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primary topic: PERBANDINGAN MODEL LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DALAM PERAMALAN HARGA SAHAM (STUDI KASUS : INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE JANUARI 2010 - DESEMBER 2025)

PERBANDINGAN MODEL LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DALAM PERAMALAN HARGA SAHAM (STUDI KASUS : INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE JANUARI 2010 - DESEMBER 2025)
type: Thesis
type: Article
abstract: This study aims to compare the effectiveness of RNNbased neural network architectures, namely LSTM and GRU, in forecasting the weekly closing prices of the IHSG from January 2010 to December 2025. Four model architectures were employed, namely LSTM–LSTM, GRU–GRU, LSTM– GRU, and GRU–LSTM. The research stages included data normalization, sliding window transformation, and splitting the data into training and testing sets. All models were trained using the Adam optimizer with the same hyperparameter configuration. Model performance was evaluated using MSE and MAPE. The results showed that the GRU– GRU architecture achieved the best performance with the lowest MSE and MAPE values, indicating that it was more effective in capturing the time series patterns of IHSG closing prices.
date: 2026-04-30
status: published
author list: authors
type: EPrint
type: ThesisEPrint
is part of: repository
has document: http://digilib.uin-suka.ac.id/id/document/1057265
has version: http://digilib.uin-suka.ac.id/id/document/1057265
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has document: http://digilib.uin-suka.ac.id/id/document/1057266
has version: http://digilib.uin-suka.ac.id/id/document/1057266
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has document: http://digilib.uin-suka.ac.id/id/document/1061205
has document: http://digilib.uin-suka.ac.id/id/document/1061206
has document: http://digilib.uin-suka.ac.id/id/document/1061207
has document: http://digilib.uin-suka.ac.id/id/document/1061208
subject: 515.6 Metode Analitik - Matematika

http://digilib.uin-suka.ac.id/id/document/1057265
type: Document
label: PERBANDINGAN MODEL LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DALAM PERAMALAN HARGA SAHAM (STUDI KASUS : INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE JANUARI 2010 - DESEMBER 2025) (Text)
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label: PERBANDINGAN MODEL LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DALAM PERAMALAN HARGA SAHAM (STUDI KASUS : INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE JANUARI 2010 - DESEMBER 2025) (Text)

UIN SUNAN KALIJAGA YOGYAKARTA
type: Organization

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

NIM.: 22106010047 Irodatul Jannah
type: Person
given name: NIM.: 22106010047
family name: Irodatul Jannah

http://digilib.uin-suka.ac.id/id/document/1061201
type: Document
label: PERBANDINGAN MODEL LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DALAM PERAMALAN HARGA SAHAM (STUDI KASUS : INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE JANUARI 2010 - DESEMBER 2025) (Other)
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http://digilib.uin-suka.ac.id/id/document/1061202
type: Document
label: PERBANDINGAN MODEL LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DALAM PERAMALAN HARGA SAHAM (STUDI KASUS : INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE JANUARI 2010 - DESEMBER 2025) (Other)
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http://digilib.uin-suka.ac.id/id/document/1061203
type: Document
label: PERBANDINGAN MODEL LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DALAM PERAMALAN HARGA SAHAM (STUDI KASUS : INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE JANUARI 2010 - DESEMBER 2025) (Other)
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http://digilib.uin-suka.ac.id/id/document/1061204
type: Document
label: PERBANDINGAN MODEL LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DALAM PERAMALAN HARGA SAHAM (STUDI KASUS : INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE JANUARI 2010 - DESEMBER 2025) (Other)
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http://digilib.uin-suka.ac.id/id/document/1061205
type: Document
label: PERBANDINGAN MODEL LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DALAM PERAMALAN HARGA SAHAM (STUDI KASUS : INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE JANUARI 2010 - DESEMBER 2025) (Other)
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http://digilib.uin-suka.ac.id/id/document/1061206
type: Document
label: PERBANDINGAN MODEL LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DALAM PERAMALAN HARGA SAHAM (STUDI KASUS : INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE JANUARI 2010 - DESEMBER 2025) (Other)
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http://digilib.uin-suka.ac.id/id/document/1061207
type: Document
label: PERBANDINGAN MODEL LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DALAM PERAMALAN HARGA SAHAM (STUDI KASUS : INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE JANUARI 2010 - DESEMBER 2025) (Other)
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http://digilib.uin-suka.ac.id/id/document/1061208
type: Document
label: PERBANDINGAN MODEL LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DALAM PERAMALAN HARGA SAHAM (STUDI KASUS : INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE JANUARI 2010 - DESEMBER 2025) (Other)
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https://digilib.uin-suka.ac.id/id/eprint/76841/
title: HTML Summary of #76841 PERBANDINGAN MODEL LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DALAM PERAMALAN HARGA SAHAM (STUDI KASUS : INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE JANUARI 2010 - DESEMBER 2025)
format: text/html
primary topic: PERBANDINGAN MODEL LONG SHORT-TERM MEMORY (LSTM) DAN GATED RECURRENT UNIT (GRU) DALAM PERAMALAN HARGA SAHAM (STUDI KASUS : INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE JANUARI 2010 - DESEMBER 2025)

515.6 Metode Analitik - Matematika
type: Concept