期刊名称：IAENG International Journal of Computer Science
印刷版ISSN：1819-656X
电子版ISSN：1819-9224
出版年度：2020
卷号：47
期号：4
语种：English
出版社：IAENG - International Association of Engineers
摘要：Long Short-Term Memory (LSTM) has been one of the most popular methods in time-series forecasting. Within the LSTM architecture, there are hyperparameters present that need to be optimized in order to achieve the optimum results. In order to optimize these hyperparameters, a metaheuristic optimization method was used. A metaheuristic algorithm was used as a way to reduce both time and computational complexity. We used the Search Economics algorithm because we found the algorithm quite interesting while being unpopular. The evaluation was carried out by using Root Mean Square Error (RMSE) as the primary metric used for the optimization. The dataset being used in this experiment is the stock price of one of the most well-known financial institutes in Indonesia. The SE-Optimized LSTM was able to create a prediction that did not overfit with RMSE of 538.92, which was great compared to the unoptimized LSTM model with RMSE of 661.041 and ARIMA model with RMSE of 2809.015.
