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primary topic: http://digilib.uin-suka.ac.id/id/eprint/76833

http://digilib.uin-suka.ac.id/id/eprint/76833
type: Thesis
type: Article
title: PERBANDINGAN METODE LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DENGAN PENDEKATAN UNIVARIAT DAN MULTIVARIAT UNTUK MEMPREDIKSI HARGA SAHAM (STUDI KASUS : HARGA SAHAM BMRI PERIODE 2015-2024)
abstract: A time series is a sequence of observations that are time-oriented or arranged chronologically for an observed variable. Time series data are widely used in analysis and forecasting, including stock price analysis. Stock price data are generally non-stationary, fluctuating, highly volatile, and tend to form nonlinear patterns. These characteristics cause the assumptions of classical time series methods, particularly Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU), which are used to predict stock prices using univariate and multivariate approaches. The data used in this study were the stock price data of PT Bank Mandiri Tbk (BMRI) from 2015 to 2024. The research stages included Exploratory Data Analysis (EDA), preprocessing, modeling, and architecture optimization, with evaluation conducted using Mean Squared Error (MSE) and Mean Absolute Error (MAE). The results showed that both LSTM and GRU models with univariate and multivariate approaches were able to predict stock prices with movements relatively similar to the actual data. The univariate GRU model was identified as the best architecture consisting of a sliding window of 30, one hidden layer, 128 units, dropout of 0.1, batch size of 32, and MSE and MAE values of 0.0012 and 0.0270, respectively. In addition, GRU demonstrated higher sensitivity than LSTM, resulting in more aggressive predictions of price declines, while LSTM produced predictions that were more realistic.
date: 2026-05-12
status: published
author list: authors
type: EPrint
type: ThesisEPrint
is part of: repository
has document: http://digilib.uin-suka.ac.id/id/document/1057249
has version: http://digilib.uin-suka.ac.id/id/document/1057249
has published: http://digilib.uin-suka.ac.id/id/document/1057249
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has version: http://digilib.uin-suka.ac.id/id/document/1057250
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has document: http://digilib.uin-suka.ac.id/id/document/1061265
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has document: http://digilib.uin-suka.ac.id/id/document/1061270
has document: http://digilib.uin-suka.ac.id/id/document/1061271
has document: http://digilib.uin-suka.ac.id/id/document/1061272
subject: 515.6 Metode Analitik - Matematika

http://digilib.uin-suka.ac.id/id/document/1057249
type: Document
label: PERBANDINGAN METODE LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DENGAN PENDEKATAN UNIVARIAT DAN MULTIVARIAT UNTUK MEMPREDIKSI HARGA SAHAM (STUDI KASUS : HARGA SAHAM BMRI PERIODE 2015-2024) (Text)
has file: 22106010003_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
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http://digilib.uin-suka.ac.id/id/document/1057250
type: Document
label: PERBANDINGAN METODE LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DENGAN PENDEKATAN UNIVARIAT DAN MULTIVARIAT UNTUK MEMPREDIKSI HARGA SAHAM (STUDI KASUS : HARGA SAHAM BMRI PERIODE 2015-2024) (Text)

UIN SUNAN KALIJAGA YOGYAKARTA
type: Organization

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

NIM.: 22106010003 Amanda Riyas Utami
type: Person
given name: NIM.: 22106010003
family name: Amanda Riyas Utami

http://digilib.uin-suka.ac.id/id/document/1061265
type: Document
label: PERBANDINGAN METODE LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DENGAN PENDEKATAN UNIVARIAT DAN MULTIVARIAT UNTUK MEMPREDIKSI HARGA SAHAM (STUDI KASUS : HARGA SAHAM BMRI PERIODE 2015-2024) (Other)
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http://digilib.uin-suka.ac.id/id/document/1061266
type: Document
label: PERBANDINGAN METODE LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DENGAN PENDEKATAN UNIVARIAT DAN MULTIVARIAT UNTUK MEMPREDIKSI HARGA SAHAM (STUDI KASUS : HARGA SAHAM BMRI PERIODE 2015-2024) (Other)
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http://digilib.uin-suka.ac.id/id/document/1061267
type: Document
label: PERBANDINGAN METODE LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DENGAN PENDEKATAN UNIVARIAT DAN MULTIVARIAT UNTUK MEMPREDIKSI HARGA SAHAM (STUDI KASUS : HARGA SAHAM BMRI PERIODE 2015-2024) (Other)
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http://digilib.uin-suka.ac.id/id/document/1061268
type: Document
label: PERBANDINGAN METODE LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DENGAN PENDEKATAN UNIVARIAT DAN MULTIVARIAT UNTUK MEMPREDIKSI HARGA SAHAM (STUDI KASUS : HARGA SAHAM BMRI PERIODE 2015-2024) (Other)
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http://digilib.uin-suka.ac.id/id/document/1061269
type: Document
label: PERBANDINGAN METODE LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DENGAN PENDEKATAN UNIVARIAT DAN MULTIVARIAT UNTUK MEMPREDIKSI HARGA SAHAM (STUDI KASUS : HARGA SAHAM BMRI PERIODE 2015-2024) (Other)
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http://digilib.uin-suka.ac.id/id/document/1061270
type: Document
label: PERBANDINGAN METODE LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DENGAN PENDEKATAN UNIVARIAT DAN MULTIVARIAT UNTUK MEMPREDIKSI HARGA SAHAM (STUDI KASUS : HARGA SAHAM BMRI PERIODE 2015-2024) (Other)
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http://digilib.uin-suka.ac.id/id/document/1061271
type: Document
label: PERBANDINGAN METODE LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DENGAN PENDEKATAN UNIVARIAT DAN MULTIVARIAT UNTUK MEMPREDIKSI HARGA SAHAM (STUDI KASUS : HARGA SAHAM BMRI PERIODE 2015-2024) (Other)
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http://digilib.uin-suka.ac.id/id/document/1061272
type: Document
label: PERBANDINGAN METODE LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DENGAN PENDEKATAN UNIVARIAT DAN MULTIVARIAT UNTUK MEMPREDIKSI HARGA SAHAM (STUDI KASUS : HARGA SAHAM BMRI PERIODE 2015-2024) (Other)
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https://digilib.uin-suka.ac.id/id/eprint/76833/
title: HTML Summary of #76833 PERBANDINGAN METODE LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DENGAN PENDEKATAN UNIVARIAT DAN MULTIVARIAT UNTUK MEMPREDIKSI HARGA SAHAM (STUDI KASUS : HARGA SAHAM BMRI PERIODE 2015-2024)
format: text/html
primary topic: http://digilib.uin-suka.ac.id/id/eprint/76833

515.6 Metode Analitik - Matematika
type: Concept