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All Journal Proceedings of KNASTIK Epsilon: Jurnal Matematika Murni dan Terapan Teknik dan Ilmu Komputer Jurnal Edukasi dan Penelitian Informatika (JEPIN) Journal of Information Systems Engineering and Business Intelligence Journal of Animation & Games Studies Jurnal Teknologi dan Sistem Komputer Jurnal Pendidikan (Teori dan Praktik) JUTEI (Jurnal Terapan Teknologi Informasi) JURNAL TEKNIK INFORMATIKA DAN SISTEM INFORMASI Jurnal ULTIMATICS International Journal of Community Service Learning Jurnal Informatika JUPIKA: JURNAL PENDIDIKAN MATEMATIKA Jurnal Abdi Masyarakat Indonesia JP (Jurnal Pendidikan) : Teori dan Praktik GIAT: Jurnal Teknologi untuk Masyarakat SERVIRISMA: Jurnal Pengabdian kepada Masyarakat International Journal of Information Technology and Computer Science Applications (IJITCSA)
Raden Gunawan Santosa
Program Studi Informatika, Universitas Kristen Duta Wacana
Arts Humanities Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Engineering Environmental Science Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Mathematics Public Health Social Sciences Transportation Other

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Comparing Holt-Winters Variants Accuracy in Forecasting Indonesia LQ45 Stock Prices: Siang Jong Jek; Raden Gunawan Santosa
International Journal of Information Technology and Computer Science Applications Vol. 4 No. 2 (2026): May - August 2026
Publisher : Jejaring Penelitian dan Pengabdian Masyarakat

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.58776/ijitcsa.v4i2.258

Abstract

This study applies the Holt–Winters method, an exponential smoothing approach incorporating level, trend, and seasonal components, to compare the predictive accuracy of four variants (multiplicative, additive, OR, and average) of Holt-Winter Method in forecasting stock prices of companies listed in the LQ45 index. The dataset consists of stock prices from 2016–2021 for training and January–February 2022 for testing, with forecasting accuracy evaluated using Mean Absolute Percentage Error (MAPE), visualized through boxplots, and assessed using the nonparametric Kruskal–Wallis test. The Holt–Winters computations were performed using Microsoft Excel, while boxplot visualization and the Kruskal–Wallis test were conducted using the R programming language. The results indicate significant differences in predictive performance among the four methods with p-value = 0.04059 in Kruskal-Wallis test. The Additive Holt–Winters method achieves the best performance with the lowest MAPE, while the multiplicative method performs the worst. Among LQ45 stocks, INDF records the lowest forecasting error (1.6799%), whereas TPIA exhibits the highest (83.0783%). These results suggesting that the additive Holt–Winters method is more suitable for forecasting LQ45 stock prices under the observed conditions
Co-Authors Aditya Wikan Mahastama Amanda A. Diadema Andree Anthony Antonius Rachmat Chrismanto Apul Prima S Argo Wibowo Bhernardin Erryco Gagah Pattriskak Budi Susanto CHARIS AMARANTINI Christian Puji Nugraha Dea Alverina Devian Ricko Hutama Devri Riza Setyawan Elisabeth Adelia Widjojo Erdoria Kristina Erick Kurniawan Ernawati, Lussy Florentinus Alvin Sebastian Gabriella Amelia Prasetyo Gani Indriyanta Handi Hermawan Harianto Kristanto Harianto Kristanto Hermawan, Handi Joko Purwadi Jong Jek Siang Junius Karel Junius Karel Tampubolon Junius Karel Tampubolon Junius Karel Tampubolon Junius Karel Tampubolon Katon Wijana Kevin Valiant Kezia Satyawati Kristanto G, Steven Kristian Adi Nugraha Leo Sendra Lidya Andriani Sunjoyo Lukas Chrisantyo A.A. Matahari Bhakti Nendya Matahari Bhakti Nendya, Matahari Bhakti Nita Christina Saputro Nugroho Agus Haryono Priagung Satriyotomo Purwadi, Joko Rendy Setiawan Restyandito Robby Triadi Susanto Rohani Utomo Rosa Delima Ruby Vidian Hartanto Samuel Gandang Gunanto Santosa Raharjanto Selvy Welianto Setiadi, Hendro Siang Jong Jek Sri Suwarno Sri Suwarno Sudarma, Wayan Edi Theresia Herlina R. Wayan Edi Sudarma Willy Sudiarto Rahardjo Willy Sudiarto Raharjo Yetli Oslan Yetli Oslan Yohanes Tennary Rinto Pradhana Yuan Lukito Yuan Lukito