Open access Journal 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
Hover or tap a name to highlight its co-authors. Double-click to open the author's page.
- Tanjungpura University
- Different organisations
- Same organisation
- Affiliation unknown
- Thicker line = more joint articles · bigger circle = more articles
Show as table
| Co-author | Organisation | Joint articles |
|---|---|---|
| Neva Satyahadewi | Tanjungpura University | 18 |
| Ray Tamtama | Tanjungpura University | 5 |
| Shantika Martha | Tanjungpura University | 3 |
| Wirda Andani | Tanjungpura University | 3 |
| Siti Aprizkiyandari | Tanjungpura University | 2 |
| Dinda Tiara | Tanjungpura University | 2 |
| Dadan Kusnandar | Tanjungpura University | 1 |
| Hani Dwi Retnani | Tanjungpura University | 1 |
| Inggriani Millennia Taraly | Tanjungpura University | 1 |
| Steven Jansen Sinaga | Tanjungpura University | 1 |
| Tiffany Ardhitha | Tanjungpura University | 1 |
| Indah Oktaviani | Tanjungpura University | 1 |
| Widad Imtiyaz | Tanjungpura University | 1 |
| Fritzgerald Muhammad Arsyi | Tanjungpura University | 1 |
| Aditya Nugraha Pratama | Tanjungpura University | 1 |
| Wiji Umiati | Tanjungpura University | 1 |
| Ainun Zakiah | Tanjungpura University | 1 |
| Noerul Hanin | Tanjungpura University | 1 |
| Della Zaria | Tanjungpura University | 1 |
| Muhammad Ilham Fauzan | Tanjungpura University | 1 |
| Nabila Izza Harnanta | Tanjungpura University | 1 |
| Hendri Agustono | Tanjungpura University | 1 |
| Rifki Pebriyandi | Tanjungpura University | 1 |
| Risky Gunawan | Tanjungpura University | 1 |
| Cinta Priscillia Maharani | Tanjungpura University | 1 |
| David Jordy Dhandio | Tanjungpura University | 1 |
| Nurhanifa Nurhanifa | Tanjungpura University | 1 |
| Sania Pujianti | Tanjungpura University | 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.