PENERAPAN METODE HOLT WINTERS UNTUK PERAMALAN HARGA SAHAM PT PRODIA WIDYAHUSADA TBK
Abstract
The increase in the growth of Indonesian investors is partly due to the Covid-19 pandemic. Investors are moving their assets to investment instruments. One of them is stocks. The research aims to do stock forecasting or prediction to make it easier for investors to determine their investment decisions. Forecasting is an activity to calculate future conditions by utilizing past data and data that affect the situation to be predicted. This research uses forecasting methods with two Holt Winters methods, namely the Additive method and the Multiplicative method with PT Prodia Widyahusada TBK stock price data. To determine the feasibility of the forecasting model, this study uses MAPE to determine the error rate of the method in forecasting. The results of forecasting using the Holt Winters Additive and Holt Winters Multiplicative methods get MAPE values that are both very good. The MAPE value in stock forecast use Holt Winters Additive model method gets a value of 1.81% while the MAPE value in stock forecasting using the Holt Winters Multiplicative method gets a value of 2.06%. From the results of the research that has been done, it can be concluded that the MAPE value in stock forecasting using the Holt Winters Additive model method has the smallest error rate
Downloads
References
[2] N. P. Dewi and I. Listiowarni, “Implementasi Holt-Winters Exponential Smoothing untuk Peramalan Harga Bahan di Kabupaten Pamekasan,” Digital Zone: Jurnal Teknologi Informasi & Komunikasi , vol. 11, no. 2, pp. 219–231, 2020.
[3] S. Nur Hamidah et al., “Teknik Peramalan Menggunakan Metode Pemulusan Eksponensial Holt-Winters,” EPSILON: Jurnal Matematika Murni dan Terapan,” vol. 07, no. 02, pp. 26–33, 2020.
[4] Christnatalis, et al., “Perbandingan Metode Multiplicative, Additivedan Double Seasonal Holt-Wintersuntuk Prediksi Penjualan Mobil,” TEKESNOS, vol. 1, no.1, pp. 89-95, 2019.
[5] S. Hansun, V. Charles, and C. Rini Indrati, “Revisiting the Holt-Winters’ Additive Method for Better Forecasting,” International Journal of Enterprise Information Systems, vol. 15, no. 2, pp. 43–57, 2019.
[6] A. Nawawi, S. Herawati, and N. Prastiti, “Implementasi Metode Holt Winter Additive Untuk Prediksi Kunjungan Wisatawan Nusantara Kabupaten Sumenep,” Jurnal SimanteC, vol. 10, no. 1, 2021.
[7] B. W. N. Tantyo and D. Swanjaya, “Perbandingan Antara Metode Holt-Winters Dan Backpropagation Pada Model Peramalan Penjualan,” in Seminar Nasioanl Inovasi Teknologi, 2021, pp. 174–181.
[8] C. Dwi, “Berkah pandemi untuk Prodia dari Rugi jadi Laba Rp 301 M,” CNBC Indonesia, Aug. 2021. https://www.cnbcindonesia.com/market/20210804113420-17-265994/berkah-pandemi-untuk-prodia-dari-rugi-jadi-laba-rp-301-m (accessed Jun. 13, 2023).
[9] A. Thian, Pasar Modal Syariah: Mengenal dan Memahami Ruang Lingkup Pasar Modal Islam. Penerbit Andi, 2021. [Online]. Available: https://books.google.co.id/books?id=mZYsEAAAQBAJ
[10] J. Hartono, Teori portofolio dan analisis investasi. Yogyakarta: BPFE, 2017.
[11] E. F. Brigham and J. F. Houston, Dasar-dasar manajemen keuangan. Jakarta: Salemba Empat, 2018.
[12] W. Y. Rusyida, Teknik Peramalan: Metode ARIMA dan Holt Winter. Penerbit NEM, 2022. [Online]. Available: https://books.google.co.id/books?id=z9-mEAAAQBAJ
[13] Suhartono, Analisa data Statistik dengan R. Yogyakarta: Graha Ilmu, 2009.
[14] N. Kurnia, “Penerapan Peramalan Penjualan Sembako Menggunakan Metode Single Moving Average (Studi Kasus Toko Kelontong Dedeh Retail),” Jurnal Ilmiah Wahana Pendidikan, vol. 8, no. 17, pp. 307–316, 2022, doi: 10.5281/zenodo.7076573.
