Generalized space-time autoregressive (GSTAR) for forecasting Air Pollutant Index in Selangor

This study presents the Generalized Space-Time Autoregressive (GSTAR) model, a multivariate time series approach that integrates spatial and temporal observations for data forecasting. This study's primary objective is to develop and apply the GSTAR model to forecast the Air Pollutant Index (AP...

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Main Authors: Mohamed, Nur Maisara, Abd Rahman, Nur Haizum, Zulkafli, Hani Syahida
Format: Article
Published: Universiti Kebangsaan Malaysia 2023
Online Access:http://psasir.upm.edu.my/id/eprint/108087/
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author Mohamed, Nur Maisara
Abd Rahman, Nur Haizum
Zulkafli, Hani Syahida
author_facet Mohamed, Nur Maisara
Abd Rahman, Nur Haizum
Zulkafli, Hani Syahida
author_sort Mohamed, Nur Maisara
building UPM Institutional Repository
collection Online Access
description This study presents the Generalized Space-Time Autoregressive (GSTAR) model, a multivariate time series approach that integrates spatial and temporal observations for data forecasting. This study's primary objective is to develop and apply the GSTAR model to forecast the Air Pollutant Index (API), which exhibits spatial-temporal dependencies between locations and time. Three areas in Selangor have been used in this study: Banting, Petaling, and Shah Alam. The model employs uniform and inverse distance weights to consider spatial relationships. The forecasting performance is assessed using Root Mean Square Error (RMSE). Although both weight methods yield comparable results, the GSTAR model with inverse distance weight is promising for API data forecasting with consistently low RMSE values. The result of this study emphasises the significance of location-based information in generating more efficient and informed solutions.
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institution Universiti Putra Malaysia
institution_category Local University
last_indexed 2025-11-15T13:58:51Z
publishDate 2023
publisher Universiti Kebangsaan Malaysia
recordtype eprints
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spelling upm-1080872024-09-10T07:35:26Z http://psasir.upm.edu.my/id/eprint/108087/ Generalized space-time autoregressive (GSTAR) for forecasting Air Pollutant Index in Selangor Mohamed, Nur Maisara Abd Rahman, Nur Haizum Zulkafli, Hani Syahida This study presents the Generalized Space-Time Autoregressive (GSTAR) model, a multivariate time series approach that integrates spatial and temporal observations for data forecasting. This study's primary objective is to develop and apply the GSTAR model to forecast the Air Pollutant Index (API), which exhibits spatial-temporal dependencies between locations and time. Three areas in Selangor have been used in this study: Banting, Petaling, and Shah Alam. The model employs uniform and inverse distance weights to consider spatial relationships. The forecasting performance is assessed using Root Mean Square Error (RMSE). Although both weight methods yield comparable results, the GSTAR model with inverse distance weight is promising for API data forecasting with consistently low RMSE values. The result of this study emphasises the significance of location-based information in generating more efficient and informed solutions. Universiti Kebangsaan Malaysia 2023 Article PeerReviewed Mohamed, Nur Maisara and Abd Rahman, Nur Haizum and Zulkafli, Hani Syahida (2023) Generalized space-time autoregressive (GSTAR) for forecasting Air Pollutant Index in Selangor. Journal of Quality Measurement and Analysis, 19 (3). pp. 143-153. ISSN 1823-5670; ESSN: 2600-8602 https://www.ukm.my/jqma/jqma19-3/
spellingShingle Mohamed, Nur Maisara
Abd Rahman, Nur Haizum
Zulkafli, Hani Syahida
Generalized space-time autoregressive (GSTAR) for forecasting Air Pollutant Index in Selangor
title Generalized space-time autoregressive (GSTAR) for forecasting Air Pollutant Index in Selangor
title_full Generalized space-time autoregressive (GSTAR) for forecasting Air Pollutant Index in Selangor
title_fullStr Generalized space-time autoregressive (GSTAR) for forecasting Air Pollutant Index in Selangor
title_full_unstemmed Generalized space-time autoregressive (GSTAR) for forecasting Air Pollutant Index in Selangor
title_short Generalized space-time autoregressive (GSTAR) for forecasting Air Pollutant Index in Selangor
title_sort generalized space-time autoregressive (gstar) for forecasting air pollutant index in selangor
url http://psasir.upm.edu.my/id/eprint/108087/
http://psasir.upm.edu.my/id/eprint/108087/