Hansun, Seng (2013) Penerapan WEMA dalam Peramalan Data IHSG. Ultimatics : Jurnal Teknik Informatika, 5 (2). ISSN 2085-4552
Full text not available from this repository.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.
| Item Type: | Article |
|---|---|
| Subjects: | 300 Social Sciences > 330 Economics > 332 Financial Economics (Shares, Investment) 500 Science and Mathematic > 510 Mathematics > 519 Probabilities and Applied Mathematics |
| Divisions: | Faculty of Engineering & Informatics > Informatics |
| Depositing User: | Administrator UMN Library |
| Date Deposited: | 19 Oct 2021 02:33 |
| Last Modified: | 19 Oct 2021 02:33 |
| URI: | https://kc.umn.ac.id/id/eprint/18850 |
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