Jurnal RESTI (Rekayasa Sistem dan Teknologi Informasi)
Vol 5 No 1 (2021): Februari 2021

Peramalan Data Indeks Harga Konsumen Berbasis Time Series Multivariate Menggunakan Deep Learning

Soffa Zahara (Universitas Islam Majapahit)
Sugianto (Universitas Islam Majapahit)



Article Info

Publish Date
13 Feb 2021

Abstract

Multivariate Time Series based forecasting is a type of forecasting that has more than one criterion changes from time to time that it can forecast based on historical patterns of data sequences. The Consumer Price Index (CPI) issued regularly every month by the Statistics Indonesia calculated based on data observations. This study is a development of previous research that only used on type of algorithm to predict CPI value resulting poor of accuracy due to lack of architecture variations testing. This study developed a CPI forecasting model with a new approach about using several types of deep learning algorithms, namely LSTM, Bidirectional LSTM, and Multilayer Perceptron with architectural variations of the number of neurons and epochs. Furthermore, this study adapt ADDIE model of Research and Development method. Based on the results, the best accuracy is obtained from the LSTM Bidirectional with 10 neurons and 2000 epoch resulting 3,519 of RMSE value. Meanwhile, based on the average RMSE value for the whole test, LSTM gets the smallest average of RMSE followed Bidirectional LSTM and Multilayer Perceptron with the RMSE value 4,334, 5,630, 6,304 respectively.

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Journal Info

Abbrev

RESTI

Publisher

Subject

Computer Science & IT Engineering

Description

Jurnal RESTI (Rekayasa Sistem dan Teknologi Informasi) dimaksudkan sebagai media kajian ilmiah hasil penelitian, pemikiran dan kajian analisis-kritis mengenai penelitian Rekayasa Sistem, Teknik Informatika/Teknologi Informasi, Manajemen Informatika dan Sistem Informasi. Sebagai bagian dari semangat ...