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All Journal Building of Informatics, Technology and Science
Saputra, Nugroho Wahyu
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Computer Science & IT

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Penerapan Deep Learning Menggunakan Gated Recurrent Unit Untuk Memprediksi Harga Minyak Mentah Dunia Saputra, Nugroho Wahyu; Insani, Fitri; Agustian, Surya; Sanjaya, Suwanto
Building of Informatics, Technology and Science (BITS) Vol 5 No 1 (2023): June 2023
Publisher : Forum Kerjasama Pendidikan Tinggi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47065/bits.v5i1.3552

Abstract

Crude oil is a much-needed energy for the whole world. Each country is inseparable from the use of crude oil for use in various sectors, such as transportation, so that the price of world crude oil is the most important variable for the world. Fluctuations in oil prices will cause various problems, such as inflation, changes in market prices, and others. Therefore, the prediction of world crude oil prices is very important as a consideration for decision making. This study implements deep learning using the Gated Recurrent unit model. The data used is the price of Brent crude oil with a total of 5834 data, starting from January 4, 2000 to December 19, 2022. The parameters used are the number of GRU units, batch size, and lookback. The best model produced in this study is the GRU model with hyperparameters consisting of 30 lookbacks, 50 GRU units, and 256 batch sizes with the lowest MAPE value among the other models, which is 2.25%. The MAPE value states that predictions using the GRU model are said to be very good at predicting world crude oil prices
Co-Authors Agustian, Surya Fitri Insani Suwanto Sanjaya