Algoritma FB Prophet Berbasis Clustering untuk Prediksi Harga Saham
Keywords:
Forecasting, FB Prophet, K-Means, Stock Price
Abstract
Extreme volatility in banking stocks like PT Bank Central Asia Tbk (BBCA) decreases single forecasting model accuracy due to high data heterogeneity. This study aims to analyze BBCA stock price prediction accuracy using the FB Prophet algorithm mediated by K-Means Clustering preprocessing. A quantitative time-series method was applied to monthly data from 2014–2025. Results show that K-Means integration (k=3) effectively resolves data heterogeneity. Globally, the FB-Prophet model yielded a Mean Absolute Percentage Error (MAPE) of 20.34%. However, cluster-based evaluation demonstrated superior accuracy during transition phases (MAPE 9.83%) and low-price phases (MAPE 10.13%), dropping the average cluster error to 16.22%. Accuracy decreased only during highly volatile peak price phases (MAPE 28.70%). The 12-month projection for 2026 indicates a stable, conservative linear growth trend, closing at Rp8,532.34. Conclusively, this hybrid Clustering-Forecasting approach provides a more comprehensive and accurate prediction mapping based on distinct market phases.
References
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Sihombing, Y. U. (2024). Prediksi harga saham kelompok pada indeks SRI-Kehati menggunakan metode K-Means dan LSTM.
Siregar, Z. U., & Santoso, H. (2025). Algoritma Moving Average untuk peramalan harga TBS kelapa sawit. Sistemasi: Jurnal Sistem Informasi, 14(1), 455–469.
Taofiqurrohman, H., Wufron, W., & Roji, F. F. (2025). Prediksi harga saham Telkom menggunakan Prophet: Analisis pengaruh sentimen publik terhadap kehadiran Starlink. MALCOM: Indonesian Journal of Machine Learning and Computer Science, 5(2), 484–495.
Tshamaroh, M., Nasution, N. S., Nadhirah, N., Alfira, R. A., & Xintong, Z. (2025). Amazon stock price prediction using Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU). Public Research Journal of Engineering, Data Technology and Computer Science (PREDATECS), 3(1), 1–9. https://doi.org/10.57152/predatecs.v3i1.1656
Amalia, S., Christyn, M., Banjarnahor, R. M., & Manihuruk, J. N. (2025). Prediksi harga saham dan estimasi risiko BBCA menggunakan model Geometric Brownian Motion (GBM). Innovative: Journal Of Social Science Research, 5(2), 3207–3220.
Fathurachman, R. M., & Saepudin, D. (2025). Prediksi return saham berbasis clustering menggunakan K-Means clustering dan convolutional neural network. LOGIC: Jurnal Penelitian Informatika, 3(1), 33–39. https://doi.org/10.25124/logic.v3i1.6467
Fitriani, A., & Suhartono. (2018). Peramalan harga saham perbankan menggunakan model VAR dan analisis teknikal. Jurnal Sains Dan Seni ITS, 7(2), D275--D281. https://media.neliti.com/media/publications/488133-none-7c14bec3.pdf
Gubu, L., Cahyono, E., Arman, Budiman, H., & Djafar, M. K. (2023). Optimasi portofolio mean-variance dengan analisis klaster fuzzy c-means. Jurnal Gaussian, 12(4), 593–604. https://doi.org/10.14710/J.GAUSS.12.4.593-604
Gultom, F. F. (2023). Pengaruh investor asing terhadap volatilitas harga saham pada sektor perbankan yang tercatat di Bursa Efek Indonesia tahun 2017-2022.
Hate, S. R., Kapdi, A. R., Pawar, N. A., Alekar, S. A., & Wadhawal, M. M. (2025). Time series analysis of financial and environmental data. International Journal of Creative Research Thoughts (IJCRT), 13(9), 1–8.
Lee, A. J. T., Lin, M. C., Kao, R. T., & Chen, K. T. (2010). An effective clustering approach to stock market prediction. PACIS 2010 Proceedings, 345–354. http://aisel.aisnet.org/pacis2010/54
Marjuni, A. (2022). Peramalan harga saham serentak menggunakan model multivariate singular spectrum analysis. Jurnal Sistem Informasi Bisnis, 12(1), 17–25. https://doi.org/10.21456/vol12iss1pp17-25
Nasution, M. A. (2023). Optimasi K-Means dan Markowitz untuk meningkatkan portofolio saham pada Bursa Efek Indonesia.
Rafi, M. T., Firdaniza, F., & Parmikanti, K. (2024). Peramalan harga saham PT Unilever Indonesia menggunakan fuzzy time series Markov chain absolute differences K-Means clustering dan fuzzy time series Markov chain tree partition method. Jurnal Lebesgue, 5(3), 1764–1782.
Rauf, B. W. (2023). Prediksi penduduk miskin di daerah tertinggal Indonesia dengan algoritma Prophet. Jurnal Ilmu Manajemen Sosial Humaniora (JIMSH), 5(2), 116–125.
Rusminto, M. Z., Wibowo, S. A., & Wahyuni, F. S. (2024). Peramalan harga saham menggunakan metode ARIMA (Autoregressive Integrated Moving Average) time series. JATI (Jurnal Mahasiswa Teknik Informatika), 8(2).
Sadewa, B., Safwandi, & Fajriana. (2025). Implementation of Simple Exponential Smoothing and Weighted Moving Average in predicting Netflix stock prices. International Journal of Engineering, Science and Information Technology, 5(1), 264–271. https://doi.org/10.52088/ijesty.v5i1.708
Santoso, R. S., & Dewi, F. K. S. (2024). Konfigurasi model Prophet untuk prediksi harga saham sektor teknologi di Indonesia yang akurat. Jurnal Buana Informatika, 15(1), 50–58.
Sharma, P., Ojha, V., Tomar, P. K., Biswal, S. K., Vinoth, S., & Homavazir, Z. (2025). Systematic review of advanced econometric models in predicting stock market price movements. Multidisciplinary Reviews, 8, 2025ss0328. https://doi.org/10.31893/multirev.2025ss0328
Sihombing, Y. U. (2024). Prediksi harga saham kelompok pada indeks SRI-Kehati menggunakan metode K-Means dan LSTM.
Siregar, Z. U., & Santoso, H. (2025). Algoritma Moving Average untuk peramalan harga TBS kelapa sawit. Sistemasi: Jurnal Sistem Informasi, 14(1), 455–469.
Taofiqurrohman, H., Wufron, W., & Roji, F. F. (2025). Prediksi harga saham Telkom menggunakan Prophet: Analisis pengaruh sentimen publik terhadap kehadiran Starlink. MALCOM: Indonesian Journal of Machine Learning and Computer Science, 5(2), 484–495.
Tshamaroh, M., Nasution, N. S., Nadhirah, N., Alfira, R. A., & Xintong, Z. (2025). Amazon stock price prediction using Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU). Public Research Journal of Engineering, Data Technology and Computer Science (PREDATECS), 3(1), 1–9. https://doi.org/10.57152/predatecs.v3i1.1656
Published
2026-04-20
How to Cite
Despasari, M., & Pitri, R. (2026). Algoritma FB Prophet Berbasis Clustering untuk Prediksi Harga Saham. VARIANSI: Journal of Statistics and Its Application on Teaching and Research, 8(1), 116-126. https://doi.org/10.35580/variansiunm509
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