Peramalan Dengan Metode Fuzzy Time Series Markov Chain

Studi Kasus : Harga Penutupan Saham PT. Radiant Utama Interinsco Tbk Periode Januari 2011 – Maret 2017

Abstract

Forecasting is an activity to predict what will happen in the future with certain methods. Fuzzy time series is a method known as artificial intelligence used to predict the problem which the actual data is formed in linguistic values using fuzzy principles as its basis. This study discusses the method of fuzzy time series developed by Ruey Chyn Tsaur to predict the closing price of the shares of PT. Radiant Utama Interinso Tbk April 2017. Markov Chain fuzzy time series method is used to analyze a time series data which is a combination of fuzzy time series model with Markov Chain. Forecasting of closing stock price based on data from January 2011 to March 2017 for April 2017 is Rp 224,29,00. Markov Chain's fuzzy time series method to forecast the closing stock prices data from January 2011 to March 2017 has a 3,48% of MAPE value or has a 96,52% of precision forecast. The results show that the Markov Chain fuzzy time series has an excellent level of accuracy for forecasting the closing stock prices.