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All Journal Jurnal Gaussian
Yayan Setiawan
Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro
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PREDIKSI HARGA JUAL KAKAO DENGAN METODE LONG SHORT-TERM MEMORY MENGGUNAKAN METODE OPTIMASI ROOT MEAN SQUARE PROPAGATION DAN ADAPTIVE MOMENT ESTIMATION DILENGKAPI GUI RSHINY Yayan Setiawan; Tarno Tarno; Puspita Kartikasari
Jurnal Gaussian Vol 11, No 1 (2022): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v11i1.33994

Abstract

Cocoa is a leading commodity from Indonesia. Cocoa prices from time to time fluctuate. Accurate Cocoa price predictions are very important to ensure future prices and help decision making. Cocoa price data is non-stationary and nonlinear, so to make accurate predictions, an Artificial Neural Network (ANN) model is applied. One type of ANN is Long Short-Term Memory (LSTM). LSTM has superior performance for time series based prediction. Optimization methods used are Root Mean Square Propagation, and Adaptive Moment Estimation. The best model was selected based on the Means Square Error (MSE) and Mean Absolute Percentage Error (MAPE) values. This study uses the R-Shiny GUI to facilitate the use of LSTM for users who are less proficient in programming languages. Based on the results, the Long Short-Term Memory model with the Adaptive Moment Estimation optimization method is more optimal than the Long Short-Term Memory with Root Mean Square Propagation seen from the smaller MSE and MAPE values. This study used 27 combinations of hyperparameters. Prediction results with LSTM using the R-Shiny GUI have different levels of accuracy in each experiment. The best accuracy value is experiment with MSE value of 491505.1 and MAPE value of 1.739155% . Cocoa Price Forecasting for the period November to December 2021 tends to decline.Keywords : Cocoa Prices, Forecasting, Long Short-Term Memory, Root Mean Square Propagation, Adaptive Moment Estimation, GUI R-Shiny
Co-Authors Puspita Kartikasari Tarno Tarno