7种时间序列模型对全国肾综合征出血热发病率预测效果比较

Comparison of seven time series models in fitting and predicting the incidence of hemorrhagic fever with renal syndrome in China

目的比较7种常用时间序列模型对全国肾综合征出血热(HFRS)发病率拟合及预测的效果,为优化HFRS预警方法提供参考。方法以2004年1月-2017年6月全国HFRS发病率作为训练数据,建立乘积季节自回归移动平均模型(SARIMA)、指数平滑模型(ETS)、时间序列线性模型(TSLM)、自回归神经网络模型(NNAR)、指数平滑空间状态模型(TBATS)、时间序列3次样条平滑模型(TSSPLINE)和时间序列广义回归模型(TSGRNN),并预测2017年7-12月全国HFRS发病率。以2017年7-12月全国HFRS发病率作为测试数据,比较拟合值与训练数据、预测值与测试数据评价模型拟合及预测效果,评价指标包括平均绝对误差百分比(MAPE)和均数标准差(RMSE)。结果SARIMA(0,1,4)(2,1,1)_([12])为SARIMA最优模型,NNAR(16,1,8)_([12])为NNAR最优模型。SARIMA、ETS、TSLM、NNAR、TBATS、TSSPLINE和TSGRNN模型拟合的MAPE、RMSE分别为11.46%、0.01,10.25%、0.01,33.91%、0.03,1.84%、0.00,8.92%、0.01,10.82%、0.01和22.29%、0.02。SARIMA、ETS、TSLM、NNAR、TBATS、TSSPLINE和TSGRNN模型预测的MAPE、RMSE分别为20.51%、0.03,17.22%、0.02,55.27%、0.03,36.27%、0.05,18.03%、0.02,118.82%、0.05和38.71%、0.04。结论TBATS为最优预测预警模型,适于优化HFRS预警模型。

Objective To compare the performance of seven time series models in fitting and predicting the incidence of hemorrhagic fever with renal syndrome(HFRS)in China,and to provide a reference for optimizing early warning methods for HFRS.Methods The national incidence data of HFRS from January 2004 to June 2017 were used as training data,and the data from July to December 2017 as test data.The training data were used to build the seasonal autoregressive integrated moving average(SARIMA)model,exponential smoothing(ETS)model,time series linear model(TSLM),autoregressive neural network(NNAR)model,TBATS model,time series cubic spline smoothing(TSSPLINE)model,and time series generalized regression neural network(TSGRNN)model.Then these models were used to forecast the national incidence of HFRS from July to December 2017.The model fitting and prediction effect were evaluated by comparing the fitted data with the training data and the predicted data with the test data.The evaluation indicators included mean absolute percentage error(MAPE)and root mean squared error(RMSE).Results SARIMA(0,1,4)(2,1,1)_([12])was the optimal SARIMA model,and NNAR(16,1,8)_([12])was the optimal NNAR model.The MAPE and RMSE of fitting by SARIMA,ETS,TSLM,NNAR,TBATS,TSSPLINE,and TSGRNN were 11.46% and 0.01,10.25% and 0.01,33.91% and 0.03,1.84% and 0.00,8.92% and 0.01,10.82% and 0.01,and 22.29% and 0.02,respectively.The MAPE and RMSE of forecasting by these models were 20.51% and 0.03,17.22% and 0.02,55.27% and 0.03,36.27% and 0.05,18.03% and 0.02,118.82% and 0.05,and 38.71% and 0.04,respectively.Conclusion The TBATS model is the optimal model for forecasting and early warning,which is suitable for optimizing the early warning model for HFRS.