Model Fourier Untuk Prediksi Harga Saham Astrazeneca Menggunakan Algoritma Levenberg-Marquardt

Abstract

The soaring cases of covid-19 prompted some countries to find solutions to save their people. One of the steps that is currently being taken is with vaccines. Several leading companies in the world that produce drugs are known to have produced vaccines for covid-19, one of which is AstraZeneca. AstraZeneca vaccine is known as the most widely used vaccine in all countries in the world. Interesting thing to research is how the development of the company's stock engaged in the medical field, especially companies that produce vaccines for covid-19. This study used Fourier's approach to modeling its curve fittings. As for the prediction process using levenberg-marquardt algorithm which is known to be reliable to perform the prediction process. Levenberg-Marquardt's algorithm has the advantage of a fast training process and reliable accuracy due to its work that combines Gauss-Newton and Steepest Descent. The result is root mean square error value from the test result that was lower than the Root Mean Square Error value in the training process. This indicates that the prediction went well.

References

Kusuma, Tiara Dine. 2021. Fast Fourier Transform (FFT) Dalam Transformasi Sinyal Frekuensi Suara Sebagai Upaya Perolehan Average Energy (AE) Musik. Jurnal Pengkajian dan Penerapan Teknik Informatika Institut Teknologi PLN, 14(1), pp. 2655-5018.

Sunarauw, S. J. A. 2018. Algoritma Pelatihan Levenberg-Marquardt Backpropagation Artificial Neural Network Untuk Data Time Series. Jurnal Sains dan Teknologi Universitas Negeri Manado, 1 (2), pp. 213-221.

Hidayat, R. N., Isnanto, R. R., dan Nurhayati, O. D. (2013). Implementasi Jaringan Syaraf Tiruan Perambatan Balik untuk Memprediksi Harga Logam Mulia Emas Menggunakan Algoritma Levenberg Marquardt. Jurnal Teknologi Dan Sistem Komputer, 1(2), 49–55.

Rudyatmoko, C., dan Sugiantoro, B. (2017). Konsep Kriptografi Menggunakan Jaringan Saraf Tiruan Backpropagation dan Levenberg-Marquardt, (x), 1–7.

Lisa, Yasinta. 2015. Implementasi Algoritma Levenberg-Marquardt dan Regularisasi Bayes untuk Prediksi Curah Hujan. Vox Edukasi, 6 (2), pp. 201-210.