<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "ANALISIS PERFORMA MODEL VECTOR AUTOREGRESSIVE (VAR),\r\nGATED RECURRENT UNIT (GRU), SERTA HYBRID VAR-GRU DALAM\r\nPERAMALAN DATA MULTIVARIATE TIME SERIES HARGA SAHAM\r\n\r\nDAN NILAI TUKAR RUPIAH"^^ . "Tantangan dan ketidakpastian dalam memodelkan fenomena data real, terutama\r\ndalam analisis multivariate time series yang telah menjadi fokus utama di berbagai\r\nbidang. Metode statistik tradisional seperti Vector Autoregressive (VAR) hanya\r\nefektif dalam memodelkan hubungan linier antar variabel, namun memiliki\r\nketerbatasan dalam menangkap interaksi nonlinier yang kompleks. Sebaliknya\r\nmodel deep learning seperti Gated Recurrent Unit (GRU) unggul dalam\r\nmenangkap dependensi nonlinier dan pola temporal dalam data, namun\r\ninterpretabilitas yang rendah dari model deep learning menjadi kendala dalam\r\naplikasinya. Untuk mengatasi ini, pendekatan hybrid yang menggabungkan metode\r\nstatistik tradisional dan deep learning dapat menawarkan solusi yang lebih baik.\r\nModel hybrid memanfaatkan kekuatan pelengkap dari kedua paradigma,\r\nmemungkinkan peneliti untuk menangkap pola linier dan nonlinier dalam data\r\nsecara lebih efektif. penelitian ini bertujuan untuk menganalisis perporma dan\r\nmembandingkan hasil peramalan dari model VAR, GRU, dan hybrid VAR-GRU\r\nuntuk menentukan model yang paling akurat dan efisien. Hasil penerapan model\r\npada data, model VAR dapat menjelaskan pengaruh antar variabel berlaku satu\r\narah, IHSG mempengaruhi secara signifikan terhadap nilai USD dan EUR serta\r\nUSD mempengaruhi secara signifikan terhadap EUR namun tidak berlaku\r\nsebaliknya. Evaluasi kecocokan model keseluruhan model VAR menunjukan\r\nakurasi 97,693 %, model GRU menunjukan akurasi 98,710 %, dan model hybrid\r\nVAR-GRU menunjukan akurasi 98.978 % yang merupakan akurasi yang paling\r\nbaik.\r\nKata kunci : Traditional statistical; deep learning models; Vector Autoregressive;\r\nGated Recurrent Unit; Hybrid\r\n\r\nChallenges and uncertainties in modeling real data phenomena, especially in\r\nmultivariate time series analysis that has become a major focus in various fields.\r\nTraditional statistical methods such as Vector Autoregressive (VAR) are only\r\neffective in modeling linear relationships between variables, but have limitations in\r\ncapturing complex nonlinear interactions. In contrast, deep learning models such as\r\nGated Recurrent Unit (GRU) excel in capturing nonlinear dependencies and\r\ntemporal patterns in data, but the low interpretability of deep learning models is an\r\nobstacle in its application. To overcome this, a hybrid approach that combines\r\ntraditional statistical methods and deep learning can offer a better solution. Hybrid\r\nmodels leverage the complementary strengths of both paradigms, allowing\r\nresearchers to capture linear and nonlinear patterns in data more effectively. This\r\nstudy aims to analyze the performance and compare the forecasting results of the\r\nVAR, GRU, and hybrid VAR-GRU models to determine the most accurate and\r\nefficient model. The results of applying the model to the data, the VAR model can\r\nexplain the influence between variables in one direction, the IHSG significantly\r\naffects the value of USD and EUR and the USD significantly affects EUR but does\r\nnot apply vice versa. The overall model fit evaluation of the VAR model shows an\r\naccuracy of 97.693%, the GRU model shows an accuracy of 98.710%, and the\r\nhybrid VAR-GRU model shows an accuracy of 98.978% which is the best\r\naccuracy.\r\nKeyword : Traditional statistical; deep learning models; Vector Autoregressive;\r\nGated Recurrent Unit, Hybrid"^^ . "2024-08-08" . . . . . "UNIVERSITAS LAMPUNG"^^ . . . "FAKULTAS MATEMATIKA ILMU PENGETAHUAN ALAM, UNIVERSITAS LAMPUNG"^^ . . . . . . . . . "-"^^ . "JUANDA"^^ . "- JUANDA"^^ . . . . . . "ANALISIS PERFORMA MODEL VECTOR AUTOREGRESSIVE (VAR),\r\nGATED RECURRENT UNIT (GRU), SERTA HYBRID VAR-GRU DALAM\r\nPERAMALAN DATA MULTIVARIATE TIME SERIES HARGA SAHAM\r\n\r\nDAN NILAI TUKAR RUPIAH (File PDF)"^^ . . . "ABSTRAK - Atalah Printing.pdf"^^ . . . "ANALISIS PERFORMA MODEL VECTOR AUTOREGRESSIVE (VAR),\r\nGATED RECURRENT UNIT (GRU), SERTA HYBRID VAR-GRU DALAM\r\nPERAMALAN DATA MULTIVARIATE TIME SERIES HARGA SAHAM\r\n\r\nDAN NILAI TUKAR RUPIAH (File PDF)"^^ . . . "ANALISIS PERFORMA MODEL VECTOR AUTOREGRESSIVE (VAR),\r\nGATED RECURRENT UNIT (GRU), SERTA HYBRID VAR-GRU DALAM\r\nPERAMALAN DATA MULTIVARIATE TIME SERIES HARGA SAHAM\r\n\r\nDAN NILAI TUKAR RUPIAH (File PDF)"^^ . . . "TESIS TANPA PEMBAHASAN - Atalah Printing.pdf"^^ . . . "ANALISIS PERFORMA MODEL VECTOR AUTOREGRESSIVE (VAR),\r\nGATED RECURRENT UNIT (GRU), SERTA HYBRID VAR-GRU DALAM\r\nPERAMALAN DATA MULTIVARIATE TIME SERIES HARGA SAHAM\r\n\r\nDAN NILAI TUKAR RUPIAH (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "ANALISIS PERFORMA MODEL VECTOR AUTOREGRESSIVE (VAR),\r\nGATED RECURRENT UNIT (GRU), SERTA HYBRID VAR-GRU DALAM\r\nPERAMALAN DATA MULTIVARIATE TIME SERIES HARGA SAHAM\r\n\r\nDAN NILAI TUKAR RUPIAH (Other)"^^ . . . . . . "ANALISIS PERFORMA MODEL VECTOR AUTOREGRESSIVE (VAR),\r\nGATED RECURRENT UNIT (GRU), SERTA HYBRID VAR-GRU DALAM\r\nPERAMALAN DATA MULTIVARIATE TIME SERIES HARGA SAHAM\r\n\r\nDAN NILAI TUKAR RUPIAH (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "ANALISIS PERFORMA MODEL VECTOR AUTOREGRESSIVE (VAR),\r\nGATED RECURRENT UNIT (GRU), SERTA HYBRID VAR-GRU DALAM\r\nPERAMALAN DATA MULTIVARIATE TIME SERIES HARGA SAHAM\r\n\r\nDAN NILAI TUKAR RUPIAH (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "ANALISIS PERFORMA MODEL VECTOR AUTOREGRESSIVE (VAR),\r\nGATED RECURRENT UNIT (GRU), SERTA HYBRID VAR-GRU DALAM\r\nPERAMALAN DATA MULTIVARIATE TIME SERIES HARGA SAHAM\r\n\r\nDAN NILAI TUKAR RUPIAH (Other)"^^ . . . . . . "preview.jpg"^^ . . . "ANALISIS PERFORMA MODEL VECTOR AUTOREGRESSIVE (VAR),\r\nGATED RECURRENT UNIT (GRU), SERTA HYBRID VAR-GRU DALAM\r\nPERAMALAN DATA MULTIVARIATE TIME SERIES HARGA SAHAM\r\n\r\nDAN NILAI TUKAR RUPIAH (Other)"^^ . . . . . . "medium.jpg"^^ . . . "ANALISIS PERFORMA MODEL VECTOR AUTOREGRESSIVE (VAR),\r\nGATED RECURRENT UNIT (GRU), SERTA HYBRID VAR-GRU DALAM\r\nPERAMALAN DATA MULTIVARIATE TIME SERIES HARGA SAHAM\r\n\r\nDAN NILAI TUKAR RUPIAH (Other)"^^ . . . . . . "small.jpg"^^ . . . "ANALISIS PERFORMA MODEL VECTOR AUTOREGRESSIVE (VAR),\r\nGATED RECURRENT UNIT (GRU), SERTA HYBRID VAR-GRU DALAM\r\nPERAMALAN DATA MULTIVARIATE TIME SERIES HARGA SAHAM\r\n\r\nDAN NILAI TUKAR RUPIAH (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "ANALISIS PERFORMA MODEL VECTOR AUTOREGRESSIVE (VAR),\r\nGATED RECURRENT UNIT (GRU), SERTA HYBRID VAR-GRU DALAM\r\nPERAMALAN DATA MULTIVARIATE TIME SERIES HARGA SAHAM\r\n\r\nDAN NILAI TUKAR RUPIAH (Other)"^^ . . . . . . "preview.jpg"^^ . . . "ANALISIS PERFORMA MODEL VECTOR AUTOREGRESSIVE (VAR),\r\nGATED RECURRENT UNIT (GRU), SERTA HYBRID VAR-GRU DALAM\r\nPERAMALAN DATA MULTIVARIATE TIME SERIES HARGA SAHAM\r\n\r\nDAN NILAI TUKAR RUPIAH (Other)"^^ . . . . . . "medium.jpg"^^ . . . "ANALISIS PERFORMA MODEL VECTOR AUTOREGRESSIVE (VAR),\r\nGATED RECURRENT UNIT (GRU), SERTA HYBRID VAR-GRU DALAM\r\nPERAMALAN DATA MULTIVARIATE TIME SERIES HARGA SAHAM\r\n\r\nDAN NILAI TUKAR RUPIAH (Other)"^^ . . . . . . "small.jpg"^^ . . . "ANALISIS PERFORMA MODEL VECTOR AUTOREGRESSIVE (VAR),\r\nGATED RECURRENT UNIT (GRU), SERTA HYBRID VAR-GRU DALAM\r\nPERAMALAN DATA MULTIVARIATE TIME SERIES HARGA SAHAM\r\n\r\nDAN NILAI TUKAR RUPIAH (Other)"^^ . . . . . . "ANALISIS PERFORMA MODEL VECTOR AUTOREGRESSIVE (VAR),\r\nGATED RECURRENT UNIT (GRU), SERTA HYBRID VAR-GRU DALAM\r\nPERAMALAN DATA MULTIVARIATE TIME SERIES HARGA SAHAM\r\n\r\nDAN NILAI TUKAR RUPIAH (Other)"^^ . . . . . . "ANALISIS PERFORMA MODEL VECTOR AUTOREGRESSIVE (VAR),\r\nGATED RECURRENT UNIT (GRU), SERTA HYBRID VAR-GRU DALAM\r\nPERAMALAN DATA MULTIVARIATE TIME SERIES HARGA SAHAM\r\n\r\nDAN NILAI TUKAR RUPIAH (Other)"^^ . . . . . . "ANALISIS PERFORMA MODEL VECTOR AUTOREGRESSIVE (VAR),\r\nGATED RECURRENT UNIT (GRU), SERTA HYBRID VAR-GRU DALAM\r\nPERAMALAN DATA MULTIVARIATE TIME SERIES HARGA SAHAM\r\n\r\nDAN NILAI TUKAR RUPIAH (Other)"^^ . . . . . "HTML Summary of #86672 \n\nANALISIS PERFORMA MODEL VECTOR AUTOREGRESSIVE (VAR), \nGATED RECURRENT UNIT (GRU), SERTA HYBRID VAR-GRU DALAM \nPERAMALAN DATA MULTIVARIATE TIME SERIES HARGA SAHAM \n \nDAN NILAI TUKAR RUPIAH\n\n" . "text/html" . . . "500 ilmu pengetahuan alam dan matematika" . . . "510 Matematika" . .