Indonesian Journal of Data and Science
Vol. 6 No. 3 (2025): Indonesian Journal of Data and Science

A Hybrid Convolutional Neural Network and Bidirectional LSTM Architecture for Multi-Sector Export Forecasting: A Macroeconomic Time Series Analysis of Indonesia

Anggreani, Desi (Unknown)
Nurmisba, Nurmisba (Unknown)
Abd Rahman, Aedah (Unknown)



Article Info

Publish Date
31 Dec 2025

Abstract

Accurately predicting export values is key for a country in formulating its economic plans. Unfortunately, export data often exhibits complex time series patterns that are difficult to predict, characterized by non-linearity, high volatility, and complex temporal dependencies. This study offers a solution by testing a combined deep learning model, specifically a fusion of Convolutional Neural Networks (CNN) and Bidirectional Long Short-Term Memory (BiLSTM), to address the challenges of export time series forecasting. This study uses this approach to forecast Indonesia's monthly export time series data from 2016 to 2023, covering various sectors ranging from oil and gas, non-oil and gas, agriculture, industry, mining, and others. The core idea is to leverage the CNN's ability to identify hidden features within time series patterns, while the BiLSTM is tasked with understanding the temporal flow of data from both directions to capture the inherent long-term temporal dependencies within economic time series data. As a result, this combined model proved to be far superior to the standard BiLSTM model in handling the complexity of export time series. In the Non-Oil and Gas sector, the proposed model achieved a high level of accuracy with an MSE value of 3,330,239.74, an RMSE of 1,824.89, and an average prediction error (MAPE) of only 8.17%, representing a significant improvement of 69% over the baseline BiLSTM model. Similar success was also found in all other sectors, proving that this hybrid approach is highly promising for complex economic time series analysis

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Journal Info

Abbrev

ijodas

Publisher

Subject

Computer Science & IT Decision Sciences, Operations Research & Management Mathematics

Description

IJODAS provides online media to publish scientific articles from research in the field of Data Science, Data Mining, Data Communication, Data Security and Data ...