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All Journal IAES International Journal of Artificial Intelligence (IJ-AI) FORUM STATISTIKA DAN KOMPUTASI Media Statistika JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI Jurnal Berkala Ilmu Perpustakaan dan Informasi Jurnal Teknologi Informasi dan Ilmu Komputer Jurnal Edukasi dan Penelitian Informatika (JEPIN) JUITA : Jurnal Informatika Forum Geografi Jurnal RESTI (Rekayasa Sistem dan Teknologi Informasi) Knowledge Engineering and Data Science Informatika Pertanian BAREKENG: Jurnal Ilmu Matematika dan Terapan JTAM (Jurnal Teori dan Aplikasi Matematika) MIND (Multimedia Artificial Intelligent Networking Database) Journal KEK (Kajian Ekonomi dan Keuangan) Jurnal Statistika dan Aplikasinya Journal of Soft Computing Exploration Enthusiastic : International Journal of Applied Statistics and Data Science Prosiding Seminar Nasional Official Statistics Jurnal Natural Xplore: Journal of Statistics Parameter: Jurnal Matematika, Statistika dan Terapannya Scientific Journal of Informatics Journal of Mathematics, Computation and Statistics (JMATHCOS) Indonesian Journal of Statistics and Its Applications
Agus Mohamad Soleh
Department Of Statistics, IPB University, Jl. Lingkar Akademik Kampus IPB Dramaga, Bogor 16680, Indonesia
Agriculture, Biological Sciences & Forestry Humanities Astronomy Biochemistry, Genetics & Molecular Biology Chemistry Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Immunology & microbiology Library & Information Science Mathematics Mechanical Engineering Neuroscience Physics Social Sciences Transportation Other

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Journal : JUITA : Jurnal Informatika

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Characteristics of Machine Learning-based Univariate Time Series Imputation Method Ramadhani, Dini; Soleh, Agus Mohamad; Erfiani, Erfiani
JUITA: Jurnal Informatika JUITA Vol. 12 No. 2, November 2024
Publisher : Department of Informatics Engineering, Universitas Muhammadiyah Purwokerto

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30595/juita.v12i2.23453

Abstract

Handling missing values in univariate time series analysis poses a challenge, potentially leading to inaccurate conclusions, especially with frequently occurring consecutive missing values. Machine Learning-based Univariate Time Series Imputation (MLBUI) methods, utilizing Random Forest Regression (RFR) and Support Vector Regression (SVR), aim to address this challenge. Considering factors such as time series patterns, missing data patterns, and volume, this study explores the performance of MLBUI in simulated Autoregressive Integrated Moving Average (ARIMA) datasets. Various missing data scenarios (6%, 10%, and 14%) and model scenarios (Autoregressive (AR) models: AR(1) and AR(2); Moving Average (MA) models: MA(1) and MA(2); Autoregressive Moving Average (ARMA) models: ARMA(1,1) and ARMA(2,2); and Autoregressive Integrated Moving Average (ARIMA) models: ARIMA(1,1,1) and ARIMA(1,2,1)) with different standard deviations (0.5, 1, and 2) were examined. Five comparative methods were also used in this research, including Kalman StructTS, Kalman Auto-ARIMA, Spline Interpolation, Stine Interpolation, and Moving Average. The research findings indicate that MLBUI performs exceptionally well in imputing successive missing values. The results of this study indicate that the performance of MLBUI in imputing consecutive missing values, based on MAPE, yielded values of less than 10% across all scenarios used.
Co-Authors Aam Alamudi Afendi, Farit M Aji Hamim Wigena Alfa Nugraha Pradana Alfa Nugraha Pradana Anadra, Rahmi Anang Kurnia Andespa, Reyuli Andriansyah, . Anik Djuraidah Annisarahmi Nur Aini Aldania Ardhani, Rizky Arif Handoyo Marsuhandi Aris Yaman ASEP SAEFUDDIN Astari, Reka Agustia Baehera, Seta Bagus Sartono Belinda, Nadira Sri Budi Susetyo Cici Suhaeni Dalimunthe, Amir Abduljabbar Daulay, Nurmai Syaroh Dede Dirgahayu Domiri Dede Dirgahayu Domiri Dede Dirgahayu Domiri, Dede Dirgahayu Deri Siswara Devi Andrian Dini Ramadhani Erfiani Erfiani Erfiani Etis Sunandi Farit Mochamad Afendi Fitrianto, Anwar Fulazzaky, Tahira Hamim Wigena, Aji Hari Wijayanto Hari Wijayanto Hasnataeni, Yunia Hengki Muradi Herlin Fransiska I Gusti Ngurah, Sentana Putra I Made Sumertajaya Indahwati Jumansyah, L. M. Risman Dwi Karel Fauzan Hakim Khairil Anwar Notodiputro Koesnandy H, Abialam Kusman Sadik Kusnaeni Kusnaeni, Kusnaeni Latifah K. Darusman Leni Anggraini Susanti Lutfiah Adisti, Tiara M. Yunus Mohamad Rafi Mubarak, Fadhlul Muhammad Nur Aidi Muhammad Nuruddin Prathama Muhammad Yusran Muradi, Hengki Nisrina Az-Zahra, Putri Nofrida Elly Zendrato NURADILLA, SITI Nurhambali, M Rizky Nurizki, Anisa Pika Silvianti Rahardiantoro, Septian Rais Ramadhani, Dini Rizki Manaf, Silmi Anisa Rizki, Akbar Rochman, Nur Seran, Karlina Setyono Siregar, Indra Rivaldi Siti Arni Wulandya, Siti Arni Siti Hafsah Suhaeni, Cici Tarida, Arna Ristiyanti Tyas, Maulida Fajrining Uswatun Hasanah Utami Dyah Syafitri Yanke, Aldino Yudistira Yudistira Yumna Karimah _ Aunuddin