Jurnal Gaussian
Vol 8, No 2 (2019): Jurnal Gaussian

PREDIKSI HARGA EMAS MENGGUNAKAN FEED FORWARD NEURAL NETWORK DENGAN METODE EXTREME LEARNING MACHINE

Nisa Afida Izati (Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro)
Budi Warsito (Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro)
Tatik Widiharih (Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro)



Article Info

Publish Date
30 May 2019

Abstract

The prediction of gold price aims to find out the gold price in the future on the basis of historical data on gold prices in the past, so it can be used as a consideration by gold investors to investing in gold. Prediction methods that do not require assumptions, one of which is Artificial Neural Networks. In this study, using Artificial Neural Networks, Feed Forward Neural Network with Extreme Learning Machine (ELM). ELM is a non-iterative algorithm so ELM has advantages in process speed. The input weight and bias for this method are determined randomly. After that, to find the final weight using the Moore-Penrose Generalized Inverse calculation on the hidden layer output matrix. The best model selection criteria uses the Mean Absolute Percentage Error (MAPE). This study shows that the results of the training and testing process from the model 1 input neuron and 7 hidden neurons are very good, because it produces MAPE training = 0.6752% and MAPE testing = 0.8065%. Also gives a very good prediction result because it has MAPE = 0.5499% Keywords: gold price, Extreme Learning Machine, MAPE

Copyrights © 2019






Journal Info

Abbrev

gaussian

Publisher

Subject

Other

Description

Jurnal Gaussian terbit 4 (empat) kali dalam setahun setiap kali periode wisuda. Jurnal ini memuat tulisan ilmiah tentang hasil-hasil penelitian, kajian ilmiah, analisis dan pemecahan permasalahan yang berkaitan dengan Statistika yang berasal dari skripsi mahasiswa S1 Departemen Statistika FSM ...