PERBANDINGAN ALGORITMA ARTIFICIAL NEURAL NETWORK DAN LONG SHORT TERM MEMORY DALAM PREDIKSI NILAI TUKAR RUPIAH KE YUAN

HERDIAWAN, REZA DWI (2025) PERBANDINGAN ALGORITMA ARTIFICIAL NEURAL NETWORK DAN LONG SHORT TERM MEMORY DALAM PREDIKSI NILAI TUKAR RUPIAH KE YUAN. S1 thesis, Universitas Mercu Buana Jakarta.

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Abstract

This study compares the performance of Artificial Neural Network (ANN) and Long Short-Term Memory (LSTM) algorithms in predicting the exchange rate of Rupiah against Yuan, whose fluctuations are influenced by global economic factors. The main challenge is to capture non-linear and temporal patterns in complex historical data. Using a quantitative approach, this study analyzes 4,926 data from 2006 to 2024, which have been processed through normalization and feature selection. The ANN model was trained with Multi-Layer Perceptron architecture and ReLU activation function, while the LSTM used layers with 50 units and dropout to prevent overfitting. Performance evaluation based on Mean Absolute Error (MAE), Mean Squared Error (MSE), and Root Mean Squared Error (RMSE) shows that LSTM has higher accuracy, with MAE of 0.0011 and RMSE of 0.0019, compared to ANN which has MAE of 0.0013 and RMSE of 0.0023. The LSTM also obtained an R² of 0.9999, superior to the ANN with an R² of 0.9998. This study confirms the effectiveness of LSTM for long-term time series data, making a significant contribution to economic policy makers and financial market participants through the application of artificial intelligence-based models to support data-based decision making. Kata kunci: Exchange rate prediction, Artificial Neural Network (ANN), Long Short-Term Memory (LSTM), Rupiah, Yuan Penelitian ini membandingkan kinerja algoritma Artificial Neural Network (ANN) dan Long Short-Term Memory (LSTM) dalam memprediksi nilai tukar Rupiah terhadap Yuan, yang fluktuasinya dipengaruhi oleh faktor ekonomi global. Tantangan utama adalah menangkap pola non-linear dan temporal dalam data historis yang kompleks. Menggunakan pendekatan kuantitatif, penelitian ini menganalisis 4.926 data dari tahun 2006 hingga 2024, yang telah diproses melalui normalisasi dan seleksi fitur. Model ANN dilatih dengan arsitektur Multi-Layer Perceptron dan fungsi aktivasi ReLU, sedangkan LSTM menggunakan lapisan dengan 50 unit dan dropout untuk mencegah overfitting. Evaluasi performa berdasarkan Mean Absolute Error (MAE), Mean Squared Error (MSE), dan Root Mean Squared Error (RMSE) menunjukkan bahwa LSTM memiliki akurasi lebih tinggi, dengan MAE sebesar 0,0011 dan RMSE sebesar 0,0019, dibandingkan ANN yang memiliki MAE sebesar 0,0013 dan RMSE sebesar 0,0023. LSTM juga memperoleh R² sebesar 0,9999, lebih unggul dari ANN dengan R² sebesar 0,9998. Penelitian ini menegaskan efektivitas LSTM untuk data deret waktu jangka panjang, memberikan kontribusi signifikan bagi pengambil kebijakan ekonomi dan pelaku pasar keuangan melalui penerapan model berbasis kecerdasan buatan untuk mendukung pengambilan keputusan berbasis data. Kata kunci: Prediksi nilai tukar, Artificial Neural Network (ANN), Long ShortTerm Memory (LSTM), Rupiah, Yuan

Item Type: Thesis (S1)
Call Number CD: FIK/INFO. 25 045
NIM/NIDN Creators: 41520010086
Uncontrolled Keywords: Prediksi nilai tukar, Artificial Neural Network (ANN), Long ShortTerm Memory (LSTM), Rupiah, Yuan
Subjects: 000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 000. Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 004 Data Processing, Computer Science/Pemrosesan Data, Ilmu Komputer, Teknik Informatika
000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 000. Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 006 Special Computer Methods/Metode Komputer Tertentu > 006.3 Artificial Intelligence/Kecerdasan Buatan
000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 000. Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 006 Special Computer Methods/Metode Komputer Tertentu > 006.3 Artificial Intelligence/Kecerdasan Buatan > 006.32 Neural Nets (Neural Network)/Jaringan Saraf Buatan
500 Natural Science and Mathematics/Ilmu-ilmu Alam dan Matematika > 510 Mathematics/Matematika > 518 Numerical Analysis/Analisis Numerik, Analisa Numerik > 518.1 Algorithms/Algoritma
Divisions: Fakultas Ilmu Komputer > Informatika
Depositing User: khalimah
Date Deposited: 18 Feb 2025 05:38
Last Modified: 18 Feb 2025 05:38
URI: http://repository.mercubuana.ac.id/id/eprint/94303

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