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Journal : Interdisciplinary Social Studies

Hybrid heuristic model and Fuzzy C-Means for stock forecasting using Type 2 Fuzzy Time Series Rineka Brylian Akbar Satriani; Farikhin Farikhin; Bayu Surarso
Interdisciplinary Social Studies Vol. 4 No. 1 (2024): Regular Issue: October-December 2024
Publisher : International Journal Labs

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.55324/iss.v4i1.742

Abstract

Forecasting is important in investment because of the inconsistent stock price pattern that requires in-depth analysis. This study proposes using a combination of heuristic and Fuzzy C-Means (FCM) models on Fuzzy Time Series Type 2. This study aims to obtain accurate forecasting results by using more data from the time series. The results show that the proposed model provides accurate forecasting. The FCM model is used to group data into clusters and form intervals. Heuristics also optimizes the performance of Fuzzy Logical Relationships Group (FLRG) by using up and down trends. Type 2 FTS is an extension of  Type 1 that uses union and intersection operators to refine fuzzy relations. The results show that the modification by combining FCM and heuristics in Type 2  FTS for stock forecasting provides excellent results with a MAPE value of 2,87%.
Co-Authors A. Haris A. Rusgiyono Acep Irham Gufroni Adi Ariyo Munandar Adi Suliantoro Ahmad Abdul Chamid Ahmad Lubis Ghozali Aprilia, Maita Aris Sugiharto Arnelli Arnelli B. Raharjo Bambang Irawanto Bambang Irawanto Bambang Subeno Bayu Surarso Bayu Surarso Beta Noranita Bibit Waluyo Aji Budi Warsito Carolin Carolin Catur Edi Widodo D. Ispriyanti Didik Setiyo Widodo Dinar Mutiara Kusumo Nugraheni Djuwandi Djuwandi DONNY IRAWAN MUSTABA Dwinta Rahmallah Pulukadang, Dwinta Rahmallah E. Setiawati Erikha Feriyanto Erlin Dwi Endarwati, Erlin Dwi Esti Wijayanti, Esti F. Ariyanto Faozi, Safik Faudin, Arif Nur Fauzi, Irza Nur Feriyanto, Erikha Ferry Jie, Ferry Fitika Andraini H. Sutanto Heny Maslahah, Heny I. Marhaendrajaya Iswahyudi Joko Suprayitno J. E. Suseno Kartono . Keszya Wabang Kusworo Kusworo Laily Rahmania, Laily LM Fajar Israwan, LM Fajar M. Izzati M. Nur Madani, Faiq Mansur Mansur Meryta Febrilian Fatimah, Meryta Febrilian Mustafid Mustafid Neza Zhevira Septiani Nikken Prima Puspita Nikken Prima Puspita Nur Khasanah Oky Dwi Nurhayati Pangestika, Vidya Dwi Pradana, Fadli Dony Prantiastio Prastio, Wahyu Tedi Priyono Priyono Purwanto Purwanto R. Hariyati R. Hastuti Rachmat Gernowo Ratri Wulandari Retno Kusumaningrum Rezki Kurniati, Rezki Rineka Brylian Akbar Satriani Rinta Kridalukmana Robertus Heri Sulistyo Utomo S. Tana Safik Faozi, Safik Satriani, Rineka Brylian Akbar Siti Khabibah Siti Khabibah Sri Wahyuni Sugito Sugito Suhartono Suhartono Sunarsih . Suparti Suparti T. Windarti Titi Udjiani SRRM Toni Prahasto Udjiani , Titi Udjiani S.R.R.M, Titi Usman, Carissa Devina Uswatun Khasanah W. H. Rahmanto Wahyul Amien Syafei Wardani, Novita Koes Wardianto, Wardianto Warsito , Budi Wicaksono, Mahad Wyne Mumtaazah Putri Yosza Dasril Yully Estiningsih Z. Muhlisin