IMPLEMENTATION OF THE BIDIRECTIONAL GATED RECURRENT UNIT ALGORITHM ON CONSUMER PRICE INDEX DATA IN INDONESIA

Abstract

The Consumer Price Index (CPI) is the main index in measuring the inflation rate. Changes in the CPI from time to time reflect inflation and deflation, namely the higher the CPI value, the higher the inflation rate. This study aims to apply Birectional Gated Recurrent Unit (BiGRU) model to the CPI data in Indonesia. BiGRU comprises two GRU layers so it captures sequences that are ignored by the GRU. The research data is in the form of CPI data in Indonesia from January 2006 to December 2022 sourced from the website of the Central Bureau of Statistics totaling 204 data. The data is divided into training data and testing data. Training data was taken from January 2006 to July 2019 as many as 163 data. Data testing was taken from August 2019 to December 2022 as many as 41 data. Before the data is processed, a sliding window process is carried out by dividing the data into segments to reduce the error value. The window size value used is 10. In the sliding window process, the number of segments is 194 data segments. Based on the experiment results, it was concluded that the application of BiGRU to the CPI data was carried out in an experiment with 20 BiGRU architectures. BiGRU architecture was obtained which produced the lowest MAPE value, namely an architecture with two BiGRU layers having 256 neurons and 400 units, and one dense layer. In addition, the epochs used are 200 epochs, the ReLU activation function, and Adam optimization. The experimental results of the BiGRU architecture obtained a MAPE value of 0.24% which indicates that the architectural performance is very good.