Vector Autoregressive With Outlier Detection on Rainfall and Wind Speed Data
Lisa Lestari,
Evy Sulistianingsih,
Hendra Perdana
Abstract:Vector Autoregressive (VAR) is a multivariate time series model that analyzes more than one variable where each variable in the model is endogenous. VAR is one of the models used in forecasting rainfall and wind speed. In observations of rainfall and wind speed, there are usually a series of events whose values are far from other observations or can be said to be outliers. The purpose of this study is to compare the VAR model on rainfall and wind speed data before and after outlier detection. This study uses s… Show more
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