Forecasting time series data containing outliers with the ARIMA additive outlier method
Lilis Laome, Gusti Ngurah Adhi Wibawa, Rasas Raya, Makkulau Makkulau, Abdul Rahman Asbahuna · Journal of Physics Conference Series · 2021
Abstract ARIMA method is often used in time series data forecasting. However, when an outlier occurs or there is an observation value that is far from a set of data, forecasting with this method will provide a large residual so that the normality assumption is not met. One method developed from the ARIMA Method that overcomes outliers, is called the ARIMA Additive Outlier Method (ARIMA AO). The purpose of this study is to forecast time series data containing outliers with the ARIMA AO Method. This method can reduce the presence of outliers with iterative procedures. The data used is data on the number of foreign tourists visiting the Port of Tanjung Priok. The results obtained are that the model has a normal distribution residual and forecasting accuracy value with MSE and MAPE is smaller than the ARIMA.