?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=IMPLEMENTASI+METODE+HYBRID+VECTOR+AUTOREGRESSIVE%0D%0AINTEGRATED+MOVING+AVERAGE+EXOGENOUS+%E2%80%93+BIDIRECTIONAL%0D%0ALONG+SHORT-TERM+MEMORY+(VARIMAX+%E2%80%93+Bi-LSTM)+DALAM%0D%0A%0D%0APERAMALAN+HARGA+EMAS+DAN+PERAK&rft.creator=MUHAMMAD+%09%2C+WAIS+ALQORNI&rft.subject=510+Matematika&rft.description=Emas+dan+perak+merupakan+salah+satu+logam+yang+saat+ini+sedang+diminati%0D%0Asebagai+opsi+investasi.+Harga+emas+dan+perak+berfluktuasi+signifikan%2C+sehingga%0D%0Aperamalan+harga+emas+dan+perak+berjangka+sangat+penting+untuk+menilai%0D%0Akelayakannya+sebagai+investasi+yang+menguntungkan.+Salah+satu+metode+yang%0D%0Adapat+digunakan+untuk+melakukan+peramalan+terhadap+harga+emas+dan+perak+yaitu%0D%0Adengan+menggunakan+metode+Vector+Autoregressive+Integrated+Moving+Average%0D%0AExogenous+(VARIMAX).+Namun%2C+VARIMAX+masih+mempunyai+kelemahan%2C%0D%0Akarena+asumsi+yang+disyaratkan+linieritas.+Padahal%2C+residual+yang+dihasilkan%0D%0Amempunya+komponen+tidak+linier.+Disisi+lain+terdapat+metode+Bidirectional+Long%0D%0AShort-Term+Memory+(Bi-LSTM).+Metode+Bi-LSTM+memiliki+keunggulan%0D%0Adibandingkan+metode+VARIMAX%2C+yaitu+dapat+menangani+data+tidak+linier.+Oleh%0D%0Akarena+itu%2C+penelitian+ini+menerapkan+metode+hybrid+VARIMAX+%E2%80%93+Bi-LSTM%0D%0Aberdasarkan+keunggulan+masing-masing+metode+untuk+menangani+masalah+linier%0D%0Adan+tidak+linier.+Metode+hybrid+VARIMAX+%E2%80%93+Bi-LSTM+memiliki+2+model+utama%0D%0Ayaitu+model+Bi-LSTM+pertama+untuk+prediksi+dan+peramalan+data+prediksi%0D%0AVARIMAX+dan+model+Bi-LSTM+kedua+untuk+melakukan+prediksi+dan+peramalan%0D%0Adata+residual+VARIMAX.+Model+hybrid+VARIMAX+%E2%80%93+Bi-LSTM+dengan+skema%0D%0Apembagian+90%25+data+pelatihan+10%25+data+pengujian+pada+penelitian+ini%0D%0Amenghasilkan+tingkat+akurasi+paling+tinggi+dan+menghasilkan+nilai+RMSE+dan%0D%0AMAPE+lebih+kecil+dibandingkan+skema+pembagian+data+lainnya.%0D%0A%0D%0AKata+kunci%3A+Peramalan%2C+Harga+emas+dan+perak%2C+Hybrid+VARIMAX+%E2%80%93+Bi-LSTM%0D%0A%0D%0AGold+and+silver+are+among+the+metals+that+are+currently+favored+as+investment%0D%0Aoptions.+The+prices+of+gold+and+silver+fluctuate+significantly%2C+making+the%0D%0Aforecasting+of+future+gold+and+silver+prices+crucial+for+assessing+their+viability+as%0D%0Aprofitable+investments.+One+method+that+can+be+used+to+forecast+the+prices+of+gold%0D%0Aand+silver+is+the+Vector+Autoregressive+Integrated+Moving+Average+Exogenous%0D%0A(VARIMAX)+method.+However%2C+VARIMAX+still+has+a+weakness+due+to+the%0D%0Aassumption+of+linearity.+In+reality%2C+the+residuals+produced+have+nonlinear%0D%0Acomponents.+On+the+other+hand%2C+there+is+the+Bidirectional+Long+Short-Term%0D%0AMemory+(Bi-LSTM)+method.+The+Bi-LSTM+method+has+an+advantage+over+the%0D%0AVARIMAX+method%2C+as+it+can+handle+nonlinear+data.+Therefore%2C+this+study+applies%0D%0Aa+hybrid+VARIMAX+%E2%80%93+Bi-LSTM+method+based+on+the+advantages+of+each+method%0D%0Ato+handle+both+linear+and+nonlinear+problems.+The+hybrid+VARIMAX+%E2%80%93+Bi-LSTM%0D%0Amethod+has+two+main+models%3A+the+first+Bi-LSTM+model+for+predicting+and%0D%0Aforecasting+the+VARIMAX+prediction+data%2C+and+the+second+Bi-LSTM+model+for%0D%0Apredicting+and+forecasting+the+VARIMAX+residual+data.+The+hybrid+model%0D%0AVARIMAX+%E2%80%93+Bi-LSTM+with+a+splitting+dataset+into+90%25+training+data+and+10%25%0D%0Atesting+data+in+this+study+achieved+the+highest+accuracy+and+resulted+in+smaller%0D%0ARMSE+and+MAPE+values+compared+to+other+splitting+dataset+schemes.%0D%0A%0D%0AKeywords%3A+Forecasting%2C+Gold+and+silver+prices%2C+Hybrid+VARIMAX+%E2%80%93+Bi-LSTM&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM&rft.date=2024-06-10&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F87235%2F1%2F1.%2520ABSTRAK%2520-%2520Muhammad%2520Wais%2520Alqorni.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F87235%2F2%2F2.%2520SKRIPSI%2520FULL%2520-%2520Muhammad%2520Wais%2520Alqorni.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F87235%2F3%2F3.%2520SKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN%2520-%2520Muhammad%2520Wais%2520Alqorni.pdf&rft.identifier=++MUHAMMAD+%2C+WAIS+ALQORNI++(2024)+IMPLEMENTASI+METODE+HYBRID+VECTOR+AUTOREGRESSIVE+INTEGRATED+MOVING+AVERAGE+EXOGENOUS+%E2%80%93+BIDIRECTIONAL+LONG+SHORT-TERM+MEMORY+(VARIMAX+%E2%80%93+Bi-LSTM)+DALAM+PERAMALAN+HARGA+EMAS+DAN+PERAK.++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F87235%2F