Book Sales Forecasting with Bidirectional LSTM: Outlier Handling and Overfitting Reduction Using Clipping and Early Stopping

Authors

  • Hendriansyah Santosa Distance Learning Master's Program in Informatics Engineering, Amikom University, Yogyakarta, Indonesia
  • Kusrini Kusrini Distance Learning Master's Program in Informatics Engineering, Amikom University, Yogyakarta, Indonesia

DOI:

https://doi.org/10.38035/dijemss.v6i6.5449

Keywords:

LSTM, Clipping, Early Stopping, Book Sales Prediction, Outliers, Time-series

Abstract

This study aims to predict book sales using a Bidirectional Long Short-Term Memory (LSTM) model combined with clipping and early stopping techniques to handle outliers and reduce overfitting. The dataset consists of daily book sales records with temporal and categorical variables. The preprocessing process includes feature engineering, logarithmic transformation, standardization, and clipping on the target variable. The dataset is formed in time-series format with a sliding window approach. The model is evaluated using MSE, MAE, RMSE, and R². The results show that the integration of clipping and early stopping provides optimal prediction performance, with an R² value of 0.87 and an RMSE of 0.44. These findings demonstrate the effectiveness of the Bidirectional LSTM approach in forecasting complex and dynamic book sales. This paper is part of the author’s undergraduate thesis at Universitas Amikom Yogyakarta.

References

Adityo, R. Y., & Nugroho, A. S. (2021). Prediksi penjualan menggunakan LSTM dan Prophet. Jurnal Teknologi dan Sistem Komputer, 9(2), 88–94.

Brownlee, J. (2018). Deep Learning for Time Series Forecasting: Predict the Future with MLPs, CNNs and LSTMs in Python. Machine Learning Mastery.

Goodfellow, I., Bengio, Y., & Courville, A. (2016). Deep Learning. MIT Press.

Hochreiter, S., & Schmidhuber, J. (1997). Long short-term memory. Neural Computation, 9(8), 1735–1780.

Setiawan, D., & Wibowo, A. (2022). Penanganan outlier menggunakan clipping pada prediksi harga saham. Jurnal Ilmu Komputer dan Informatika, 10(1), 33–40.

Bandara, K., Bergmeir, C., & Smyl, S. (2020). Forecasting across time series databases using recurrent neural networks on groups of similar series: A clustering approach. Expert Systems with Applications, 140, 112896.

Siami-Namini, S., Tavakoli, N., & Siami Namin, A. (2019). A comparison of ARIMA and LSTM in forecasting time series. Proceedings of the 2018 17th IEEE International Conference on Machine Learning and Applications (ICMLA), 1394–1401.

Olah, C. (2015). Understanding LSTM Networks. Retrieved from https://colah.github.io/posts/2015-08-Understanding-LSTMs/

Geron, A. (2019). Hands-On Machine Learning with Scikit-Learn, Keras, and TensorFlow (2nd ed.). O'Reilly Media.

Fawaz, H. I., Forestier, G., Weber, J., Idoumghar, L., & Muller, P. A. (2019). Deep learning for time series classification: A review. Data Mining and Knowledge Discovery, 33(4), 917–963.

Kim, H. Y. (2003). Financial time series forecasting using support vector machines. Neurocomputing, 55(1–2), 307–319.

Smyl, S. (2020). A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting. International Journal of Forecasting, 36(1), 75–85.

Yin, C., Zhu, Y., Fei, J., & He, X. (2017). A deep learning approach for intrusion detection using recurrent neural networks. IEEE Access, 5, 21954–21961.

Wang, Y., & Lin, H. (2021). Time-series sales forecasting with improved LSTM based on attention mechanism. Mathematics, 9(12), 1353.

Bremer, T., & Li, X. (2022). Enhancing LSTM-based time-series forecasting with feature engineering and outlier detection. International Journal of Data Science and Analytics, 14(3), 235–249.

Heaton, J. (2018). Deep Learning and Neural Networks. Heaton Research, Inc.

Borovykh, A., Bohte, S., & Oosterlee, C. W. (2017). Conditional time series forecasting with convolutional neural networks. arXiv preprint arXiv:1703.04691.

Livieris, I. E., Pintelas, E., & Pintelas, P. (2020). A CNN–LSTM model for gold price time-series forecasting. Neural Computing and Applications, 32, 17351–17360. https://doi.org/10.1007/s00521-020-04986-x

Zhang, G. P. (2003). Time series forecasting using a hybrid ARIMA and neural network model. Neurocomputing, 50, 159–175.

Fan, C., Xiao, F., & Zhao, Y. (2017). A short-term building cooling load prediction method using deep learning algorithms. Applied Energy, 195, 222–233.

Hossain, M. S., Muhammad, G., & Alhamid, M. F. (2019). Big data analytics for real-time intrusion detection: A deep learning approach. IEEE Access, 7, 135443–135459.

Lim, B., Arik, S. Ö., Loeff, N., & Pfister, T. (2021). Temporal Fusion Transformers for interpretable multi-horizon time series forecasting. International Journal of Forecasting, 37(4), 1748–1764.

Zhang, X., Zhang, Y., & Qin, Y. (2021). A dual attention-based BiLSTM model for short-term electric load forecasting. Energies, 14(1), 238.

Zhang, Z., Pan, S., Wang, Z., Vasilakos, A. V., & Liu, N. (2018). Long short-term memory networks for machine learning in intelligent energy systems: A review. International Journal of Electrical Power & Energy Systems, 111, 411–414.

Yildirim, Ö., Baloglu, U. B., Tan, R. S., & Acharya, U. R. (2019). A new approach for arrhythmia classification using deep coded features and LSTM networks. Computer Methods and Programs in Biomedicine, 176, 121–133.

Downloads

Published

2025-09-17

How to Cite

Santosa, H., & Kusrini, K. (2025). Book Sales Forecasting with Bidirectional LSTM: Outlier Handling and Overfitting Reduction Using Clipping and Early Stopping. Dinasti International Journal of Education Management and Social Science, 6(6), 5328–5334. https://doi.org/10.38035/dijemss.v6i6.5449