Explainable Artificial Intelligence Approach in LSTM and GRU Models: An Application on Economic Data

Year 2025, Volume: 15 Issue: 2, 396 - 411, 01.06.2025

Polad Aliyev

Abstract

The main objective of the study is to investigate the impact of fiscal policies on employment within the framework of economic theories by using explainable artificial intelligence methods. The study uses monthly data on employment, budget revenues, budget expenditures, and the ratio of budget revenues to budget expenditures for the period between January 2005 and October 2023. In the analysis, it can be considered an important result that the findings of the explainable artificial intelligence algorithms applied on the basis of LSTM and GRU models, which are found to have similar performance values, are close to each other. Since the performance values of the models are close to each other, XAI methods were used on the basis of both models. For this, the facilities of the Dalex package were used. Due to the structure of the LSTM and GRU architectures, the independent variables are required to be three-dimensional. The inputs of the Dalex package are in the form of two-dimensional data. In the analysis part of the article, these deficiencies of the package were overcome with the codes developed by the author.

Keywords

LSTM, GRU, XAI

LSTM ve GRU Modellerinde Açıklanabilir Yapay Zekâ Yaklaşımı: İktisadi Veriler Üzerine Bir Uygulama

Abstract

Çalışmanın temel amacı, mali politikaların istihdam üzerindeki etkisini açıklamalı yapay zekâ metotlarıyla araştırmaktır. Araştırmada, Ocak 2005 ile Ekim 2023 arasındaki döneme ait aylık istihdam, bütçe tahsilatı, bütçe giderleri ve bütçe tahsilatının bütçe giderlerine oranlarına ilişkin veriler kullanılmıştır. Analizde, benzer performans değerlerine sahip olduğu ortaya çıkan LSTM ve GRU modelleri bazında uygulanan açıklamalı yapay zekâ algoritmalarının bulgularının birbirine yakın olması, önemli bir sonuç olarak değerlendirilebilir. Modellerin performans değerleri birbirine yakın olduğu için her iki model bazında XAI yöntemleri kullanılmıştır. Bunun için Dalex paketinin olanaklarından yararlanılmıştır. LSTM ve GRU mimarilerinin yapısı gereği bağımsız değişkenlerin üç boyutlu olması gerekmektedir. Dalex paketinin girdileri ise iki boyutlu veri şeklindedir. Makalenin analiz kısmında paketin bu eksiklikleri yazar tarafından geliştirilen kodlar ile giderilmiştir.

Keywords

LSTM, GRU, XAI

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