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Application of Recurrent Neural Network Bi-Long Short-Term Memory, Gated Recurrent Unit and Bi-Gated Recurrent Unit for Forecasting Rupiah Against Dollar (USD) Exchange Rate Fayyad, Muhammad Fauzi; Kurniawan, Viki; Anugrah, Muhammad Ridho; Estanto, Baihaqi Hilmi; Bilal, Tasnim
Public Research Journal of Engineering, Data Technology and Computer Science Vol. 2 No. 1: PREDATECS July 2024
Publisher : Institute of Research and Publication Indonesia (IRPI).

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.57152/predatecs.v2i1.1094

Abstract

Foreign exchange rates have a crucial role in a country's economic development, influencing long-term investment decisions. This research aims to forecast the exchange rate of Rupiah to the United States Dollar (USD) by using deep learning models of Recurrent Neural Network (RNN) architecture, especially Bi-Long Short-Term Memory (Bi-LSTM), Gated Recurrent Unit (GRU), and Bi-Gated Recurrent Unit (Bi-GRU). Historical daily exchange rate data from January 1, 2013 to November 3, 2023, obtained from Yahoo Finance, was used as the dataset. The model training and evaluation process was performed based on various parameters such as optimizer, batch size, and time step. The best model was identified by minimizing the Mean Square Error (MSE), Root Mean Square Error (RMSE), Mean Absolute Error (MAE), and Mean Absolute Percentage Error (MAPE). Among the models tested, the GRU model with Nadam optimizer, batch size 16, and timestep 30 showed the best performance, with MSE 3741.6999, RMSE 61.1694, MAE 45.6246, and MAPE 0.3054%. The forecast results indicate a strengthening trend of the Rupiah exchange rate against the USD in the next 30 days, which has the potential to be taken into consideration in making investment decisions and shows promising economic growth prospects for Indonesia.
Sentiment Analysis of Towards Electric Cars using Naive Bayes Classifier and Support Vector Machine Algorithm Suryani, Suryani; Fayyad, Muhammad Fauzi; Savra, Daffa Takratama; Kurniawan, Viki; Estanto, Baihaqi Hilmi
Public Research Journal of Engineering, Data Technology and Computer Science Vol. 1 No. 1: PREDATECS July 2023
Publisher : Institute of Research and Publication Indonesia (IRPI).

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.57152/predatecs.v1i1.814

Abstract

The use of non-renewable energy sources causes a reduction in fossil fuel resources, and greenhouse gas emissions. Based on the 2020 Climate Transparency Report, G20 member countries are trying to minimize gas emissions according to the target of the Nationally Determined Contribution (NDC), that the transportation sector contributes 27% of air pollution. The solution to reduce greenhouse gas emissions is to start using electric cars. The change from conventional transportation to electric transportation is expected to reduce carbon emissions and dependency on fossil fuels. However, the transition from conventional transportation to electric transportation raises pros and cons for the people of Indonesia. Social media Twitter is a forum for sharing opinions. Twitter users can express opinions on a matter. This study uses the sentiment analysis method to determine public opinion on the use of electric cars in Indonesia. Sentiment classification was performed using the NBC and SVM Algorithms. The results of this study indicate the use of two different algorithms, namely the Naive Bayes Classifier and SVM with the highest accuracy in Naive Bayes with k = 2 and k = 9 is 88%, while the highest accuracy in SVM with k = 9 and k = 10 is 90%. Thus, SVM has better capabilities than Naive Bayes in this study.