Crude Oil Price Forecasting Using Long Short-Term Memory

MUHAMAD FARIZ MAULANA

Informasi Dasar

96 kali
21.04.3273
006.31
Karya Ilmiah - Skripsi (S1) - Reference

Crude oil has an important role in the financial indicators of global markets and economies. The price of crude oil influences the income of a country, both directly and indirectly. This includes affecting the prices of basic needs, transportation, commodities, and many more. Therefore, understanding the future price of crude oil is essential in helping to budgeting and planning for a better economy. The contribution of this research is in finding the best hyperparameters and using early stopping methods in the LSTM model to predict oil prices. This research implemented Long Short-Term Memory (LSTM), an artificial neural network that can handle long-term dependencies and the problems of time series data. The LSTM method will be used to predict Brent oil prices on daily and weekly time frames. The experiment has been conducted by tuning some parameters to obtain the best result. From the daily time frame experiment, the model obtained RMSE and MAE of 1.27055 and 0.92827, respectively, while the weekly time frame has RMSE and MAE of 3.37817 and 2.60603, respectively. The results show that the LSTM model can improve to the trends that occur in the original data.

Subjek

Machine - learning
 

Katalog

Crude Oil Price Forecasting Using Long Short-Term Memory
 
 
Indonesia

Sirkulasi

Rp. 0
Rp. 0
Tidak

Pengarang

MUHAMAD FARIZ MAULANA
Perorangan
Siti Saadah, Prasti Eko Yunanto
 

Penerbit

Universitas Telkom, S1 Informatika
Bandung
2021

Koleksi

Kompetensi

 

Download / Flippingbook

 

Ulasan

Belum ada ulasan yang diberikan
anda harus sign-in untuk memberikan ulasan ke katalog ini