Wibisono, Dwi Anugrah
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PERBAIKAN MODEL SEASONAL ARIMA DENGAN METODE ENSEMBLE KALMAN FILTER PADA HASIL PREDIKSI CURAH HUJAN Wibisono, Dwi Anugrah; Anggraeni, Dian; Hadi, Alfian Futuhul
Majalah Ilmiah Matematika dan Statistika Vol 19 No 1 (2019): Majalah Ilmiah Matematika dan Statistika
Publisher : Jurusan Matematika FMIPA Universitas Jember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.19184/mims.v19i1.17262

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