Forecasting Historical Data of Bitcoin using ARIMA and α-Sutte Indicator

Abstract

Abstract. The purpose of this study is to apply the α-Sutte Indicator and ARIMA in forecasting data. α-Sutte Indicator is a new forecasting method that was developed in 2017 by Ansari Saleh Ahmar. To see the accuracy of these methods, the forecasting results of the α-Sutte Indicator will be forecasting methods compared to other items, namely: ARIMA. Based on the results of forecasting, it is found that α-Sutte Indicator has MSE and MAE values that are lower than other methods (ARIMA). This is supported by MSE data from α-Sutte Indicator smaller than ARIMA(1,1,1).

IOWA Unemployment Insurance Claimants: A Comparison between α-Sutte Indicator and Other Forecasting Methods

“…The uses of previous data is intended to accommodate the unstable data movement. Thus, the formula of α-Sutte Indicator mathematically is as follows [4,14]…”

“…The method that is often used in forecasting i.e. ARIMA [2][3][4][5], ARIMA-AO [6], Holt-Winters [3], Neural Network Time Series [7,8], α-Sutte Indicator [9], and other methods [10].…”

Fuzzy Model Tahani as Decision Support System for Employee Promotion

“…The promotion process of promotion and career planning is generally based on certain factors, such as education level and working period, but there are many other factors to assess a person for promotion of positions such as discipline, diligence and accuracy or expertise owned by an employee [5], [6] These factors can be managed by a system that can be helpful for the decision maker [7]- [9] Data processing using human labor is very vulnerable error [10]- [13], it can be happen because human capabilities are very limited. Reducing errors that may occur is very appropriate when using the computer [14] as a tool in data processing and presents the information necessary for various purposes [10], [15]- [18].Promotion in XYZ organization is still manual and requires implementation of information technology for data processing because an organization will be able to move quickly if the information obtained is also fast and accurate especially in making decisions [2], [19]- [27] Decision Support System (DSS) is one way that can be used for top management get recommendation promotion based on certain criteria, DSS with Fuzzy Tahani model method can help top management in making decision because this method is derived from artificial intelligence that do processing with factor certainty and uncertainty [8], [14], [28]- [31]. Fuzzy [30] database system is one of Fuzzy method that uses standard database.…”

Implementation of Bootstrap ARIMA Method to Forecasting Gross Domestic Products (GDP)

“…GDP in the future can be predicted using last year GDP data. Some of the most commonly used forecasting methods in time series modeling in forecasting data are ARIMA [1][2], α-Sutte Indicator [3][4], Holt-Winters [5], Fuzzy Time Series/Neural Network [6] [7]. Sometimes in reality, small data can be obtained so that the forecasting process cannot be optimal due to lack of previous data information so that the need to do the addition of samples or in other words the size of the sample enlarged.…”