eprintid: 76841
rev_number: 10
eprint_status: archive
userid: 12460
dir: disk0/00/07/68/41
datestamp: 2026-06-19 08:00:58
lastmod: 2026-06-19 08:00:58
status_changed: 2026-06-19 08:00:58
type: thesis
metadata_visibility: show
contact_email: muh.khabib@uin-suka.ac.id
creators_name: Irodatul Jannah, NIM.: 22106010047
title: 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)
ispublished: pub
subjects: 515.6
divisions: jur_mat
full_text_status: restricted
keywords: GRU, LSTM, IHSG, Peramalan Deret Waktu
note: Sri Utami Zuliana, S.Si., M.Sc., Ph.D.
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
date_type: published
pages: 226
institution: UIN SUNAN KALIJAGA YOGYAKARTA
department: FAKULTAS SAINS DAN TEKNOLOGI
thesis_type: skripsi
thesis_name: other
citation:   Irodatul Jannah, NIM.: 22106010047  (2026) 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).  Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.   
document_url: https://digilib.uin-suka.ac.id/id/eprint/76841/1/22106010047_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
document_url: https://digilib.uin-suka.ac.id/id/eprint/76841/2/22106010047_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf