Penerapan Exponential Smoothing untuk Transformasi Data dalam Meningkatkan Akurasi Neural Network  pada Prediksi Harga Emas

Indah Suryani; Romi Satria Wahono

Penerapan Exponential Smoothing untuk Transformasi Data dalam Meningkatkan Akurasi Neural Network pada Prediksi Harga Emas

Indah Suryani, Romi Satria Wahono

Abstract

Emas menjadi salah satu logam mulia yang paling banyak diminati baik untuk investasi maupun untuk dijadikan perhiasan. Memprediksi harga emas telah menjadi signifikan dan sangat penting bagi investor karena emas merupakan alat yang penting untuk perlindungan nilai resiko serta sebagai jalan investasi. Metode Neural Network merupakan salah satu model yang paling banyak digunakan dalam berbagai bidang penelitian. Neural Network memiliki banyak fitur yang diinginkan yang sangat cocok untuk aplikasi peramalan. Namun sebagai sistem black box, pemodelan Neural Network sepenuhnya tergantung pada input dan output data sehingga kualitas dan distribusi set sampel pembelajaran penting bagi kemampuan generalisasi jaringan. Maka pada penelitian ini, metode Exponential Smoothing digunakan untuk melakukan transformasi data guna meningkatkan kualitas data sehingga dapat meningkatkan akurasi prediksi pada Neural Network. Eksperimen yang dilakukan pada penelitian ini adalah untuk memperoleh arsitektur optimal sehingga menghasilkan prediksi harga emas yang akurat. Penelitian ini menggunakan Neural Network dan Exponential Smoothing dengan 10 kombinasi parameter pada eksperimen yang dilakukan. Kesimpulan yang didapatkan dari eksperimen yang dilakukan adalah bahwa prediksi harga emas menggunakan Neural Network dan Exponential Smoothing lebih akurat dibanding metode individual Neural Network.

Key Words: emas, prediksi, neural network, exponential smoothing,

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