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PEMODELAN ELMAN NETWORKS PADA DATA TIME SERIES NONLINEAR MELALUI PROSEDUR BOTTOM-UP

2 MENGGUNAKAN INFERENSI Rinc

oleh APRIL WICAKSONO M0106027

SKRIPSI ditulis dan diajukan untuk memenuhi sebagian persyaratan memperoleh gelar Sarjana Sains Matematika

JURUSAN MATEMATIKA FAKULTAS MATEMATIKA DAN ILMU PENGETAHUAN ALAM UNIVERSITAS SEBELAS MARET SURAKARTA 2011

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ABSTRAK
April Wicaksono, 2011. PEMODELAN ELMAN NETWORKS PADA DATA TIME SERIES NONLINEAR MELALUI PROSEDUR BOTTOM UP MENGGUNAKAN INFERENSI R2 . Fakultas Matematika dan Ilmu Pengeinc tahuan Alam, Universitas Sebelas Maret. Neural networks merupakan model nonlinear yang eksibel untuk memodelkan data dalam berbagai bidang aplikasi. Elman networks adalah salah satu jenis neural networks yang dapat digunakan untuk memodelkan data time series. Proses dalam Elman networks dilakukan dengan cara menransfer sinyal input berbobot melalui beberapa neuron yang saling terhubung. Berdasarkan hal tersebut perlu ditentukan terlebih dahulu nilai bobot dan banyak neuron yang digunakan. Tujuan penelitian ini yaitu menentukan prosedur pemodelan Elman networks untuk data time series, menentukan nilai bobot dan menentukan banyak neuron yang optimal. Penelitian ini mengkaji ulang beberapa jurnal yang telah dipublikasikan. Dalam pembahasan, nilai bobot pada Elman networks ditentukan dengan meminimumkan fungsi eror. Proses ini diselesaikan menggunakan metode optimalisasi gradient descent melalui algoritma backpropagation. Untuk banyaknya neuron ditentukan melalui prosedur bottom up. Prosedur bottom up merupakan prosedur penentuan banyak neuron yang dimulai dari arsitektur yang paling sederhana menuju arsitektur yang lengkap. Prosedur ini dilakukan dengan cara menambahkan neuron pada setiap arsitektur yang sederhana dan dihentikan ketika penambahan neuron tidak lagi memiliki kontribusi yang signikan. Kontribusi 2 tersebut dihitung menggunakan uji F terhadap nilai Rinc . Berdasarkan hasil pembahasan, prosedur pemodelan Elman networks untuk data time series meliputi perancangan data, uji nonlinearitas, penentuan nilai bobot, penentuan banyak neuron dan verikasi terhadap sejumlah data uji. Nilai bobot optimal dipilih dari hasil akhir pelatihan menggunakan algoritma backpropagation yang menghasilkan eror minimum, sedangkan banyaknya neuron optimal ditentukan dari hasil akhir prosedur bottom up. Dalam hal ini, neuron yang dipilih adalah neuron yang memiliki kontribusi yang signikan berdasarkan uji F dalam prosedur bottom up. Kata kunci : time series, nonlinear, Elman networks, backpropagation, gradient descent, bottom up.

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ABSTRACT
April Wicaksono, 2011. MODELING OF ELMAN NETWORKS ON NONLINEAR TIME SERIES WITH BOTTOM UP PROCEDURE BY USING R2 inc INFERENCE. Faculty of Mathematics and Natural Sciences, Sebelas Maret University. Neural networks are a nonlinear model whose exible to modeling the data in various elds of application. Elman networks is one kind of neural networks that used to modeling nonlinear time series. The proses in Elman networks is carried by transferring weighted input signal through many neurons that are connected, so we need to determine the value of weight and number of neurons. The purposes of this research are to determine procedure of Elman networks modeling for time series data, determine the value of weights and determine the optimal number of neurons. This research reviewed many journals that have been published. In the discussion, the value of weights in Elman networks are determined by minimizing the function of error . This process is solved by gradient descent optimization methods through backpropagation algorithm. The number of neurons are determined by bottom-up procedure. Bottom-up procedure is a procedure to determine the number of neurons that starts from the simplest architecture to the full architecture. This procedure is done by adding neurons in simple architecture and is stopped when the addition of neurons no longer has a contribution that signicant. That contributions is calculated by using the F test against the value of 2 Rinc . The result shows that the procedure of Elman network modeling for time series data includes data design, nonlinearity test, determination the value of weights , determination the number neurons, and verication with some testing data. The optimal value of weights are selected from the nal result of training by using backpropagation algorithm that produces the minimum error, while the optimal number of neurons are determined from the nal result of the bottomup procedure. In this case, the selected neurons are the neurons that having a signicant contribution based on the F test in a bottom up procedure. Key words : time series, nonlinear, Elman networks, backpropagation, gradient descent, bottom up.

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