?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=PERAMALAN+MULTIVARIATE+TIME+SERIES+HARGA+PENUTUPAN%0D%0ASAHAM+PT+KALBE+FARMA+TBK+DAN+NILAI+TUKAR+RUPIAH%0D%0A%0D%0ABERBASIS+MODEL+HYBRID+VECM-LSTM&rft.creator=%09Mawar+%2C+Alhani%09&rft.subject=500+ilmu+pengetahuan+alam+dan+matematika&rft.subject=510+Matematika&rft.description=The+Indonesian+capital+market+has+significantly+progressed%2C+especially+in+stock%0D%0Ainstruments.+Stock+prices+reflect+market+expectations+for+a+company's+future.%0D%0APharmaceutical+stock+prices+not+only+depend+on+internal+factors+but+also+on%0D%0Aexternal+variables+like+the+exchange+rate+of+the+rupiah+to+the+dollar%2C+forming+a%0D%0Along-term+relation.+Analysis+involves+multivariate+time+series+data+with+complex%0D%0Alinear+and+non-linear+patterns.+Thus%2C+a+forecasting+model+is+needed+to+handle+both%0D%0Adata+patterns.+One+approach+is+to+combine+the+strengths+of+the+classical+statistical%0D%0AVector+Error+Correction+Model+(VECM)+with+deep+learning+Long+Short+Term%0D%0AMemory+(LSTM)+into+a+hybrid+VECM-LSTM+model.+The+combined+results+show%0D%0Aan+excellent+model+evaluation%2C+with+an+80%25+training+and+20%25+testing+data+split%0D%0Ayielding+an+RMSE+of+202.65%2C+MAPE+of+0.016%25%2C+and+forecasts+following+the+latest%0D%0Adata+trends.+This+affirms+the+strong+kinerjance+of+the+hybrid+VECM-LSTM+model%0D%0Ain+both+prediction+and+forecasting.%0D%0A%0D%0AKeywords%3A+Stocks%2C+Exchange+Rate%2C+Prediction%2C+Forecasting%2C+VECM%2C+LSTM%2C%0D%0A%0D%0AHybrid+VECM-LSTM.%0D%0APasar+modal+Indonesia+telah+mengalami+perkembangan+yang+signifikan%2C+terutama%0D%0Adalam+instrument+saham.+Harga+saham+mencerminkan+ekspektasi+pasar+terhadap%0D%0Aperusahaan+di+masa+mendatang.+Harga+saham+farmasi+biasanya+tidak+hanya%0D%0Abergantung+pada+faktor+internal+tetapi+juga+variabel+eksternal+seperti+kurs+rupiah%0D%0Aterhadap+dolar+dengan+hubungan+jangka+panjang.+Analisis+yang+dilakukan+dapat%0D%0Aberupa+multivariate+time+series+dan+memiliki+pola+kompleks+yang+mengandung%0D%0Apola+linier+dan+non+linier.+Sehingga%2C+diperlukan+pengembangan+model+peramalan%0D%0Ayang+mampu+menangani+kedua+jenis+pola+data+tersebut.+Salah+satu+pendekatan%0D%0Ayang+dapat+digunakan+adalah+dengan+mengintegrasikan+model+statistika+klasik%0D%0AVector+Error+Correction+Model+(VECM)+dengan+deep+learning+Long+Short+Term%0D%0AMemory+(LSTM)+menjadi+model+hybrid+VECM-LSTM.+Hasil+dari+penggabungan%0D%0Aini+menunjukkan+evaluasi+model+yang+sangat+baik%2C+dengan+splitting+data+80%25+data%0D%0Atraining+dan+20%25+data+testing+menghasilkan+RMSE+sebesar+202%2C65%2C+MAPE%0D%0Asebesar+0%2C016%25%2C+dan+hasil+peramalan+yang+mengikuti+pola+data+terbaru.+Hal+ini%0D%0Amembuktikan+bahwa+pendekatan+model+hybrid+VECM-LSTM+memiliki+kinerja%0D%0Amodel+yang+kuat+dalam+melakukan+prediksi+maupun+peramalan.%0D%0A%0D%0AKata+kunci%3A+Saham%2C+Kurs+Rupiah+terhadap+Dolar%2C+Prediksi%2C+Peramalan%2C+VECM%2C%0D%0A%0D%0ALSTM%2C+Hybrid+VECM-LSTM&rft.publisher=MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM+&rft.date=2024-05-08&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F85409%2F1%2FABSTRAK_MAWAR%2520ALHANI_2017031029%2520-%2520Mawar%2520Alhani.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F85409%2F2%2FSKRIPSI%2520FULL_MAWAR%2520ALHANI_2017031029%2520-%2520Mawar%2520Alhani.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F85409%2F3%2FSKRIPSI%2520TANPA%2520PEMBAHASAN_MAWAR%2520ALHANI_2017031029%2520-%2520Mawar%2520Alhani.pdf&rft.identifier=+++Mawar+%2C+Alhani+++(2024)+PERAMALAN+MULTIVARIATE+TIME+SERIES+HARGA+PENUTUPAN+SAHAM+PT+KALBE+FARMA+TBK+DAN+NILAI+TUKAR+RUPIAH+BERBASIS+MODEL+HYBRID+VECM-LSTM.++MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM+%2C+UNIVERSITAS+LAMPUNG+.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F85409%2F