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All Journal VARIANSI: Journal of Statistics and Its Application on Teaching and Research
Dela Juliarsih Rahman
Universitas Mulawarman
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Mathematics

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Comparative Analysis of DES-Brown and DES-Holt Methods in Forecasting the Stock Price of PT Telekomunikasi Indonesia Tbk Dela Juliarsih Rahman; Wiwit Pura Nurmayanti; Thesya Atarezcha Pangruruk; Erlyne Nadhilah Widyaningrum; Siti Hadijah Hasanah
VARIANSI: Journal of Statistics and Its application on Teaching and Research Vol. 8 No. 1 (2026)
Publisher : Program Studi Statistika Fakultas MIPA UNM

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35580/variansiunm486

Abstract

This study aims to dermine the best forecasting method for the stock price of PT Telekomunikasi Indonesia Tbk using the Double Exponential Smoothing (DES) Brown and DES-Holt methods. The data used consist of stock prices from January 2019 to September 2025. The DES-Brown method employs a single parameter, while DES-Holt uses two parameters. Forecasting accuracy is evaluated using Mean Absolute Deviation (MAD), Root Mean Squared Error (RMSE), and Mean Absolute Percentage Error (MAPE). The results indicate that the DES-Brown method with a smoothing parameter produces the smallest forecasting errors compared to the DES-Holt method, with MAD, RMSE , and MAPE . Therefore, it can be concluded that the DES-Brown method is the most suitable approach for forecasting the stock price of PT Telekomunikasi Indonesia Tbk.
Co-Authors Erlyne Nadhilah Widyaningrum Hasanah, Siti Hadijah Pangruruk , Thesya Atarezcha Pangruruk Wiwit Pura Nurmayanti