?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=IMPLEMENTASI+METODE+HYBRID+VECTOR+AUTOREGRESSIVE+(VAR)%0D%0A%E2%80%93+GATED+RECURRENT+UNIT+(GRU)+PADA+PERAMALAN+DATA+BI+RATE%0D%0A%0D%0ADAN+INDEKS+HARGA+SAHAM+GABUNGAN+(IHSG)&rft.creator=ADELIA+%2C+FEBBY+AMARA&rft.subject=500+ilmu+pengetahuan+alam+dan+matematika&rft.subject=510+Matematika&rft.description=Indeks+Harga+Saham+Gabungan+(IHSG)+merupakan+indeks+gabungan+dari+seluruh%0D%0Ajenis+saham+yang+ada+atau+tercatat+di+bursa+efek.+IHSG+juga+sering+dijadikan%0D%0Aparameter+stabilitas+ekonomi.+Perekonomian+Indonesia+juga+berkaitan+dengan+BI%0D%0ARate%2C+yang+merupakan+suku+bunga+yang+ditetapkan+oleh+Bank+Indonesia%2C%0D%0Aberpengaruh+langsung+terhadap+tingkat+inflasi+dan+pertumbuhan+ekonomi.+Kedua%0D%0Aindikator+ini+saling+terkait%2C+dan+kebijakan+yang+bijak+dalam+mengelolanya+dapat%0D%0Amemperkuat+fondasi+ekonomi.+Pemerintah+dapat+mengambil+langkah-langkah%0D%0Aterukur%2C+menentukan+prioritas+kebijakan%2C+dan+menciptakan+lingkungan+ekonomi%0D%0Ayang+kondusif+untuk+pertumbuhan+jangka+panjang+dengan+adanya+peramalan+IHSG%0D%0Adan+BI+Rate.+Metode+statistika+klasik+yang+dapat+digunakan+untuk+meramalkan%0D%0AIHSG+dan+BI+Rate+yaitu+Vector+Autoregressive+(VAR)%2C+namun+model+VAR+memiliki%0D%0Aketerbatasan+untuk+menangkap+pola+non-linier+pada+data.+Metode+Gated+Recurrent%0D%0AUnit+(GRU)+yang+merupakan+salah+satu+metode+deep+learning+dapat+menangani%0D%0Aketerbatasan+metode+VAR+tersebut.+Oleh+karena+itu%2C+penelitian+ini+menggunakan%0D%0Ametode+hybrid+VAR-GRU+untuk+melakukan+prediksi+dan+peramalan+IHSG+dan+BI%0D%0ARate.+Metode+hybrid+VAR-GRU+terdiri+atas+dua+model+yaitu+model+pertama+dengan%0D%0Adata+prediksi+model+VAR+dan+model+kedua+dengan+data+residual+model+VAR.+Model%0D%0A%0D%0Ahybrid+VAR-GRU+terbaik+dengan+skema+splitting+data%2C+yaitu+90%25+data+training-%0D%0A10%25+data+testing+yang+menghasilkan+nilai+RMSE+sebesar+0.3148%2C+MAPE+sebesar%0D%0A%0D%0A0.039%25%2C+dan+akurasi+sebesar+99.96%25.%0D%0AKata+Kunci%3A+Hybrid+VAR-GRU%2C+Prediksi%2C+Peramalan%2C+IHSG%2C+BI+Rate%0D%0A%0D%0AABSTRACT%0D%0A%0D%0AIMPLEMENTATION+OF+THE+HYBRID+VECTOR+AUTOREGRESSIVE%0D%0A(VAR)+%E2%80%93+GATED+RECURRENT+UNIT+(GRU)+METHOD+IN%0D%0AFORECASTING+BI+RATE+DATA+AND+INDEKS+HARGA+SAHAM%0D%0A%0D%0AGABUNGAN+(IHSG)%0D%0ABy%0D%0A%0D%0AADELIA+FEBBY+AMARA%0D%0A%0D%0AIndeks+Harga+Saham+Gabungan+(IHSG)+is+a+combined+index+of+all+types+of+shares%0D%0Aexisting+or+listed+on+the+stock+exchange.+IHSG+is+also+often+used+as+a+parameter+for%0D%0Aeconomic+stability.+The+Indonesian+economy+is+also+related+to+the+BI+Rate%2C+which+is%0D%0Aan+interest+rate+set+by+Bank+Indonesia%2C+which+has+a+direct+influence+on+the+level+of%0D%0Ainflation+and+economic+growth.+These+two+indicators+are+interrelated%2C+and+wise%0D%0Apolicies+in+managing+them+can+strengthen+the+economic+foundation.+The%0D%0Agovernment+can+take+measurable+steps%2C+determine+priority+policies%2C+and+create+an%0D%0Aeconomic+environment+that+is+conducive+to+long-term+growth+with+predictions+of%0D%0Athe+IHSG+and+BI+Rate.+The+classic+statistical+method+that+can+be+used+to+predict+the%0D%0AIHSG+and+BI+Rate+is+Vector+Autoregressive+(VAR)%2C+however+the+VAR+model+has%0D%0Alimitations+in+capturing+non-linear+patterns+in+the+data.+The+Gated+Recurrent+Unit%0D%0A(GRU)+method%2C+which+is+a+deep+learning+method%2C+can+overcome+the+limitations+of%0D%0Athe+VAR+method.+Therefore%2C+this+research+uses+the+hybrid+VAR-GRU+method+to%0D%0Apredict+and+forecast+the+IHSG+and+BI+Rate.+The+hybrid+VAR-GRU+method+consists%0D%0Aof+two+models%2C+namely+the+first+model+with+VAR+model+prediction+data+and+the%0D%0Asecond+model+with+residual+VAR+model+data.+The+best+hybrid+VAR-GRU+model%0D%0Awith+a+data+splitting+scheme%2C+namely+90%25+training+data-10%25+testing+data+which%0D%0Aproduces+an+RMSE+value+of+0.3148%2C+MAPE+of+0.039%25%2C+and+accuracy+of+99.96%25.%0D%0AKeyword%3A+Hybrid+VAR-GRU%2C+Prediction%2C+Forecasting%2C+IHSG%2C+BI+Rate&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM&rft.date=2024-07-08&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F86782%2F1%2FABSTRAK%2520-%2520Adelia%2520Febby%2520Amara.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F86782%2F2%2FSKRIPSI%2520FULL%2520-%2520Adelia%2520Febby%2520Amara.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F86782%2F3%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN%2520-%2520Adelia%2520Febby%2520Amara.pdf&rft.identifier=++ADELIA+%2C+FEBBY+AMARA++(2024)+IMPLEMENTASI+METODE+HYBRID+VECTOR+AUTOREGRESSIVE+(VAR)+%E2%80%93+GATED+RECURRENT+UNIT+(GRU)+PADA+PERAMALAN+DATA+BI+RATE+DAN+INDEKS+HARGA+SAHAM+GABUNGAN+(IHSG).++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F86782%2F