GENERAL REGRESSION NEURAL NETWORK (GRNN) PADA PERAMALAN DATA TIME SERIES

General Regression Neural Network (GRNN) is one method that was developed from the concept of artificial neural network that can be used for forecasting. This method was applied to predict the time series data that has a causal relations where the forecasting method used previously (ARIMA BOXJenkins...

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Main Authors: , Luh Putu Widya Adnyani, , Prof. Drs. H. Subanar, Ph.D
格式: Theses and Dissertations NonPeerReviewed
出版: [Yogyakarta] : Universitas Gadjah Mada 2012
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ETD
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spelling id-ugm-repo.990852016-03-04T08:47:31Z https://repository.ugm.ac.id/99085/ GENERAL REGRESSION NEURAL NETWORK (GRNN) PADA PERAMALAN DATA TIME SERIES , Luh Putu Widya Adnyani , Prof. Drs. H. Subanar, Ph.D ETD General Regression Neural Network (GRNN) is one method that was developed from the concept of artificial neural network that can be used for forecasting. This method was applied to predict the time series data that has a causal relations where the forecasting method used previously (ARIMA BOXJenkins) is not able to explain the presence of linkage data. This research was conducting by taking the dollar exchage rate and composite stock price index(IHSG). By using the GRNN methode will obtained the predictive value in some future periode. The advantages using this method is faster in term of computation and doesn�t requared the presence of a data asumptions. GRNN method produces more accurate predictive value comapred with ARIMA. It was shown that the MSE value is smaller than ARIMA [Yogyakarta] : Universitas Gadjah Mada 2012 Thesis NonPeerReviewed , Luh Putu Widya Adnyani and , Prof. Drs. H. Subanar, Ph.D (2012) GENERAL REGRESSION NEURAL NETWORK (GRNN) PADA PERAMALAN DATA TIME SERIES. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=55212
institution Universitas Gadjah Mada
building UGM Library
country Indonesia
collection Repository Civitas UGM
topic ETD
spellingShingle ETD
, Luh Putu Widya Adnyani
, Prof. Drs. H. Subanar, Ph.D
GENERAL REGRESSION NEURAL NETWORK (GRNN) PADA PERAMALAN DATA TIME SERIES
description General Regression Neural Network (GRNN) is one method that was developed from the concept of artificial neural network that can be used for forecasting. This method was applied to predict the time series data that has a causal relations where the forecasting method used previously (ARIMA BOXJenkins) is not able to explain the presence of linkage data. This research was conducting by taking the dollar exchage rate and composite stock price index(IHSG). By using the GRNN methode will obtained the predictive value in some future periode. The advantages using this method is faster in term of computation and doesn�t requared the presence of a data asumptions. GRNN method produces more accurate predictive value comapred with ARIMA. It was shown that the MSE value is smaller than ARIMA
format Theses and Dissertations
NonPeerReviewed
author , Luh Putu Widya Adnyani
, Prof. Drs. H. Subanar, Ph.D
author_facet , Luh Putu Widya Adnyani
, Prof. Drs. H. Subanar, Ph.D
author_sort , Luh Putu Widya Adnyani
title GENERAL REGRESSION NEURAL NETWORK (GRNN) PADA PERAMALAN DATA TIME SERIES
title_short GENERAL REGRESSION NEURAL NETWORK (GRNN) PADA PERAMALAN DATA TIME SERIES
title_full GENERAL REGRESSION NEURAL NETWORK (GRNN) PADA PERAMALAN DATA TIME SERIES
title_fullStr GENERAL REGRESSION NEURAL NETWORK (GRNN) PADA PERAMALAN DATA TIME SERIES
title_full_unstemmed GENERAL REGRESSION NEURAL NETWORK (GRNN) PADA PERAMALAN DATA TIME SERIES
title_sort general regression neural network (grnn) pada peramalan data time series
publisher [Yogyakarta] : Universitas Gadjah Mada
publishDate 2012
url https://repository.ugm.ac.id/99085/
http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=55212
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