Jurnal Gaussian
Vol 11, No 1 (2022): Jurnal Gaussian

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 (Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro)
Tarno Tarno (Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro)
Puspita Kartikasari (Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro)



Article Info

Publish Date
13 May 2022

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

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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 ...