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Forecasting time series data containing outliers with the ARIMA additive outlier method
| Content Provider | Scilit |
|---|---|
| Author | Makkulau Laome, Lilis Wibawa, Gusti Ngurah Adhi Raya, Rasas Asbahuna, Abdul Rahman |
| Copyright Year | 2021 |
| Description | Journal: Journal of Physics: Conference Series ARIMA method is often used in time series data forecasting. However, when an outlier occurs or there is an observation value that is far from a set of data, forecasting with this method will provide a large residual so that the normality assumption is not met. One method developed from the ARIMA Method that overcomes outliers, is called the ARIMA Additive Outlier Method (ARIMA AO). The purpose of this study is to forecast time series data containing outliers with the ARIMA AO Method. This method can reduce the presence of outliers with iterative procedures. The data used is data on the number of foreign tourists visiting the Port of Tanjung Priok. The results obtained are that the model has a normal distribution residual and forecasting accuracy value with MSE and MAPE is smaller than the ARIMA. |
| Related Links | https://iopscience.iop.org/article/10.1088/1742-6596/1899/1/012106/pdf |
| ISSN | 17426588 |
| e-ISSN | 17426596 |
| DOI | 10.1088/1742-6596/1899/1/012106 |
| Journal | Journal of Physics: Conference Series |
| Issue Number | 1 |
| Volume Number | 1899 |
| Language | English |
| Publisher | IOP Publishing |
| Publisher Date | 2021-05-01 |
| Access Restriction | Open |
| Subject Keyword | Journal: Journal of Physics: Conference Series Tourism, Leisure, Sport and Hospitality Method Arima Arima Ao Additive Outlier Data Containing Outlier Method |
| Content Type | Text |
| Resource Type | Article |
| Subject | Physics and Astronomy |
