scholarly journals Prediksi Data Time Series Saham Bank BRI Dengan Mesin Belajar LSTM (Long ShortTerm Memory)

2020 ◽  
Vol 1 (1) ◽  
pp. 1-8
Author(s):  
Adhitio Satyo Bayangkari Karno
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Short Term Memory ◽  
Mean Square ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory

Abstract   This study aims to measure the accuracy in predicting time series data using the LSTM (Long Short-Term Memory) machine learning method, and determine the number of epochs needed to produce a small RMSE (Root Mean Square Error) value. The result of this research is a high level of variation in RMSE value to the number of epochs needed in the data processing. This variation is quite difficult to obtain the right epoch value. By doing an iteration of the LSTM process on the number of different epochs (visualized in the graph), then the number of epochs with a minimum RMSE value will be easier to obtain. From the research of BBRI's stock data prediction, a good RMSE value was obtained (RMSE = 227.470333244533).   Keywords: long short-term memory, machine learning, epoch, root mean square error, mean square error.   Abstrak   Penelitian ini bertujuan untuk mengukur ketelitian dalam memprediksi data time series menggunakan metode mesin belajar LSTM (Long Short-Term Memory), serta menentukan banyaknya epoch yang diperlukan untuk menghasilkan nilai RMSE (Root Mean Square Error) yang kecil. Hasil dari penelitian ini adalah tingkat variasi yang tinggi nilai rmse terhdap jumlah epoch yang diperlukan dalam proses pengolahan data. Variasi ini cukup menyulitkan untuk memperoleh nilai epoch yang tepat. Dengan melakukan iterasi dari proses LSTM terhadap jumlah epoch yang berbeda (di visualisasikan dalam grafik), maka jumlah epoch dengan nilai RMSE minimal akan lebih mudah diperoleh. Dari penelitan prediksi data saham  BBRI diperoleh nilai RMSE yang cukup baik yaitu 227,470333244533. Kata kunci: long short-term memory, machine learning, epoch, root mean square error, mean square error.

PERAMALAN BEBAN JANGKA PENDEK SISTEM KELISTRIKAN KOTA BATU MENGGUNAKAN DEEP LEARNING LONG SHORT-TERM MEMORY

Transmisi ◽  
2021 ◽  
Vol 23 (3) ◽  
pp. 97-102
Author(s):  
Heru Purnomo ◽  
Hadi Suyono ◽  
Rini Nur Hasanah
Keyword(s):  
Deep Learning ◽  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Short Term Memory ◽  
Mean Square ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory

Dalam rangka proyeksi kebutuhan listrik dimasa mendatang, maka penyedia listrik dapat melakukan peramalan terkait besarnya kebutuhan dan permintaan energi listrik. Apabila besarnya permintaan listrik tidak dilakukan peramalan, maka akan terjadi kelebihan kapasitas yang menyebabkan tidak terserapnya sumber energi yang tersedia. Berdasarkan hasil penelitian diperoleh kesimpulan bahwa model terbaik dari metode Deep Learning LSTM  yang digunakan untuk melakukan prakiraan beban konsumsi listrik jangka pendek memiliki nilai RMSE (Root Mean Square Error) yang kecil Artinya tingkat akurasi dari metode Deep Learning LSTM tersebut lebih baik daripada ARIMA, hasil tersebut menunjukkan bahwa metode Deep Learning LSTM layak digunakan untuk memprakirakan beban konsumsi listrik jangka pendek di Kota Batu.

scholarly journals Prediksi Harga Beras Menggunakan Metode Multilayer Perceptron (MLP) dan Long Short Term Memory (LSTM)

2020 ◽  
Vol 12 (1) ◽  
pp. 35-41
Author(s):  
Steven Sen ◽  
Dedy Sugiarto ◽  
Abdul Rochman
Keyword(s):  
Deep Learning ◽  
Root Mean Square Error ◽  
Mean Square Error ◽  
Multilayer Perceptron ◽  
Short Term Memory ◽  
Mean Square ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory ◽  
Hidden Layer

Beras adalah salah satu komoditas utama di masyarakat Indonesia. Masalah utama dengan beras secara nasional adalah inflasi harga beras. Oleh karena itu, penelitian ini memprediksi harga beras menggunakan arsitektur jaringan saraf tiruan Multilayer Perceptron (MLP) dan deep learning : Long Short Term Memory (LSTM) untuk mengantisipasi masalah ini. Data yang digunakan dalam penelitian ini adalah data riil harga beras selama 2016 - 2019 yang diperoleh dari PT. Food Station. Total dataset adalah 1307 dengan distribusi 1123 sebagai data train dan 184 sebagai data uji. Hasil akhir yang diperoleh dalam penelitian ini adalah LSTM lebih unggul dari MLP, dengan nilai Root Mean Square Error (RMSE) data train : 0,49, dan nilai loss RMSE dari data tes adalah 0,27. Model LSTM paling optimal dari 3 tes dilakukan, yaitu jumlah hidden layer = 16 dan epochs = 150 kali.

scholarly journals PERBANDINGAN ALGORITMA LINEAR REGRESSION, LSTM, DAN GRU DALAM MEMPREDIKSI HARGA SAHAM DENGAN MODEL TIME SERIES

SEMINASTIKA ◽  
2021 ◽  
Vol 3 (1) ◽  
pp. 39-46
Author(s):  
Khalis Sofi ◽  
Aswan Supriyadi Sunge ◽  
Sasmitoh Rahmad Riady ◽  
Antika Zahrotul Kamalia
Keyword(s):  
Time Series ◽  
Linear Regression ◽  
Mean Square Error ◽  
Short Term Memory ◽  
Absolute Error ◽  
Mean Square ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory ◽  
Gated Recurrent Unit

Penelitian ini bertujuan untuk memprediksi harga saham dengan membandingkan algoritma Linear Regression, Long Short-Term Memory (LSTM), dan Gated Recurrent Unit (GRU) dengan dataset publik kemudian menentukan performa terbaik dari ketiga algoritma tersebut. Dataset yang diuji bersumber dari Indonesia Stock Exchange (IDX), yaitu dataset harga saham KEJU berbentuk time series dari tanggal 15 November 2019 sampai dengan 08 Juni 2021. Parameter yang digunakan untuk pengukuran perbandingan adalah RMSE (Root Mean Square Error), MSE (Mean Square Error), dan MAE (Mean Absolute Error). Setelah dilakukan proses training dan testing, dihasilkan sebuah analisis bahwa dari hasil perbandingan algoritma yang digunakan, algoritma Gated Recurrent Unit (GRU) memiliki performance paling baik dibandingkan Linear Regression dan Long-Short Term Memory (LSTM) dalam hal memprediksi harga saham, dibuktikan dengan nilai RMSE, MSE, dan MAE dari uji coba GRU paling rendah, yaitu nilai RMSE 0.034, MSE 0.001, dan nilai MAE 0.024.

scholarly journals Prediksi Kunjungan Wisatawan Taman Nasional Gunung Merbabu dengan Time Series Forecasting dan LSTM

2020 ◽  
Vol 11 (2) ◽  
pp. 131
Author(s):  
Josua Manullang ◽  
Albertus Joko Santoso ◽  
Andi Wahju Rahardjo Emanuel
Keyword(s):  
Time Series ◽  
National Park ◽  
Short Term Memory ◽  
Lag Time ◽  
Time Series Forecasting ◽  
Mean Square ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory

Abstract. Prediction of tourist visits of Mount Merbabu National Park (TNGMb) needs to be done to control the number of visitors and to preserve the national park. The combination of time series forecasting (TSF) and deep learning methods has become a new alternative for prediction. This case study was conducted to implement several methods combination of TSF and Long-Short Term Memory (LSTM) to predict the visits. In this case study, there are 18 modelling scenarios as research objects to determine the best model by utilizing tourist visits data from 2013 to 2018. The results show that the model applying the lag time method can improve the model's ability to capture patterns on time series data. The error value is measured using the root mean square error (RMSE), with the smallest value of 3.7 in the LSTM architecture, using seven lags as a feature and one lag as a label.Keywords: Tourist Visit, Taman Nasional Gunung Merbabu, Prediction, Recurrent Neural Network, Long-Short Term MemoryAbstrak. Prediksi kunjungan wisatawan Taman Nasional Gunung Merbabu (TNGMb) perlu dilakukan untul pengendalian jumlah pengunjung dan menjaga kelestarian taman nasional. Gabungan metode antara time series forecasting (TSF) dan deep learning telah menjadi alternatif baru untuk melakukan prediksi. Studi kasus ini dilakukan untuk mengimplementasi gabungan dari beberapa macam metode antara TSF dan Long-Short Term Memory (LSTM) untuk memprediksi kunjungan pada TNGMb. Pada studi kasus ini, terdapat 18 skenario pemodelan sebagai objek penelitian untuk menentukan model terbaik, dengan memanfaatkan data jumlah kunjungan wisatawan di TNGMb mulai dari tahun 2013 sampai dengan tahun 2018. Hasil prediksi menunjukkan pemodelan dengan menerapkan metode lag time dapat meningkatakan kemampuan model untuk menangkap pola pada data deret waktu. Besar nilai kesalahan diukur menggunakan root mean square error (RMSE), dengan nilai terkecil sebesar 3,7 pada arsitektur LSTM, menggunakan tujuh lag sebagai feature dan satu lag sebagai label. Kata Kunci: Kunjungan Wisatawan, Taman Nasional Gunung Merbabu, Prediksi, Recurrent Neural Network, Long-Short Term Memory

Prediksi Belanja Pemerintah Indonesia Menggunakan Long Short-Term Memory (LSTM)

2021 ◽  
Vol 5 (1) ◽  
pp. 99-106
Author(s):  
Sabar Sautomo ◽  
Hilman Ferdinandus Pardede
Keyword(s):  
Mean Square Error ◽  
Short Term Memory ◽  
Moving Average ◽  
Government Expenditure ◽  
Average Error ◽  
Mean Square ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory ◽  
The Government

Abstract Estimates of government expenditure for the next period are very important in the government, for instance for the Ministry of Finance of the Republic of Indonesia, because this can be taken into consideration in making policies regarding how much money the government should bear and whether there is sufficient availability of funds to finance it. As is the case in the health, education and social fields, modeling technology in machine learning is expected to be applied in the financial sector in government, namely in making modeling for spending predictions. In this study, it is proposed the application of Long Short-Term Memory (LSTM) Model for expenditure predictions. Experiments show that LSTM model using three hidden layers and the appropriate hyperparameters can produce Mean Square Error (MSE) performance of 0.2325, Root Mean Square Error (RMSE) of 0.4820, Mean Average Error (MAE) of 0.3292 and Mean Everage Presentage Error (MAPE) of 0.4214. This is better than conventional modeling using the Auto Regressive Integrated Moving Average (ARIMA) as a comparison model.

scholarly journals A Bidirectional Long Short-Term Memory Model Algorithm for Predicting COVID-19 in Gulf Countries

Life ◽  
2021 ◽  
Vol 11 (11) ◽  
pp. 1118
Author(s):  
Theyazn H. H. Aldhyani ◽  
Hasan Alkahtani
Keyword(s):  
Saudi Arabia ◽  
Deep Learning ◽  
Mean Square Error ◽  
Short Term Memory ◽  
Accurate Prediction ◽  
Mean Square ◽  
Short Term ◽  
Term Memory ◽  
Gulf Countries ◽  
Long Short Term Memory

Accurate prediction models have become the first goal for aiding pandemic-related decisions. Modeling and predicting the number of new active cases and deaths are important steps for anticipating and controlling COVID-19 outbreaks. The aim of this research was to develop an accurate prediction system for the COVID-19 pandemic that can predict the numbers of active cases and deaths in the Gulf countries of Saudi Arabia, Oman, the United Arab Emirates (UAE), Kuwait, Bahrain, and Qatar. The novelty of the proposed approach is that it uses an advanced prediction model—the bidirectional long short-term memory (Bi-LSTM) network deep learning model. The datasets were collected from an available repository containing updated registered cases of COVID-19 and showing the global numbers of active COVID-19 cases and deaths. Statistical analyses (e.g., mean square error, root mean square error, mean absolute error, and Spearman’s correlation coefficient) were employed to evaluate the results of the adopted Bi-LSTM model. The Bi-LSTM results based on the correlation metric gave predicted confirmed COVID-19 cases of 99.67%, 99.34%, 99.94%, 99.64%, 98.95%, and 99.91% for Saudi Arabia, Oman, the UAE, Kuwait, Bahrain, and Qatar, respectively, while testing the Bi-LSTM model for predicting COVID-19 mortality gave accuracies of 99.87%, 97.09%, 99.53%, 98.71%, 95.62%, and 99%, respectively. The Bi-LSTM model showed significant results using the correlation metric. Overall, the Bi-LSTM model demonstrated significant success in predicting COVID-19. The Bi-LSTM-based deep learning network achieves optimal prediction results and is effective and robust for predicting the numbers of active cases and deaths from COVID-19 in the studied Gulf countries.

scholarly journals Development of a Model for Predicting the Direction of Daily Price Changes in the Forex Market Using Long Short-Term Memory

2021 ◽  
Vol 11 (1) ◽  
pp. 61-67
Author(s):  
Watthana Pongsena ◽  
◽  
Prakaidoy Sitsayabut ◽  
Nittaya Kerdprasop ◽  
Kittisak Kerdprasop ◽  
...  
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Deep Learning ◽  
Short Term Memory ◽  
Series Data ◽  
Short Term ◽  
Price Changes ◽  
Term Memory ◽  
The Future ◽  
Long Short Term Memory

Forex is the largest global financial market in the world. Traditionally, fundamental and technical analysis are strategies that the Forex traders often used. Nowadays, advanced computational technology, Artificial Intelligence (AI) has played a significant role in the financial domain. Various applications based on AI technologies particularly machine learning and deep learning have been constantly developed. As the historical data of the Forex are time-series data where the values from the past affect the values that will appear in the future. Several existing works from other domains of applications have proved that the Long-Short Term Memory (LSTM), which is a particular kind of deep learning that can be applied to modeling time series, provides better performance than traditional machine learning algorithms. In this paper, we aim to develop a powerful predictive model targeting to predicts the daily price changes of the currency pairwise in the Forex market using LSTM. Besides, we also conduct an extensive experiment with the intention to demonstrate the effect of various factors contributing to the performance of the model. The experimental results show that the optimized LSTM model accurately predicts the direction of the future price up to 61.25 percent.

A Study on Time Series Forecasting using Hybridization of Time Series Models and Neural Networks

2020 ◽  
Vol 13 (5) ◽  
pp. 827-832
Author(s):  
Iflah Aijaz ◽  
Parul Agarwal
Keyword(s):  
Machine Learning ◽  
Neural Networks ◽  
Time Series ◽  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Hybrid Models ◽  
Time Series Forecasting ◽  
Percentage Error ◽  
Mean Square

Introduction: Auto-Regressive Integrated Moving Average (ARIMA) and Artificial Neural Networks (ANN) are leading linear and non-linear models in Machine learning respectively for time series forecasting. Objective: This survey paper presents a review of recent advances in the area of Machine Learning techniques and artificial intelligence used for forecasting different events. Methods: This paper presents an extensive survey of work done in the field of Machine Learning where hybrid models for are compared to the basic models for forecasting on the basis of error parameters like Mean Absolute Deviation (MAD), Mean Square Error (MSE), Root Mean Square Error (RMSE), Mean Absolute Error (MAE), Mean Absolute Percentage Error (MAPE) and Normalized Root Mean Square Error (NRMSE). Results: Table 1 summarizes important papers discussed in this paper on the basis of some parameters which explain the efficiency of hybrid models or when the model is used in isolation. Conclusion: The hybrid model has realized accurate results as compared when the models were used in isolation yet some research papers argue that hybrids cannot always outperform individual models.

scholarly journals PREDIKSI DATA TRANSAKSI PENJUALAN TIME SERIES MENGGUNAKAN REGRESI LSTM

2020 ◽  
Vol 9 (1) ◽  
pp. 1
Author(s):  
Marie Luthfi Ashari ◽  
Mujiono Sadikin
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Short Term Memory ◽  
Mean Squared Error ◽  
Percentage Error ◽  
Short Term ◽  
Term Memory ◽  
Root Mean Squared Error ◽  
Squared Error ◽  
Long Short Term Memory

Sebagai upaya untuk memenangkan persaingan di pasar, perusahaan farmasi harus menghasilkan produk obat – obatan yang berkualitas. Untuk menghasilkan produk yang berkualitas, diperlukan perencanaan produksi yang baik dan efisien. Salah satu dasar perencanaan produksi adalah prediksi penjualan. PT. Metiska Farma telah menerapkan metode prediksi dalam proses produksi, akan tetapi prediksi yang dihasilkan tidak akurat sehingga menyebabkan tidak optimal dalam memenuhi permintaan pasar. Untuk meminimalisir masalah kurang akuratnya proses prediksi tersebut, dalam penelitian yang disajikan pada makalah ini dilakukan uji coba prediksi menggunakan teknik Machine Learning dengan metode Regresi Long Short Term Memory (LSTM). Teknik yang diusulkan diuji coba menggunakan dataset penjualan produk “X” dari PT. Metiska Farma dengan parameter kinerja Root Mean Squared Error (RMSE) dan MAPE (Mean Absolute Percentage Error). Hasil penelitian ini berupa nilai rata – rata evaluasi error dari pemodelan data training dan data testing. Di mana hasil menunjukan bahwa Regresi LSTM memiliki nilai prediksi penjualan dengan evaluasi model melalui RMSE sebesar 286.465.424 untuk data training dan 187.013.430 untuk data testing. Untuk nilai MAPE sebesar 787% dan 309% untuk data training dan data testing secara berurut.

scholarly journals Forecasting number of vulnerabilities using long short-term neural memory network

2021 ◽  
Vol 11 (5) ◽  
pp. 4381
Author(s):  
Mohammad Shamsul Hoque ◽  
Norziana Jamil ◽  
Nowshad Amin ◽  
Azril Azam Abdul Rahim ◽  
Razali B. Jidin
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Time Series ◽  
Short Term Memory ◽  
Short Term ◽  
Term Memory ◽  
Data Points ◽  
Memory Network ◽  
Past Data ◽  
Long Short Term Memory

Cyber-attacks are launched through the exploitation of some existing vulnerabilities in the software, hardware, system and/or network. Machine learning algorithms can be used to forecast the number of post release vulnerabilities. Traditional neural networks work like a black box approach; hence it is unclear how reasoning is used in utilizing past data points in inferring the subsequent data points. However, the long short-term memory network (LSTM), a variant of the recurrent neural network, is able to address this limitation by introducing a lot of loops in its network to retain and utilize past data points for future calculations. Moving on from the previous finding, we further enhance the results to predict the number of vulnerabilities by developing a time series-based sequential model using a long short-term memory neural network. Specifically, this study developed a supervised machine learning based on the non-linear sequential time series forecasting model with a long short-term memory neural network to predict the number of vulnerabilities for three vendors having the highest number of vulnerabilities published in the national vulnerability database (NVD), namely microsoft, IBM and oracle. Our proposed model outperforms the existing models with a prediction result root mean squared error (RMSE) of as low as 0.072.

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