Hansun, Seng (2013) A new approach of moving average method in time series analysis. 2013 Conference on New Media Studies (CoNMedia).
Full text not available from this repository.Abstract
Moving Average is one of widely known technical indicator used to predict the future data in time series analysis. During its' development, many variation and implementation have been made by researchers. One of its' widely used variation is Exponential Moving Average (EMA). Basically, EMA is an improvement of Weighted Moving Average (WMA) that gives a special weighting to more recent data than the older data, which could not be found in Simple Moving Average (SMA) method. This paper aims to introduce a new approach of moving average method in time series analysis. The approach will combine the calculation of weighting factor in WMA and EMA as the new weighting factor. To test the accuracy and robustness of the proposed method, it will be implemented on Jakarta Stock Exchange (JKSE) composite index data. The result of the proposed method shows a promising result in this preliminary work.
| Item Type: | Article |
|---|---|
| Subjects: | 000 Computer Science, Information and General Works > 000 Computer Science, Knowledge and Systems > 006 Special Computer Methods |
| Divisions: | Faculty of Engineering & Informatics > Informatics |
| Depositing User: | Administrator UMN Library |
| Date Deposited: | 18 Oct 2021 08:17 |
| Last Modified: | 18 Oct 2021 08:17 |
| URI: | https://kc.umn.ac.id/id/eprint/18840 |
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