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Journal : JUSTIN (Jurnal Sistem dan Teknologi Informasi)

NEURAL NETWORK OPTIMIZATION USING ENSEMBLE METHOD IN FORECASTING FINANCIAL DATA Imelda Saluza; Hartati Hartati
JUSTIN (Jurnal Sistem dan Teknologi Informasi) Vol 10, No 4 (2022)
Publisher : Jurusan Informatika Universitas Tanjungpura

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26418/justin.v10i4.50771

Abstract

Forecasting is a time series data analysis technique for predicting future data by obtaining patterns of change in past data. Exponential smoothing, AutoRegressive Integrated Moving Average (ARIMA), and Box-Jenkins are common forecasting algorithms for linear time series data. Meanwhile, models such as Artificial Neural Networks (ANN), Fuzzy, and others are frequently utilized for nonlinear time series data. One of the most generally used model selection procedures is to evaluate each model that has been trained in time series data learning and then used to predict the model's performance, and then allow the forecaster determine if the model is acceptable or choose the best model from a list of candidates. Forecasts created with the best model, on the other hand, rarely produce generalized outcomes for the full data set. As a result, it's crucial to put the results of the learning training to the test. The ensemble method is employed instead of learning from a large number of models. The objective of this research is to apply ANN and the Ensemble Approach to optimize a forecasting model. When forecasting with a neural network, the ensemble approach is used to limit the occurrence of over fitting so that the resulting model can beat individual NN models and be consistent in lowering mistakes.
Co-Authors , Hartati Abdul Aziz Zulfikar Agustina Heryati Ahmad Sanmorino Akbar, Muhamad Hafiz Alie, Muhammad Fadhiel Alpin Herman Saputra Andini Utari Putri Anggraini, Leriza Desitama Anjani, Fia Sakina Antoni, Darius Ariati, Nining Aulia, Beta Bagus Setiawan Bobby Halim Cyndika Dewi Sartika DEWI SARTIKA Dewi Sartika Dewi Sartika Dhamayanti Dhamayanti Dhamayanti Dhamayanti Dhamayanti Dhamayanti, Dhamayanti Eko Nugroho, Muhammad Davidio Endah Dewi Purnamasari Endah Purnamasari Endah Puspita Sari Ensiwi Munarsih, Ensiwi Eva Susanti Evi Yulianti EVI YULIANTI Faradilla Faradilla Faradillah , Faradillah Faradillah Faradillah Faradillah, Faradillah Fattah, Hussein HARTATI Hartati Hartati Hartati Hartati Hatika Hatika, Hatika Heryati , Agustina Heryati*, Agustina Husnawati Husnawati Iisnawati, Iisnawati Indah Permata Sari Indah Permatasari Indah Permatasari Indah Permatasari Indah, Sylvia Uly Kesuma, Hendra Di Lastri Astuti Lastri Widya Astuti Lastri Widya Astuti Lastri Widya Astuti, Lastri Widya Leriza Anggraini M. Fadhiel Alie Marcelina, Dona Marcellina, Dona Maya Amelia Mohammad Taufikurrahman Muhammad Fadhiel Alie Muhammad Haviz Irfani Nazori Suhandi Nining Nova Yanti Maleha Patriansah, Mukhsin Pratiwi, Indah Putri Putri, Hilda Muslia Putri, Indah Pratiwi Ramadhan, Mustafa Rini Yunita, Rini Roswaty Roswaty Roswaty Roswaty Roswaty Roswaty Roswaty Roswaty, Roswaty Rudi Heriansyah Rudi Heriansyah, Rudi Sartika, Dewi Sinta Habibah Sunardi, Hastha Suryati Syachrul Haq, Muhammad Raka Syahrul Haq, Muhammad Raka Teguh Teguh Wulandari, Try Yulianti, Evi Yulius, Yosef Zulfikar, Abdul Aziz