“Implementasi Metode Holt-Winters Exponential Smoothing dan Triple Exponential Smoothing dalam Memprediksi Harga Emas Berjangka.

Abstract

Gold is one of the goods that is much favored by investors, this is because gold has advantages when compared to other assets. Gold investment is a type of investment that tends to be safer and more profitable than other types of investment. For investors who want to invest in gold, of course, they need information about changes in gold prices to find out the advantages and disadvantages that will occur when they enter the investment field, so that investors can determine when to buy or sell gold. Therefore, the need for predictions (forecasting) on the price of gold. In this study, the Holt-Winters Exponential Smoothing and Triple Exponential Smoothing methods will be used. The data used by the author is in the form of gold futures price data at a monthly frequency from January 2020 - December 2022. After testing the price of gold, a plot of predictive data is obtained which tends to follow the pattern of the actual data. By using the Additive Holt-Winters Exponential Smoothing method, a MAPE value of 4.7% was obtained with parameters α=0.83, β=0 and γ=1. And in the Triple Exponential Smoothing method, with the parameter α=0.83, the MAPE value is 8.2%.