Huda, FaisAl (2013) Peramalan Time Series Saham Menggunakan Backrpopagaion Neural Network Berbasis Algoritma Genetika. Sarjana thesis, Universitas Brawijaya.
Abstract
Saham merupakan aspek penting pada pasar modal sebagai bukti kepemilikan individu maupun institusi yang sering diperdagangkan dan mempunyai pola harga yang cenderung rumit. Oleh karena itu diperlukan system peramalan yang dapat membantu mengenali pola tersebut. Salah satu metode yang dapat digunakan untuk mengatasi masalah ini dengan menggunakan jaringan syaraf tiruan dengan pelatihan backpropagation berbasis algoritma genetika. Arsitektur yang diterapkan pada penelitian ini adalah 4-4-1 dengan panjang kromosom 25. Bobot dan bias pada jaringan syaraf tiruan didapatkan secara acak dan diubah menjadi kromosom pada waktu pelatihan dengan algoritma genetika. Pada penelitian ini data trend series yang digunakan adalah data saham harian PT Telekomunikasi Indonesia, hasil dari penelitian ini diperoleh kombinasi learnin rate, momentum, peluang crossover, peluang mutasi, jumlah populasi, dan jumlah generasi berturut-turut adalah learning rate 0.004, momentum 0.7, peluang crossover 0.7, peluang mutasi 0.1, jumlah populasi 100, dan jumlah generasi 1000 yang menghasilkan tingkat akurasi rata-rata 87%.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FTIK/2013/147/051307717 |
| Subjects: | 000 Computer science, information and general works > 005 Computer programming, programs, data |
| Divisions: | Fakultas Ilmu Komputer > Teknik Informatika |
| Depositing User: | Hasbi |
| Date Deposited: | 29 Nov 2013 09:34 |
| Last Modified: | 23 Oct 2021 09:29 |
| URI: | http://repository.ub.ac.id/id/eprint/145780 |
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