Gray Model method produces a better error value of 0.466% compared to using the GM method (1.1) of 0.502%. Keywords: Forecasting, IDX, Heuristic Fuzzy Grey Model, Heuristic Fuzzy Time Series, grey model, GM(1,1).

Item Type:	Thesis (Sarjana)
Additional Information:	1). Drs. Sudarwanto, M.Si., DEA 2). Ratna Widyati, S.Si., M.Kom.
Subjects:	Sains > Matematika
Divisions:	FMIPA > S1 Matematika
Depositing User:	Users 9610 not found.
Date Deposited:	16 Mar 2021 04:11
Last Modified:	16 Mar 2021 04:11
URI:	http://repository.unj.ac.id/id/eprint/14592

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