Econometric: Modification Technique of Fuzzy Time Series First Order and Time-invariant Chen and Hsu to Increase the Forecasting Accuracy of Value Stock Index in Indonesia

Rizka Zulfikar, Ade Prihatini Mayvita, Purboyo

2018

Abstract

This econometric research aims to develop the fuzzy time series - Chen and Hsu first order and time-invariant for forecasting the value of stocks. Process modifications made to the methods of fuzzy time series - Chen and Hsu because there are still some significant fluctuation variances in some period of data and trend predictions do not fully follow the actual trend of the stock price movement. The modifications had conducted at the redivided interval step and assuming that all group intervals data have the same opportunity to improve the accuracy of forecasting. The data used in this research are the index of Jakarta Stock Exchange (JSX) and index of LQ-45 from July to August 2017. The results of this research have found that the modification of fuzzy time series at intervals redivided step able to provide better forecasting accuracy.

Paper Citation

in Harvard Style

Zulfikar R., Mayvita A. and P. (2018). Econometric: Modification Technique of Fuzzy Time Series First Order and Time-invariant Chen and Hsu to Increase the Forecasting Accuracy of Value Stock Index in Indonesia. In Proceedings of the Borneo International Conference on Education and Social Sciences - Volume 1: BICESS, ISBN 978-989-758-470-1, pages 421-428. DOI: 10.5220/0009022100002297

in Bibtex Style

@conference{bicess18,
author={Rizka Zulfikar and Ade Prihatini Mayvita and Purboyo },
title={Econometric: Modification Technique of Fuzzy Time Series First Order and Time-invariant Chen and Hsu to Increase the Forecasting Accuracy of Value Stock Index in Indonesia},
booktitle={Proceedings of the Borneo International Conference on Education and Social Sciences - Volume 1: BICESS,},
year={2018},
pages={421-428},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0009022100002297},
isbn={978-989-758-470-1},
}

in EndNote Style

TY - CONF

JO - Proceedings of the Borneo International Conference on Education and Social Sciences - Volume 1: BICESS,
TI - Econometric: Modification Technique of Fuzzy Time Series First Order and Time-invariant Chen and Hsu to Increase the Forecasting Accuracy of Value Stock Index in Indonesia
SN - 978-989-758-470-1
AU - Zulfikar R.
AU - Mayvita A.
AU - P.
PY - 2018
SP - 421
EP - 428
DO - 10.5220/0009022100002297