Soraya, Arthamevia Najwa
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Penerapan Model Fuzzy Grey Markov (2,1) Dalam Meramalkan Harga Emas di Indonesia Soraya, Arthamevia Najwa; Firdaniza, Firdaniza; Parmikanti, Kankan
In Search (Informatic, Science, Entrepreneur, Applied Art, Research, Humanism) Vol 23 No 2 (2024): In Search
Publisher : LPPM UNIBI

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37278/insearch.v23i2.878

Abstract

Investasi emas saat ini dianggap sebagai hal yang menjanjikan meskipun harga emas yang terus berubah. Hal ini menjadi tantangan bagi para investor untuk memperoleh keuntungan yang optimal, sehingga diperlukan metode peramalan yang tepat untuk meramalkan harga emas di Indonesia. Pada penelitian ini, digunakan pendekatan baru yang belum pernah digunakan, yaitu Model Fuzzy Grey Markov (2,1) (MFGM(2,1)). Metode ini merupakan metode gabungan yang memanfaatkan logika fuzzy untuk menangani ketidakpastian dalam data, model Grey untuk membentuk model peramalan, dan rantai Markov untuk menentukan matriks peluang transisi keadaan. Pendekatan MFGM(2,1) menarik untuk dikaji karena dapat dipertimbangkan dalam peramalan data yang menunjukkan peningkatan dan penurunan bervariasi, seperti data harga emas yang digunakan dalam penelitian ini. Selanjutnya, tingkat akurasi metode tersebut dihitung berdasarkan nilai Mean Absolute Percentage Error (MAPE), dan diperoleh hasil peramalan yang sangat akurat dengan nilai MAPE sebesar 4.32%.
Comparison of Fuzzy Grey Markov Model (1,1) and Fuzzy Grey Markov Model (2,1) in Forecasting Gold Prices in Indonesia Soraya, Arthamevia Najwa; Firdaniza, Firdaniza; Parmikanti, Kankan
Jambura Journal of Mathematics Vol 6, No 2: August 2024
Publisher : Department of Mathematics, Universitas Negeri Gorontalo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37905/jjom.v6i2.26679

Abstract

Currently, gold investment is considered promising despite the ever-changing price of gold. However, obtaining optimal profits is a challenge for investors. Therefore, a proper forecasting method is needed to forecast the gold price so investors can know the best transaction time. This study used two forecasting methods: the Fuzzy Grey Markov Model (1,1) and a new, never-before-used approach, the Fuzzy Grey Markov Model (2,1). The Fuzzy Grey Markov Model (2,1) approach is interesting because it can be considered for forecast data that shows varying increases and decreases, such as the gold price data used in this study. Both methods are combined models that utilize fuzzy logic to handle uncertainty in data; the Grey model forms a forecasting model, and the Markov chain determines the state transition probability matrix. Next, the error rates of the two methods are compared based on the Mean Absolute Percentage Error (MAPE) value to obtain the best forecasting method. As a result of this study, the Fuzzy Grey Markov Model (1,1) was chosen as the best forecasting method with a MAPE value of 0.28%.