Penerapan WEMA dalam Peramalan Data IHSG
Abstract
One of the most popular technical indicator used in time series analysis for predicting future data is the Moving Average method. During its’ development, many variation and implementation have been made by researchers, one of them is the Weighted Exponential Moving Average (WEMA) which is introduced by Hansun.
In this paper, we will try to implement the WEMA method on one of stock market change indicator in Indonesia, i.e. the Jakarta Stock Exchange (JKSE) composite index data. The research is continued by calculating the accuracy and robustness of WEMA method, using MSE and MAPE criteria. The result shows that the WEMA method can be used to predict JKSE data and it’s quite accurate.
Kata kunci—time series analysis, JKSE, moving average, WEMA
Downloads
This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.
Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution-ShareAlike International License (CC-BY-SA 4.0) that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.
Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.
Copyright without Restrictions
The journal allows the author(s) to hold the copyright without restrictions and will retain publishing rights without restrictions.
The submitted papers are assumed to contain no proprietary material unprotected by patent or patent application; responsibility for technical content and for protection of proprietary material rests solely with the author(s) and their organizations and is not the responsibility of the ULTIMATICS or its Editorial Staff. The main (first/corresponding) author is responsible for ensuring that the article has been seen and approved by all the other authors. It is the responsibility of the author to obtain all necessary copyright release permissions for the use of any copyrighted materials in the manuscript prior to the submission.
