Comparison of Seasonal ARIMA and Support Vector Machine Forecasting Method for International Arrival in Lombok

Autor: Hadyanti Utami MY, Silfiana Lis Setyowati, Khairil Anwar Notodiputro, Yenni Angraini, Laily Nissa Atul Mualifah
Jazyk: English<br />Indonesian
Rok vydání: 2024
Předmět:
Zdroj: Jambura Journal of Mathematics, Vol 6, Iss 2, Pp 212-219 (2024)
Druh dokumentu: article
ISSN: 2654-5616
2656-1344
50220446
DOI: 10.37905/jjom.v6i2.26478
Popis: Seasonal Autoregressive Integrated Moving Average is a statistical model designed to analyze and forecast data with that shows seasonal patterns and trends. Support Vector Machine (SVM) is a machine learning-based technique that can be used to forecast time series data. SVM uses the kernel tricks to overcome non-linearity problems, whereas The SARIMA model is well-suited for data that exhibit seasonal fluctuations that repeat over time. Lombok International Airport is the main gateway to West Nusa Tenggara and has become a symbol of tourism growth in the region. Time series analysis is a very useful tool in determining patterns and forecasting the number of international arrivals at Lombok International Airport within a certain period. This study aims to compare the SARIMA model and SVM which can read non-linear patterns in the number of international arrivals at Lombok International Airport. After obtaining the SARIMA and SVM models, the two models are evaluated using test data based on the smallest RMSE value. The SVM model with a linear kernel trick provides the smallest RMSE when compared to SARIMA with SVM RMSE is 238,655. While the best model in Seasonal ARIMA is SARIMA (3,1,0)(1,0,0)12, the forecasting results show SARIMA is better in the forecasting process for the next 10 months.
Databáze: Directory of Open Access Journals