LSTM-based Multivariate Time-Series Analysis: A Case of Journal Visitors Forecasting


Anggie Wahyu Saputra(1*); Aji Prasetya Wibawa(2); Utomo Pujianto(3); Agung Bella Putra Utama(4); Andrew Nafalski(5);

(1) Universitas Negeri Malang
(2) Universitas Negeri Malang
(3) Universitas Negeri Malang
(4) Universitas Negeri Malang
(5) University of South Australia
(*) Corresponding Author

  

Abstract


Forecasting is the process of predicting something in the future based on previous patterns. Forecasting will never be 100% accurate because the future has a problem of uncertainty. However, using the right method can make forecasting have a low error rate value to provide a good forecast for the future. This study aims to determine the effect of increasing the number of hidden layers and neurons on the performance of the long short-term memory (LSTM) forecasting method. LSTM performance measurement is done by root mean square error (RMSE) in various architectural scenarios. The LSTM algorithm is considered capable of handling long-term dependencies on its input and can predict data for a relatively long time. Based on research conducted from all models, the best results were obtained with an RMSE value of 0.699 obtained in model 1 with the number of hidden layers 2 and 64 neurons. Adding the number of hidden layers can significantly affect the RMSE results using neurons 16 and 32 in Model 1.

Keywords


Forecasting; Multivariate; Long Short-term Memory; Sessions.

  
  

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doi  https://doi.org/10.33096/ilkom.v14i1.1106.57-62 		  

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