International Journal of Data Science, Engineering, and Analytics (IJDASEA)
Vol. 1 No. 2 (2021): International Journal of Data Science, Engineering, and Analytics Vol 1, No 2,

Negative Binomial Time Series Regression – Random Forest Ensemble in Intermittent Data

Amri Muhaimin (Universitas Pembangunan Nasional "Veteran" Jawa Timur)
Prismahardi Aji Riyantoko (Universitas Pembangunan Nasional "Veteran" Jawa Timur)
Hendri Prabowo (Unknown)
Trimono Trimono (Universitas Pembangunan Nasional Veteran Jawa Timur)



Article Info

Publish Date
25 Nov 2021

Abstract

Intermittent dataset is a unique data that will be challenging to forecast. Because the data is containing a lot of zeros. The kind of intermittent data can be sales data and rainfall data. Because both sometimes no data recorded in a certain period. In this research, the model is created to overcome the problem. The approach that is used in this research is the ensemble method. Mostly the intermittent data comes from the Negative Binomial because the variance is over the mean. We use two datasets, which are rainfall and sales data. So, our approach is creating the base model from the time series regression with Negative Binomial based, and then we augmented the base model with a tree-based model which is random forest. Furthermore, we compare the result with the benchmark method which is The Croston method and Single Exponential Smoothing (SES). As the result, our approach can overcome the benchmark based on metric value by 1.79 and 7.18.

Copyrights © 2021






Journal Info

Abbrev

ijdasea

Publisher

Subject

Computer Science & IT Decision Sciences, Operations Research & Management

Description

Focus and Scope The IJDASEA International Journal of Data Science, Engineering, and Analytics publishes original papers in the field of computer science which covers the following scope: 1. Theoretical Foundations: Probabilistic and Statistical Models and Theories Optimization Methods Data ...