A Comparison of Univariate ARIMA and Multivariate to Estimate Absorption Pattern in Stronsium Tittanate Dop Variation
Keywords:
ARIMA, VARIMA, GSTARIMA, modeling, forecasting.Abstract
ARIMA, VARIMA, and GSTARIMA are the models used to model the observation series and variable dop containing spatial dependence between its dop. More complex models do not guarantee the forecast result will be more accurate. Therefore, the aims of this study are to model and assess the accuracy of forecasting of the ARIMA, VARIMA, and GSTARIMA using space weight is normalization of cross correlation. It was applied to the absorption pattern in stronsium tittanate with variation of dop. Based on this study, the fitted model used were ARIMA, VARI, and GSTARI modeling using normalization of cross correlation with the order of observation series AR(2). In addition, the ARIMA model more accurate to forecast the absorption pattern in stronsium tittanate with variation of dop than VARI and GSTARI model.
References
- Box, G.E.P, Jenkins, G.M and Reinsel, G.C. 2008. Time Series Analysis Forecasting and Control, 4 ed, John Wiley & Sons Inc Publication, New Jersey.
- Iriani, Yofentina. 2017. Pengaruh Suhu Sintering pada Pembuatan Stronsium Titanat Terhadap Konstanta Dielektrik. Surakarta: Universitas Sebelas Maret.
- Wei, W. 2006. Time Series Analysis Univariate and Multivariate Methods. Canada: Addison Wesley Publishing Company, Inc.
- Whutsqa, D.U. , dan Sutijo, B. 2010. Generalized Space-Time Autoregressive Modelling, Proceeding of 6th IMT-GT converence on Mathematics, Statistics and its Aplication (ICMSA2010), University Tungku Abdul Rahman, Kuala Lumpur, Malaysia.
- Zhou M, Boungiorno J. 2006. Space-Time Modeling of Timber Prices. Journal of Agricultural and Resource Economics. 31(1):40-56.
Downloads
Published
Issue
Section
License
Copyright (c) IJSRSET

This work is licensed under a Creative Commons Attribution 4.0 International License.