Analysis On the Effect of The Length of Training and Test Set to The Accuracy of SARIMA Forecasting

The Seasonal Autoregressive Integrated Moving Average (SARIMA) models which built upon the ARIMA models to support seasonality, are used when it encounter the periodic time series data. It has been widely used in infectious disease prediction and other fields where data indicate a seasonal pattern. However, there are lacks of research focuses on the impact of the length of training and test data on the forecasting accuracy. In this study, the data is split into two parts: Training and Test data. The selected SARIMA model will be fitted for different lengths of training data and forecast the observations of the length of test data. This study aims to investigate how the length of training and test data affect the forecasting accuracy. In order to check it, the Mean Absolute Percentage Error (MAPE) for different lengths of training data are calculated and compared to study their relationship.