# mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model architecture

> Architecture diagram of the GitHub repository mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model, generated by GitDiagram from its file tree, README and a sample of source files (last updated 2026-09-28). It is an AI-made overview: check details against the source.

- Interactive diagram: https://gitdiagram.com/mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model
- Repository: https://github.com/mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model

## Overview

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`](https://github.com/mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model/blob/main/Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb) (Analysis notebook), [`ihsg_daily.csv`](https://github.com/mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model/blob/main/ihsg_daily.csv) (IHSG daily data)

## Diagram (Mermaid)

```mermaid
flowchart TD

subgraph group_data["Input data"]
  node_dataset["IHSG daily data<br/>[ihsg_daily.csv]"]
end

subgraph group_analysis["Forecast analysis"]
  node_notebook["Analysis notebook"]
  node_arima["ARIMA model"]
  node_ets["ETS model"]
  node_comparison["Performance comparison"]
  node_forecast["Following-year forecast"]
end

subgraph group_artifacts["Project artifacts"]
  node_paper["Project paper"]
end

node_analyst(("Analyst"))

node_analyst -->|"runs analysis"| node_notebook
node_dataset -->|"analysis input"| node_notebook
node_notebook -->|"uses model"| node_arima
node_notebook -->|"uses model"| node_ets
node_notebook -->|"compares performance"| node_comparison
node_notebook -->|"produces forecast"| node_forecast

click node_dataset "https://github.com/mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model/blob/main/ihsg_daily.csv"
click node_notebook "https://github.com/mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model/blob/main/Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb"
click node_arima "https://github.com/mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model/blob/main/Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb"
click node_ets "https://github.com/mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model/blob/main/Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb"
click node_comparison "https://github.com/mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model/blob/main/Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb"
click node_forecast "https://github.com/mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model/blob/main/Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb"
click node_paper "https://github.com/mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model/blob/main/Time%20Series%20Analysis%20and%20Forecasting%20of%20IDX%20Composite%20Index%20(IHSG)%20Based%20on%20ARIMA%20and%20ETS%20Models%20using%20Python.pdf"

classDef toneNeutral fill:#f8fafc,stroke:#334155,stroke-width:1.5px,color:#0f172a
classDef toneBlue fill:#dbeafe,stroke:#2563eb,stroke-width:1.5px,color:#172554
classDef toneAmber fill:#fef3c7,stroke:#d97706,stroke-width:1.5px,color:#78350f
classDef toneMint fill:#dcfce7,stroke:#16a34a,stroke-width:1.5px,color:#14532d
classDef toneRose fill:#ffe4e6,stroke:#e11d48,stroke-width:1.5px,color:#881337
classDef toneIndigo fill:#e0e7ff,stroke:#4f46e5,stroke-width:1.5px,color:#312e81
classDef toneTeal fill:#ccfbf1,stroke:#0f766e,stroke-width:1.5px,color:#134e4a
class node_dataset toneBlue
class node_notebook,node_arima,node_ets,node_comparison,node_forecast toneAmber
class node_paper toneMint
class node_analyst toneIndigo
```

## Components

### Input data

- [IHSG daily data](https://github.com/mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model/blob/main/ihsg_daily.csv): `ihsg_daily.csv`

### Forecast analysis

- [Analysis notebook](https://github.com/mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model/blob/main/Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb): `Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb`
- [ARIMA model](https://github.com/mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model/blob/main/Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb): `Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb`
- [ETS model](https://github.com/mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model/blob/main/Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb): `Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb`
- [Performance comparison](https://github.com/mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model/blob/main/Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb): `Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb`
- [Following-year forecast](https://github.com/mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model/blob/main/Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb): `Time_Series_Analysis_and_Forecasting_of_IDX_Composite_Index_(IHSG)_Based_on_ARIMA_and_ETS_Model.ipynb`

### Project artifacts

- [Project paper](https://github.com/mufadluqman/time-series-analysis-and-forecasting-of-idx-composite-index-ihsg-based-on-arima-and-ets-model/blob/main/Time%20Series%20Analysis%20and%20Forecasting%20of%20IDX%20Composite%20Index%20(IHSG)%20Based%20on%20ARIMA%20and%20ETS%20Models%20using%20Python.pdf): `Time Series Analysis and Forecasting of IDX Composite Index (IHSG) Based on ARIMA and ETS Models using Python.pdf`

### Other components

- **Analyst**

## Connections

- 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