Prediksi Harga Saham PT.Telekomunikasi Indonesia Menggunakan Metode Transformasi Wavelet Diskrit Daubechies

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Authors

  • Isna Alima Universitas Mulawarman
  • Ika Purnamasari Universitas Mulawarman
  • Syaripuddin Syaripuddin Universitas Mulawarman

DOI:

https://doi.org/10.32665/statkom.v3i1.2981

Keywords:

Saham, MAPE, Peramalan, Wavelet, Thresholding

Abstract

Latar Belakang: Wavelet Daubechies merupakan penyempurnaan dari wavelet Haar yang mempunyai keunggulan dibandingkan wavelet lainnya, sehingga wavelet Daubechies jenis ini sering digunakan untuk transformasi wavelet diskrit (TWD). TWD akan menghasilkan sejumlah koefisien yang diproses dalam estimasi ambang batas untuk menghilangkan noise pada data. Pada proses estimasi ambang batas, terdapat jenis fungsi ambang batas dan parameter yang mempengaruhi kelancaran hasil estimasi.

Tujuan: Memperoleh nilai prediksi harga saham PT Telekomunikasi Indonesia pada tanggal 21 September 2020 sampai dengan 27 Februari 2023 dan mengetahui level terbaiknya.

Metode: Transformasi Wavelet Diskrit Daubechies fungsi hard thresholding pemilihan parameter minimax.

Hasil: Nilai prediksi data saham PT.Telekomunikasi Indonesia sangat akurat, mengikuti pola data sebenarnya dengan nilai mean absolute percentage error (MAPE) kurang dari 2% untuk setiap level (1 – 6).

Kesimpulan: Level pertama merupakan level terbaik untuk melakukan prediksi harga saham PT Telekomunikasi Indonesia menggunakan metode Wavelet Daubechies dengan MAPE terkecil sebesar 0,008013.

 

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Published

2024-06-30

How to Cite

Alima, I., Purnamasari, I., & Syaripuddin, S. (2024). Prediksi Harga Saham PT.Telekomunikasi Indonesia Menggunakan Metode Transformasi Wavelet Diskrit Daubechies. Jurnal Statistika Dan Komputasi, 3(1), 42–50. https://doi.org/10.32665/statkom.v3i1.2981

Issue

Vol. 3 No. 1 (2024): Jurnal Statistika dan Komputasi

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Articles

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Abstract View: 3, PDF Download: 1