Understanding Time Series Forecasting: A Fundamental Study

Authors

  • Furizal Furizal Peneliti Teknologi Teknik Indonesia
  • Alfian Ma’arif Universitas Ahmad Dahlan
  • Kariyamin Kariyamin Institut Teknologi dan Bisnis Muhammadiyah Wakatobi
  • Asno Azzawagama Firdaus Universitas Qamarul Huda Badaruddin Bagu
  • Setiawan Ardi Wijaya Universitas Muhammadiyah Riau
  • Arman Mohammad Nakib Nanjing University of Information Science and Technology
  • Ariska Fitriyana Ningrum Universitas Muhammadiyah Semarang

DOI:

https://doi.org/10.12928/biste.v7i3.13318

Keywords:

Time Series, Forecasting, Fundamental Study, Data Preprocessing, Timestep, Validation

Abstract

Time series forecasting plays a vital role in economics, finance, engineering, etc., due to its predictive power based on past data. Knowing the basic principles of time series forecasting enables wiser decisions and future optimization. Despite its importance, some researchers and professionals find it difficult to use time series forecasting techniques effectively, especially with complex data settings and selection of methods for a particular problem. This study attempts to explain the subject of time series forecasting in a comprehensive and simple manner by integrating the main stages, components, preprocessing steps, popular forecasting models, and validation methods to make it easier for beginners in the field of study to understand. It explains the important components of time series data such as trend, seasonality, cyclical components, and irregular components, as well as the importance of data preprocessing steps, proper model selection, and validation to achieve better forecasting accuracy. This study offers useful material for both new and experienced researchers by providing guidance on time series forecasting techniques and approaches that will help in enhancing the value of decision making.

References

S. S. W. Fatima and A. Rahimi, “A Review of Time-Series Forecasting Algorithms for Industrial Manufacturing Systems,” Machines, vol. 12, no. 6, p. 380, 2024, https://doi.org/10.3390/machines12060380.

K. Choi, J. Yi, C. Park, and S. Yoon, “Deep Learning for Anomaly Detection in Time-Series Data: Review, Analysis, and Guidelines,” IEEE Access, vol. 9, pp. 120043–120065, 2021, https://doi.org/10.1109/ACCESS.2021.3107975.

M. Pacella and G. Papadia, “Evaluation of deep learning with long short-term memory networks for time series forecasting in supply chain management,” Procedia CIRP, vol. 99, pp. 604–609, 2021, https://doi.org/10.1016/j.procir.2021.03.081.

R. S. Mangrulkar and P. V. Chavan, “Time Series Analysis,” in Predictive Analytics with SAS and R, Berkeley, CA: Apress, pp. 121–165. 2025, https://doi.org/10.1007/979-8-8688-0905-7_5.

D. Rifaldi et al., “Machine Learning 5.0 In-depth Analysis Trends in Classification,” Scientific Journal of Computer Science, vol. 1, no. 1, pp. 1–15, 2025, https://doi.org/10.64539/sjcs.v1i1.2025.18.

J. F. Torres, D. Hadjout, A. Sebaa, F. Martínez-Álvarez, and A. Troncoso, “Deep Learning for Time Series Forecasting: A Survey,” Big Data, vol. 9, no. 1, pp. 3–21, 2021, https://doi.org/10.1089/big.2020.0159.

A. M. Nakib and S. J. Haque, “Semi-Supervised Learning for Retinal Disease Detection: A BIOMISA Study,” Scientific Journal of Engineering Research, vol. 1, no. 2, pp. 43–53, 2025, https://doi.org/10.64539/sjer.v1i2.2025.14.

M. Fahmi, A. Yudhana, Sunardi, A.-N. Sharkawy, and Furizal, “Classification for Waste Image in Convolutional Neural Network Using Morph-HSV Color Model,” Scientific Journal of Engineering Research, vol. 1, no. 1, pp. 18–25, 2025, https://doi.org/10.64539/sjer.v1i1.2025.12.

M. K. Ho, H. Darman, and S. Musa, “Stock Price Prediction Using ARIMA, Neural Network and LSTM Models,” J Phys Conf Ser, vol. 1988, no. 1, p. 012041, 2021, https://doi.org/10.1088/1742-6596/1988/1/012041.

M. Sakib, S. Mustajab, and M. Alam, “Ensemble deep learning techniques for time series analysis: a comprehensive review, applications, open issues, challenges, and future directions,” Cluster Comput, vol. 28, no. 1, p. 73, 2025, https://doi.org/10.1007/s10586-024-04684-0.

Z. Liu, Z. Zhu, J. Gao, and C. Xu, “Forecast Methods for Time Series Data: A Survey,” IEEE Access, vol. 9, pp. 91896–91912, 2021, https://doi.org/10.1109/ACCESS.2021.3091162.

E. Brophy, Z. Wang, Q. She, and T. Ward, “Generative Adversarial Networks in Time Series: A Systematic Literature Review,” ACM Comput Surv, vol. 55, no. 10, pp. 1–31, 2023, https://doi.org/10.1145/3559540.

V. I. Kontopoulou, A. D. Panagopoulos, I. Kakkos, and G. K. Matsopoulos, “A Review of ARIMA vs. Machine Learning Approaches for Time Series Forecasting in Data Driven Networks,” Future Internet, vol. 15, no. 8, p. 255, 2023, https://doi.org/10.3390/fi15080255.

S. F. Stefenon, L. O. Seman, V. C. Mariani, and L. dos S. Coelho, “Aggregating Prophet and Seasonal Trend Decomposition for Time Series Forecasting of Italian Electricity Spot Prices,” Energies (Basel), vol. 16, no. 3, p. 1371, 2023, https://doi.org/10.3390/en16031371.

V. F. Silva, M. E. Silva, P. Ribeiro, and F. Silva, “Time series analysis via network science: Concepts and algorithms,” WIREs Data Mining and Knowledge Discovery, vol. 11, no. 3, 2021, https://doi.org/10.1002/widm.1404.

C. Pino et al., “Intelligent Traction Inverter in Next Generation Electric Vehicles: The Health Monitoring of Silicon-Carbide Power Modules,” IEEE Transactions on Intelligent Vehicles, vol. 8, no. 12, pp. 4734–4753, 2023, https://doi.org/10.1109/TIV.2023.3294726.

H. Lin et al., “Time series-based groundwater level forecasting using gated recurrent unit deep neural networks,” Engineering Applications of Computational Fluid Mechanics, vol. 16, no. 1, pp. 1655–1672, 2022, https://doi.org/10.1080/19942060.2022.2104928.

V. Kotu and B. Deshpande, “Time Series Forecasting,” in Data Science, pp. 395–445, 2019, https://doi.org/10.1016/B978-0-12-814761-0.00012-5.

Y. E. N. Nugraha, I. Ariawan, and W. A. Arifin, “Weather Forecast from Time Series Data Using LSTM Algorithm,” Jurnal Teknologi Informasi dan Komunikasi, vol. 14, no. 1, pp. 144–152, 2023, https://doi.org/10.51903/jtikp.v14i1.531.

K. Benidis et al., “Deep Learning for Time Series Forecasting: Tutorial and Literature Survey,” ACM Comput Surv, vol. 55, no. 6, pp. 1–36, 2023, https://doi.org/10.1145/3533382.

A. Tadjer, A. Hong, and R. B. Bratvold, “Machine learning based decline curve analysis for short-term oil production forecast,” Energy Exploration & Exploitation, vol. 39, no. 5, pp. 1747–1769, 2021, https://doi.org/10.1177/01445987211011784.

N. Kashpruk, C. Piskor-Ignatowicz, and J. Baranowski, “Time Series Prediction in Industry 4.0: A Comprehensive Review and Prospects for Future Advancements,” Applied Sciences, vol. 13, no. 22, p. 12374, 2023, https://doi.org/10.3390/app132212374.

B. Lim, S. Ö. Arık, N. Loeff, and T. Pfister, “Temporal Fusion Transformers for interpretable multi-horizon time series forecasting,” Int J Forecast, vol. 37, no. 4, pp. 1748–1764, 2021, https://doi.org/10.1016/j.ijforecast.2021.03.012.

M. F. Azam and M. S. Younis, “Multi-Horizon Electricity Load and Price Forecasting Using an Interpretable Multi-Head Self-Attention and EEMD-Based Framework,” IEEE Access, vol. 9, pp. 85918–85932, 2021, https://doi.org/10.1109/ACCESS.2021.3086039.

S. F. Ahamed, A. Vijayasankar, M. Thenmozhi, S. Rajendar, P. Bindu, and T. Subha Mastan Rao, “Machine learning models for forecasting and estimation of business operations,” The Journal of High Technology Management Research, vol. 34, no. 1, p. 100455, 2023, https://doi.org/10.1016/j.hitech.2023.100455.

M. A. Pilin, “The past of predicting the future: A review of the multidisciplinary history of affective forecasting,” Hist Human Sci, vol. 34, no. 3–4, pp. 290–306, 2021, https://doi.org/10.1177/0952695120976330.

A. Nandan Prasad, “Data Quality and Preprocessing,” in Introduction to Data Governance for Machine Learning Systems, pp. 109–223, 2024, https://doi.org/10.1007/979-8-8688-1023-7_3.

M. Usmani, Z. A. Memon, A. Zulfiqar, and R. Qureshi, “Preptimize: Automation of Time Series Data Preprocessing and Forecasting,” Algorithms, vol. 17, no. 8, p. 332, 2024, https://doi.org/10.3390/a17080332.

R. Hasanah et al., “Play Store Data Scrapping and Preprocessing done as Sentiment Analysis Material,” Indonesian Journal of Modern Science and Technology (IJMST), vol. 1, no. 1, pp. 16–21, 2025, https://doi.org/10.64021/ijmst.1.1.16-21.2025.

A. R. N. Habibi et al., “Diabetes Mellitus Disease Analysis using Support Vector Machines and K-Nearest Neighbor Methods,” Indonesian Journal of Modern Science and Technology (IJMST), vol. 1, no. 1, pp. 22–27, 2025, https://doi.org/10.64021/ijmst.1.1.22-27.2025.

R. F. N. Nurfalah, D. P. Hostiadi, and E. Triandini, “Performance Analysis of Prediction Methods on Tokyo Airbnb Data: A Comparative Study of Hyperparameter-Tuned XGBoost, ARIMA, and LSTM,” Jurnal Ilmiah Teknik Elektro Komputer dan Informatika, vol. 11, no. 2, pp. 184–193, 2025, https://doi.org/10.26555/jiteki.v11i2.30631.

A. Ajiono, “Comparison of Three Time Series Forecasting Methods on Linear Regression, Exponential Smoothing and Weighted Moving Average,” IJIIS: International Journal of Informatics and Information Systems, vol. 6, no. 2, pp. 89–102, 2023, https://doi.org/10.47738/ijiis.v6i2.165.

Md. T. Hossain, R. Afrin, and Mohd. A.-A. Biswas, “A Review on Attacks against Artificial Intelligence (AI) and Their Defence Image Recognition and Generation Machine Learning, Artificial Intelligence,” Control Systems and Optimization Letters, vol. 2, no. 1, pp. 52–59, 2024, https://doi.org/10.59247/csol.v2i1.73.

M. Yunus, M. K. Biddinika, and A. Fadlil, “Comparison of Machine Learning Algorithms for Stunting Classification,” Scientific Journal of Engineering Research, vol. 1, no. 2, pp. 64–70, 2025, https://doi.org/10.64539/sjer.v1i2.2025.9.

Md. M. U. Qureshi, A. B. Ahmed, A. Dulmini, M. M. H. Khan, and R. Rois, “Developing a seasonal-adjusted machine-learning-based hybrid time series model to forecast heatwave warning,” Sci Rep, vol. 15, no. 1, p. 8699, 2025, https://doi.org/10.1038/s41598-025-93227-7.

N. Maleki, O. Lundström, A. Musaddiq, J. Jeansson, T. Olsson, and F. Ahlgren, “Future energy insights: Time-series and deep learning models for city load forecasting,” Appl Energy, vol. 374, p. 124067, 2024, https://doi.org/10.1016/j.apenergy.2024.124067.

M. Sahani, S. Choudhury, M. D. Siddique, T. Parida, P. K. Dash, and S. K. Panda, “Precise single step and multistep short-term photovoltaic parameters forecasting based on reduced deep convolutional stack autoencoder and minimum variance multikernel random vector functional network,” Eng Appl Artif Intell, vol. 136, p. 108935, 2024, https://doi.org/10.1016/j.engappai.2024.108935.

M. Omar, F. Yakub, S. S. Abdullah, M. S. A. Rahim, A. H. Zuhairi, and N. Govindan, “One-step vs horizon-step training strategies for multi-step traffic flow forecasting with direct particle swarm optimization grid search support vector regression and long short-term memory,” Expert Syst Appl, vol. 252, p. 124154, 2024, https://doi.org/10.1016/j.eswa.2024.124154.

R. Chandra, S. Goyal, and R. Gupta, “Evaluation of Deep Learning Models for Multi-Step Ahead Time Series Prediction,” IEEE Access, vol. 9, pp. 83105–83123, 2021, https://doi.org/10.1109/ACCESS.2021.3085085.

S. Suradhaniwar, S. Kar, S. S. Durbha, and A. Jagarlapudi, “Time Series Forecasting of Univariate Agrometeorological Data: A Comparative Performance Evaluation via One-Step and Multi-Step Ahead Forecasting Strategies,” Sensors, vol. 21, no. 7, p. 2430, 2021, https://doi.org/10.3390/s21072430.

X. He, S. Shi, X. Geng, J. Yu, and L. Xu, “Multi-step forecasting of multivariate time series using multi-attention collaborative network,” Expert Syst Appl, vol. 211, p. 118516, 2023, https://doi.org/10.1016/j.eswa.2022.118516.

J. Rebollo, S. Khater, and W. J. Coupe, “A Recursive Multi-step Machine Learning Approach for Airport Configuration Prediction,” in AIAA AVIATION 2021 FORUM, p. 2406, 2021, https://doi.org/10.2514/6.2021-2406.

J. Gómez-Gómez, E. Gutiérrez de Ravé, and F. J. Jiménez-Hornero, “Assessment of Deep Neural Network Models for Direct and Recursive Multi-Step Prediction of PM10 in Southern Spain,” Forecasting, vol. 7, no. 1, p. 6, 2025, https://doi.org/10.3390/forecast7010006.

E. Dolgintseva, H. Wu, O. Petrosian, A. Zhadan, A. Allakhverdyan, and A. Martemyanov, “Comparison of multi-step forecasting methods for renewable energy,” Energy Systems, pp. 1-32, 2024, https://doi.org/10.1007/s12667-024-00656-w.

F. Nie, X. Li, P. Xu, X. Tian, and H. Zhou, “Short-term Load Forecasting Based on Text Encoding of External Variables,” TechRxiv, 2025, https://doi.org/10.36227/techrxiv.174585614.46388244/v1.

E. Noa-Yarasca, J. M. Osorio Leyton, and J. P. Angerer, “Extending Multi-Output Methods for Long-Term Aboveground Biomass Time Series Forecasting Using Convolutional Neural Networks,” Mach Learn Knowl Extr, vol. 6, no. 3, pp. 1633–1652, 2024, https://doi.org/10.3390/make6030079.

P. Nikolaidis, “Smart Grid Forecasting with MIMO Models: A Comparative Study of Machine Learning Techniques for Day-Ahead Residual Load Prediction,” Energies (Basel), vol. 17, no. 20, p. 5219, 2024, https://doi.org/10.3390/en17205219.

K. Kyo, H. Noda, and F. Fang, “An integrated approach for decomposing time series data into trend, cycle and seasonal components,” Math Comput Model Dyn Syst, vol. 30, no. 1, pp. 792–813, 2024, https://doi.org/10.1080/13873954.2024.2416631.

P. Das and S. Barman, “Perspective Chapter: An Overview of Time Series Decomposition and Its Applications,” in Applied and Theoretical Econometrics and Financial Crises [Working Title], 2025, https://doi.org/10.5772/intechopen.1009268.

N. Entezari and J. A. Fuinhas, “Measuring wholesale electricity price risk from climate change: Evidence from Portugal,” Util Policy, vol. 91, p. 101837, 2024, https://doi.org/10.1016/j.jup.2024.101837.

M. Yang, Y. Jiang, C. Xu, B. Wang, Z. Wang, and X. Su, “Day-ahead wind farm cluster power prediction based on trend categorization and spatial information integration model,” Appl Energy, vol. 388, p. 125580, 2025, https://doi.org/10.1016/j.apenergy.2025.125580.

J. Li, Z.-L. Li, H. Wu, and N. You, “Trend, seasonality, and abrupt change detection method for land surface temperature time-series analysis: Evaluation and improvement,” Remote Sens Environ, vol. 280, p. 113222, 2022, https://doi.org/10.1016/j.rse.2022.113222.

Y. Ensafi, S. H. Amin, G. Zhang, and B. Shah, “Time-series forecasting of seasonal items sales using machine learning – A comparative analysis,” International Journal of Information Management Data Insights, vol. 2, no. 1, p. 100058, 2022, https://doi.org/10.1016/j.jjimei.2022.100058.

L. Ma, Y. Kojima, K. Nomoto, M. Hasegawa, and S. Hirobayashi, “Analysis of Cyclical Fluctuations in the Chinese Stock Market Using Non-Harmonic Analysis: Market Responses to Major Economic Events,” in 2024 10th International Conference on Systems and Informatics (ICSAI), IEEE, pp. 1–6, 2024, https://doi.org/10.1109/ICSAI65059.2024.10893771.

G. Ciaburro and G. Iannace, “Machine Learning-Based Algorithms to Knowledge Extraction from Time Series Data: A Review,” Data (Basel), vol. 6, no. 6, p. 55, 2021, https://doi.org/10.3390/data6060055.

J. Kim, H. Kim, H. Kim, D. Lee, and S. Yoon, “A comprehensive survey of deep learning for time series forecasting: architectural diversity and open challenges,” Artif Intell Rev, vol. 58, no. 7, p. 216, 2025, https://doi.org/10.1007/s10462-025-11223-9.

F. Sun, X. Meng, Y. Zhang, Y. Wang, H. Jiang, and P. Liu, “Agricultural Product Price Forecasting Methods: A Review,” Agriculture, vol. 13, no. 9, p. 1671, 2023, https://doi.org/10.3390/agriculture13091671.

P. Martins, F. Cardoso, P. Váz, J. Silva, and M. Abbasi, “Performance and Scalability of Data Cleaning and Preprocessing Tools: A Benchmark on Large Real-World Datasets,” Data (Basel), vol. 10, no. 5, p. 68, 2025, https://doi.org/10.3390/data10050068.

A. Ebrahimi, H. V. Sefat, and J. Amani Rad, “Basics of machine learning,” in Dimensionality Reduction in Machine Learning, pp. 3–38, 2025, https://doi.org/10.1016/B978-0-44-332818-3.00009-5.

A. Omair, “Sample size estimation and sampling techniques for selecting a representative sample,” Journal of Health Specialties, vol. 2, no. 4, p. 142, 2014, https://doi.org/10.4103/1658-600X.142783.

M. Hosseinzadeh et al., “Data cleansing mechanisms and approaches for big data analytics: a systematic study,” J Ambient Intell Humaniz Comput, vol. 14, no. 1, pp. 99–111, 2023, https://doi.org/10.1007/s12652-021-03590-2.

P. Li, X. Rao, J. Blase, Y. Zhang, X. Chu, and C. Zhang, “CleanML: A Study for Evaluating the Impact of Data Cleaning on ML Classification Tasks,” in 2021 IEEE 37th International Conference on Data Engineering (ICDE), pp. 13–24, 2021, https://doi.org/10.1109/ICDE51399.2021.00009.

I. F. Ilyas and T. Rekatsinas, “Machine Learning and Data Cleaning: Which Serves the Other?,” Journal of Data and Information Quality, vol. 14, no. 3, pp. 1–11, 2022, https://doi.org/10.1145/3506712.

G. J. Mellenbergh, “Missing Data,” in Counteracting Methodological Errors in Behavioral Research, pp. 275–292, 2019, https://doi.org/10.1007/978-3-030-12272-0_16.

H. M. Kang, F. Yusof, and I. Mohamad, “Imputation of Missing Data with Different Missingness Mechanism,” J Teknol, vol. 57, no. 1, 2012, https://doi.org/10.11113/jt.v57.1523.

A. Maulana et al., “Classification of Stunting inToddlers using Naive Bayes Method and Decision Tree,” Indonesian Journal of Modern Science and Technology (IJMST), vol. 1, no. 1, pp. 28–33, 2025, https://doi.org/10.64021/ijmst.1.1.28-33.2025.

B. Erfianto and A. Rahmatsyah, “Application of ARIMA Kalman Filter with Multi-Sensor Data Fusion Fuzzy Logic to Improve Indoor Air Quality Index Estimation,” JOIV : International Journal on Informatics Visualization, vol. 6, no. 4, p. 771, 2022, https://doi.org/10.30630/joiv.6.4.889.

W. Jing et al., “Application of Multiple-Source Data Fusion for the Discrimination of Two Botanical Origins of Magnolia Officinalis Cortex Based on E-Nose Measurements, E-Tongue Measurements, and Chemical Analysis,” Molecules, vol. 27, no. 12, p. 3892, 2022, https://doi.org/10.3390/molecules27123892.

E. Di Minin, C. Fink, A. Hausmann, J. Kremer, and R. Kulkarni, “How to address data privacy concerns when using social media data in conservation science,” Conservation Biology, vol. 35, no. 2, pp. 437–446, 2021, https://doi.org/10.1111/cobi.13708.

T. Verdonck, B. Baesens, M. Óskarsdóttir, and S. vanden Broucke, “Special issue on feature engineering editorial,” Mach Learn, vol. 113, no. 7, pp. 3917–3928, 2024, https://doi.org/10.1007/s10994-021-06042-2.

A.-M. Tăuţan, A. C. Rossi, R. de Francisco, and B. Ionescu, “Dimensionality reduction for EEG-based sleep stage detection: comparison of autoencoders, principal component analysis and factor analysis,” Biomedical Engineering / Biomedizinische Technik, vol. 66, no. 2, pp. 125–136, 2021, https://doi.org/10.1515/bmt-2020-0139.

Z. Salekshahrezaee, J. L. Leevy, and T. M. Khoshgoftaar, “Feature Extraction for Class Imbalance Using a Convolutional Autoencoder and Data Sampling,” in 2021 IEEE 33rd International Conference on Tools with Artificial Intelligence (ICTAI), pp. 217–223, 2021, https://doi.org/10.1109/ICTAI52525.2021.00037.

N. Pudjihartono, T. Fadason, A. W. Kempa-Liehr, and J. M. O’Sullivan, “A Review of Feature Selection Methods for Machine Learning-Based Disease Risk Prediction,” Frontiers in Bioinformatics, vol. 2, 2022, https://doi.org/10.3389/fbinf.2022.927312.

Y. Ning, H. Kazemi, and P. Tahmasebi, “A comparative machine learning study for time series oil production forecasting: ARIMA, LSTM, and Prophet,” Comput Geosci, vol. 164, p. 105126, 2022, https://doi.org/10.1016/j.cageo.2022.105126.

S. Siami-Namini, N. Tavakoli, and A. Siami Namin, “A Comparison of ARIMA and LSTM in Forecasting Time Series,” in 2018 17th IEEE International Conference on Machine Learning and Applications (ICMLA), pp. 1394–1401, 2018, https://doi.org/10.1109/ICMLA.2018.00227.

A. Parasyris, G. Alexandrakis, G. V. Kozyrakis, K. Spanoudaki, and N. A. Kampanis, “Predicting Meteorological Variables on Local Level with SARIMA, LSTM and Hybrid Techniques,” Atmosphere (Basel), vol. 13, no. 6, p. 878, 2022, https://doi.org/10.3390/atmos13060878.

G. R. Alonso Brito, A. Rivero Villaverde, A. Lau Quan, and M. E. Ruíz Pérez, “Comparison between SARIMA and Holt–Winters models for forecasting monthly streamflow in the western region of Cuba,” SN Appl Sci, vol. 3, no. 6, p. 671, 2021, https://doi.org/10.1007/s42452-021-04667-5.

A. N. A. Mahmad Azan, N. F. A. Mohd Zulkifly Mototo, and P. J. W. Mah, “The Comparison between ARIMA and ARFIMA Model to Forecast Kijang Emas (Gold) Prices in Malaysia using MAE, RMSE and MAPE,” Journal of Computing Research and Innovation, vol. 6, no. 3, pp. 22–33, 2021, https://doi.org/10.24191/jcrinn.v6i3.225.

A. Tawakuli, B. Havers, V. Gulisano, D. Kaiser, and T. Engel, “Survey:Time-series data preprocessing: A survey and an empirical analysis,” Journal of Engineering Research, vol. 13, no. 2, pp. 674-711, 2024, https://doi.org/10.1016/j.jer.2024.02.018.

C. Wiedyaningsih, E. Yuniarti, and N. P. V. Ginanti Putri, “Comparison of Forecasting Drug Needs Using Time Series Methods in Healthcare Facilities: A Systematic Review,” Jurnal Farmasi Sains dan Praktis, pp. 156–165, 2024, https://doi.org/10.31603/pharmacy.v10i2.11145.

M. M. Abdullah, “Using the Single-Exponential-Smoothing Time Series Model under the Additive Holt-Winters Algorithm with Decomposition and Residual Analysis to Forecast the Reinsurance-Revenues Dataset,” Pakistan Journal of Statistics and Operation Research, pp. 311–340, 2024, https://doi.org/10.18187/pjsor.v20i2.4409.

M. H. Abdelati and Hilal A. Abdelwali, “Optimizing Simple Exponential Smoothing for Time Series Forecasting in Supply Chain Management,” Indonesian Journal of Innovation and Applied Sciences (IJIAS), vol. 4, no. 3, pp. 247–256, 2024, https://doi.org/10.47540/ijias.v4i3.1591.

A. Kumar and B. Meena, “A comparative analysis of the Holt and ARIMA models for predicting the future total fertility rate in India,” Life Cycle Reliability and Safety Engineering, vol. 14, no. 1, pp. 117–126, 2025, https://doi.org/10.1007/s41872-024-00287-1.

A. Corberán-Vallet, E. Vercher, J. V. Segura, and J. D. Bermúdez, “A new approach to portfolio selection based on forecasting,” Expert Syst Appl, vol. 215, p. 119370, 2023, https://doi.org/10.1016/j.eswa.2022.119370.

B. Warsito, R. Santoso, Suparti, and H. Yasin, “Cascade Forward Neural Network for Time Series Prediction,” J Phys Conf Ser, vol. 1025, p. 012097, 2018, https://doi.org/10.1088/1742-6596/1025/1/012097.

Q. A. Al-Haija and N. A. Jebril, “Systemic framework of time-series prediction via feed-forward neural networks,” IET Conference Proceedings, vol. 2020, no. 6, pp. 583–588, 2021, https://doi.org/10.1049/icp.2021.0971.

A. N. Sharkawy, “Forward and inverse kinematics solution of a robotic manipulator using a multilayer feedforward neural network,” Journal of Mechanical and Energy Engineering, vol. 6, no. 2, 2022, https://doi.org/10.30464/jmee.00300.

D. I. Af’idah, Dairoh, and S. F. Handayani, “Comparative Analysis of Deep Learning Models for Retrieval-Based Tourism Information Chatbots,” Jurnal Ilmiah Teknik Elektro Komputer dan Informatika, vol. 11, no. 1, pp. 53–67, 2025, https://doi.org/10.26555/jiteki.v11i1.30373.

I. Indriani and Y. Syukriyah, “The Use of Attention-RNN and Dense Layer Combinations and The Performance Metrics Achieved in Palm Vein Recognition,” Jurnal Ilmiah Teknik Elektro Komputer dan Informatika, vol. 11, no. 1, pp. 12–26, 2025, https://doi.org/10.26555/jiteki.v11i1.30517.

I. Hossain, M. M. Islam, and Md. H. H. Martin, “Potential Applications and Limitations of Artificial Intelligence in Remote Sensing Data Interpretation: A Case Study,” Control Systems and Optimization Letters, vol. 2, no. 3, pp. 295–302, 2024, https://doi.org/10.59247/csol.v2i3.128.

Poningsih, A. P. Windarto, and P. Alkhairi, “Reducing Overfitting in Neural Networks for Text Classification Using Kaggle’s IMDB Movie Reviews Dataset,” Jurnal Ilmiah Teknik Elektro Komputer dan Informatika, vol. 10, no. 3, pp. 534–543, 2024, https://doi.org/10.26555/jiteki.v10i3.29509.

V. Monita, S. Raniprima, and N. Cahyadi, “Comparative Analysis of Daily and Weekly Heavy Rain Prediction Using LSTM and Cloud Data,” Jurnal Ilmiah Teknik Elektro Komputer dan Informatika, vol. 10, no. 4, pp. 833–842, 2024, https://doi.org/10.26555/jiteki.v10i4.30374.

W. Riyadi and Jasmir, “Comparative Analysis of Optimizer Effectiveness in GRU and CNN-GRU Models for Airport Traffic Prediction,” Jurnal Ilmiah Teknik Elektro Komputer dan Informatika, vol. 10, no. 3, pp. 580–593, 2024, https://doi.org/10.26555/jiteki.v10i3.29659.

H. Subair, R. P. Selvi, R. Vasanthi, S. Kokilavani, and V. Karthick, “Minimum Temperature Forecasting Using Gated Recurrent Unit,” International Journal of Environment and Climate Change, vol. 13, no. 9, pp. 2681–2688, 2023, https://doi.org/10.9734/ijecc/2023/v13i92499.

A. B. Fawait, S. Rahmah, A. D. S. da Costa, N. Insyroh, and A. A. Firdaus, “Implementation of Data Mining Using Simple Linear Regression Algorithm to Predict Export Values,” Scientific Journal of Engineering Research, vol. 1, no. 1, pp. 26–32, 2025, https://doi.org/10.64539/sjer.v1i1.2025.11.

C. D. Nariyana, M. Idhom, and Trimono, “Prediction of Purchase Volume Coffee Shops in Surabaya Using Catboost with Leave-One-Out Cross Validation,” Jurnal Ilmiah Teknik Elektro Komputer dan Informatika, vol. 11, no. 1, pp. 124–138, 2025, https://doi.org/10.26555/jiteki.v11i1.30610.

M. Abidin et al., “Classification of Heart (Cardiovascular) Disease using the SVM Method,” Indonesian Journal of Modern Science and Technology (IJMST), vol. 1, no. 1, pp. 9–15, 2025, https://doi.org/10.64021/ijmst.1.1.9-15.2025.

A. Abdul Aziz, M. Yusoff, W. F. W. Yaacob, and Z. Mustaffa, “Repeated time-series cross-validation: A new method to improved COVID-19 forecast accuracy in Malaysia,” MethodsX, vol. 13, p. 103013, 2024, https://doi.org/10.1016/j.mex.2024.103013.

A. Maslan and A. Hamid, “Malware Classification and Detection using Variations of Machine Learning Algorithm Models,” Jurnal Ilmiah Teknik Elektro Komputer dan Informatika, vol. 11, no. 1, pp. 27–41, 2025, https://doi.org/10.26555/jiteki.v11i1.30477.

M. M. Islam, Mst. T. Akter, H. M. Tahrim, N. S. Elme, and Md. Y. A. Khan, “A Review on Employing Weather Forecasts for Microgrids to Predict Solar Energy Generation with IoT and Artificial Neural Networks,” Control Systems and Optimization Letters, vol. 2, no. 2, pp. 184–190, 2024, https://doi.org/10.59247/csol.v2i2.108.

D. S. K. Karunasingha, “Root mean square error or mean absolute error? Use their ratio as well,” Inf Sci (N Y), vol. 585, pp. 609–629, 2022, https://doi.org/10.1016/j.ins.2021.11.036.

M. J. Kobra, M. O. Rahman, and A. M. Nakib, “A Novel Hybrid Framework for Noise Estimation in High-Tex-ture Images using Markov, MLE, and CNN Approaches,” Scientific Journal of Engineering Research, vol. 1, no. 2, pp. 54–63, 2025, https://doi.org/10.64539/sjer.v1i2.2025.25.

F. Furizal, S. S. Mawarni, S. A. Akbar, A. Yudhana, and M. Kusno, “Analysis of the Influence of Number of Segments on Similarity Level in Wound Image Segmentation Using K-Means Clustering Algorithm,” Control Systems and Optimization Letters, vol. 1, no. 3, pp. 132–138, 2023, https://doi.org/10.59247/csol.v1i3.33.

N. P. E. P. A. Adriani, R. R. Huizen, and D. Hermawan, “A Machine Learning-Based Approach for Retail Demand Forecasting: The Impact of Spending Score and Algorithm Optimization,” Jurnal Ilmiah Teknik Elektro Komputer dan Informatika, vol. 11, no. 2, pp. 169–183, 2025, https://doi.org/10.26555/jiteki.v11i2.30630.

M. J. Kobra, A. M. Nakib, P. Mweetwa, and M. O. Rahman, “Effectiveness of Fourier, Wiener, Bilateral, and CLAHE Denoising Methods for CT Scan Image Noise Reduction,” Scientific Journal of Engineering Research, vol. 1, no. 3, pp. 96–108, 2025, https://doi.org/10.64539/sjer.v1i3.2025.27.

J. F. Mgaya, “Application of ARIMA models in forecasting livestock products consumption in Tanzania,” Cogent Food Agric, vol. 5, no. 1, p. 1607430, 2019, https://doi.org/10.1080/23311932.2019.1607430.

Downloads

Published

2025-09-27

How to Cite

[1]
F. Furizal, “Understanding Time Series Forecasting: A Fundamental Study”, Buletin Ilmiah Sarjana Teknik Elektro, vol. 7, no. 3, pp. 554–571, Sep. 2025.

Issue

Section

Article

Most read articles by the same author(s)