Article Per Year (5 Year)
p-Index From 2021 - 2026
0.23
P-Index
This Author published in this journals
All Journal Interdisciplinary Social Studies
Rineka Brylian Akbar Satriani
Universitas Diponegoro
Environmental Science Languange, Linguistic, Communication & Media Public Health Social Sciences

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
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 Bayu Surarso Juwanda, Farikhin