Classification of the IDR-USD Exchange Rate with Multilayer Perceptron Based on Detection Rate


Al-Khowarizmi Al-Khowarizmi(1*), Fanny Ramadhani(2), Fatma Sari Hutagalung(3),


(1) Universitas Muhammadiyah Sumatera Utara
(2) Universitas Muhammadiyah Sumatera Utara
(3) Universitas Muhammadiyah Sumatera Utara
(*) Corresponding Author

Abstract


Artificial neural network (ANN) is a set of units in processing a model based on the habits of human neural networks. ANN has one of its duties, namely classification with the concept of supervised learning. ANN also has various methods in performing its duties such as Multilayer perceptron (MLP). Where MLP is one of the ANN methods that can classify based on data as conceptualized in data mining. Very useful classifications and trends in the field of research because of the review of data that will generate knowledge. Nominal Exchange Rate is one of the datasets tested in this study. The exchange rate of the Indonesian Rupiah (IDR) against the United States Dollar (USD) is very necessary both in terms of stock movements and other businesses. So that, it is necessary to use classification to predict future exchange rates. In this study, the MLP method was carried out by obtaining a validation test using MAPE based on the detection rate of sebesar 0.500079879%.

Keywords


Classification; ANN; MLP; MAPE

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DOI: https://doi.org/10.31289/jite.v5i1.5252

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