Share:


Predicting housing sales in Turkey using ARIMA, LSTM and hybrid models

Abstract

Having forecast of real estate sales done correctly is very important for balancing supply and demand in the housing market. However, it is very difficult for housing companies or real estate professionals to determine how many houses they will sell next year. Although this does not mean that a prediction plan cannot be created, the studies conducted both in Turkey and different countries about the housing sector are focused more on estimating housing prices. Especially the developing technological advances allow making estimations in many areas. That is why the purpose of this study is both to provide guiding information to the companies in the sector and to contribute to the literature. In this study, a 124-month data set belonging to the 2008 (1) - 2018 (4) period has been taken into account for total housing sales in Turkey. In order to estimate the time series of sales, ARIMA (Auto Regressive Integrated Moving Average as linear model), LSTM (Long Short-Term Memory as nonlinear model) has been used. As to increase the estimation, a HYBRID (LSTM and ARIMA) model created has been used in the application. When MAPE (Mean Absolute Percentage Error) and MSE (Mean Squared Error) values ​​obtained from each of these methods were compared, the best performance with the lowest error rate proved to be the HYBRID model, and the fact that all the application models have very close results shows the success of predictability. This is an indication that our study will contribute significantly to the literature.

Keyword : house sales forecast, hybrid model, recurrent neural network, ARIMA, LSTM network, data estimation methodology, time series analysis, housing sales in Turkey

How to Cite
Soy Temür, A., Akgün, M., & Temür, G. (2019). Predicting housing sales in Turkey using ARIMA, LSTM and hybrid models. Journal of Business Economics and Management, 20(5), 920-938. https://doi.org/10.3846/jbem.2019.10190
Published in Issue
Jul 12, 2019
Abstract Views
4809
PDF Downloads
2878
Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

References

Adeva, J. J. G., Beresi, U. C., & Calvo, R. A. (2005). Accuracy and diversity in ensembles of text categorisers. CLEI Electronic Journal, 8(2), 1-12. Retrieved from https://pdfs.semanticscholar.org/efb5/5712e52ad81778706ae8ba774c7ec65eb84e.pdf

Aladağ, Ç. H., Eğrioğlu, E., & Kadılar, C. (2009). Forecasting nonlinear time series with a hybrid methodology. Applied Mathematics Letters, 22, 1467-1470. https://doi.org/10.1016/j.aml.2009.02.006

Albayrak, A. S. (2010). ARIMA forecasting of primary energy production and consumption in Turkey: 1923–2006. Enerji, Piyasa ve Düzenleme, 1(1), 24-50. Retrieved from https://asalbayrak.files.wordpress.com/2014/10/d13.pdf

Atienza, R. (2017). LSTM by example using tensorflow (text generate). Retrieved from https://towards-datascience.com/lstm-by-example-using-tensorflow-feb0c1968537

Babu, C. N., & Reddy, B. E. (2014). A moving-average filter based Hybrid ARIMA–ANN model for forecasting time series data. Applied Soft Computing, 23, 27-38. https://doi.org/10.1016/j.asoc.2014.05.028

Choi, H. K. (2018). Stock price correlation coefficient prediction with ARIMA-LSTM hybrid model. Seoul, Korea: Korea University. Retrieved from https://arxiv.org/pdf/1808.01560v5.pdf

Contreras, J., Espinola, R., Nogales, F., & Conejo, A. (2003). ARIMA models to predict next-day electricity prices. IEEE Transactions on Power Systems, (pp. 1014-1020). Retrieved from http://halweb.uc3m.es/esp/Personal/personas/fjnm/esp/papers/ARIMAprices.pdf

Ediger, V. Ş., & Akar, S. (2007). ARIMA forecasting of primary energy demand by fuel in Turkey. Energy Policy, 35(3), (pp. 1701-1708). https://doi.org/10.1016/j.enpol.2006.05.009

Erdoğdu, E. (2007). Electricity demand analysis using cointegration and ARIMA modelling: a case study of Turkey. Energy Policy (pp. 1129-1146). Retrieved from https://mpra.ub.uni-muenchen.de/19099/

The Association of Real Estate and Real Estate Investment Companies (Gayrimenkul ve Gayrimenkul Yatırım Ortaklığı Derneği), 2017. Türkiye Gayrimenkul Sektörü 2017 4. Çeyrek Raporu, İstanbul: GYODER. https://www.gyoder.org.tr/yayinlar/gyoder-gosterge

Greenwood, J., & Hercowitz, Z. (1991). The allocation of capital and the time over the business cycle. Journal of Political Economy, 99 (pp. 1188-1214). Retrieved from http://www.jeremygreenwood.net/papers/gherc91.pdf

He, G., & Deng, Q. (2012). A Hybrid ARIMA and Neural network model to forecast particulate. Matter Concentration in Changsha. Retrieved from https://pdfs.semanticscholar.org/521f/542ebf4e11ae2d456d9733824327da325749.pdf

Hocaoğlu, F. O., Kaysal, K., & Kaysal, A. (2015). Hybrid model for load forecasting (ANN and Regression). Akademik Platform (pp. 33-39). Retrieved from http://dergipark.gov.tr/download/article-file/25197

Hochreiter, S., & Schmidhuber, J. (1997). Long sort term memory. Neural Computation (pp. 1735-1780). https://doi.org/10.1162/neco.1997.9.8.1735

Ioannou, K., Birbilis, D., & Lefakis, P. (2011). A method for predicting the possibility of ring shake appearance on standing chestnut trees. Journal of Environmental Protection and Ecology (pp. 295-304). Retrieved from http://www.jepe-journal.info/vol-12-no-1

Kang, E. (2018). Generating text using an LSTM network. Retrieved from https://github.com/llSourcell/LSTM_Networks/blob/master/LSTM%20Demo.ipynb

Khashei, M., H. S. B. M. (2008). A new hybrid artificial neural networks and fuzzy regression model. Fuzzy Sets and Systems, 159, 769-786. https://doi.org/10.1016/j.fss.2007.10.011

Koutroumanidis, T., Ioannou, K., & Arabatzis, G. (2009). Predicting fuelwood prices in Greece with the use of ARIMA models, artificial neural networks and a Hybrid ARIMA–ANN Model. Energy Policy, 37, 3627-3634. https://doi.org/10.1016/j.enpol.2009.04.024

Koutroumanidis, T., Ioannou, K., & Zafeiriou, E. (2011). Forecasting bank stock market prices with a hybrid method: the case of Alpha bank. Journal of Business Economics and Management, 12(1), 144-163. https://doi.org/10.3846/16111699.2011.555388

Lin, T., Guo, T., & Aberer, K. (2017). Hybrid neural networks for learning the trend in time series (pp. 2273-2279). Melbourne, Australia. Retrieved from https://dl.acm.org/citation.cfm?id=3172204

Namın, S. S., & Namın, A. S. (2018). Forecasting economic and financial time series: ARIMA vs. LSTM. Lubbock, TX, USA: Texas Tech University. Retrieved from https://arxiv.org/ftp/arxiv/pa-pers/1803/1803.06386.pdf

Newbold, P. (1983). ARIMA model building and the time series analysis approach to forecasting. Journal of Forecasting, 2(1), 23-35. https://doi.org/10.1002/for.3980020104

Oliveira, M., & Torgo, L. (2014). Ensembles for time series forecasting. JMLR: Workshop and Conference Proceedings, 39, 360-370. http://ds2014.ijs.si/lbp/DS2014_LBP_Oliveira.pdf

Opitz, D., & Maclin, R. (1999). Popular ensemble methods: an empirical study. Journal of Artificial Intelligence Research (pp. 169-198). https://doi.org/10.1613/jair.614

Pablo, B. J., Hilda, C., Xavier, A., Diego, J. J., Felipe, S., & Henry, B. (2016). Artificial neural network and Monte Carlo forecasting with generation of L-scenarios. Intl IEEE Conference on Ubiquitous Intelligence & Computing (pp. 665-670), Toulouse, France. https://doi.org/10.1109/UIC-ATC-ScalCom-CBDCom-IoP-SmartWorld.2016.0110

Papagera, A., Ioannou, K., Zaimes, G., Iakovoglou, V., & Simeonidou, M. (2014). Simulation and prediction of water allocation using artificial neural networks and a spatially distributed hydrological model. Agris on-line Papers in Economics and Informatics, 6(4), 101-111. Retrieved from https://ageconsearch.umn.edu/record/196580

Sagheer, A. & Kotb, M., 2019. Time series forecasting of petroleum production using deep LSTM recurrent networks. Neurocomputing, 323(5), pp. 203-213. https://doi.org/10.1016/j.neucom.2018.09.082

Sallehuddin, R., Shamsuddin, S. M. H., Hashim, S. Z. M., & Abraham, A. (2007). Forecasting time series data using hybrid grey relational artificial neural network and auto regressive integrated moving average model. Neural Network World (pp. 573-605). Retrieved from http://citeseerx.ist.psu.edu/........./doi=10.1.1.218.5755&rep=rep1&type=pdf

Sarı, M. (2016). Artificial neural networks and sales demand forecasting application in the automotive industry. Sakarya Univercity, Sakarya.

Sugiartawan, P., Pulungan, R., & Sari, A. K. (2017). Prediction by a hybrid of wavelet transform and long-short-term-memory neural network. International Journal of Advanced Computer Science and Applications, 8(2), 326-332. https://doi.org/10.14569/IJACSA.2017.080243

Wu, L., & Brynjolfsson, E. (2015). The future of prediction: how Google searches foreshadow housing prices and sales. In: Economic Analysis of the Digital Economy. Chicago: University of Chicago Press (pp. 89-118). https://doi.org/10.7208/chicago/9780226206981.003.0003

Xu et al. (2019). A hybrid modelling method for time series forecasting based on a linear regression model and deep learning. Applied Intelligence, 1-14. https://doi.org/10.1007/s10489-019-01426-3

Yu, L., Jiao, C., Xin, H., Wang, Y., & Wang, K. (2018). Prediction on housing price based on deep learning. International Journal of Computer and Information Engineerin, 12(2), 90-99. https://doi.org/10.5281/zenodo.1315879

Zhang, G. P. (2003). Time series forecasting using a Hybrid ARIMA and neural netwok model. Neurocomputing, 50, 159-175. https://doi.org/10.1016/S0925-2312(01)00702-0