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Comparative Analysis of the Fuzzy Time Series Chen and Saxena-Easo Model on the Closing Price of the Composite Stock Price Index

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概要 The stock price index is one of the indicators in looking at stock price movements. Stock investment is hard to do when the country's economy is down. Therefore, investors are expected to be able to p...redict the stock price. In this study, the objective was to find out the closing price of the combined stock for the next three periods using the Fuzzy Time Series method of Chen and Saxena-Easo models as well as the error rate of the prediction result through the Mean Absolute Percentage Error (MAPE) error values. The data used is the daily closing price of the combined stock price index January 1, 2018 – October 31, 2023. The results achieved in this study were the forecast of the closure price of a combined share for November 1 - 3, 2023, which is 6,712.59, 6,757.00 and 6,733.96 along with the error value of the MAPE Fuzzi Time Series model Chen of 1.53% and Saxena-Easo of 0.24%.続きを見る

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登録日 2025.12.15
更新日 2025.12.19