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All Journal JURIKOM (Jurnal Riset Komputer)
Wahyu Dedy Setiyawan
Universitas PGRI Ronggolawe, Tuban
Computer Science & IT Control & Systems Engineering Electrical & Electronics Engineering

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Perbandingan Moving Average dan Exponential Smoothing untuk Prediksi Harga Saham BBRI pada Dataset 2019–2026 Wahyu Dedy Setiyawan; Andy Haryoko; Amaludin Arifia
JURIKOM (Jurnal Riset Komputer) Vol. 13 No. 3 (2026): Juni 2026
Publisher : Universitas Budi Darma

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30865/jurikom.v13i3.9791

Abstract

This study compares four time series forecasting methods Simple Moving Average (SMA), Double Moving Average (DMA), Single Exponential Smoothing (SES), and Double Exponential Smoothing (DES/Holt) for predicting the closing stock price of BBRI.JK. The dataset comprises 1,768 daily observations spanning January 2019 to December 2026, split into training (80%) and testing (20%) sets. Each method's parameters were optimized via grid search minimizing MAPE, then evaluated across three metrics: MAPE, MAE, and RMSE. SES (α = 0.9) emerged as the best-performing model, achieving a MAPE of 0.3763%, MAE of IDR 14.93, and RMSE of IDR 24.31 substantially outperforming SMA (3.1591%), DMA (2.7561%), and DES (3.6973%). These findings offer methodological guidance for researchers and practical insight for investors operating in emerging market equities with near weak-form efficiency.
Co-Authors Amaludin Arifia Andy Haryoko