Prediksi Belanja Pemerintah Indonesia Menggunakan Long Short-Term Memory (LSTM)

Sabar Sautomo; Hilman Ferdinandus Pardede

doi:10.29207/resti.v5i1.2815

Sabar Sautomo STMIK Nusa Mandiri Jakarta
Hilman Ferdinandus Pardede STMIK Nusa Mandiri Jakarta

DOI: https://doi.org/10.29207/resti.v5i1.2815

Keywords: Government Spending, Deep Learning, LSTM, ARIMA

Abstract

Abstract

Estimates of government expenditure for the next period are very important in the government, for instance for the Ministry of Finance of the Republic of Indonesia, because this can be taken into consideration in making policies regarding how much money the government should bear and whether there is sufficient availability of funds to finance it. As is the case in the health, education and social fields, modeling technology in machine learning is expected to be applied in the financial sector in government, namely in making modeling for spending predictions. In this study, it is proposed the application of Long Short-Term Memory (LSTM) Model for expenditure predictions. Experiments show that LSTM model using three hidden layers and the appropriate hyperparameters can produce Mean Square Error (MSE) performance of 0.2325, Root Mean Square Error (RMSE) of 0.4820, Mean Average Error (MAE) of 0.3292 and Mean Everage Presentage Error (MAPE) of 0.4214. This is better than conventional modeling using the Auto Regressive Integrated Moving Average (ARIMA) as a comparison model.

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Prediksi Belanja Pemerintah Indonesia Menggunakan Long Short-Term Memory (LSTM)

Prediction of Indonesian Government Spending Using Long Short-Term Memory (LSTM)

Abstract

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