<> "The repository administrator has not yet configured an RDF license."^^ . <> . . "PERAMALAN MULTIVARIATE TIME SERIES HARGA PENUTUPAN\r\nSAHAM PT KALBE FARMA TBK DAN NILAI TUKAR RUPIAH\r\n\r\nBERBASIS MODEL HYBRID VECM-LSTM"^^ . "The Indonesian capital market has significantly progressed, especially in stock\r\ninstruments. Stock prices reflect market expectations for a company's future.\r\nPharmaceutical stock prices not only depend on internal factors but also on\r\nexternal variables like the exchange rate of the rupiah to the dollar, forming a\r\nlong-term relation. Analysis involves multivariate time series data with complex\r\nlinear and non-linear patterns. Thus, a forecasting model is needed to handle both\r\ndata patterns. One approach is to combine the strengths of the classical statistical\r\nVector Error Correction Model (VECM) with deep learning Long Short Term\r\nMemory (LSTM) into a hybrid VECM-LSTM model. The combined results show\r\nan excellent model evaluation, with an 80% training and 20% testing data split\r\nyielding an RMSE of 202.65, MAPE of 0.016%, and forecasts following the latest\r\ndata trends. This affirms the strong kinerjance of the hybrid VECM-LSTM model\r\nin both prediction and forecasting.\r\n\r\nKeywords: Stocks, Exchange Rate, Prediction, Forecasting, VECM, LSTM,\r\n\r\nHybrid VECM-LSTM.\r\nPasar modal Indonesia telah mengalami perkembangan yang signifikan, terutama\r\ndalam instrument saham. Harga saham mencerminkan ekspektasi pasar terhadap\r\nperusahaan di masa mendatang. Harga saham farmasi biasanya tidak hanya\r\nbergantung pada faktor internal tetapi juga variabel eksternal seperti kurs rupiah\r\nterhadap dolar dengan hubungan jangka panjang. Analisis yang dilakukan dapat\r\nberupa multivariate time series dan memiliki pola kompleks yang mengandung\r\npola linier dan non linier. Sehingga, diperlukan pengembangan model peramalan\r\nyang mampu menangani kedua jenis pola data tersebut. Salah satu pendekatan\r\nyang dapat digunakan adalah dengan mengintegrasikan model statistika klasik\r\nVector Error Correction Model (VECM) dengan deep learning Long Short Term\r\nMemory (LSTM) menjadi model hybrid VECM-LSTM. Hasil dari penggabungan\r\nini menunjukkan evaluasi model yang sangat baik, dengan splitting data 80% data\r\ntraining dan 20% data testing menghasilkan RMSE sebesar 202,65, MAPE\r\nsebesar 0,016%, dan hasil peramalan yang mengikuti pola data terbaru. Hal ini\r\nmembuktikan bahwa pendekatan model hybrid VECM-LSTM memiliki kinerja\r\nmodel yang kuat dalam melakukan prediksi maupun peramalan.\r\n\r\nKata kunci: Saham, Kurs Rupiah terhadap Dolar, Prediksi, Peramalan, VECM,\r\n\r\nLSTM, Hybrid VECM-LSTM"^^ . "2024-05-08" . . . . . "MATEMATIKA DAN ILMU PENGETAHUAN ALAM "^^ . . . . . . . "Alhani\t"^^ . "\tMawar "^^ . "Alhani\t \tMawar "^^ . . . . . . "PERAMALAN MULTIVARIATE TIME SERIES HARGA PENUTUPAN\r\nSAHAM PT KALBE FARMA TBK DAN NILAI TUKAR RUPIAH\r\n\r\nBERBASIS MODEL HYBRID VECM-LSTM (File PDF)"^^ . . . "ABSTRAK_MAWAR ALHANI_2017031029 - Mawar Alhani.pdf"^^ . . . "PERAMALAN MULTIVARIATE TIME SERIES HARGA PENUTUPAN\r\nSAHAM PT KALBE FARMA TBK DAN NILAI TUKAR RUPIAH\r\n\r\nBERBASIS MODEL HYBRID VECM-LSTM (File PDF)"^^ . . . "PERAMALAN MULTIVARIATE TIME SERIES HARGA PENUTUPAN\r\nSAHAM PT KALBE FARMA TBK DAN NILAI TUKAR RUPIAH\r\n\r\nBERBASIS MODEL HYBRID VECM-LSTM (File PDF)"^^ . . . "SKRIPSI TANPA PEMBAHASAN_MAWAR ALHANI_2017031029 - Mawar Alhani.pdf"^^ . . . "PERAMALAN MULTIVARIATE TIME SERIES HARGA PENUTUPAN\r\nSAHAM PT KALBE FARMA TBK DAN NILAI TUKAR RUPIAH\r\n\r\nBERBASIS MODEL HYBRID VECM-LSTM (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "PERAMALAN MULTIVARIATE TIME SERIES HARGA PENUTUPAN\r\nSAHAM PT KALBE FARMA TBK DAN NILAI TUKAR RUPIAH\r\n\r\nBERBASIS MODEL HYBRID VECM-LSTM (Other)"^^ . . . . . . "preview.jpg"^^ . . . "PERAMALAN MULTIVARIATE TIME SERIES HARGA PENUTUPAN\r\nSAHAM PT KALBE FARMA TBK DAN NILAI TUKAR RUPIAH\r\n\r\nBERBASIS MODEL HYBRID VECM-LSTM (Other)"^^ . . . . . . "medium.jpg"^^ . . . "PERAMALAN MULTIVARIATE TIME SERIES HARGA PENUTUPAN\r\nSAHAM PT KALBE FARMA TBK DAN NILAI TUKAR RUPIAH\r\n\r\nBERBASIS MODEL HYBRID VECM-LSTM (Other)"^^ . . . . . . "small.jpg"^^ . . . "PERAMALAN MULTIVARIATE TIME SERIES HARGA PENUTUPAN\r\nSAHAM PT KALBE FARMA TBK DAN NILAI TUKAR RUPIAH\r\n\r\nBERBASIS MODEL HYBRID VECM-LSTM (Other)"^^ . . . . . . "PERAMALAN MULTIVARIATE TIME SERIES HARGA PENUTUPAN\r\nSAHAM PT KALBE FARMA TBK DAN NILAI TUKAR RUPIAH\r\n\r\nBERBASIS MODEL HYBRID VECM-LSTM (Other)"^^ . . . . . . "PERAMALAN MULTIVARIATE TIME SERIES HARGA PENUTUPAN\r\nSAHAM PT KALBE FARMA TBK DAN NILAI TUKAR RUPIAH\r\n\r\nBERBASIS MODEL HYBRID VECM-LSTM (Other)"^^ . . . . . . "PERAMALAN MULTIVARIATE TIME SERIES HARGA PENUTUPAN\r\nSAHAM PT KALBE FARMA TBK DAN NILAI TUKAR RUPIAH\r\n\r\nBERBASIS MODEL HYBRID VECM-LSTM (Other)"^^ . . . . . . "PERAMALAN MULTIVARIATE TIME SERIES HARGA PENUTUPAN\r\nSAHAM PT KALBE FARMA TBK DAN NILAI TUKAR RUPIAH\r\n\r\nBERBASIS MODEL HYBRID VECM-LSTM (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "PERAMALAN MULTIVARIATE TIME SERIES HARGA PENUTUPAN\r\nSAHAM PT KALBE FARMA TBK DAN NILAI TUKAR RUPIAH\r\n\r\nBERBASIS MODEL HYBRID VECM-LSTM (Other)"^^ . . . . . . "preview.jpg"^^ . . . "PERAMALAN MULTIVARIATE TIME SERIES HARGA PENUTUPAN\r\nSAHAM PT KALBE FARMA TBK DAN NILAI TUKAR RUPIAH\r\n\r\nBERBASIS MODEL HYBRID VECM-LSTM (Other)"^^ . . . . . . "medium.jpg"^^ . . . "PERAMALAN MULTIVARIATE TIME SERIES HARGA PENUTUPAN\r\nSAHAM PT KALBE FARMA TBK DAN NILAI TUKAR RUPIAH\r\n\r\nBERBASIS MODEL HYBRID VECM-LSTM (Other)"^^ . . . . . . "small.jpg"^^ . . . "PERAMALAN MULTIVARIATE TIME SERIES HARGA PENUTUPAN\r\nSAHAM PT KALBE FARMA TBK DAN NILAI TUKAR RUPIAH\r\n\r\nBERBASIS MODEL HYBRID VECM-LSTM (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "PERAMALAN MULTIVARIATE TIME SERIES HARGA PENUTUPAN\r\nSAHAM PT KALBE FARMA TBK DAN NILAI TUKAR RUPIAH\r\n\r\nBERBASIS MODEL HYBRID VECM-LSTM (Other)"^^ . . . . . . "PERAMALAN MULTIVARIATE TIME SERIES HARGA PENUTUPAN\r\nSAHAM PT KALBE FARMA TBK DAN NILAI TUKAR RUPIAH\r\n\r\nBERBASIS MODEL HYBRID VECM-LSTM (Other)"^^ . . . . . . "indexcodes.txt"^^ . . "HTML Summary of #85409 \n\nPERAMALAN MULTIVARIATE TIME SERIES HARGA PENUTUPAN \nSAHAM PT KALBE FARMA TBK DAN NILAI TUKAR RUPIAH \n \nBERBASIS MODEL HYBRID VECM-LSTM\n\n" . "text/html" . . . "500 ilmu pengetahuan alam dan matematika" . . . "510 Matematika" . .