COMPARISON OF ARIMA AND GARMA'S PERFORMANCE ON DATA ON POSITIVE COVID-19 CASES IN INDONESIA
Abstract
The development of methods in statistics, one of which is used for prediction, is overgrowing. So it requires further analysis related to the goodness of the method. One of the comparisons made to the goodness of this model can be seen by applying it to actual cases around us. The real case still being faced by people worldwide, including in Indonesia, is Covid-19. Therefore, research comparing the autoregressive integrated moving average (ARIMA) and the Gegenbauer autoregressive moving average (GARMA) method in positive confirmed cases of Covid-19 in Indonesia is essential. Based on the results of this research analysis, it was found that the best model with the Aikake's Information Criterion measure of goodness that was used to predict positive confirmed cases of Covid-19 in Indonesia was the Gegenbauer autoregressive moving average (GARMA) model.
Downloads
References
M. A. Hernán, J. Hsu, and B. Healy, “A second chance to get causal inference right: a classification of data science tasks,” Chance, vol. 32, no. 1, pp. 42–49, 2019.
T. Chakraborty and I. Ghosh, “Real-time forecasts and risk assessment of novel coronavirus (COVID-19) cases: A data-driven analysis,” Chaos, Solitons & Fractals, vol. 135, p. 109850, 2020.
A. Hernandez-Matamoros, H. Fujita, T. Hayashi, and H. Perez-Meana, “Forecasting of COVID19 per regions using ARIMA models and polynomial functions,” Appl. Soft Comput., vol. 96, p. 106610, 2020.
G. S. Dissanayake, M. S. Peiris, and T. Proietti, “Fractionally differenced Gegenbauer processes with long memory: A review,” Stat. Sci., vol. 33, no. 3, pp. 413–426, 2018.
E. Beard et al., “Understanding and using time series analyses in addiction research,” Addiction, vol. 114, no. 10, pp. 1866–1884, 2019.
M. Fernandes, A. Canito, J. M. Corchado, and G. Marreiros, “Fault detection mechanism of a predictive maintenance system based on autoregressive integrated moving average models,” in International Symposium on Distributed Computing and Artificial Intelligence, 2019, pp. 171–180.
H. Yan, G. W. Peters, and J. Chan, “Mortality models incorporating long memory for life table estimation: a comprehensive analysis,” Ann. Actuar. Sci., vol. 15, no. 3, pp. 567–604, 2021.
S. Ben Amor, H. Boubaker, and L. Belkacem, “Forecasting electricity spot price for Nord Pool market with a hybrid k‐factor GARMA–LLWNN model,” J. Forecast., vol. 37, no. 8, pp. 832–851, 2018.
F. Maddanu and T. Proietti, “Modelling Persistent Cycles in Solar Activity,” Sol. Phys., vol. 297, no. 1, pp. 1–22, 2022.
H. Yan, G. W. Peters, and J. S. K. Chan, “Multivariate long-memory cohort mortality models,” ASTIN Bull. J. IAA, vol. 50, no. 1, pp. 223–263, 2020.
Y. Cao, Q. Deng, and S. Dai, “Remdesivir for severe acute respiratory syndrome coronavirus 2 causing COVID-19: An evaluation of the evidence,” Travel Med. Infect. Dis., vol. 35, p. 101647, 2020.
J. Fattah, L. Ezzine, Z. Aman, H. El Moussami, and A. Lachhab, “Forecasting of demand using ARIMA model,” Int. J. Eng. Bus. Manag., vol. 10, p. 1847979018808673, 2018.
M. B. Shrestha and G. R. Bhatta, “Selecting appropriate methodological framework for time series data analysis,” J. Financ. Data Sci., vol. 4, no. 2, pp. 71–89, 2018.
K. E. ArunKumar, D. V Kalaga, C. M. S. Kumar, G. Chilkoor, M. Kawaji, and T. M. Brenza, “Forecasting the dynamics of cumulative COVID-19 cases (confirmed, recovered and deaths) for top-16 countries using statistical machine learning models: Auto-Regressive Integrated Moving Average (ARIMA) and Seasonal Auto-Regressive Integrated Moving Averag,” Appl. Soft Comput., vol. 103, p. 107161, 2021.
C. W. J. Granger and R. Joyeux, “An introduction to long‐memory time series models and fractional differencing,” J. time Ser. Anal., vol. 1, no. 1, pp. 15–29, 1980.
A. K. Diongue and M. Ndongo, “The k-factor GARMA process with infinite variance innovations,” Commun. Stat. Comput., vol. 45, no. 2, pp. 420–437, 2016.
P. Beaumont and A. Smallwood, “Conditional Sum of Squares Estimation of Multiple Frequency Long Memory Models,” 2019.
J. E. Cavanaugh and A. A. Neath, “The Akaike information criterion: Background, derivation, properties, application, interpretation, and refinements,” Wiley Interdiscip. Rev. Comput. Stat., vol. 11, no. 3, p. e1460, 2019.
W. Wang and Y. Lu, “Analysis of the mean absolute error (MAE) and the root mean square error (RMSE) in assessing rounding model,” in IOP conference series: materials science and engineering, 2018, vol. 324, no. 1, p. 12049.
S. Theocharides, G. Makrides, A. Livera, M. Theristis, P. Kaimakis, and G. E. Georghiou, “Day-ahead photovoltaic power production forecasting methodology based on machine learning and statistical post-processing,” Appl. Energy, vol. 268, p. 115023, 2020.
Copyright (c) 2022 A'yunin Sofro, Khusnia Nurul Khikmah
This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.
Authors who publish with this Journal agree to the following terms:
- Author retain copyright and grant the journal right of first publication with the work simultaneously licensed under a creative commons attribution license that allow others to share the work within an acknowledgement of the work’s authorship and initial publication of this journal.
- Authors are able to enter into separate, additional contractual arrangement for the non-exclusive distribution of the journal’s published version of the work (e.g. acknowledgement of its initial publication in this journal).
- Authors are permitted and encouraged to post their work online (e.g. in institutional repositories or on their websites) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published works.