How mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model works
This repository documents a small forecasting analysis, not a deployable application. Its principal workflow uses the IHSG daily dataset to analyze and forecast the index with ARIMA and ETS, then compares the models’ forecasting performance. The notebook is the only available analysis source, so model, evaluation, and forecast stages all point to it; their internal wiring is not shown because no notebook excerpts were provided. The PDF is included as a project artifact, but its relationship to the notebook is not established.
Main entry points: Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb Analysis notebook · ihsg_daily.csv IHSG daily data
Components 8
Input data
- IHSG daily data
ihsg_daily.csv
Forecast analysis
- Analysis notebook
Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb - ARIMA model
Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb - ETS model
Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb - Performance comparison
Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb - Following-year forecast
Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb
Project artifacts
- Project paper
Time Series Analysis and Forecasting of IDX Composite Index (IHSG) Based on ARIMA and ETS Models using Python.pdf
Other components
- Analyst
Connections 6
- Analyst → Analysis notebook: runs analysis
- IHSG daily data → Analysis notebook: analysis input
- Analysis notebook → ARIMA model: uses model
- Analysis notebook → ETS model: uses model
- Analysis notebook → Performance comparison: compares performance
- Analysis notebook → Following-year forecast: produces forecast