Time Series Forecasting for the Spread of Covid-19 in Indonesia Using Hybrid ARIMA and Holt-Winters

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International Research Journal of Advanced Engineering and Science ISSN (Online): 2455-9024

Time Series Forecasting for the Spread of Covid-19 in Indonesia Using Hybrid ARIMA and Holt-Winters Methods Damas Angga Pramudya1, Nola Marina2 1

Information Systems Management, University of Gunadarma, Margonda Raya No. 100, Depok 16424, West Java 2 Faculty of Industrial Technology, University of Gunadarma, Akses UI, Tugu, Depok 16451, West Java Email address: 1damasanggaa @ gmail.com, 2nolamarina @ gmail.com

Abstract— Forecasting is an activity to predict the future using data from the past. COVID-19 cases in Indonesia have an increasing trend pattern and predictions are needed in the future to reduce the rate of spread. This research has the purpose to produce the best data series forecasting model and forecasting results using a Hybrid model that combines ARIMA and Holt-Winters models to positive confirmed cases recovered cases and total deaths. The data used in this research was obtained from kawalcovid19.com for the spread of COVID-19 in Indonesia from March to October 2020. ARIMA analysis used the smallest estimation of Akaike's Information Criterion and Schwarz Bayesian Criterion criteria, and the evaluation parameters Root Mean Square Error (RMSE), Mean Absolute Percentage Error (MAPE), and Mean Square Error (MSE). Holt-Winters Exponential Smoothing analysis uses parameters alpha (α), beta (β), Sum Squared of Residual (SSR) criteria, and RMSE evaluation. The analysis of the Hybrid ARIMA and Holt-Winters methods uses a combination of ARIMA criteria and RMSE evaluation. Based on the results of the research, it can be concluded that the Hybrid ARIMA and Holt-Winters method is the best method for predicting the number of COVID-19 spread rates in November and December 2020 because it produces the smallest RMSE value.

Models (HWAAS), TBAT, Facebook's Prophet, Deep AR, and N -Beats. The results of this research conclude that the ARIMA and TBAT models have RMSE statistical rating values of 1.70000 and 2.90000 which are smaller than the Prophet, Deep AR, and N-Beats models. Research (Chintalapudi, Battineni, and Amenta, 2020) to predict the spread of COVID-19 in Italy with the ARIMA model. This research resulted in two ARIMA models. For confirmed cases, the ARIMA(1,2.0) model with an accuracy of 93.75% and recovered cases resulted in the ARIMA(3,2.0) model with an accuracy of 84.4. The research (Bissing, Klein, Chinnathambi, Selvaraj, and Ranganathan, 2019) aims to identify several predictive variables such as wind generation demand, temperature, and wind speed that can affect hourly electricity prices. The research was conducted by combining the regression model with Holt-Winters and ARIMA. The evaluation parameter used is the smallest Mean Absolute Percentage Error (MAPE) of each time series model. This research concludes that the combination of ARIMA and HoltWinters outperforms other methods with a forecasting accuracy of 70%. In this research, time series forecasting was carried out using the ARIMA, Holt-Winters, and Hybrid ARIMA and Holt-Winters models to predict the spread of COVID-19 in Indonesia by using data on total positive confirmed cases, total death cases, and recovered from August to October 2020. The accuracy evaluation used in this research is the Root Mean Square Error (RMSE), the smallest of any time series model in predicting the rate of spread of COVID-19 in Indonesia.

Keywords— ARIMA, COVID-19, Forecasting, Hybrid, Holt-Winters.

I.

INTRODUCTION

One of the countries affected by COVID-19 is Indonesia (Worldometers, 2020) as of October 3, 2020, ranking 23 in the number of positive cases. The spread of positive cases infected with the COVID-19 virus shows an increase. The Indonesian government has implemented policies in various fields to deal with the spread of COVID-19 (Ministry of Foreign Affairs, 2020). Therefore, it is important to analyze data to predict future conditions so that it can be used by the government as a consideration and take appropriate policies to suppress the spread of COVID-19. By using the concept of forecasting the spread of COVID-19, it can be used as information to prevent an increase in the number of positive confirmed cases in the future. Time series forecasting can be used to generate future information using historical data. The methods used to predict future events are Autoregressive Integrated Moving Average (ARIMA), Holt-Winters, and Hybrid ARIMA and HoltWinters. Research (Papastefanopoulos, Linardatos, and Kotsiantis, 2020) to predict positive cases in several countries affected by the spread of COVID-19 using the time series method with several models: ARIMA, Holt-Winters Additive

II.

THEORITICAL BASIC

A. Forecasting Forecasting is predicting some event or activity in the future. Forecasting is essential in a wide variety of fields including business and industry, government, economics, environmental science, medicine, social sciences, politics, and finance. Forecasting is classified into the short, medium, and long term. Short-term forecasting is used to predict events only for a while (days, weeks, and months) into the future. Medium-term forecasts are used for the next 1 to 2 year time period. Long-term forecasts are used for the next several years (Montgomery, Jennings, Cheryl L., and Kulahci, 2015).

201 Damas Angga Pramudya and Nola Marina, “Time Series Forecasting for the Spread of Covid-19 in Indonesia Using Hybrid ARIMA and Holt-Winters Methods,” International Research Journal of Advanced Engineering and Science, Volume 6, Issue 2, pp. 201-205, 2021.


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