VECTOR AUTOREGRESSIVE WITH OUTLIER DETECTION ON RAINFALL AND WIND SPEED DATA
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...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universitas Pattimura
2024-03-01
|
| Series: | Barekeng |
| Subjects: | |
| Online Access: | https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/10010 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1849239919475556352 |
|---|---|
| author | Lisa Lestari Evy Sulistianingsih Hendra Perdana |
| author_facet | Lisa Lestari Evy Sulistianingsih Hendra Perdana |
| author_sort | Lisa Lestari |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-e43be17b785e4af2b20d524c6839f794 |
| institution | Kabale University |
| issn | 1978-7227 2615-3017 |
| language | English |
| publishDate | 2024-03-01 |
| publisher | Universitas Pattimura |
| record_format | Article |
| series | Barekeng |
| spelling | doaj-art-e43be17b785e4af2b20d524c6839f7942025-08-20T04:00:48ZengUniversitas PattimuraBarekeng1978-72272615-30172024-03-011810117012810.30598/barekengvol18iss1pp0117-012810010VECTOR AUTOREGRESSIVE WITH OUTLIER DETECTION ON RAINFALL AND WIND SPEED DATALisa Lestari0Evy Sulistianingsih1Hendra Perdana2Statistic Study Program, Faculty of Mathematics and Natural Sciences, Tanjungpura University, IndonesiaStatistic Study Program, Faculty of Mathematics and Natural Sciences, Tanjungpura University, IndonesiaStatistic Study Program, Faculty of Mathematics and Natural Sciences, Tanjungpura University, IndonesiaVector 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.https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/10010varoutliersrainfallwind speed |
| spellingShingle | Lisa Lestari Evy Sulistianingsih Hendra Perdana VECTOR AUTOREGRESSIVE WITH OUTLIER DETECTION ON RAINFALL AND WIND SPEED DATA Barekeng var outliers rainfall wind speed |
| title | VECTOR AUTOREGRESSIVE WITH OUTLIER DETECTION ON RAINFALL AND WIND SPEED DATA |
| title_full | VECTOR AUTOREGRESSIVE WITH OUTLIER DETECTION ON RAINFALL AND WIND SPEED DATA |
| title_fullStr | VECTOR AUTOREGRESSIVE WITH OUTLIER DETECTION ON RAINFALL AND WIND SPEED DATA |
| title_full_unstemmed | VECTOR AUTOREGRESSIVE WITH OUTLIER DETECTION ON RAINFALL AND WIND SPEED DATA |
| title_short | VECTOR AUTOREGRESSIVE WITH OUTLIER DETECTION ON RAINFALL AND WIND SPEED DATA |
| title_sort | vector autoregressive with outlier detection on rainfall and wind speed data |
| topic | var outliers rainfall wind speed |
| url | https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/10010 |
| work_keys_str_mv | AT lisalestari vectorautoregressivewithoutlierdetectiononrainfallandwindspeeddata AT evysulistianingsih vectorautoregressivewithoutlierdetectiononrainfallandwindspeeddata AT hendraperdana vectorautoregressivewithoutlierdetectiononrainfallandwindspeeddata |