Jurnal Pengembangan Teknologi Informasi dan Ilmu Komputer
Vol 2 No 1 (2018): Januari 2018

Optimasi Parameter Support Vector Regression Dengan Algoritme Genetika Untuk Prediksi Harga Emas

Muthia Azzahra (Fakultas Ilmu Komputer, Universitas Brawijaya)
Budi Darma Setiawan (Fakultas Ilmu Komputer, Universitas Brawijaya)
Putra Pandu Adikara (Fakultas Ilmu Komputer, Universitas Brawijaya)



Article Info

Publish Date
10 Aug 2017

Abstract

Gold is one of the precious metals that many people interested as commodity to invest because of its resistance to inflation. Fluctuations can occur so extreme that affect the value of gold. Therefore, prospect of gold value in the future is quite important for the investors. One of prediction methods is Support Vector Regression (SVR), but the sensitivity of SVR parameters could influence the prediction result, therefore Genetics Algorithm (GA) can be applied, this method is flexible enough to be hybridized. This study discuss about the optimization of SVR parameters using GA to predict gold prices. Based on the testing result, the best mean absolute percentage error (MAPE) is 0.2407% with SVR loop 50, GA's generation 95, population size 70, crossover rate 0.01, mutation rate 0.99, elitism percentange 80%, range of 1x10-7-1x10-4, range of 0.01-5, range of 1x10-7-1x10-4, range of 1x10-5-1x10-4, and range of 1x10-3-0.1.

Copyrights © 2018






Journal Info

Abbrev

j-ptiik

Publisher

Subject

Computer Science & IT Control & Systems Engineering Education Electrical & Electronics Engineering Engineering

Description

Jurnal Pengembangan Teknlogi Informasi dan Ilmu Komputer (J-PTIIK) Universitas Brawijaya merupakan jurnal keilmuan dibidang komputer yang memuat tulisan ilmiah hasil dari penelitian mahasiswa-mahasiswa Fakultas Ilmu Komputer Universitas Brawijaya. Jurnal ini diharapkan dapat mengembangkan penelitian ...