Jurnal Gaussian
Vol 12, No 2 (2023): Jurnal Gaussian

PREDIKSI HARGA EMAS DUNIA MENGGUNAKAN METODE LONG-SHORT TERM MEMORY

Tania Giovani Lasijan (Departemen Statistika, Fakultas Sains dan Matematika, Undip)
Rukun Santoso (Departemen Statistika, Fakultas Sains dan Matematika, Undip)
Arief Rachman Hakim (Departemen Statistika, Fakultas Sains dan Matematika, Undip)



Article Info

Publish Date
28 Jul 2023

Abstract

Gold investment is one of the investments that is quite lot of interest by the public and also is considered safer because it has relatively low risk and tends to be stable compared to other investment instruments, especially amid the uncertainty of global economic conditions caused by the COVID-19 pandemic. Awareness about gold price predictions can provide information to people who want to invest in gold so they have higher opportunity to earn profits and minimize the risks obtained. The gold prices prediction method used in this study is Long-Short Term Memory (LSTM) using RStudio. LSTM is one of the method that is widely used to predict time series data. LSTM is a variation of the Recurrent Neural Network (RNN) that is used as a solution to overcome the occurrence of exploding gradient or vanishing gradient in RNN when processing long sequential data. The best LSTM model in this study for predicting gold prices isĀ  the model with MAPE value 2,70601, which is a model with a training data and testing data comparison 70% : 30% and hyperparameters batch size 1, units 1, AdaGrad optimizer, and learning rate 0,1 with 500 epochs.

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Journal Info

Abbrev

gaussian

Publisher

Subject

Other

Description

Jurnal Gaussian terbit 4 (empat) kali dalam setahun setiap kali periode wisuda. Jurnal ini memuat tulisan ilmiah tentang hasil-hasil penelitian, kajian ilmiah, analisis dan pemecahan permasalahan yang berkaitan dengan Statistika yang berasal dari skripsi mahasiswa S1 Departemen Statistika FSM ...