Claim Missing Document
Check
Articles

Found 11 Documents
Search
Journal : Jurnal Algoritma

Prediksi Jangka Pendek Harga Bitcoin Menggunakan Model Autoregressive Integrated Moving Average (Arima) Rusdiawan, Mohamad Mihradi; Julianto, Indri Tri; Baswardono, Wiyoga
Jurnal Algoritma Vol 22 No 2 (2025): Jurnal Algoritma
Publisher : Institut Teknologi Garut

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33364/algoritma/v.22-2.2161

Abstract

Cryptocurrency trading, particularly Bitcoin, faces significant price fluctuations, necessitating accurate price prediction to support decision-making. This study aims to apply the Autoregressive Integrated Moving Average (ARIMA) model for short-term Bitcoin price forecasting. The choice of ARIMA is based on its ability to capture price trends using historical data. The research adopts the Cross Industry Standard Process for Data Mining (CRISP-DM) methodology, which comprises five main phases: Business Understanding, Data Understanding, Data Preparation, Modeling, and Evaluation. The dataset used consists of historical Bitcoin USD prices from investing.com, encompassing 1,462 records with seven attributes: Date, Price, Open, High, Low, Vol, and Change, covering the period from May 5, 2020, to May 5, 2024. The ARIMA model applied to this dataset is evaluated using the Root Mean Square Error (RMSE) metric to measure prediction error, along with a stationarity test using the Augmented Dickey-Fuller (ADF) test. Evaluation results indicate that the ARIMA (1, 2, 1) model achieves an RMSE of 0.0712, demonstrating strong predictive accuracy. The ADF test reveals that the original data is non-stationary, requiring two rounds of differencing (d=2) to achieve stationarity. Furthermore, analysis of the Autocorrelation Function (ACF) and Partial Autocorrelation Function (PACF) confirms that the ARIMA (1, 2, 1) parameters are suitable for capturing the data patterns. Although the model performs well, the findings also suggest the need for more advanced predictive models, such as machine learning or deep learning techniques, to better handle higher market volatility.
Co-Authors Abdullah, Angga Abdulrohman, Muhammad Haviz Ade Sutedi Ade Sutedi, Ade Aditriyana, Muhammad Rizky Agisni Nurlela, Agni Akhdan Hidayat, Fairuz Alamsyah, Restu Alisha Fauzia, Fathia Apriliani, Insani Ardana, Alwan Arif Rahman, Rifal Arif Syamsudin, Muhammad Asri Mulyani B. Balilo Jr , Benedicto B. Balilo Jr, Benedicto Balilo Jr, Benedicto B. Baswardono, Wiyoga Burhanudin, Asep Chaerunisa, Adinda Citra Indahsari, Ajeng Dede Kurniadi Deni Heryanto, Deni Dewi Tresnawati Dikdik, Dikdik Dinata, Messy Suryani Jaya Dwi Anggara, Krisna Dzulkhomzah, Moh Rival Fajar, Sigit Sihab Fauzi Pratama, Andhika Fauziah, Fathia Alisha Fikri Fahru Roji Fiqriansyah, Agung Firdaus, Ardy Reza Ginanjar, Ahmad Gotama, Dwi Haris, Gendhi Hartono, Ali Hidayat, Ramdan Rahmat Hidayat, Rangga Huwaidah, Alya Ilham Maulana Ilyasin, Yasa Tiyas Kurnia, Ahmad Hopan Leni Fitriani, Leni Lindawati Lindawati Mahesa, Restu Gusti Malik Ibrahim, Maulana Meta Regita Muhammad Agreindra Helmiawan Muhammad Ajif, Arvin Muhammad Rikza Nashrulloh Muhammad Sambas, Phadil Mulyani, Neng Cici Munparik, Riyan Hakim Mutiara, Sani Muzaky, Rifky Khoerul N, Firza Much Asrizal Nawawi, Irfan Ahmad Nurandhini, Rosa Eliza Nurdiansyah, Farhan Nurdin, Kaila Fashla Nurfauziah, Hanifah Nurhalimah, Seli Nurhaqiqi, Lisda Nurpajar, Dini Siti Nursalapiah, Sopa Nurul Muttaqin, Epwan Octaviansyah, Rizqi Moch Pardiansyah, Irgi Pratama, Rizky Muhammad Rahayu, Raden Erwin Gunadhi Rahman, Jaohari Rahmawati, Deby Ricky Rohmanto Ricky Rohmanto Ridwan Ridwan Ibrahim, Maulana Ridwan Setiawan Rinda Cahyana Rinda Cahyana Rohman, Fauza Rohmanto, Ricky Rusdiawan, Mohamad Mihradi Rustandy, Sandy Sadikin, M. Fitroh Saepul Jamil, Alwis Sanusi, Aini Fauziah Putu Septian Rheno Widianto Sermana, Elsa Maharani Setiawan Putra, Achmad Dhani Sidqi, Muhammad Affan Al Sirojudin, Naufal Suryadi, Khaila Thsabita Suryani, Isma Taupik Hidayat, Taupik Tizani, Sofyan Tria Afini Ujang Sarifudin Yoga Handoko Agustin Yosep Septiana