Adaptive Moment Estimation On Deep Belief Network For Rupiah Currency Forecasting
One approach that is often used in forecasting is artificial neural networks (ANN), but ANNs have problems in determining the initial weight value between connections, a long time to reach convergent, and minimum local problems.Deep Belief Network (DBN) model is proposed to improve ANN's abilit...
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| Format: | EJournal Article |
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IndoCEISS in colaboration with Universitas Gadjah Mada, Indonesia.,
2019-01-31.
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| LEADER | 02403 am a22003133u 4500 | ||
|---|---|---|---|
| 001 | IJCSS_39071 | ||
| 042 | |a dc | ||
| 100 | 1 | 0 | |a Prabowo, Abram Setyo |e author |
| 100 | 1 | 0 | |e contributor |
| 700 | 1 | 0 | |a Sihabuddin, Agus |e author |
| 700 | 1 | 0 | |a SN, Azhari |e author |
| 245 | 0 | 0 | |a Adaptive Moment Estimation On Deep Belief Network For Rupiah Currency Forecasting |
| 260 | |b IndoCEISS in colaboration with Universitas Gadjah Mada, Indonesia., |c 2019-01-31. | ||
| 500 | |a https://jurnal.ugm.ac.id/ijccs/article/view/39071 | ||
| 520 | |a One approach that is often used in forecasting is artificial neural networks (ANN), but ANNs have problems in determining the initial weight value between connections, a long time to reach convergent, and minimum local problems.Deep Belief Network (DBN) model is proposed to improve ANN's ability to forecast exchange rates. DBN is composed of a Restricted Boltzmann Machine (RBM) stack. The DBN structure is optimally determined through experiments. The Adam method is applied to accelerate learning in DBN because it is able to achieve good results quickly compared to other stochastic optimization methods such as Stochastic Gradient Descent (SGD) by maintaining the level of learning for each parameter.Tests are carried out on USD / IDR daily exchange rate data and four evaluation criteria are adopted to evaluate the performance of the proposed method. The DBN-Adam model produces RMSE 59.0635004, MAE 46.406739, MAPE 0.34652. DBN-Adam is also able to reach the point of convergence quickly, where this result is able to outperform the DBN-SGD model. | ||
| 540 | |a Copyright (c) 2019 IJCCS (Indonesian Journal of Computing and Cybernetics Systems) | ||
| 540 | |a http://creativecommons.org/licenses/by-sa/4.0 | ||
| 546 | |a eng | ||
| 690 | |a Computer Science | ||
| 690 | |a DBN;Deep Belief Network;Adam;Gradient Descent Optimazation;Forecasting | ||
| 655 | 7 | |a info:eu-repo/semantics/article |2 local | |
| 655 | 7 | |a info:eu-repo/semantics/publishedVersion |2 local | |
| 655 | 7 | |2 local | |
| 786 | 0 | |n IJCCS (Indonesian Journal of Computing and Cybernetics Systems); Vol 13, No 1 (2019): January; 31-42 | |
| 786 | 0 | |n 2460-7258 | |
| 786 | 0 | |n 1978-1520 | |
| 787 | 0 | |n https://jurnal.ugm.ac.id/ijccs/article/view/39071/23717 | |
| 856 | 4 | 1 | |u https://jurnal.ugm.ac.id/ijccs/article/view/39071 |z Get Fulltext |
| 856 | 4 | 1 | |u https://jurnal.ugm.ac.id/ijccs/article/view/39071/23717 |z Get Fulltext |