METODE AVERAGE-BASED WEIGHTED FUZZY INTEGRATED TIME SERIES LEE HIGH ORDER (Studi Kasus pada Peramalan Mata Uang Kripto Bitcoin)

Sarmila Nurhasanah, - (2022) METODE AVERAGE-BASED WEIGHTED FUZZY INTEGRATED TIME SERIES LEE HIGH ORDER (Studi Kasus pada Peramalan Mata Uang Kripto Bitcoin). S1 thesis, Universitas Pendidikan Indonesia.

Abstract

Fuzzy time series (FTS) is one of the data forecasting methods that was first introduced
by Song and Chissom in 1993. In its application, the FTS method forecasting uses data
in the form of fuzzy sets where the set comes from real numbers over the actual data
universe. One of the important aspects in FTS forecasting is determining the exact
length of the interval, this is because it will affect the forecasting results. The method
in determining the length of the interval is the interval method with an average basis
(Average-Based) which will form an appropriate fuzzy relationship and produce good
forecasts. In producing better forecasts and weighting, the FTS method has undergone
many developments, one of which is the Weighted Fuzzy Integrated Time Series
(WFITS) which assigns different weights to each relationship formed. This study
discusses the Average-Based WFITS method with the high-order Lee algorithm with
the case study used is Bitcoin crypto currency data. Mean Absolute Percentage Error
(MAPE) is used to calculate the accuracy of forecasting values. The purpose of this
study is to determine the accuracy of the High Order Average-Based WFITS Lee
method and the forecasting results of this method on Bitcoin crypto currency data. The
data used from August 1, 2021 to April 5, 2022 obtained very good forecasting results
with MAPE values of 1.84% for Training data and 1.76% for Testing data.

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	Text S_MAT_1801164_Chapter1.pdf Download (199kB)
	Text S_MAT_1801164_Chapter2.pdf Restricted to Staf Perpustakaan Download (251kB)
	Text S_MAT_1801164_Chapter3.pdf Download (71kB)
	Text S_MAT_1801164_Chapter4.pdf Restricted to Staf Perpustakaan Download (376kB)
	Text S_MAT_1801164_Chapter5.pdf Download (59kB)
	Text S_MAT_1801164_Appendix.pdf Restricted to Staf Perpustakaan Download (734kB)

Item Type:	Thesis (S1)
Uncontrolled Keywords:	Average-Based Length, Weighted Fuzzy Integrated Time Series High Order, Forecasting, Crypto Bitcoin
Subjects:	L Education > L Education (General) Q Science > QA Mathematics
Divisions:	Fakultas Pendidikan Matematika dan Ilmu Pengetahuan Alam > Program Studi Matematika - S1 > Program Studi Matematika (non kependidikan)
Depositing User:	Sarmila Nurhasanah
Date Deposited:	20 May 2022 02:43
Last Modified:	20 May 2022 02:43
URI:	http://repository.upi.edu/id/eprint/72351

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