Forecasting and evaluation of time series with multiple seasonal component

• Main Authors: Zamri, Fatin Zafirah, Abd Rahman, Nur Haizum, Zulkafli, Hani Syahida
• Format: Article
• Language: English
• Published: Universiti Putra Malaysia 2021
• Online Access: http://psasir.upm.edu.my/id/eprint/97378/1/13922-2190-46665-1-10-20210619.pdf; http://psasir.upm.edu.my/id/eprint/97378/; https://myjms.mohe.gov.my/index.php/dismath/article/view/13922
• Institution: Universiti Putra Malaysia

Seasonality is one of the components in time series analysis and this seasonal component may occur more than one time. Thus, modelling the seasonality by using one seasonal component is not enough and could produce less forecast accuracy. Autoregressive Integrated Moving Average (ARIMA) models is th...