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What is Forecasting IDX Composite with Fuzzy Models about?

The main objective of this research is to propose forecasting model of stock exchange (IDX) composite index using a weighted fuzzy time series (WFTS) model. The Mamdani inference system has been applied with the fuzzy model by using centroid defuzzification. After the models have been executed and verified, the performance of WFTS model has been compared with the conventional fuzzy time series (FTS) model using root mean square error (RMSE). The results showed that WFTS models had better perform

Author

International Journal of Innovative Science and Research Technology

Language

EN