Consolidation of Time Series Models for the Prediction of XUTEK Index And Technology Stocks in Istanbul Stock Exchange (BIST) during Pandemic Period

Due to the closure experienced during pandemic, many investors divert their investments different exchanges. In this sense, it has been observed that while sectors such as transportation, banking, and services have seriously lost value, especially technology sector come forward gained value. research, we move study one step by proposing a consolidated forecast system instead of employing model estimate price Istanbul Stock Exchange Technology Index (XUTEK) which consists 19 companies traded in BIST, stocks. movements pandemic period between 01.01.2020 01.09.2020, when stocks considerable are investigated XUTEK. For each stock XUTEK index, five time series models modeled namely, Holt’s linear trend, simple exponential smoothing, Holt–Winter’s additive, multiplicative, ARIMA. After that, with six diverse consolidation methods, SA, SATA, MB, VB, VBP2 VBP3 order get more robust prediction model. Experiment results demonstrate utilization technique presents remarkable 2.6903 MAPE for estimating index