Cikita, Marsya (2014) Analisis Perbandingan Penerapan Metode Arima dan Jaringan Syaraf Tiruan Terhadap Pencapaian Performa Prediksi Terbaik Pada Indeks LQ 45 Tahun 2010-2012. S2 thesis, Universitas Mercu Buana Jakarta-Menteng.
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Abstract
This paper has a purpose to analyze the development of the MSE (Mean Squared Erorr) by using ARIMA (Autoregressive Integrated Moving Average) and ANN (Artificial Neural Network) and compare the two methods on the achievement of performance prediction LQ 45 index in year 2010-2012. Results showed that of two forecasting methods are used, namely ARIMA and ANN (Artificial Neural Network) showed that the neural network method has the smallest MSE value than ARIMA method. With the same input obtained ANN method can recognize patterns of data and perform better prediction than ARIMA method. Investors are advised to use the ANN method for predicting the LQ45 Index as one of the methods in the technical analysis approach because it has the smallest risk than ARIMA method. Keywords : ARIMA, Artificial Neural Network , Mean Squared Erorr. Tesis ini bertujuan untuk menganalisis perkembangan MSE (Mean Squared Erorr) dengan menggunakan metode ARIMA (Autoregressive Integrated Moving Average) dan JST (Jaringan Syaraf Tiruan) dan membandingkan kedua metode terhadap pencapaian performa prediksi Indeks LQ 45 pada Tahun 2010 - 2012. Hasil penelitian menunjukkan bahwa dari kedua metode peramalan yang digunakan, yaitu ARIMA dan JST (Jaringan Syaraf Tiruan) menunjukkan bahwa pada metode JST memiliki nilai MSE terkecil dibandingkan metode ARIMA. Dengan input yang sama didapatkan metode JST dapat mengenali pola data dan melakukan prediksi lebih baik dibandingkan metode ARIMA. Disarankan investor untuk menggunakan metode JST untuk memprediksi Indeks LQ45 sebagai salah satu metode dalam pendekatan analisis teknikal karena memiliki resiko terkecil dibandingkan metode ARIMA. Kata Kunci : ARIMA, Jaringan Syaraf Tiruan , Mean Squared Erorr.
| Item Type: | Thesis (S2) |
|---|---|
| Call Number CD: | CDT-551-14-085 |
| Call Number: | TM/51/14/219 |
| NIM/NIDN Creators: | 55111120151 |
| Uncontrolled Keywords: | Arima, Jaringan Syaraf Tiruan, Mean Squared Erorr, mku, manajemen keuangan |
| Subjects: | 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum |
| Divisions: | Pascasarjana > Magister Manajemen |
| Depositing User: | Admin Perpus UMB |
| Date Deposited: | 04 Feb 2015 08:30 |
| Last Modified: | 30 Jun 2022 03:43 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/13743 |
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