A Reproducible and Regime-Aware SARIMA Modelling Framework for National Air Traffic Forecasting: Evidence from Türkiye (2018–2025)

Reliable short-term air traffic forecasts are important for operational planning in national airspace systems. This study develops a transparent forecasting framework for Türkiye’s monthly aircraft movements using publicly available data from the General Directorate of State Airports Authority (DHMİ) for 2018–2025. Because DHMİ releases may follow cumulative within-year reporting, month-specific increments are reconstructed through within-year differencing and checked through simple audit procedures. The empirical analysis compares seasonal naïve, ETS, and a constrained SARIMA family under leakage-free evaluation, combining a strict 2025 holdout with expanding-window rolling-origin validation. Forecast performance is assessed using standard accuracy metrics and complemented by Diebold–Mariano comparisons, which are interpreted cautiously, given the short holdout length. To examine instability around the pandemic period, this study also reports structural-break and stability diagnostics as supportive evidence rather than definitive identification. Uncertainty is evaluated through backtested 80% and 95% prediction intervals, comparing nominal SARIMA intervals, parametric bootstrap, split conformal prediction, and adaptive conformal inference (ACI). The results show that SARIMA provides the strongest point-forecast performance among the benchmarked models, while adaptive conformal calibration offers a useful balance between empirical coverage and interval width under changing conditions. Overall, this study provides a reproducible and operationally interpretable baseline for national air traffic forecasting in Türkiye and a clear benchmark for future multivariate extensions.