Türkiye’de Turizm Tahmini İçin Holt-Winters ve SARIMA Modellerinin Performanslarının Karşılaştırılması
Yıl 2020,
Cilt: 21 Sayı: 2, 63 - 77, 01.07.2020
Wael Zayat
Bahar Sennaroglu
Öz
Türkiye’ye gelen turist sayısını tahmin etmek hem özel sektör hem de kamu sektörü için stratejik planlamada çok önemli bir rol oynayabilir. Bu çalışmada, Türkiye’yi ziyaret eden yabancıların sayısı 2007 ve 2018 yılları arasında aylık olarak alınmıştır. Veri artan bir eğilim ile mevsimsel davranış göstermektedir, bu nedenle çalışma için iki metot seçilmiştir: Holt-Winters HW and Seasonal Autoregressive Integrated Moving Average SARIMA . Çalışmanın amacı iyi bir seviyede tahmin doğruluğu elde etmek için en uygun tahmin modelini belirlemektir. Sonuçlar bütün modellerin hata ölçümlerine göre doğru tahmin değerleri verdiğini göstermiştir. Bununla birlikte, HW çarpımsal modeli en yüksek tahmin doğruluğuna erişmiş, bunu sırasıyla SARIMA ve HW toplamsal modeli takip etmiştir
Kaynakça
- Akal, M. (2004). Forecasting Turkey's tourism revenues by ARMAX model. Tourism
Management, 25(5), 565-580.
- Athanasopoulosa, G., Hyndman, R. J., & Song, H., WU, D. (2011). The tourism
forecasting competition. International Journal of Forecasting 27. 822–844.
- Bermúdeza, J. D., Segurab, J. V., Verchera, E. (2006). A decision support system
methodology for forecasting of time series based on soft computing. Computational
Statistics & Data Analysis. Volume 51, Issue 1, 177-191.
- Box, G., & Jenkins, G. (1970). Time Series Analysis-Forecasting and Control. San
Francisco: Holden Day. 553 p.
- Brown, R. G., Meyer, R. F. (1961). The fundamental theory of exponential smoothing,
Operations Research, 9 , p. 673-685 .
- Change, Y. W., Liao, M. Y., (2010). A Seasonal ARIMA Model of Tourism Forecasting:
The Case of Taiwan. Asia Pacific Journal of Tourism Research, 15:2, 215-221.
- Close L. Jian, Y. Zhao, Y.P. Zhu, M.B. Zhang, D.Bertolatti. (2012). An application of
ARIMA model to predict submicron particle concentrations from meteorological
factors at a busy roadside in Hangzhou, China. Sci. Total Environ., 426, pp. 336-345.
- Cuhadar, M., Cogurcu, I., & Kukrer, C. (2014). Modelling and forecasting cruise tourism
demand to Izmir by different artificial neural network architectures. International
Journal of Business and Social Research, 4(3), 12-28.
- Dhahri, I., & Chabchoub, H., (2007). Nonlinear goal programming models quantifying
the bullwhip effect in supply chain based on ARIMA parameters. European Journal
of Operational Research, 177 (3), 1800–1810.
- Holt, C. C. (1957). Forecasting seasonals and trends by exponentially weighted averages
O.N.R. Memorandum No. 52. Carnegie Institute of Technology, Pittsburgh USA.
- Holt, C. C. (2004) Forecasting seasonals and trends by exponentially weighted moving
averages. International Journal of Forecasting, 20, 5–10.
- Hyndman, R. J., & Athanasopoulos, G. (2018). Forecasting: principles and practice.
OTexts.
- Wheelwright, S., Makridakis, S., & Hyndman, R. J. (1998). Forecasting: methods and
applications. John Wiley & Sons.
- Hyndman, R.J. & Koehler, A.B. & Snyder, R.D. & Grose, S (2002). A state space
framework automatic forecasting using exponential smoothing. Int. J. Forecasting,
18, pp. 439-454.
- Montgomery, D. C., Johnson, L. A., & Gardiner, J. S. (1990). Forecasting and time series
analysis (p. 151). New York etc.: McGraw-Hill.
- Moss, S., Liu, J., & Moss, J. (2013). Issues in forecasting international tourist travel.
Journal of Management Information and Decision Sciences, 16(2), 15.
- Number of Arriving-Departing Foreigners and Citizens. Retrieved from:
http://www.kultur.gov.tr/EN-153018/number-of-arriving-departing-visitorsforeigners-and-ci-.html
- Oktavianus Sitohang, Y., Andriyana, Y & Chadidjah, A. (2018). The Forecasting
Technique Using SSA-SVM Applied to Foreign Tourist Arrivals to Bali. Telkomnika
(Telecommunication Computing Electronics and Control). 16. 1679-1687.
- 10.12928/TELKOMNIKA.v16i4.7293.
Omane-Adjepong, M., Oduro, F. T., & Oduro, S. D. (2013). Determining the better
approach for short-term forecasting of Ghana’s inflation: Seasonal ARIMA vs holtwinters. International Journal of Business, Humanities and Technology, 3(1), 69-79.
- Ord, J.K., A. B. Koehler, and R.D. Snyder. (1997). SnyderEstimation and prediction for a
class of dynamic nonlinear statistical models. Journal of the American Statistical
Association., 92, pp. 1621-1629.
- Pankratz, A. (1983). Forecasting with univariate Box-Jenkins method. New York: Wiley.
Segura, J.V., Vercher, E. (2001). A spreadsheet modeling approach to the Holt–Winters
optimal forecasting Eur. J. Oper. Res., 131 , pp. 147-160.
- Shcherbakov, M. V., Brebels, A., Shcherbakova, N. L., Tyukov, A. P., Janovsky, T. A.,
& Kamaev, V. A. E. (2013). A survey of forecast error measures. World Applied
Sciences Journal, 24(24), 171-176.
- Veiga, C., Da Veiga, C.R.P., Catapan, A., Tortato, U., & Silva, W. (2014). Demand
forecasting in food retail: A comparison between the Holt-Winters and ARIMA
models. WSEAS Transactions on Business and Economics. 11. 608-614.
- Wallström, P. (2009). Evaluation of forecasting techniques and forecast errors: with focus
on intermittent demand (Doctoral dissertation, Luleå tekniska universitet).
Winters, P. R. (1960). Forecasting sales by exponentially weighted moving averages.
Management science, 6(3), 324-342.
- Yokuma, J.T. and J.S. Armstrong, (1995). Beyond accuracy: Comparison of criteria used
to select forecasting methods. International Journal of Forecasting, 11(4): 591-597.
Performance Comparison of Holt-Winters and SARIMA Models for Tourism Forecasting in Turkey
Yıl 2020,
Cilt: 21 Sayı: 2, 63 - 77, 01.07.2020
Wael Zayat
Bahar Sennaroglu
Öz
Forecasting the number of tourists coming to Turkey can play a vital role in strategic planning for both private and public sectors. In this study, monthly data of foreigners visiting Turkey were collected between the years 2007 and 2018. The data showed a seasonal behavior with an increasing trend; consequently, two methods were chosen for the study: Holt-Winters HW and Seasonal Autoregressive Integrated Moving Average SARIMA . The objective of the study is to determine the most appropriate forecasting model to achieve a good level of forecasting accuracy. The findings showed that all models provided accurate forecast values according to error measures. However, multiplicative model of HW achieved the highest forecasting accuracy followed by SARIMA and additive HW respectively.
Kaynakça
- Akal, M. (2004). Forecasting Turkey's tourism revenues by ARMAX model. Tourism
Management, 25(5), 565-580.
- Athanasopoulosa, G., Hyndman, R. J., & Song, H., WU, D. (2011). The tourism
forecasting competition. International Journal of Forecasting 27. 822–844.
- Bermúdeza, J. D., Segurab, J. V., Verchera, E. (2006). A decision support system
methodology for forecasting of time series based on soft computing. Computational
Statistics & Data Analysis. Volume 51, Issue 1, 177-191.
- Box, G., & Jenkins, G. (1970). Time Series Analysis-Forecasting and Control. San
Francisco: Holden Day. 553 p.
- Brown, R. G., Meyer, R. F. (1961). The fundamental theory of exponential smoothing,
Operations Research, 9 , p. 673-685 .
- Change, Y. W., Liao, M. Y., (2010). A Seasonal ARIMA Model of Tourism Forecasting:
The Case of Taiwan. Asia Pacific Journal of Tourism Research, 15:2, 215-221.
- Close L. Jian, Y. Zhao, Y.P. Zhu, M.B. Zhang, D.Bertolatti. (2012). An application of
ARIMA model to predict submicron particle concentrations from meteorological
factors at a busy roadside in Hangzhou, China. Sci. Total Environ., 426, pp. 336-345.
- Cuhadar, M., Cogurcu, I., & Kukrer, C. (2014). Modelling and forecasting cruise tourism
demand to Izmir by different artificial neural network architectures. International
Journal of Business and Social Research, 4(3), 12-28.
- Dhahri, I., & Chabchoub, H., (2007). Nonlinear goal programming models quantifying
the bullwhip effect in supply chain based on ARIMA parameters. European Journal
of Operational Research, 177 (3), 1800–1810.
- Holt, C. C. (1957). Forecasting seasonals and trends by exponentially weighted averages
O.N.R. Memorandum No. 52. Carnegie Institute of Technology, Pittsburgh USA.
- Holt, C. C. (2004) Forecasting seasonals and trends by exponentially weighted moving
averages. International Journal of Forecasting, 20, 5–10.
- Hyndman, R. J., & Athanasopoulos, G. (2018). Forecasting: principles and practice.
OTexts.
- Wheelwright, S., Makridakis, S., & Hyndman, R. J. (1998). Forecasting: methods and
applications. John Wiley & Sons.
- Hyndman, R.J. & Koehler, A.B. & Snyder, R.D. & Grose, S (2002). A state space
framework automatic forecasting using exponential smoothing. Int. J. Forecasting,
18, pp. 439-454.
- Montgomery, D. C., Johnson, L. A., & Gardiner, J. S. (1990). Forecasting and time series
analysis (p. 151). New York etc.: McGraw-Hill.
- Moss, S., Liu, J., & Moss, J. (2013). Issues in forecasting international tourist travel.
Journal of Management Information and Decision Sciences, 16(2), 15.
- Number of Arriving-Departing Foreigners and Citizens. Retrieved from:
http://www.kultur.gov.tr/EN-153018/number-of-arriving-departing-visitorsforeigners-and-ci-.html
- Oktavianus Sitohang, Y., Andriyana, Y & Chadidjah, A. (2018). The Forecasting
Technique Using SSA-SVM Applied to Foreign Tourist Arrivals to Bali. Telkomnika
(Telecommunication Computing Electronics and Control). 16. 1679-1687.
- 10.12928/TELKOMNIKA.v16i4.7293.
Omane-Adjepong, M., Oduro, F. T., & Oduro, S. D. (2013). Determining the better
approach for short-term forecasting of Ghana’s inflation: Seasonal ARIMA vs holtwinters. International Journal of Business, Humanities and Technology, 3(1), 69-79.
- Ord, J.K., A. B. Koehler, and R.D. Snyder. (1997). SnyderEstimation and prediction for a
class of dynamic nonlinear statistical models. Journal of the American Statistical
Association., 92, pp. 1621-1629.
- Pankratz, A. (1983). Forecasting with univariate Box-Jenkins method. New York: Wiley.
Segura, J.V., Vercher, E. (2001). A spreadsheet modeling approach to the Holt–Winters
optimal forecasting Eur. J. Oper. Res., 131 , pp. 147-160.
- Shcherbakov, M. V., Brebels, A., Shcherbakova, N. L., Tyukov, A. P., Janovsky, T. A.,
& Kamaev, V. A. E. (2013). A survey of forecast error measures. World Applied
Sciences Journal, 24(24), 171-176.
- Veiga, C., Da Veiga, C.R.P., Catapan, A., Tortato, U., & Silva, W. (2014). Demand
forecasting in food retail: A comparison between the Holt-Winters and ARIMA
models. WSEAS Transactions on Business and Economics. 11. 608-614.
- Wallström, P. (2009). Evaluation of forecasting techniques and forecast errors: with focus
on intermittent demand (Doctoral dissertation, Luleå tekniska universitet).
Winters, P. R. (1960). Forecasting sales by exponentially weighted moving averages.
Management science, 6(3), 324-342.
- Yokuma, J.T. and J.S. Armstrong, (1995). Beyond accuracy: Comparison of criteria used
to select forecasting methods. International Journal of Forecasting, 11(4): 591-597.