Open access Jurnal SINTA 3
VECTOR AUTOREGRESSIVE WITH OUTLIER DETECTION ON RAINFALL AND WIND SPEED DATA
BAREKENG: Jurnal Ilmu Matematika dan Terapan · Vol. 18 No. 1 (2024) · pp. 0117–0128
- ISSN
- 2615-3017, 1978-7227
- Published
- 2024-03-01
- Publisher
- PATTIMURA UNIVERSITY
- Language
- eng
Abstract
Vector Autoregressive (VAR) is a multivariate time series model that analyzes more than one variable where each variable in the model is endogenous. VAR is one of the models used in forecasting rainfall and wind speed. In observations of rainfall and wind speed, there are usually a series of events whose values are far from other observations or can be said to be outliers. The purpose of this study is to compare the VAR model on rainfall and wind speed data before and after outlier detection. This study uses secondary data, namely monthly data on rainfall and wind speed from 2019 to 2021. From the analysis results, the smallest AIC value obtained in the VAR model before outlier detection was 4.94, then the smallest AIC value in the VAR model after outlier detection was 0.25. Thus, it can be concluded that the best model is obtained in the VAR model after outlier detection seen from the smallest AIC value of the two VAR models.
Collaboration network of the authors
31 authors · 82 co-authorship links
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| Co-author | Organisation | Joint articles |
|---|---|---|
| Neva Satyahadewi | Affiliation unknown | 18 |
| Ray Tamtama | Affiliation unknown | 5 |
| Shantika Martha | Affiliation unknown | 3 |
| Wirda Andani | Affiliation unknown | 3 |
| Siti Aprizkiyandari | Affiliation unknown | 2 |
| Dinda Tiara | Affiliation unknown | 2 |
| Dadan Kusnandar | Affiliation unknown | 1 |
| Hani Dwi Retnani | Affiliation unknown | 1 |
| Inggriani Millennia Taraly | Affiliation unknown | 1 |
| Steven Jansen Sinaga | Affiliation unknown | 1 |
| Tiffany Ardhitha | Affiliation unknown | 1 |
| Indah Oktaviani | Affiliation unknown | 1 |
| Widad Imtiyaz | Affiliation unknown | 1 |
| Fritzgerald Muhammad Arsyi | Affiliation unknown | 1 |
| Aditya Nugraha Pratama | Affiliation unknown | 1 |
| Wiji Umiati | Affiliation unknown | 1 |
| Ainun Zakiah | Affiliation unknown | 1 |
| Noerul Hanin | Affiliation unknown | 1 |
| Della Zaria | Affiliation unknown | 1 |
| Muhammad Fauzan | Affiliation unknown | 1 |
| Nabila Izza Harnanta | Affiliation unknown | 1 |
| Hendri Agustono | Affiliation unknown | 1 |
| Rifki Pebriyandi | Affiliation unknown | 1 |
| Risky Gunawan | Affiliation unknown | 1 |
| Cinta Priscillia Maharani | Affiliation unknown | 1 |
| David Jordy Dhandio | Affiliation unknown | 1 |
| Nurhanifa Nurhanifa | Affiliation unknown | 1 |
| Sania Pujianti | Affiliation unknown | 1 |
Affiliations come from OpenAlex; journal OAI-PMH metadata carries none. Authors without an OpenAlex ID are matched by name, which can merge or split people.