PENERAPAN ARTIFICIAL NEURAL NETWORK DENGAN OPTIMASI MODIFIED ARTIFICIAL BEE COLONY UNTUK MERAMALKAN HARGA BITCOIN TERHADAP RUPIAH

*Di Mokhammad Hakim Ilmawan  -  Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro, Indonesia
Budi Warsito  -  Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro, Indonesia
Sugito Sugito  -  Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro, Indonesia
Received: 15 Jun 2020; Published: 15 Jun 2020.
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Open Access Copyright 2020 Jurnal Gaussian
License URL: http://creativecommons.org/licenses/by-nc-sa/4.0

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Abstract

Bitcoin is one of digital assets that can be used to make a profit. One of the ways to use Bitcoin profitly is to trade Bitcoin. At trade activities, decisions making whether to buy or not are very crucial. If we can predict the price of Bitcoin in the future period, we can make a decisions whether to buy Bitcoin or not. Artificial Neural Network can be used to predict Bitcoin price data which is time series data. There are many learning algorithm in Artificial Neural Network, Modified Artificial Bee Colony is one of optimization algorithm that used to solve the optimal weight of Artificial Neural Network. In this study, the Bitcoin exchage rate against Rupiah starting September 1, 2017 to January 4, 2019 are used. Based on the training results obtained that MAPE value is 3,12% and the testing results obtained that MAPE value is 2,02%. This represent that the prediction results from Artificial Neural Network optimized by Modified Artificial Bee Colony algorithm are quite accurate because of small MAPE value.

Keywords: Bitcoin, predict, time series, Artificial Neural Network, Modified Artificial Bee Colony

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