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Vol. 7 No. 1 (2026) • Articles
Open Access

Forecasting Harga Saham PT. ABCD Menggunakan Algoritma Fuzzy Time Series

Muchamad Izzul Khaq
Universitas Yudharta Pasuruan
Arif Faizin
Universitas Yudharta Pasuruan
Ahmad Zulham Fahamsyah Havy
Universitas Yudharta Pasuruan
Published: January 10, 2026 Pages: 1-9
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Abstract

High stock price fluctuations pose a significant challenge for investors and analysts in determining investment strategies. Price dynamics influenced by economic, political, and psychological market factors require forecasting methods that can accommodate uncertainty and non-linear historical data patterns. This study applies Cheng's Fuzzy Time Series algorithm to predict the stock price of PT. ABCD by going through the stages of universe set formation, interval determination, fuzzification, fuzzy logic relationship formation, and defuzzification to obtain prediction results. The method implementation was carried out using two approaches: manual calculation using Microsoft Excel and automatic calculation using the Orange application. The results show that Cheng's method is able to produce predictions very close to the actual value, with an accuracy level measured using the Mean Absolute Percentage Error (MAPE) indicator of 0.058787% on both platforms. The consistency of the results between Excel and Orange proves the reliability of Cheng's method, so it can be used as a reference in supporting investment decision-making in the Indonesian capital market.

Keywords:
Fuzzy Logic Fuzzy Time Series Cheng Forecasting; Stock Prices Fluctuation MAPE
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Author Biographies
Muchamad Izzul Khaq Universitas Yudharta Pasuruan

Program Studi Teknik Informatika, Universitas Yudharta Pasuruan, Kabupaten Pasuruan, Provinsi Jawa Timur, Indonesia

Arif Faizin Universitas Yudharta Pasuruan

Program Studi Teknik Informatika, Universitas Yudharta Pasuruan, Kabupaten Pasuruan, Provinsi Jawa Timur, Indonesia

Ahmad Zulham Fahamsyah Havy Universitas Yudharta Pasuruan

Program Studi Teknik Informatika, Universitas Yudharta Pasuruan, Kabupaten Pasuruan, Provinsi Jawa Timur, Indonesia

How to Cite
Khaq, M. I., Faizin, A., & Havy, A. Z. F. (2026). Forecasting Harga Saham PT. ABCD Menggunakan Algoritma Fuzzy Time Series. Jurnal Indonesia : Manajemen Informatika Dan Komunikasi, 7(1), 1-9. https://doi.org/10.63447/jimik.v7i1.1639
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