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Attention-Augmented GRU for Stock Forecasting: A Trade-Off Between Directional Accuracy and Price Prediction Error R. Daniel Hartanto; Guruh Fajar Shidik; Farrikh Alzami; Ahmad Zainul Fanani; Aris Marjuni; Abdul Syukur
Journal of Computing Theories and Applications Vol. 3 No. 4 (2026): JCTA 3(4) 2026
Publisher : Universitas Dian Nuswantoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.62411/jcta.15863

Abstract

Attention mechanisms have been widely incorporated into recurrent neural network architectures for financial time series forecasting, with most prior work reporting improvements in price-level error metrics. This study revisits that claim through a controlled empirical comparison of four deep learning architectures on nearly two decades of Telkom Indonesia (TLKM) closing price data from the Indonesia Stock Exchange (IDX). The models evaluated are a three-layer Gated Recurrent Unit (GRU) baseline, a comparable Long Short-Term Memory (LSTM) network, a Bahdanau end-attention GRU (Attn-GRU-V2), and a multi-head self-attention GRU hybrid (Attn-GRU-V3). Each architecture is trained over 30 independent runs with distinct random seeds, and performance is reported as 95% confidence intervals derived from the t-distribution. Statistical comparisons employ the Wilcoxon signed-rank test, a nonparametric paired test appropriate given the confirmed non-normality of residuals. The main finding is a consistent trade-off: the plain GRU achieves the lowest RMSE (94.02 ± 1.22 IDR) across all 30 runs, while Attn-GRU-V2 achieves the highest directional accuracy (45.91 ± 0.09%), surpassing GRU in every independent run. Bahdanau attention weights are nearly uniform across the 30-day lookback window (coefficient of variation: 3.21%), indicating that the mechanism cannot identify selectively informative timesteps in this univariate price series. This finding is consistent with the weak-form Efficient Market Hypothesis for the Indonesian market. An ablation study reveals that a 20-day lookback window maximizes directional accuracy (47.72 ± 0.21%) for the Attn-GRU-V2 model. These results suggest that Bahdanau end-attention consistently and significantly improves directional accuracy relative to a plain GRU baseline, providing an architecturally attributable advantage for direction-based applications, even when absolute price-level error is not reduced. The directional accuracy values remaining below 50% across all models are consistent with a weak-form efficiency characterization of the Indonesian market.
Channel-spatial dual-attention for plant disease detection: CBAM-ECA integrated CNN models with visual explainability Anton Anton; Supriadi Rustad; Guruh Fajar Shidik; Abdul Syukur
International Journal of Advances in Intelligent Informatics Vol 12, No 3 (2026): August 2026
Publisher : Universitas Ahmad Dahlan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26555/ijain.v12i3.2377

Abstract

Early detection of plant leaf diseases is critical for minimizing crop losses and supporting precision agriculture. While Convolutional Neural Networks (CNNs) have demonstrated high accuracy in image-based diagnosis, conventional architectures may not optimally balance spatial localization and channel-wise feature refinement, particularly in multi-crop classification settings. This study proposes a redundancy-aware dual-attention architecture, termed ATSA-DenseNet, which integrates the spatial branch of the Convolutional Block Attention Module (CBAM-Spatial) with Efficient Channel Attention (ECA) within a DenseNet121 backbone. Unlike prior dual-attention frameworks that retain full CBAM and introduce channel-level redundancy, the proposed design isolates complementary spatial and channel mechanisms to improve representational efficiency without increasing computational complexity. The framework is evaluated on controlled multi-crop PlantVillage-derived datasets comprising tomato, potato, pepper, and maize. Across both 3-crop and 4-crop configuration, ATSA-DenseNet consistently outperforms baseline DenseNet121 and single-attention variants, achieving 99.94% accuracy and 0.9994 macro-F1 on the 4-crop setting while maintaining a lightweight footprint (6.96M parameters, 2.87G FLOPs). Grad-CAM visualizations indicate improved localization of disease-relevant regions compared to the baseline. While results are obtained under controlled imaging conditions, the findings demonstrate that redundancy-aware dual-attention enhances feature discrimination efficiency in multi-class agricultural classification tasks. Future work will extend validation to real-field datasets with natural variability.
LDWFOX Optimization for Hyperparameter Tuning of Inception CNN in UAV-Based Vegetation Density Mapping Ricardus Anggi Pramunendar; Ashraf Alomoush; Dwi Puji Prabowo; Rama Aria Megantara; Farrikh Alzami; Nurul Anisa Sri Winarsih; Dewi Pergiwati; Guruh Fajar Shidik
Advance Sustainable Science Engineering and Technology Vol. 8 No. 4 (2026): August-October
Publisher : Science and Technology Research Centre Universitas PGRI Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26877/asset.v8i4.3433

Abstract

Vegetation density classification from UAV imagery is a practical necessity in fire-prone landscapes, since fuel load on the ground directly informs risk management decisions. Convolutional neural networks handle this classification reasonably well, but good performance requires careful hyperparameter tuning, and manual trial and error produces results that are unstable and hard to reproduce. This study proposes LDW-FOX, a modified FOX metaheuristic using a Linearly Decreasing Weight mechanism to automate hyperparameter tuning for an Inception-based CNN. The original FOX algorithm applies fixed movement weights throughout optimization, causing search to stagnate early. LDW-FOX gradually reduces exploration intensity across iterations, pushing search toward exploitation as it converges. Five hyperparameters, namely learning rate, dropout rate, hidden layer size, activation function, and optimizer, were tuned on a balanced 3,000 image UAV dataset spanning three vegetation density classes. Manual tuning peaked at 61.00 percent test accuracy but varied considerably across epoch settings. LDW-FOX reached a peak test accuracy of 82.48 percent and a mean of 58.47 percent, outperforming the original FOX, whose mean was 55.30 percent. LDW-FOX showed a more consistent training-test gap than other swarm-based methods, with LDW variants beating unmodified counterparts under equal budgets. High variance across configurations indicates broader generalization needs testing.
Co-Authors Abdul Syukur Abdussalam Abdussalam, Abdussalam Affandy Affandy Ahmad Zainul Fanani Aisyatul Karima Alzami, Farrikh Andrean, Muhammad Niko Andreas Wilson Setiawan Anhsori, Khusman Anton Anton Aris Marjuni Ashraf Alomoush Astuti, Yani Parti Azzahra, Tarissa Aura Budi Harjo Cahaya Jatmoko Catur Supriyanto Catur Supriyanto Catur Supriyanto Catur Supriyanto Chaerul Umam Chaerul Umam Christy Atika Sari Dewi Pergiwati Dliyauddin, Muhammad Doheir, Mohamed Dwi Puji Prabowo, Dwi Puji Dzaky, Azmi Abiyyu Egia Rosi Subhiyakto, Egia Rosi Eko Hari Rachmawanto Elkaf Rahmawan Pramudya Erlin Dolphina Erna Zuni Astuti Fafaza, Safira Alya Fajrian Nur Adnan Fakhrurrozi Fakhrurrozi, Fakhrurrozi Harun Al Azies Heru Lestiawan I Ketut Eddy Purnama Ika Pantiawati Islam, Hussain Md Mehedul Junta Zeniarja Kusuma, Edi Jaya Kusumawati, Yupie L. Budi Handoko Lenci Aryani Megantara, Rama Aria Mochamad Hariadi Muhammad Huda, Alam Muhammad Naufal Ningrum, Amanda Prawita Nurmandhani, Ririn Paramita, Cinantya Pergiwati, Dewi Praskatama, Vincentius Pujiono Pujiono Pulung Nurtantio Andono Purwanto Purwanto Putra, Permana Langgeng Wicaksono Ellwid R. Daniel Hartanto Rafsanjani, Muhammad Ivan Rahadian, Arief Rama Aria Megantara Ramadhan Rakhmat Sani Ramadhani, Irfan Wahyu Rastri Prathivi Ratmana, Danny Oka Ricardus Anggi Pramunendar Riri Damayanti Apnena Rohman, Muhammad Syaifur Rusmal Firmansyah Saputra, Filmada Ocky Saraswati, Galuh Wilujeng Sarker, Md. Kamruzzaman Savicevic, Anamarija Jurcev Shier Nee Saw Sinaga, Daurat Sindhu Rakasiwi Soeleman, M. Arief Sri Winarno SUPRIADI RUSTAD Swanny Trikajanti Widyaatmadja Vincent Suhartono Wahyu Adi Nugroho Wellia Shinta Sari Winarsih, Nurul Anisa Sri Yaacob, Noorayisahbe Mohd Zainal Arifin Hasibuan Zami, Farrikh Al Zul Azri bin Muhamad Noh