scholarly journals Prediksi Indeks Harga Saham Gabungan (IHSG) Menggunakan Algoritma Autoregressive Integrated Moving Average (ARIMA)

2021 ◽  
Vol 2 (2) ◽  
pp. 11-17
Author(s):  
Ulfa Khaira ◽  
Pradita Eko Prasetyo Utomo ◽  
Tri Suratno ◽  
Pikir Claudia Septiani Gulo
Keyword(s):  
Data Mining ◽  
Stock Price ◽  
Historical Data ◽  
Moving Average ◽  
Composite Index ◽  
Percentage Error ◽  
Autoregressive Integrated Moving Average ◽  
Average Percentage ◽  
Correlation Plot ◽  
Average Percentage Error

There are various types of investment in Indonesia, one of which is the Indeks Harga Saham Gabungan (IHSG) or in English it is called the Indonesia Composite Index, ICI, or IDX Composite. IHSG is an important parameter to consider when making an investment considering that IHSG is a joint stock. This study aims to predict the price of the IHSG with data mining techniques using an algorithm that can be used as a reference for investors when making an investment. ARIMA is a model for generating estimates from historical data. Data in this study were collected from the monthly IHSG from January 4, 2010 - November 26, 2019. Based on the correlation plot, two autocorrelations (lag 1, lag 32) were found to be significant. This model can predict with an average percentage error of 0.004 so that this prediction is considered good enough to predict the stock price of the IHSG.

Application of Enhanced Hidden Markov Model in Stock Price Prediction

2020 ◽  
Vol 3 (1) ◽  
pp. 70-78
Author(s):  
Donata D. Acula ◽  
Teofilo De Guzman
Keyword(s):  
Neural Networks ◽  
Markov Model ◽  
Hidden Markov Model ◽  
Stock Price ◽  
Hidden Markov ◽  
Moving Average ◽  
High Price ◽  
Percentage Error ◽  
Autoregressive Integrated Moving Average ◽  
Stock Price Prediction

The main focus of this research is the enhancement of the Hidden Markov Model by using some features of Neural Networks and the forecasted values of predictors by Seasonal Autoregressive Integrated Moving Average. The enhanced method was used to predict the close price of stocks whose predictors are open price, high price, low price, and volume of Apple and Nokia data. The performance of the method was measured using the Mean Absolute Percentage Error of the predicted price. The result was compared against the actual close price by using the paired T-test. The testing of the hypothesis showed that the Enhanced Hidden Markov Model obtained more than 94% accuracy rate. It also shows that in Apple data, the predicted close price of the Enhanced Hidden Markov Model is significantly better than the predicted close price of Neural Networks. Using Nokia data, the test claims that there is no difference between the performance of Enhanced Hidden Markov Model and Neural Network in prediction. 

Actuation and dynamic mechanical characteristics of a core free flat dielectric electro-active polymer soft actuator

2020 ◽  
Vol 14 (4) ◽  
pp. 7396-7404
Author(s):  
Abdul Malek Abdul Wahab ◽  
Emiliano Rustighi ◽  
Zainudin A.
Keyword(s):  
Theoretical Model ◽  
Resonance Frequency ◽  
Dynamic Testing ◽  
Experimental Results ◽  
Percentage Error ◽  
Initial Tension ◽  
Average Percentage ◽  
Soft Actuator ◽  
Average Percentage Error ◽  
Mechanical Dynamics

Various complex shapes of dielectric electro-active polymer (DEAP) actuator have been promoted for several types of applications. In this study, the actuation and mechanical dynamics characteristics of a new core free flat DEAP soft actuator were investigated. This actuator was developed by Danfoss PolyPower. DC voltage of up to 2000 V was supplied for identifying the actuation characteristics of the actuator and compare with the existing formula. The operational frequency of the actuator was determined by dynamic testing. Then, the soft actuator has been modelled as a uniform bar rigidly fixed at one end and attached to mass at another end. Results from the theoretical model were compared with the experimental results. It was found that the deformation of the current actuator was quadratic proportional to the voltage supplied. It was found that experimental results and theory were not in good agreement for low and high voltage with average percentage error are 104% and 20.7%, respectively. The resonance frequency of the actuator was near 14 Hz. Mass of load added, inhomogeneity and initial tension significantly affected the resonance frequency of the soft actuator. The experimental results were consistent with the theoretical model at zero load. However, due to inhomogeneity, the frequency response function’s plot underlines a poor prediction where the theoretical calculation was far from experimental results as values of load increasing with the average percentage error 15.7%. Hence, it shows the proposed analytical procedure not suitable to provide accurate natural frequency for the DEAP soft actuator.

PREDIKSI HARGA SAHAM PT. BRI, Tbk. MENGGUNAKAN METODE ARIMA (Autoregressive Integrated Moving Average)

2014 ◽  
Vol 14 (2) ◽  
pp. 60
Author(s):  
Greis S Lilipaly ◽  
Djoni Hatidja ◽  
John S Kekenusa
Keyword(s):  
Stock Price ◽  
Moving Average ◽  
Secondary Data ◽  
Research Use ◽  
Autoregressive Integrated Moving Average ◽  
Minimum Data ◽  
Research Show

PREDIKSI HARGA SAHAM PT. BRI, Tbk. MENGGUNAKAN METODE ARIMA (Autoregressive Integrated Moving Average) Greis S. Lilipaly1) , Djoni Hatidja1) , John S. Kekenusa1) ABSTRAK Metode ARIMA adalah salah satu metode yang dapat digunakan dalam memprediksi perubahan harga saham. Tujuan dari penelitian ini adalah untuk membuat model ARIMA dan memprediksi harga saham PT. BRI, Tbk. bulan November 2014. Penelitian menggunakan data harga saham  harian  maksimum dan minimum PT. BRI, Tbk. Data yang digunakan yaitu data sekunder yang diambil dari website perusahaan PT. BRI, Tbk. sejak 3 Januari 2011 sampai 20 Oktober 2014 untuk memprediksi harga saham bulan November 2014. Dari hasil penelitian menunjukkan bahwa data tahun 2011 sampai Oktober 2014 bisa digunakan untuk memprediksi harga saham bulan November 2014. Hasilnya model ARIMA untuk harga saham maksimum adalah ARIMA (2,1,3) dan harga saham minimum adalah model (2,1,3) yang dapat digunakan untuk memprediksi data bulan November 2014 dengan validasi prediksi yang diambil pada bulan Oktober 2014 untuk selanjutnya dilakukan prediksi bulan November 2014. Kata Kunci: Metode ARIMA, PT. BRI, Tbk., Saham THE PREDICTION STOCK PRICE OF PT. BRI, Tbk. USE ARIMA METHOD (Autoregressive Integrated Moving Average) ABSTRACT ARIMA method is one of the method that used to prediction the change of stock price. The purpose of this research is to make model of ARIMA and predict stock price of PT. BRI, Tbk. in November 2014. The research use maximum and minimum data of stock price daily of PT. BRI, Tbk. Data are used is secondary data that taking from website of PT. BRI, Tbk. since January 3rd 2011 until October 20th 2014 to predict stock price in November 2014. From this research show that data from 2011 until October 2014 can be used to predict the stock price in November 2014. The result of ARIMA’s model for the maximum stock price is ARIMA (2,1,3) and the minimum stock price is (2,1,3) can use to predict the data on November 2014 with predict validation that take on October 2014 and with that predict November 2014. Keywords: ARIMA method, PT. BRI, Tbk., Stock

scholarly journals Autoregressive Integrated Moving Average (ARIMA) Sebagai Model Peramalan Kasus Demam Berdarah Dengue

2020 ◽  
Vol 10 (2) ◽  
pp. 76-80
Author(s):  
Roro Kushartanti ◽  
Maulina Latifah
Keyword(s):  
Community Health ◽  
Health Center ◽  
Moving Average ◽  
Arima Model ◽  
Community Health Center ◽  
Percentage Error ◽  
Dengue Case ◽  
Monthly Data ◽  
Autoregressive Integrated Moving Average ◽  
Forecasting Method

ARIMA is a forecasting method time series that does not require a specific data pattern. This study aims to analyze the forecasting of Semarang City DHF cases specifically in the Rowosari Community Health Center. The study used monthly data on DHF cases in the Rowosari Community Health Center in 2016, 2017, and 2019 as many as 36 dengue case data. The best ARIMA model for forecasting is a model that meets the requirements for parameter significance, white noise and has the MAPE (Mean Absolute Percentage Error Smallest) value. The results of the analysis show that the best model for predicting the number of dengue cases in the Rowosari Public Health Center Semarang is the ARIMA model (1,0,0) with a MAPE value of 43.98% and a significance coefficient of 0.353, meaning that this model is suitable and feasible to be used as a forecasting model. DHF cases in the Rowosari Community Health Center in Semarang City.

scholarly journals SPASIAL DATA MINING MENGGUNAKAN MODEL SAR-KRIGING

2011 ◽  
Vol 5 (3) ◽  
pp. 52
Author(s):  
Atje Setiawan ◽  
Rudi Rosadi
Keyword(s):  
Data Mining ◽  
Elementary School ◽  
Spatial Data ◽  
Spatial Data Mining ◽  
Education Quality ◽  
Percentage Error ◽  
Kriging Method ◽  
National Education ◽  
Software Application ◽  
Average Percentage

The region of Indonesia is very sparse and it has a variation condition in social, economic and culture, so the problem in education quality at many locations is an interesting topic to be studied. Database used in this research is Base Survey of National Education 2003, while a spatial data is presented by district coordinate as a least analysis unit. The aim of this research is to study and to apply spatial data mining to predict education quality at elementary and junior high schools using SAR-Kriging method which combines an expansion SAR and Kriging method. Spatial data mining process has three stages. preprocessing, process of data mining, and post processing.For processing data and checking model, we built software application of Spatial Data Mining using SAR-Kriging method. An application is used to predict education quality at unsample locations at some cities at DIY Province.  The result shows that SAR-Kriging method for some cities at DIY for elementary school has an average percentage error 6.43%. We can conclude that for elementary school, SAR-Kriging method can be used as a fitted model. Keywords—  Expansion SAR, SAR-Kriging, quality education

APLIKASI PREDIKSI JANGKA PENDEK HARGA BITCOIN MENGGUNAKAN METODE ARIMA

2020 ◽  
Vol 25 (3) ◽  
pp. 160-174
Author(s):  
Nur Fitrian Bintang Pradana ◽  
Sri Lestanti
Keyword(s):  
Moving Average ◽  
Mean Absolute Percentage Error ◽  
Percentage Error ◽  
Autoregressive Integrated Moving Average ◽  
Absolute Percentage Error

Bitcoin merupakan mata uang digital yang sekarang paling banyak digunakan. Perubahan harga yang sewaktu-waktu dapat berubah membuat pengguna bitcoin harus teliti ketika melakukan penukaran. Kepopuleran bitcoin terus meningkat dan menjadi aset untuk investasi bagi para penggunanya. Untuk mengatasi perubahan harga yang tidak menentu maka dibutuhkan sebuah aplikasi prediksi harga bitcoin untuk membantu para penggunanya dalam memprediksi harga bitcoin kedepannya. Prediksi dilakukan dengan menggunakan metode Autoregressive Integrated Moving Average (ARIMA) yang mampu menghasilkan tingkat akurasi tinggi dalam prediksi jangka pendek. Metode ini mengabaikan variabel independen dalam membuat prediksi, sehingga cocok untuk data statistik saling terhubung serta memiliki beberapa asumsi yang harus dipenuhi seperti autokorelasi, trend, maupun musiman. Evaluasi hasil prediksi menggunakan Mean Absolute Percentage Error (MAPE). Hasil pengujian menujukkan bahwa model ARIMA (3,1,3) menghasilkan prediksi dengan nilai MAPE terkecil daripada kandidat model lainnya. Rata-rata nilai MAPE yang dihasilkan adalah sebesar 0,84 dan rentang nilai 1,34 untuk prediksi hari pertama dan 0,98 untuk prediksi hari ketujuh. Dengan demikian model ARIMA (3,1,3) mampu menghasilkan prediksi dengan akurasi yang baik dan layak untuk digunakan sebagai metode prediksi bitcoin untuk satu sampai tujuh hari kedepan.

PP15 Predicting variations of calls to an ambulance service in the UK caused by circulating infections using-deep learning methods

2019 ◽  
Vol 36 (10) ◽  
pp. e7.2-e7
Author(s):  
Thilo Reich ◽  
Marcin Budka
Keyword(s):  
Deep Learning ◽  
Short Term Memory ◽  
Prehospital Care ◽  
Machine Learning Algorithms ◽  
Ambulance Service ◽  
Percentage Error ◽  
Learning Methods ◽  
Average Percentage ◽  
Average Percentage Error ◽  
The Uk

BackgroundDigital patient records in the ambulance service have opened up new opportunities for prehospital care. Previously it was demonstrated that prehospital pyrexia numbers are linked to an increase in overall calls to the ambulance service. This study aims to predict the future number of calls using deep-learning methods.MethodsTemperature readings for 280,447 patients were generously provided by the South Western Ambulance Service Trust. The data covered the time between 05/01/2016 and 30/04/2017 with overall 44,472 patients being pyretic. A rolling window of 10 days was applied to daily sums for both pyretic and apyretic patients. These windows were used as input features to train machine-learning algorithms predicting the number of calls 10 days ahead. Algorithms tested include Linear Regression (LR), basic Recurrent Neural Networks (RNN), Long Short Term Memory (LSTM) and Gated Recurrent Unit (GRU) architectures. A genetic approach was used to optimise the architecture, in which parameters were randomly modified and over several generations the best performing algorithm will be selected to be further manipulated. To assess performance the Mean Average Percentage Error (MAPE) was used.ResultsThe initial analysis showed that the total patient number and pyretic patient numbers are correlated. The best performing algorithms with varying numbers of hidden units had the following MAPE in comparison to simple LR: LR=19.4%, LSTM (104 units) = 6.1%, RNN (79 units)=6.01%, GRU (80 units)=5.97%.ConclusionsThese preliminary results suggest that deep-learning methods allow to predict the variations in total number of calls caused by circulating infections. Further investigations will aim to confirm these findings. Once fully verified these algorithms could play a major role in operational planning of any ambulance service by predicting increases in demand.

scholarly journals Validity of Consumer Activity Monitors and an Algorithm Using Smartphone Data for Measuring Steps during Different Activity Types

2020 ◽  
Vol 17 (24) ◽  
pp. 9314
Author(s):  
Verena Hartung ◽  
Mustafa Sarshar ◽  
Viktoria Karle ◽  
Layal Shammas ◽  
Asarnusch Rashid ◽  
...  
Keyword(s):  
Physical Activity ◽  
Arm Movements ◽  
Percentage Error ◽  
Activity Measurement ◽  
Overground Walking ◽  
Activity Monitors ◽  
Average Percentage ◽  
Study Results ◽  
Promotion Of Physical Activity ◽  
Average Percentage Error

Background: Consumer activity monitors and smartphones have gained relevance for the assessment and promotion of physical activity. The aim of this study was to determine the concurrent validity of various consumer activity monitor models and smartphone models for measuring steps. Methods: Participants completed three activity protocols: (1) overground walking with three different speeds (comfortable, slow, fast), (2) activities of daily living (ADLs) focusing on arm movements, and (3) intermittent walking. Participants wore 11 activity monitors (wrist: 8; hip: 2; ankle: 1) and four smartphones (hip: 3; calf: 1). Observed steps served as the criterion measure. The mean average percentage error (MAPE) was calculated for each device and protocol. Results: Eighteen healthy adults participated in the study (age: 28.8 ± 4.9 years). MAPEs ranged from 0.3–38.2% during overground walking, 48.2–861.2% during ADLs, and 11.2–47.3% during intermittent walking. Wrist-worn activity monitors tended to misclassify arm movements as steps. Smartphone data collected at the hip, analyzed with a separate algorithm, performed either equally or even superiorly to the research-grade ActiGraph. Conclusion: This study highlights the potential of smartphones for physical activity measurement. Measurement inaccuracies during intermittent walking and arm movements should be considered when interpreting study results and choosing activity monitors for evaluation purposes.

scholarly journals Comparison of Otolith Readability and Reproducibility of Counts of Translucent Zones Using Different Otolith Preparation Methods for Four Endemic Labeobarbus Species in Lake Tana, Ethiopia

Water ◽  
2019 ◽  
Vol 11 (7) ◽  
pp. 1336 ◽  
Author(s):  
Gebremedhin ◽  
Bekaert ◽  
Getahun ◽  
Bruneel ◽  
Anteneh ◽  
...  
Keyword(s):  
Management Strategies ◽  
Tropical Fish ◽  
Percentage Error ◽  
Systematic Bias ◽  
Preparation Technique ◽  
Lake Tana ◽  
Preparation Methods ◽  
Average Percentage ◽  
Average Percentage Error ◽  
Preparation Techniques

The analysis of fish age data is vital for the successful conservation of fish. Attempts to develop optimal management strategies for effective conservation of the endemic Labeobarbus species are strongly affected by the lack of accurate age estimates. Although methodological studies are key to acquiring a good insight into the age of fishes, up to now, there have not been any studies comparing different methods for these species. Thus, this study aimed at determining the best method for the endemic Labeobarbus species. Samples were collected from May 2016 to April 2017. Asteriscus otoliths from 150 specimens each of L. intermedius, L. tsanensis, L. platydorsus, and L. megastoma were examined. Six methods were evaluated; however, only three methods resulted in readable images. The procedure in which whole otoliths were first submerged in water, and subsequently placed in glycerol to take the image (MO1), was generally best. Except for L. megastoma, this method produced the clearest image as both the coefficient of variation and average percentage error between readers were lowest. Furthermore, except for L. megastoma, MO1 had high otolith readability and no systematic bias. Therefore, we suggest that MO1 should be used as the standard otolith preparation technique for the first three species, while for L. megastoma, other preparation techniques should be evaluated. This study provides a reference for researchers from Africa, particularly Ethiopia, to develop a suitable otolith preparation method for the different tropical fish species.

scholarly journals The Impact of Lengths of Time Series on the Accuracy of the ARIMA Forecasting

2019 ◽  
Vol 4 (3) ◽  
pp. 58
Author(s):  
Lu Qin ◽  
Kyle Shanks ◽  
Glenn Allen Phillips ◽  
Daphne Bernard
Keyword(s):  
Time Series ◽  
Historical Data ◽  
Moving Average ◽  
Arima Model ◽  
Forecasting Accuracy ◽  
Autoregressive Integrated Moving Average ◽  
Enrollment Forecasting ◽  
Moving Average Model ◽  
The Impact ◽  
Practical Impact

The Autoregressive Integrated Moving Average model (ARIMA) is a popular time-series model used to predict future trends in economics, energy markets, and stock markets. It has not been widely applied to enrollment forecasting in higher education. The accuracy of the ARIMA model heavily relies on the length of time series. Researchers and practitioners often utilize the most recent - to -years of historical data to predict future enrollment; however, the accuracy of enrollment projection under different lengths of time series has never been investigated and compared. A simulation and an empirical study were conducted to thoroughly investigate the accuracy of ARIMA forecasting under four different lengths of time series. When the ARIMA model completely captured the historical changing trajectories, it provided the most accurate predictions of student enrollment with 20-years of historical data and had the lowest forecasting accuracy with the shortest time series. The results of this paper contribute as a reference to studies in the enrollment projection and time-series forecasting. It provides a practical impact on enrollment strategies, budges plans, and financial aid policies at colleges and institutions across countries.

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