Keywords
machine learning
model selection
neural network
statistical
time series
How to Cite
Abstract
The objective of this research is to obtain the best method for forecast- ing rainfall in the Wonorejo reservoir in Surabaya. Time series and causal ap- proaches using statistical methods and machine learning will be compared to forecast rainfall. Time series regression (TSR), autoregressive integrated moving average (ARIMA), linear regression (LR), and transfer function (TF) are used as a statistical method. Feedforward neural network (FFNN) and deep feed-for- ward neural network (DFFNN) is used as a machine learning method. Statistical methods are used to capture linear patterns, whereas the machine learning method is used to capture nonlinear patterns. Data about hourly rainfall in the Wonorejo reservoir is used as a case study. The data has a seasonal pattern, i.e. monthly seasonality. Based on the cross-validation and information criteria, the results showed that DFFNN using the time series approach has a more accurate forecast than other methods. In general, machine learning methods have better accuracy than statistical methods. Furthermore, additional information is ob- tained, through this research the parameter that best to make a neural network model is known. Moreover, these results are also not in line with the results of M3 and M4 competition, i.e. more complex methods do not necessarily produce better forecasts than simpler methods.
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