Jurnal Teknologi Informasi Cyberku
Vol 11 No 1 (2015): Jurnal Teknologi Informasi CyberKU Vol.11 no 1

PREDIKSI HARGA KOMODITAS EMAS DAN BATUBARA DI PASAR DUNIA DENGAN ALGORITMA SUPPORT VECTOR MACHINE

Eko Pudjianto (Unknown)
Purwanto Purwanto (Unknown)
Catur Supriyanto (Unknown)



Article Info

Publish Date
20 Feb 2019

Abstract

Changes in commodity prices of gold and coal in the world market is very influential on the Indonesian government's policy, especially in the country's revenue in the foreign exchange sector. By predicting the price of gold and coal in the world market expected the government to determine important strategy especially in the fields of mining, trade (exports), Energy and Mineral Resources in Indonesia. By applying the method of SVM (Support Vector Machine) can be found a configuration that is able to predict the prediction of gold and coal prices in the coming period.Data processing using SVM algorithm based on k - fold validation , C (cost) and its kernel , then searched the level RMSE (root mean square error) is the smallest. RMSE is the smallest design that is used in predicting the price of gold and coal. Gold commodity price prediction method with RMSE (root mean square error) is at best 43 509 + / - 37 487 with data input 7 (seven) months earlier , k - fold 10 , C (cos ) of 0.3 and using a kernel -type dot . So the commodity price forecast gold in the world market for the period December 2013 amounted to U.S. $ 1,298.33 and for coal commodities with RMSE (root mean square error) is best at 3,185 + / - 3,591 with data input 2 (two) months earlier , k - 10 fold , C (cost) of 0.3 and using a kernel-type dot. So the prediction of coal commodity prices on the world market for the period from December 2013 is U.S. $ 81.58

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Journal Info

Abbrev

Cyberku

Publisher

Subject

Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Library & Information Science

Description

Jurnal Teknologi Informasi - Jurnal CyberKU is an open access journal, published by Program Pascasarjana Magister Teknik Informatika, Universitas Dian Nuswantoro. The journal is intended to be dedicated to the development of Information Technology related to Intelligent System, and Business ...