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Classifications of Offline Shopping Trends and Patterns with Machine Learning Algorithms Muta'alimah, Muta'alimah; Zarry, Cindy Kirana; Kurniawan, Atha; Hasysya, Hauriya; Firas, Muhammad Farhan; Nadhirah, Nurin
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.v2i1.1099

Abstract

Advancements in technology have made online shopping popular among many. However, the use of offline marketing models is still considered a profitable and important way of business development. This can be seen in the 2022 Association of Retail Entrepreneurs of Indonesia (APRINDO), which states that  60% of Indonesians shop offline, and in 2023, more than 75% of continental European consumers will prefer to shop offline. This is because many benefits can be achieved through offline marketing that cannot be obtained from online marketing. Therefore, classification of patterns and trends is performed to compare the results of the algorithms under study. Furthermore, this research was conducted to help offline retailers understand consumption patterns and trends that affect purchases. The algorithms analyzed in this study are K-Nearest Neighbor (K-NN), Naive Bayes, and Artificial Neural Network (ANN). As a result, the ANN algorithm obtained the highest confusion matrix results with an Accuracy value of 96.38%, Precision of 100.00%, and Recall of 100.00%. Meanwhile, when the Naive Bayes algorithm was used, the lowest Accuracy value was 57.39%, the Precision value was 57.86%, and when the K-NN algorithm was used, the Recall value was as low as 92.00%. These results indicate that the ANN algorithm is better at classifying offline shopping image data than the K-NN and Naive Bayes algorithms
Amazon Stock Price Prediction Using Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) Tshamaroh, Muthia; Nasution, Nur Shabrina; Nadhirah, Nurin; Alfira, Rizka Ayu; Xintong, Zeng
Public Research Journal of Engineering, Data Technology and Computer Science Vol. 3 No. 1: PREDATECS July 2025
Publisher : Institute of Research and Publication Indonesia (IRPI).

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

Stocks have become one of the largest and most intricate financial markets globally due to their high popularity, making them very challenging to predict as they can process millions of transactions rapidly. The objective of this study is to enhance the field by creating a dependable and accurate model for predicting the stock price of Amazon. This will be achieved via the use of advanced algorithms such as Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU). This research utilised historical data on Amazon's stock price from the past five years, which was acquired from Yahoo Finance. The data was partitioned using a hold-out validation technique, allocating 80% for training and 20% for testing. The model underwent training using different optimizers (Adam, SGD, RMSprop), batch sizes (8, 16, 32), and learning rates (0.001, 0.0001). The evaluation criteria comprised of mean squared error (MSE), root mean squared error (RMSE), mean absolute error (MAE), and mean absolute percentage error (MAPE). The results suggest that the GRU model, when trained with the RMSprop optimizer using a batch size of 16 and a learning rate of 0.0001, as well as with the SGD optimizer using a batch size of either 16 or 32 and a learning rate of either 0.001 or 0.0001, produced the lowest error metrics, indicating superior performance. This study enables more precise forecasts of stock prices and more efficient investment techniques.