Parameter Optimization In Support Vector Regression Using Grid Search Optimization In Predicting Currency Values
Keywords:Support Vector Regression, Radial Basis Function, Grid Search Optimization, MAPE
Currency Values is cryptocurrency which known has high price fluctuation. The more volatile the price of an investment, the higher the risk of investors gain losses. That principle also follows in Currency Values. In order for investments to avoid losses and gain profits, there needs a method that can be used to predict the price of Currency Values accurately. In this study, a Currency Values price prediction was carried out based on Currency Values data obtained in the past (time series forecasting) using the Support Vector Regression (SVR) method. The data used is weekly Currency Values price data from January 2018 to March 2020. Currency Values price data is nonlinear, so the Radial Basis Function kernel is used. The SVR parameter model is optimized using the Grid Search Optimization. The objective of this research is to get the accuracy of the SVR model by looking at the MAPE value which obtained. The results showed that the MAPE value obtained was 10.738% with the parameter values of C = 5, ? = 0.004, and ? = 0.07. The MAPE value indicates that the predicted results that obtained are categorized as good prediction results
Marliana, R. R., & Wiharko, T. (2017). Design of Administrative Data Management using The Togaf ADM Framework. J-Tin’s-Jurnal Teknik Informatika, 1(2).
indra Junaedi, D., & Santika, D. (2017). Design of Smart Parking System Based on Microcontroller in Campus Parking Area. J-Tin’s-Jurnal Teknik Informatika, 1(2).
indra Junaedi, D. (2018). Analysis of The Impact of Implementation of Website Technology in The Village as a Means of Information Media. J-Tin’s-Jurnal Teknik Informatika, 2(1).
Firmansyah, E., & Marliana, R. R. (2018). The Best Employee Selection Decision Support System With a Weighted Product Approach. J-Tin’s-Jurnal Teknik Informatika, 2(2).
Yuniarto, D., & Firmansyah, E. (2018). Decision Support System Determination of Food Recipients using Analytical Hierarchy Process. J-Tin’s-Jurnal Teknik Informatika, 2(1).
Budiana, D., & Yuniarto, D. (2018). Application of The Least Square Method for The Prediction of The Number of Registration in Admission of New Students in Universities. J-Tin’s-Jurnal Teknik Informatika, 2(2).
Suhayati, M., & Herdiana, D. (2019). Application of Apriori Algorithm in A Pharmacy Drug Stock System using A Website-Based Prototype Method. J-Tin’s-Jurnal Teknik Informatika, 3(2).
Yuniarto, D. (2019). Development of User interface Design For integrated Academic information Systems Sumedang Stmik Based on Perceptions of Easy and Usefulness. J-Tin’s-Jurnal Teknik Informatika, 3(1).
Sutara, B., & Yuniarto, D. (2020). Design Of A Decision Support System Of Study Concentration Using AHP Method. J-Tin’s-Jurnal Teknik Informatika, 4(2).
Santika, D., & Herdiana, D. (2020). Football Player Positioning Decision Support System Using The Simple Additive Weighting Method At The Sumedang Football Association. J-Tin’s-Jurnal Teknik Informatika, 4(1).
How to Cite
Copyright (c) 2021 J-Tin's - Jurnal Teknik Informatika
This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.