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primary topic: PERBANDINGAN MODEL DEEP LEARNING RECURRENT NEURAL NETWORK DAN LONG SHORT-TERM MEMORY DALAM PREDIKSI HARGA SAHAM (STUDI KASUS: PT TELEKOMUNIKASI INDONESIA TBK MENGGUNAKAN DATA HISTORIS TAHUN 2014–2024)

PERBANDINGAN MODEL DEEP LEARNING RECURRENT NEURAL NETWORK DAN LONG SHORT-TERM MEMORY DALAM PREDIKSI HARGA SAHAM (STUDI KASUS: PT TELEKOMUNIKASI INDONESIA TBK MENGGUNAKAN DATA HISTORIS TAHUN 2014–2024)
type: Thesis
type: Article
abstract: Time series data are widely used in analysis and forecasting by utilizing historical patterns to predict future values. Various classical linear models, such as ARIMA, are commonly applied due to their strong mathematical foundation but are limited in capturing complex, nonlinear, non-stationary, and volatile patterns, such as stock price data. Therefore, deep learning approaches, particularly Recurrent Neural Network (RNN) and Long Short-Term Memory (LSTM), are used because they can model nonlinear relationships in sequential data. This study aims to explore the steps of RNN and LSTM models, implement both models on PT Telkom Indonesia Tbk stock price data for the period 2014–2024, and compare their performance in predicting stock prices. Both models were developed with the same architecture, consisting of two hidden layers, 64 neurons, tanh activation function, and batch size of 64. Performance evaluation was conducted using MSE, RMSE, and MAE. The results show that LSTM outperforms RNN with MSE 67.6683, RMSE 55.3865, MAE 41.5585, and training time of 497.18 seconds, whereas RNN has MSE 9810.32, RMSE 99.05, MAE 79.67, and training time of 195.24 seconds. Although LSTM requires a longer training time, it is more effective in capturing stock price movement patterns.
date: 2026-01-12
status: published
author list: authors
type: EPrint
type: ThesisEPrint
is part of: repository
has document: http://digilib.uin-suka.ac.id/id/document/1045819
has version: http://digilib.uin-suka.ac.id/id/document/1045819
has published: http://digilib.uin-suka.ac.id/id/document/1045819
has document: http://digilib.uin-suka.ac.id/id/document/1045820
has version: http://digilib.uin-suka.ac.id/id/document/1045820
has published: http://digilib.uin-suka.ac.id/id/document/1045820
has document: http://digilib.uin-suka.ac.id/id/document/1045845
has document: http://digilib.uin-suka.ac.id/id/document/1045846
has document: http://digilib.uin-suka.ac.id/id/document/1045847
has document: http://digilib.uin-suka.ac.id/id/document/1045848
has document: http://digilib.uin-suka.ac.id/id/document/1045849
has document: http://digilib.uin-suka.ac.id/id/document/1045850
has document: http://digilib.uin-suka.ac.id/id/document/1045851
has document: http://digilib.uin-suka.ac.id/id/document/1045852
subject: 510 Mathematics (Matematika)

http://digilib.uin-suka.ac.id/id/document/1045819
type: Document
label: PERBANDINGAN MODEL DEEP LEARNING RECURRENT NEURAL NETWORK DAN LONG SHORT-TERM MEMORY DALAM PREDIKSI HARGA SAHAM (STUDI KASUS: PT TELEKOMUNIKASI INDONESIA TBK MENGGUNAKAN DATA HISTORIS TAHUN 2014–2024) (Text)
has file: 22106010021_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
has part: 22106010021_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf

http://digilib.uin-suka.ac.id/id/document/1045820
type: Document
label: PERBANDINGAN MODEL DEEP LEARNING RECURRENT NEURAL NETWORK DAN LONG SHORT-TERM MEMORY DALAM PREDIKSI HARGA SAHAM (STUDI KASUS: PT TELEKOMUNIKASI INDONESIA TBK MENGGUNAKAN DATA HISTORIS TAHUN 2014–2024) (Text)

UIN SUNAN KALIJAGA YOGYAKARTA
type: Organization

FAKULTAS SAINS DAN TEKNOLOGI, UIN SUNAN KALIJAGA YOGYAKARTA
type: Organization

NIM.: 22106010021 Titi Prihartati
type: Person
given name: NIM.: 22106010021
family name: Titi Prihartati

http://digilib.uin-suka.ac.id/id/document/1045845
type: Document
label: PERBANDINGAN MODEL DEEP LEARNING RECURRENT NEURAL NETWORK DAN LONG SHORT-TERM MEMORY DALAM PREDIKSI HARGA SAHAM (STUDI KASUS: PT TELEKOMUNIKASI INDONESIA TBK MENGGUNAKAN DATA HISTORIS TAHUN 2014–2024) (Other)
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http://digilib.uin-suka.ac.id/id/document/1045846
type: Document
label: PERBANDINGAN MODEL DEEP LEARNING RECURRENT NEURAL NETWORK DAN LONG SHORT-TERM MEMORY DALAM PREDIKSI HARGA SAHAM (STUDI KASUS: PT TELEKOMUNIKASI INDONESIA TBK MENGGUNAKAN DATA HISTORIS TAHUN 2014–2024) (Other)
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http://digilib.uin-suka.ac.id/id/document/1045847
type: Document
label: PERBANDINGAN MODEL DEEP LEARNING RECURRENT NEURAL NETWORK DAN LONG SHORT-TERM MEMORY DALAM PREDIKSI HARGA SAHAM (STUDI KASUS: PT TELEKOMUNIKASI INDONESIA TBK MENGGUNAKAN DATA HISTORIS TAHUN 2014–2024) (Other)
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http://digilib.uin-suka.ac.id/id/document/1045848
type: Document
label: PERBANDINGAN MODEL DEEP LEARNING RECURRENT NEURAL NETWORK DAN LONG SHORT-TERM MEMORY DALAM PREDIKSI HARGA SAHAM (STUDI KASUS: PT TELEKOMUNIKASI INDONESIA TBK MENGGUNAKAN DATA HISTORIS TAHUN 2014–2024) (Other)
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http://digilib.uin-suka.ac.id/id/document/1045849
type: Document
label: PERBANDINGAN MODEL DEEP LEARNING RECURRENT NEURAL NETWORK DAN LONG SHORT-TERM MEMORY DALAM PREDIKSI HARGA SAHAM (STUDI KASUS: PT TELEKOMUNIKASI INDONESIA TBK MENGGUNAKAN DATA HISTORIS TAHUN 2014–2024) (Other)
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islightbox thumbnail version of: http://digilib.uin-suka.ac.id/id/document/1045819
has file: lightbox.jpg
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http://digilib.uin-suka.ac.id/id/document/1045850
type: Document
label: PERBANDINGAN MODEL DEEP LEARNING RECURRENT NEURAL NETWORK DAN LONG SHORT-TERM MEMORY DALAM PREDIKSI HARGA SAHAM (STUDI KASUS: PT TELEKOMUNIKASI INDONESIA TBK MENGGUNAKAN DATA HISTORIS TAHUN 2014–2024) (Other)
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has file: preview.jpg
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http://digilib.uin-suka.ac.id/id/document/1045851
type: Document
label: PERBANDINGAN MODEL DEEP LEARNING RECURRENT NEURAL NETWORK DAN LONG SHORT-TERM MEMORY DALAM PREDIKSI HARGA SAHAM (STUDI KASUS: PT TELEKOMUNIKASI INDONESIA TBK MENGGUNAKAN DATA HISTORIS TAHUN 2014–2024) (Other)
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has file: medium.jpg
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http://digilib.uin-suka.ac.id/id/document/1045852
type: Document
label: PERBANDINGAN MODEL DEEP LEARNING RECURRENT NEURAL NETWORK DAN LONG SHORT-TERM MEMORY DALAM PREDIKSI HARGA SAHAM (STUDI KASUS: PT TELEKOMUNIKASI INDONESIA TBK MENGGUNAKAN DATA HISTORIS TAHUN 2014–2024) (Other)
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has file: small.jpg
has part: small.jpg

https://digilib.uin-suka.ac.id/id/eprint/75477/
title: HTML Summary of #75477 PERBANDINGAN MODEL DEEP LEARNING RECURRENT NEURAL NETWORK DAN LONG SHORT-TERM MEMORY DALAM PREDIKSI HARGA SAHAM (STUDI KASUS: PT TELEKOMUNIKASI INDONESIA TBK MENGGUNAKAN DATA HISTORIS TAHUN 2014–2024)
format: text/html
primary topic: PERBANDINGAN MODEL DEEP LEARNING RECURRENT NEURAL NETWORK DAN LONG SHORT-TERM MEMORY DALAM PREDIKSI HARGA SAHAM (STUDI KASUS: PT TELEKOMUNIKASI INDONESIA TBK MENGGUNAKAN DATA HISTORIS TAHUN 2014–2024)

510 Mathematics (Matematika)
type: Concept