2018 : GSTARIX Model for Forecasting Spatio-Temporal Data with Trend, Seasonal and Intervention

Dr.Drs Agus Suharsono MS.
Dr. , Ir. Setiawan M.S.
Dr Suhartono S.Si., M.Sc
Dedy Dwi Prastyo S.Si., M.Si.


Abstract

Generalized Space-Time Autoregressive (GSTAR) is a statistics model that usually applied for forecasting data that have both spatial and temporal dependency. The monthly tourist arrival data in some locations are example of spatio-temporal data. Most of previous researches in GSTAR model only focused on stationary data. Otherwise, tourist arrival data in Indonesia mostly contain trend, seasonal, and some extreme values caused by interventions or outliers. The objective of this study is to apply and develop GSTAR model for forecasting spatio-temporal data with trend, seasonal, and interventions or outliers. This model is then known as GSTAR with exogeneous variables or GSTARIX model. Then, the forecast accuracy of GSTARIX model are compared to VAR with exogenous variables or VARIX model. Monthly data about number of tourist arrivals to Jakarta, Surakarta, Surabaya, and Denpasar are used as …