PREDIKSI HARGA CRYPTOCURRENCY DENGAN METODE K-NEAREST NEIGHBOURS

  • Haerul Fatah (1*) Program Pascasarjana Magister Ilmu Komputer STMIK Nusa Mandiri
  • Agus Subekti (2) Pusat Penelitian Elektronika dan Telekomunikasi Lembaga Ilmu Pengetahuan Indonesia (LIPI)

  • (*) Corresponding Author
Keywords: Cryptocurrency, Bitcoin, K-Nearest Neighbours

Abstract

Electronic money is getting more popular as online transaction means among people especially for entrepreneurs, businessmen and investors due to its practicality. Cryptocurrency emerges as the solution to resolve the contrains of electronic money that depends heavily on third parties. One of widely used Cryptocurrency is  Bitcoin. The price of bitcoin fluctuates in very short duration. It is similar with the fluctuation of stock price in stock market. Prediction for future price becomes important anad interesting. In this paper, we propose a prediction model for cryptocurrency price. Out proposed model predict the cryptocurreny price using KNN (K-Nearest Neighbors) method. With the parameter of k=3 and using linear NN search algorithm, out proposed method gives a mean absolute error (MAE) of 0.0018 and root mean squared error (RMSE) of 0.0089.

Downloads

Download data is not yet available.

References

Alkhatib, K., Najadat, H., Hmeidi, I., & Shatnawi, M. K. A. (2013). Stock Price Prediction Using k-Nearest Neighbor (kNN) Algorithm. Nternational Journal of Business, Humanities and Technology 3, 3(3), 32–44.

Banjarsari, M. A., Budiman, I., & Farmadi, A. (2015). PENERAPAN K-OPTIMAL PADA ALGORITMA KNN UNTUK PREDIKSI KELULUSAN TEPAT WAKTU MAHASISWA PROGRAM STUDI ILMU KOMPUTER FMIPA UNLAM BERDASARKAN IP SAMPAI DENGAN SEMESTER 4. KLIK - KUMPULAN JURNAL ILMU KOMPUTER, 2(2), 159–173. https://doi.org/10.20527/KLIK.V2I2.26

Claudy, Y. I., Perdana, R. S., & Fauzi, M. A. (2018). Klasifikasi Dokumen Twitter Untuk Mengetahui Karakter Calon Karyawan Menggunakan Algoritme K-Nearest Neighbor (KNN). Jurnal Pengembangan Teknologi Informasi Dan Ilmu Komputer, 2(8), 2761–2765. Retrieved from https://www.researchgate.net/publication/322959490

Dourado, E., & Brito, J. (2014). Cryptocurrency. The New Palgrave Dictionary of Economics (Online).

Fakhruddin, H. M., & Darmadji, T. (2011). Pasar Modal Di Indonesia, Pendekatan Tanya Jawab (3rd ed.). Jakarta: Salemba 4.

Fatah, H., & Subekti, A. (2018). Laporan Akhir Penelitian - Prediksi Harga Cryptocurrency Dengan Metode K-Nearest Neighbours. Jakarta.

Gorunescu, F. (2011). Data Mining: Concepts, Models and Techniques. Berlin, Heidelberg: Springer Science & Business Media. https://doi.org/10.1007/978-3-642-19721-5

Leidiyana, H. (2013). Penerapan algoritma k-nearest neighbor untuk penentuan resiko kredit kepemilikan kendaraan bemotor. Jurnal Penelitian Ilmu Komputer, System Embedded & Logic, 1(1), 65–76.

Mulyanto, F. (2015). Pemanfaatan Cryptocurrency Sebagai Penerapan Mata Uang Rupiah Kedalam Bentuk Digital Menggunakan Teknologi Bitcoin. IJNS - Indonesian Journal on Networking and Security, 4(4), 19–26. https://doi.org/10.1123/IJNS.V4I4.1364

Setyowati, R. A. D. (2013). Penerapan Fuzzy Iterative Dichotomiser 3 (Fuzzy ID3) Pada Data Fluktuasi Harga Saham. Universitas Brawijaya Malang.

Sinha, P., & Sinha, P. (2015). Comparative Study of Chronic Kidney Disease Prediction using KNN and SVM. International Journal of Engineering Research & Technology (IJERT), 4(12), 608–612. Retrieved from www.ijert.org
Published
2018-09-15
How to Cite
Fatah, H., & Subekti, A. (2018). PREDIKSI HARGA CRYPTOCURRENCY DENGAN METODE K-NEAREST NEIGHBOURS. Pilar Nusa Mandiri : Journal of Computing and Information System, 14(2), 137-144. https://doi.org/10.33480/pilar.v14i2.30
Article Metrics

Abstract viewed = 175 times
PDF downloaded = 202 times