Majalah Ilmiah Matematika dan Statistika (MIMS)
Vol 19 No 1 (2019): Majalah Ilmiah Matematika dan Statistika

PERBAIKAN MODEL SEASONAL ARIMA DENGAN METODE ENSEMBLE KALMAN FILTER PADA HASIL PREDIKSI CURAH HUJAN

Wibisono, Dwi Anugrah (Unknown)
Anggraeni, Dian (Unknown)
Hadi, Alfian Futuhul (Unknown)



Article Info

Publish Date
12 Mar 2019

Abstract

Forecasting is a time series analytic that used to find out upcoming improvement in the next event using past events as a reference. One of the forecasting models that can be used to predict a time series is Kalman Filter method. The modification of the estimation method of Kalman Filter is Ensemble Kalman Filter (EnKF). This research aims to find the result of EnKF algorithm implementation on SARIMA model. To start with, preticipation forecast data is changed in the form of SARIMA model to obtain some SARIMA model candidates. Next, this best model of SARIMA applied to Kalman Filter models. After Kalman Filter models created, forecasting could be done by applying pass rainfall data to the models. It can be used to predict rainfall intensity for next year. The quality of this forecasting can be assessed by looking at MAPE’s value and RMSE’s value. This research shows that enkf method relative can fix sarima method’s model, proved by mape and rmse values which are smaller and indicate a more accurate prediction. Keywords: Ensemble Kalman Filter, Forecast, SARIMA

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Journal Info

Abbrev

MIMS

Publisher

Subject

Mathematics

Description

The aim of this publication is to disseminate the conceptual thoughts or ideas and research results that have been achieved in the area of mathematics and statistics. MIMS, focuses on the development areas sciences of mathematics and statistics as follows: 1. Algebra and Geometry; 2. Analysis and ...