In this study, the number of sheep and goats in Turkey were analysed by time series analysis method, and the number of great cattle for next years predicted through the most appropriate time series model.Time series w...In this study, the number of sheep and goats in Turkey were analysed by time series analysis method, and the number of great cattle for next years predicted through the most appropriate time series model.Time series was formed using the data on the number of sheep and goats belonging to the period between 1930 and 2014 in Turkey It was determined through autocorrelation function graphic that the series weren't stationary at first, but they became stationary after their first difference were calculated. A stagnancy test was performed through extended Dickey-Fuller test. So as to determine the suitability of the model, it was reviewed if autocorrelation and partial autocorrelation graphs were white noise series and also the results of Box-Ljung test were reviwed. Through the "tested models, the model estimations, of which parameter estimates were significant and Akaike information criterion (AIC) was the smallest, were performed. The most appropriate model in terms of both the number of sheep and goats is first-level integrated moving average model stated as ARIMA(0,1,1). In this model, it was estimated that there would be an increase in the number of sheep and goats in Turkey between the years of 2015 and 2020, however, the increase in the number of sheep would be more than the increase in the number of goats.展开更多
The research conducted prediction on changes of atmosphere pollution during July 9, 2014-July 22, 2014 with SPSS based on monitored data of O3 in 13 successive weeks from 6 sites in Baoding City and demonstrated predi...The research conducted prediction on changes of atmosphere pollution during July 9, 2014-July 22, 2014 with SPSS based on monitored data of O3 in 13 successive weeks from 6 sites in Baoding City and demonstrated prediction effect of ARIMA model is good by Ljung-Box Q-test and R2, and the model can be used for prediction on future atmosphere pollutant changes.展开更多
Precipitation is very important for both the environment and its inhabitants. Agricultural activities mostly depend on precipitation and its availability. Therefore, the ability to predict future precipitation values ...Precipitation is very important for both the environment and its inhabitants. Agricultural activities mostly depend on precipitation and its availability. Therefore, the ability to predict future precipitation values at specific stations is key for environmental and agricultural decision making. This research developed Autoregressive Integrated Moving Average (ARIMA) models for selected stations with Integrated component and Autoregressive Moving Average (ARMA) for selected stations without Integrated component at Louisiana State. The ARIMA module is represented as ARIMA(p, d, q)(P,D,Q). The selected lag order for the Autoregressive (AR) component is represented with p and P for seasonal AR component, while the integrated form (number of times data were differenced) is d and D for seasonal differencing, and the Moving Average (MA) lag order is q and Q for seasonal MA component. Data from 1950 to 2020 were employed in this research. Results of the analysis indicated that Baton Rouge (ARIMA (0,1,1) (0,0,2)</span><sub><span style="font-family:Verdana;">12</span></sub><span style="font-family:Verdana;">), Abbeville (ARMA (0,0,1) (0,0,2)</span><sub><span style="font-family:Verdana;">12</span></sub><span style="font-family:Verdana;">), Monroe Regional (ARMA (0,0,1) (0,0,0)</span><sub><span style="font-family:Verdana;">12</span></sub><span style="font-family:Verdana;">), New Orleans Airport (ARMA (1,0,0) (0,0,2)</span><sub><span style="font-family:Verdana;">12</span></sub><span style="font-family:Verdana;">), Alexandria (ARMA (1,0,1) (0,0,0)</span><sub><span style="font-family:Verdana;">12</span></sub><span style="font-family:Verdana;">), Logansport (ARIMA (0,1,2) (0,0,0)</span><sub><span style="font-family:Verdana;">12</span></sub><span style="font-family:Verdana;">), New Orleans Audubon (ARMA (1,0,0) (0,0,0)</span><sub><span style="font-family:Verdana;">12</span></sub><span style="font-family:Verdana;">), Lake Charles Airport (ARMA (2,0,2) (0,0,0)</span><sub><span style="font-family:Verdana;">12</span></sub><span style="font-family:Verdana;">) are the best ARIMA models for predicting precipitation in Louisiana. The models were used to predict the average monthly rainfall at each station. The highest precipitation observed in Louisiana was recorded in 1991. The Precipitation in Louisiana fluctuated over the years but has adopted a decreasing trend from the year 2000 to 2020. It was recommended that the government, researchers, and individuals take note of these models to make future plans to help increase the production of agricultural commodities and prevent destructions caused by excessive precipitation.展开更多
Time-series-based forecasting is essential to determine how past events affect future events. This paper compares the performance accuracy of different time-series models for oil prices. Three types of univariate mode...Time-series-based forecasting is essential to determine how past events affect future events. This paper compares the performance accuracy of different time-series models for oil prices. Three types of univariate models are discussed: the exponential smoothing (ES), Holt-Winters (HW) and autoregressive intergrade moving average (ARIMA) models. To determine the best model, six different strategies were applied as selection criteria to quantify these models’ prediction accuracies. This comparison should help policy makers and industry marketing strategists select the best forecasting method in oil market. The three models were compared by applying them to the time series of regular oil prices for West Texas Intermediate (WTI) crude. The comparison indicated that the HW model performed better than the ES model for a prediction with a confidence interval of 95%. However, the ARIMA (2, 1, 2) model yielded the best results, leading us to conclude that this sophisticated and robust model outperformed other simple yet flexible models in oil market.展开更多
[Objective] The aim was to establish drought forecasting model with high precision. [Method] With an ARIMA regression model, the research performed Palmer Drought mode(PDSI) time series modeling analysis of Henan Pr...[Objective] The aim was to establish drought forecasting model with high precision. [Method] With an ARIMA regression model, the research performed Palmer Drought mode(PDSI) time series modeling analysis of Henan Province based on PDSI time series and DPS(Data Processing Software) in order to build drought forecasting model. [Result] It is feasible to perform drought forecasting with appropriate parameters. [Conclusion] ARIMA model is practical and more precise in PDSI-based drought analysis and forecasting.展开更多
The accuracy of predicting the Producer Price Index(PPI)plays an indispensable role in government economic work.However,it is difficult to forecast the PPI.In our research,we first propose an unprecedented hybrid mode...The accuracy of predicting the Producer Price Index(PPI)plays an indispensable role in government economic work.However,it is difficult to forecast the PPI.In our research,we first propose an unprecedented hybrid model based on fuzzy information granulation that integrates the GA-SVR and ARIMA(Autoregressive Integrated Moving Average Model)models.The fuzzy-information-granulation-based GA-SVR-ARIMA hybrid model is intended to deal with the problem of imprecision in PPI estimation.The proposed model adopts the fuzzy information-granulation algorithm to pre-classification-process monthly training samples of the PPI,and produced three different sequences of fuzzy information granules,whose Support Vector Regression(SVR)machine forecast models were separately established for their Genetic Algorithm(GA)optimization parameters.Finally,the residual errors of the GA-SVR model were rectified through ARIMA modeling,and the PPI estimate was reached.Research shows that the PPI value predicted by this hybrid model is more accurate than that predicted by other models,including ARIMA,GRNN,and GA-SVR,following several comparative experiments.Research also indicates the precision and validation of the PPI prediction of the hybrid model and demonstrates that the model has consistent ability to leverage the forecasting advantage of GA-SVR in non-linear space and of ARIMA in linear space.展开更多
The passenger transportation, as an important index to describe the scale of aviation passenger transport, prediction and research, can let us understand the future trend of the aviation passenger transport, according...The passenger transportation, as an important index to describe the scale of aviation passenger transport, prediction and research, can let us understand the future trend of the aviation passenger transport, according to it, the airline can make corresponding marketing strategy adjustment. Combining with the knowledge of time series let us understand the characteristics of passenger transportation change, the R software is used to fit the data, so as to establish the ARIMA(1,1,8) model to describe the civil aviation passenger transport developing trend in the future and to make reasonable predictions.展开更多
In this paper, the Box-Jenkins modelling procedure is used to determine an ARIMA model and go further to forecasting. The mobile cellular subscription data for the study were taken from the administrative data submitt...In this paper, the Box-Jenkins modelling procedure is used to determine an ARIMA model and go further to forecasting. The mobile cellular subscription data for the study were taken from the administrative data submitted to the Zambia Information and Communications Technology Authority (ZICTA) as quarterly returns by all three mobile network operators Airtel Zambia, MTN Zambia and Zamtel. The time series of annual figures for mobile cellular subscription for all mobile network operators is from 2000 to 2014 and has a total of 15 observations. Results show that the ARIMA (1, 2, 1) is an adequate model which best fits the mobile cellular subscription time series and is therefore suitable for forecasting subscription. The model predicts a gradual rise in mobile cellular subscription in the next 5 years, culminating to about 9.0% cumulative increase in 2019.展开更多
The forecast on price of agricultural futures is studied in this paper. We use the ARIMA model to estimate the price trends of agricultural futures,which can help the investors to optimize their investing plans. The s...The forecast on price of agricultural futures is studied in this paper. We use the ARIMA model to estimate the price trends of agricultural futures,which can help the investors to optimize their investing plans. The soybean future contracts are taken as an example to simulate the forecast based on the auto-regression coefficient(p),differential times(d) and moving average coefficient(q). The results show that ARIMA model is better to simulate and forecast the trend of closing prices of soybean futures contract,and it is applicable to forecasting the price of agricultural futures.展开更多
Stock market prediction has long been an area of interest for investors, traders, and researchers alike. Accurate forecasting of stock prices is crucial for financial decision-making and risk management. This paper pr...Stock market prediction has long been an area of interest for investors, traders, and researchers alike. Accurate forecasting of stock prices is crucial for financial decision-making and risk management. This paper presents a novel approach to predict stock prices by integrating Autoregressive Integrated Moving Average (ARIMA) and Exponential smoothing and Machine Learning (ML) techniques. Our study aims to enhance the predictive accuracy of stock price forecasting, which can significantly impact investment strategies and economic growth in this research paper implement the ARIMAML proposed method to predict the stock prices for Investment Bank of Iraq.展开更多
We use the Autoregressive Integrated Moving Average(ARIMA)model and Facebook Prophet model to predict the closing stock price of Google during the COVID-19 pandemic as well as compare the accuracy of these two models...We use the Autoregressive Integrated Moving Average(ARIMA)model and Facebook Prophet model to predict the closing stock price of Google during the COVID-19 pandemic as well as compare the accuracy of these two models’predictions.We first examine the stationary of the dataset and use ARIMA(0,1,1)to make predictions about the stock price during the pandemic,then we train the Prophet model using the stock price before January 1,2021,and predict the stock price after January 1,2021,to present.We also make a comparison of the prediction graphs of the two models.The empirical results show that the ARIMA model has a better performance in predicting Google’s stock price during the pandemic.展开更多
The stock market is an important economic information center.The economic benefits generated by stock price prediction have attracted much attention.Although the stock market cannot be predicted accurately,the stock m...The stock market is an important economic information center.The economic benefits generated by stock price prediction have attracted much attention.Although the stock market cannot be predicted accurately,the stock market’s prediction of the trend of stock prices helps in grasping the operation law of the stock market and the influence mechanism on the economy.The autoregressive integrated moving average(ARIMA)model is one of the most widely accepted and used time series forecasting models.Therefore,this paper first compares the return on investment(ROI)of Apple and Tesla,revealing that the ROI of Tesla is much greater than that of Apple,and subsequently focuses on ARIMA model’s prediction on the available time series data,thus concluding that the ARIMA model is better than the Naïve method in predicting the change in Tesla’s stock price trend.展开更多
Background & Objectives: Sustainable Development Goals (SDGs) are set up as a part of the Post Millennium Development Goals (MDGs). Then it becomes essential to review the achievement of the MDGs in India and less...Background & Objectives: Sustainable Development Goals (SDGs) are set up as a part of the Post Millennium Development Goals (MDGs). Then it becomes essential to review the achievement of the MDGs in India and lessons learned to incorporate into the SDGs. The present study reviews and predicts different components of under-five mortality rate beyond 2015 to assess the present situation and to determine the future possibilities of achieving the new targets for SDGs in India. Data and Methods: It uses available time series data on different components of U5MR from the India’s Sample Registration System (SRS). Autoregressive Integrated Moving Averages (ARIMA) model has been taken as the method of time series analysis to forecast the mortality rates beyond 2015. Results: There is a consistent pattern of faster decline in the under-five mortality compared with the neonatal mortality rate across all major states in India although neonatal mortality contributes largest share in under-five mortality. Again, share of neonatal death among under-five death is increasing steadily over the future projected years. This indicates very slow progress of reduction in neonatal mortality. Stimulating efforts with new intervention programmes will be needed to focus more on lowering neonatal mortality particularly in rural India.展开更多
The networks of wireless sensors provide the ground for a range of applications,including environmental moni-toring and industrial operations.Ensuring the networks can overcome obstacles like power and communication r...The networks of wireless sensors provide the ground for a range of applications,including environmental moni-toring and industrial operations.Ensuring the networks can overcome obstacles like power and communication reliability and sensor coverage is the crux of network optimization.Network infrastructure planning should be focused on increasing performance,and it should be affected by the detailed data about node distribution.This work recommends the creation of each sensor’s specs and radius of influence based on a particular geographical location,which will contribute to better network planning and design.By using the ARIMA model for time series forecasting and the Al-Biruni Earth Radius algorithm for optimization,our approach bridges the gap between successive terrains while seeking the equilibrium between exploration and exploitation.Through implementing adaptive protocols according to varying environments and sensor constraints,our study aspires to improve overall network operation.We compare the Al-Biruni Earth Radius algorithm along with Gray Wolf Optimization,Particle Swarm Optimization,Genetic Algorithms,and Whale Optimization about performance on real-world problems.Being the most efficient in the optimization process,Biruni displays the lowest error rate at 0.00032.The two other statistical techniques,like ANOVA,are also useful in discovering the factors influencing the nature of sensor data and network-specific problems.Due to the multi-faceted support the comprehensive approach promotes,there is a chance to understand the dynamics that affect the optimization outcomes better so decisions about network design can be made.Through delivering better performance and reliability for various in-situ applications,this research leads to a fusion of time series forecasters and a customized optimizer algorithm.展开更多
China has resolved its overall regional poverty in 2020 by attaining moderate societal prosperity.The country has entered a new development stage designed to achieve its second centenary goal.However,ecological fragil...China has resolved its overall regional poverty in 2020 by attaining moderate societal prosperity.The country has entered a new development stage designed to achieve its second centenary goal.However,ecological fragility and risk susceptibility have increased the risk of returning to ecological poverty.In this paper,the Liupan Mountain Region of China was used as a case study,and the counties were used as the scale to reveal the spatiotempora differentiation and influcing factors of the risk of returning to poverty in study area.The indicator data for returning to ecological poverty from 2011-2020 were collected and summarized in three dimensions:ecological,economic and social.The autoregressive integrated moving average model(ARIMA)time series and exponential smoothing method(ES)were used to predict the multidimensional indicators of returning to ecological poverty for 61 counties(districts)in the Liupan Mountain Region for 2021-2030.The back propagation neural network(BPNN)and geographic information system(GIS)were used to generate the spatial distribution and time variation for the index of the risk of returning to ecological poverty(RREP index).The results show that 1)ecological factors were the main factors in the risk of returning to ecological poverty in Liupan Mountain Region.2)The RREP index for the 61 counties(districts)exhibited a downward trend from 2021-2030.The RREP index declined more in medium-and high-risk areas than in low-risk areas.From 2021 to 2025,the RREP index exhibited a slight downward trend.From 2026 to2030,the RREP index was expected to decline faster,especially from 2029-2030.3)Based on the RREP index,it can be roughly divided into three types,namely,the high-risk areas,the medium-risk areas,and the low-risk areas.The natural resource conditions in lowrisk areas of returning to ecological poverty,were better than those in medium-and high-risk areas.展开更多
Total nitrogen was an important indicator for characterizing eutrophication of polluted water. Although the use of water quality online monitoring instrument can monitor water quality changes in real time, the degree ...Total nitrogen was an important indicator for characterizing eutrophication of polluted water. Although the use of water quality online monitoring instrument can monitor water quality changes in real time, the degree of intelligence was low, so it was urgent to predict the water quality and take precautions in advance. A predictive model for total nitrogen levels in a sewage treatment plant utilizing the Anaerobic-Anoxic-Oxic (AAO) process was investigated in this paper. This model demonstrated significant practical application value. Based on the ARIMA (Autoregressive Integrated Moving Average) model and taking into account the impact of Biochemical Oxygen Demand (BOD), a prediction model for effluent total nitrogen was developed. However, the initial results exhibited significant deviations. To address this issue, seasonal factors were further considered. Then, the dataset was divided into winter and Non-winter sub-samples, leading to a reconstruction of the prediction model. Additionally, in developing the Non-winter prediction model, life cycle considerations were incorporated, and consequently, a SARIMA (Seasonal Autoregressive Integrated Moving Average) model was established. The predicting deviation associated with both the winter and Non-winter forecasting models showed a significant reduction.展开更多
The stock market is a vital component of the broader financial system,with its dynamics closely linked to economic growth.The challenges associated with analyzing and forecasting stock prices have persisted since the ...The stock market is a vital component of the broader financial system,with its dynamics closely linked to economic growth.The challenges associated with analyzing and forecasting stock prices have persisted since the inception of financial markets.By examining historical transaction data,latent opportunities for profit can be uncovered,providing valuable insights for both institutional and individual investors to make more informed decisions.This study focuses on analyzing historical transaction data from four banks to predict closing price trends.Various models,including decision trees,random forests,and Long Short-Term Memory(LSTM)networks,are employed to forecast stock price movements.Historical stock transaction data serves as the input for training these models,which are then used to predict upward or downward stock price trends.The study’s empirical results indicate that these methods are effective to a degree in predicting stock price movements.The LSTM-based deep neural network model,in particular,demonstrates a commendable level of predictive accuracy.This conclusion is reached following a thorough evaluation of model performance,highlighting the potential of LSTM models in stock market forecasting.The findings offer significant implications for advancing financial forecasting approaches,thereby improving the decision-making capabilities of investors and financial institutions.展开更多
Change trend of Chinese urban residents' per capita food-nitrogen annual consumption from 1981 to 2007 was analyzed and predicted by using ARIMA time-series model in order to reveal the change of urban food-nitrogen ...Change trend of Chinese urban residents' per capita food-nitrogen annual consumption from 1981 to 2007 was analyzed and predicted by using ARIMA time-series model in order to reveal the change of urban food-nitrogen consumption during the China's urbanization process.Results showed that after 1980s,the annual consumption of Chinese urban residents' food-nitrogen had a change trend of " increase-decrease-increase" and generally presented as a slight increasing trend;With the acceleration of rapid economic development and urbanization process,Chinese urban residents' food-nitrogen consumption will still keep a rising trend in future,and also has a large rising space.展开更多
Infrasound,known for its strong penetration and low attenuation,is extensively used in monitoring and warning systems for debris flows.Here,a debris-flow forecasting method was proposed by combining infrasound-based v...Infrasound,known for its strong penetration and low attenuation,is extensively used in monitoring and warning systems for debris flows.Here,a debris-flow forecasting method was proposed by combining infrasound-based variational mode decomposition and Autoregressive Integrated Moving Average(ARIMA)model.High-precision infrasound sensor was utilized in experiments to record signals under twelve varying conditions of debris flow volume and velocity.Variational mode decomposition was performed on the detected raw signals,and the optimal decomposition scale and penalty factor were obtained through the sparrow search algorithm.The Hilbert transform,rescaled range analysis,power spectrum analysis,and Pearson correlation coefficients judgment criteria were employed to separate and reconstruct the signals.Based on the reconstructed infrasound signals,an ARIMA model was constructed to forecast the trend of debris flow infrasound signal.Results reveal that the Hilbert transform effectively separated noise,and the predictive model’s results fell within a 95%confidence interval.The Mean Absolute Percentage Error(MAPE)across four experiments were 4.87%,5.23%,5.32%and 4.47%,respectively,showing a satisfactory accuracy and providing an alternative for predicting debris flow by infrasound signals.展开更多
Electricity price forecasting has become an important aspect of promoting competition and safeguarding the interests of participants in electricity market. As market participants, both producers and consumers intent t...Electricity price forecasting has become an important aspect of promoting competition and safeguarding the interests of participants in electricity market. As market participants, both producers and consumers intent to contribute more efforts on developing appropriate price forecasting scheme to maximize their profits. This paper introduces a time series method developed by Box-Jenkins that applies autoregressive integrated moving average (ARIMA) model to address a best-fitted time-domain model based on a time series of historical price data. Using the model’s parameters determined from the stationarized time series of prices, the price forecasts in UK electricity market for 1 step ahead are estimated in the next day and the next week. The most suitable models are selected for them separately after comparing their prediction outcomes. The data of historical prices are obtained from UK three-month Reference Price Data from April 1st to July7th 2010.展开更多
文摘In this study, the number of sheep and goats in Turkey were analysed by time series analysis method, and the number of great cattle for next years predicted through the most appropriate time series model.Time series was formed using the data on the number of sheep and goats belonging to the period between 1930 and 2014 in Turkey It was determined through autocorrelation function graphic that the series weren't stationary at first, but they became stationary after their first difference were calculated. A stagnancy test was performed through extended Dickey-Fuller test. So as to determine the suitability of the model, it was reviewed if autocorrelation and partial autocorrelation graphs were white noise series and also the results of Box-Ljung test were reviwed. Through the "tested models, the model estimations, of which parameter estimates were significant and Akaike information criterion (AIC) was the smallest, were performed. The most appropriate model in terms of both the number of sheep and goats is first-level integrated moving average model stated as ARIMA(0,1,1). In this model, it was estimated that there would be an increase in the number of sheep and goats in Turkey between the years of 2015 and 2020, however, the increase in the number of sheep would be more than the increase in the number of goats.
基金Supported by Student Research Fund of Agricultural University of Hebei(cxzr2014023)Technology Fund of Agricultural University of Hebei(ZD201406)~~
文摘The research conducted prediction on changes of atmosphere pollution during July 9, 2014-July 22, 2014 with SPSS based on monitored data of O3 in 13 successive weeks from 6 sites in Baoding City and demonstrated prediction effect of ARIMA model is good by Ljung-Box Q-test and R2, and the model can be used for prediction on future atmosphere pollutant changes.
文摘Precipitation is very important for both the environment and its inhabitants. Agricultural activities mostly depend on precipitation and its availability. Therefore, the ability to predict future precipitation values at specific stations is key for environmental and agricultural decision making. This research developed Autoregressive Integrated Moving Average (ARIMA) models for selected stations with Integrated component and Autoregressive Moving Average (ARMA) for selected stations without Integrated component at Louisiana State. The ARIMA module is represented as ARIMA(p, d, q)(P,D,Q). The selected lag order for the Autoregressive (AR) component is represented with p and P for seasonal AR component, while the integrated form (number of times data were differenced) is d and D for seasonal differencing, and the Moving Average (MA) lag order is q and Q for seasonal MA component. Data from 1950 to 2020 were employed in this research. Results of the analysis indicated that Baton Rouge (ARIMA (0,1,1) (0,0,2)</span><sub><span style="font-family:Verdana;">12</span></sub><span style="font-family:Verdana;">), Abbeville (ARMA (0,0,1) (0,0,2)</span><sub><span style="font-family:Verdana;">12</span></sub><span style="font-family:Verdana;">), Monroe Regional (ARMA (0,0,1) (0,0,0)</span><sub><span style="font-family:Verdana;">12</span></sub><span style="font-family:Verdana;">), New Orleans Airport (ARMA (1,0,0) (0,0,2)</span><sub><span style="font-family:Verdana;">12</span></sub><span style="font-family:Verdana;">), Alexandria (ARMA (1,0,1) (0,0,0)</span><sub><span style="font-family:Verdana;">12</span></sub><span style="font-family:Verdana;">), Logansport (ARIMA (0,1,2) (0,0,0)</span><sub><span style="font-family:Verdana;">12</span></sub><span style="font-family:Verdana;">), New Orleans Audubon (ARMA (1,0,0) (0,0,0)</span><sub><span style="font-family:Verdana;">12</span></sub><span style="font-family:Verdana;">), Lake Charles Airport (ARMA (2,0,2) (0,0,0)</span><sub><span style="font-family:Verdana;">12</span></sub><span style="font-family:Verdana;">) are the best ARIMA models for predicting precipitation in Louisiana. The models were used to predict the average monthly rainfall at each station. The highest precipitation observed in Louisiana was recorded in 1991. The Precipitation in Louisiana fluctuated over the years but has adopted a decreasing trend from the year 2000 to 2020. It was recommended that the government, researchers, and individuals take note of these models to make future plans to help increase the production of agricultural commodities and prevent destructions caused by excessive precipitation.
文摘Time-series-based forecasting is essential to determine how past events affect future events. This paper compares the performance accuracy of different time-series models for oil prices. Three types of univariate models are discussed: the exponential smoothing (ES), Holt-Winters (HW) and autoregressive intergrade moving average (ARIMA) models. To determine the best model, six different strategies were applied as selection criteria to quantify these models’ prediction accuracies. This comparison should help policy makers and industry marketing strategists select the best forecasting method in oil market. The three models were compared by applying them to the time series of regular oil prices for West Texas Intermediate (WTI) crude. The comparison indicated that the HW model performed better than the ES model for a prediction with a confidence interval of 95%. However, the ARIMA (2, 1, 2) model yielded the best results, leading us to conclude that this sophisticated and robust model outperformed other simple yet flexible models in oil market.
文摘[Objective] The aim was to establish drought forecasting model with high precision. [Method] With an ARIMA regression model, the research performed Palmer Drought mode(PDSI) time series modeling analysis of Henan Province based on PDSI time series and DPS(Data Processing Software) in order to build drought forecasting model. [Result] It is feasible to perform drought forecasting with appropriate parameters. [Conclusion] ARIMA model is practical and more precise in PDSI-based drought analysis and forecasting.
基金This work was supported by Hainan Provincial Natural Science Foundation of China[2018CXTD333,617048]The National Natural Science Foundation of China[61762033,61702539]+1 种基金Hainan University Doctor Start Fund Project[kyqd1328]Hainan University Youth Fund Project[qnjj1444].
文摘The accuracy of predicting the Producer Price Index(PPI)plays an indispensable role in government economic work.However,it is difficult to forecast the PPI.In our research,we first propose an unprecedented hybrid model based on fuzzy information granulation that integrates the GA-SVR and ARIMA(Autoregressive Integrated Moving Average Model)models.The fuzzy-information-granulation-based GA-SVR-ARIMA hybrid model is intended to deal with the problem of imprecision in PPI estimation.The proposed model adopts the fuzzy information-granulation algorithm to pre-classification-process monthly training samples of the PPI,and produced three different sequences of fuzzy information granules,whose Support Vector Regression(SVR)machine forecast models were separately established for their Genetic Algorithm(GA)optimization parameters.Finally,the residual errors of the GA-SVR model were rectified through ARIMA modeling,and the PPI estimate was reached.Research shows that the PPI value predicted by this hybrid model is more accurate than that predicted by other models,including ARIMA,GRNN,and GA-SVR,following several comparative experiments.Research also indicates the precision and validation of the PPI prediction of the hybrid model and demonstrates that the model has consistent ability to leverage the forecasting advantage of GA-SVR in non-linear space and of ARIMA in linear space.
文摘The passenger transportation, as an important index to describe the scale of aviation passenger transport, prediction and research, can let us understand the future trend of the aviation passenger transport, according to it, the airline can make corresponding marketing strategy adjustment. Combining with the knowledge of time series let us understand the characteristics of passenger transportation change, the R software is used to fit the data, so as to establish the ARIMA(1,1,8) model to describe the civil aviation passenger transport developing trend in the future and to make reasonable predictions.
文摘In this paper, the Box-Jenkins modelling procedure is used to determine an ARIMA model and go further to forecasting. The mobile cellular subscription data for the study were taken from the administrative data submitted to the Zambia Information and Communications Technology Authority (ZICTA) as quarterly returns by all three mobile network operators Airtel Zambia, MTN Zambia and Zamtel. The time series of annual figures for mobile cellular subscription for all mobile network operators is from 2000 to 2014 and has a total of 15 observations. Results show that the ARIMA (1, 2, 1) is an adequate model which best fits the mobile cellular subscription time series and is therefore suitable for forecasting subscription. The model predicts a gradual rise in mobile cellular subscription in the next 5 years, culminating to about 9.0% cumulative increase in 2019.
文摘The forecast on price of agricultural futures is studied in this paper. We use the ARIMA model to estimate the price trends of agricultural futures,which can help the investors to optimize their investing plans. The soybean future contracts are taken as an example to simulate the forecast based on the auto-regression coefficient(p),differential times(d) and moving average coefficient(q). The results show that ARIMA model is better to simulate and forecast the trend of closing prices of soybean futures contract,and it is applicable to forecasting the price of agricultural futures.
文摘Stock market prediction has long been an area of interest for investors, traders, and researchers alike. Accurate forecasting of stock prices is crucial for financial decision-making and risk management. This paper presents a novel approach to predict stock prices by integrating Autoregressive Integrated Moving Average (ARIMA) and Exponential smoothing and Machine Learning (ML) techniques. Our study aims to enhance the predictive accuracy of stock price forecasting, which can significantly impact investment strategies and economic growth in this research paper implement the ARIMAML proposed method to predict the stock prices for Investment Bank of Iraq.
文摘We use the Autoregressive Integrated Moving Average(ARIMA)model and Facebook Prophet model to predict the closing stock price of Google during the COVID-19 pandemic as well as compare the accuracy of these two models’predictions.We first examine the stationary of the dataset and use ARIMA(0,1,1)to make predictions about the stock price during the pandemic,then we train the Prophet model using the stock price before January 1,2021,and predict the stock price after January 1,2021,to present.We also make a comparison of the prediction graphs of the two models.The empirical results show that the ARIMA model has a better performance in predicting Google’s stock price during the pandemic.
文摘The stock market is an important economic information center.The economic benefits generated by stock price prediction have attracted much attention.Although the stock market cannot be predicted accurately,the stock market’s prediction of the trend of stock prices helps in grasping the operation law of the stock market and the influence mechanism on the economy.The autoregressive integrated moving average(ARIMA)model is one of the most widely accepted and used time series forecasting models.Therefore,this paper first compares the return on investment(ROI)of Apple and Tesla,revealing that the ROI of Tesla is much greater than that of Apple,and subsequently focuses on ARIMA model’s prediction on the available time series data,thus concluding that the ARIMA model is better than the Naïve method in predicting the change in Tesla’s stock price trend.
文摘Background & Objectives: Sustainable Development Goals (SDGs) are set up as a part of the Post Millennium Development Goals (MDGs). Then it becomes essential to review the achievement of the MDGs in India and lessons learned to incorporate into the SDGs. The present study reviews and predicts different components of under-five mortality rate beyond 2015 to assess the present situation and to determine the future possibilities of achieving the new targets for SDGs in India. Data and Methods: It uses available time series data on different components of U5MR from the India’s Sample Registration System (SRS). Autoregressive Integrated Moving Averages (ARIMA) model has been taken as the method of time series analysis to forecast the mortality rates beyond 2015. Results: There is a consistent pattern of faster decline in the under-five mortality compared with the neonatal mortality rate across all major states in India although neonatal mortality contributes largest share in under-five mortality. Again, share of neonatal death among under-five death is increasing steadily over the future projected years. This indicates very slow progress of reduction in neonatal mortality. Stimulating efforts with new intervention programmes will be needed to focus more on lowering neonatal mortality particularly in rural India.
基金funded by Princess Nourah bint Abdulrahman University Researchers Supporting Project.
文摘The networks of wireless sensors provide the ground for a range of applications,including environmental moni-toring and industrial operations.Ensuring the networks can overcome obstacles like power and communication reliability and sensor coverage is the crux of network optimization.Network infrastructure planning should be focused on increasing performance,and it should be affected by the detailed data about node distribution.This work recommends the creation of each sensor’s specs and radius of influence based on a particular geographical location,which will contribute to better network planning and design.By using the ARIMA model for time series forecasting and the Al-Biruni Earth Radius algorithm for optimization,our approach bridges the gap between successive terrains while seeking the equilibrium between exploration and exploitation.Through implementing adaptive protocols according to varying environments and sensor constraints,our study aspires to improve overall network operation.We compare the Al-Biruni Earth Radius algorithm along with Gray Wolf Optimization,Particle Swarm Optimization,Genetic Algorithms,and Whale Optimization about performance on real-world problems.Being the most efficient in the optimization process,Biruni displays the lowest error rate at 0.00032.The two other statistical techniques,like ANOVA,are also useful in discovering the factors influencing the nature of sensor data and network-specific problems.Due to the multi-faceted support the comprehensive approach promotes,there is a chance to understand the dynamics that affect the optimization outcomes better so decisions about network design can be made.Through delivering better performance and reliability for various in-situ applications,this research leads to a fusion of time series forecasters and a customized optimizer algorithm.
基金Under the auspices of National Natural Science Foundation of China(No.42071230)。
文摘China has resolved its overall regional poverty in 2020 by attaining moderate societal prosperity.The country has entered a new development stage designed to achieve its second centenary goal.However,ecological fragility and risk susceptibility have increased the risk of returning to ecological poverty.In this paper,the Liupan Mountain Region of China was used as a case study,and the counties were used as the scale to reveal the spatiotempora differentiation and influcing factors of the risk of returning to poverty in study area.The indicator data for returning to ecological poverty from 2011-2020 were collected and summarized in three dimensions:ecological,economic and social.The autoregressive integrated moving average model(ARIMA)time series and exponential smoothing method(ES)were used to predict the multidimensional indicators of returning to ecological poverty for 61 counties(districts)in the Liupan Mountain Region for 2021-2030.The back propagation neural network(BPNN)and geographic information system(GIS)were used to generate the spatial distribution and time variation for the index of the risk of returning to ecological poverty(RREP index).The results show that 1)ecological factors were the main factors in the risk of returning to ecological poverty in Liupan Mountain Region.2)The RREP index for the 61 counties(districts)exhibited a downward trend from 2021-2030.The RREP index declined more in medium-and high-risk areas than in low-risk areas.From 2021 to 2025,the RREP index exhibited a slight downward trend.From 2026 to2030,the RREP index was expected to decline faster,especially from 2029-2030.3)Based on the RREP index,it can be roughly divided into three types,namely,the high-risk areas,the medium-risk areas,and the low-risk areas.The natural resource conditions in lowrisk areas of returning to ecological poverty,were better than those in medium-and high-risk areas.
文摘Total nitrogen was an important indicator for characterizing eutrophication of polluted water. Although the use of water quality online monitoring instrument can monitor water quality changes in real time, the degree of intelligence was low, so it was urgent to predict the water quality and take precautions in advance. A predictive model for total nitrogen levels in a sewage treatment plant utilizing the Anaerobic-Anoxic-Oxic (AAO) process was investigated in this paper. This model demonstrated significant practical application value. Based on the ARIMA (Autoregressive Integrated Moving Average) model and taking into account the impact of Biochemical Oxygen Demand (BOD), a prediction model for effluent total nitrogen was developed. However, the initial results exhibited significant deviations. To address this issue, seasonal factors were further considered. Then, the dataset was divided into winter and Non-winter sub-samples, leading to a reconstruction of the prediction model. Additionally, in developing the Non-winter prediction model, life cycle considerations were incorporated, and consequently, a SARIMA (Seasonal Autoregressive Integrated Moving Average) model was established. The predicting deviation associated with both the winter and Non-winter forecasting models showed a significant reduction.
文摘The stock market is a vital component of the broader financial system,with its dynamics closely linked to economic growth.The challenges associated with analyzing and forecasting stock prices have persisted since the inception of financial markets.By examining historical transaction data,latent opportunities for profit can be uncovered,providing valuable insights for both institutional and individual investors to make more informed decisions.This study focuses on analyzing historical transaction data from four banks to predict closing price trends.Various models,including decision trees,random forests,and Long Short-Term Memory(LSTM)networks,are employed to forecast stock price movements.Historical stock transaction data serves as the input for training these models,which are then used to predict upward or downward stock price trends.The study’s empirical results indicate that these methods are effective to a degree in predicting stock price movements.The LSTM-based deep neural network model,in particular,demonstrates a commendable level of predictive accuracy.This conclusion is reached following a thorough evaluation of model performance,highlighting the potential of LSTM models in stock market forecasting.The findings offer significant implications for advancing financial forecasting approaches,thereby improving the decision-making capabilities of investors and financial institutions.
基金Supported by State Council Special Fund for Pollution Sources Survey (WPXC2007C200)~~
文摘Change trend of Chinese urban residents' per capita food-nitrogen annual consumption from 1981 to 2007 was analyzed and predicted by using ARIMA time-series model in order to reveal the change of urban food-nitrogen consumption during the China's urbanization process.Results showed that after 1980s,the annual consumption of Chinese urban residents' food-nitrogen had a change trend of " increase-decrease-increase" and generally presented as a slight increasing trend;With the acceleration of rapid economic development and urbanization process,Chinese urban residents' food-nitrogen consumption will still keep a rising trend in future,and also has a large rising space.
基金funded by National Key R&D Program of China(No.2022YFC3003403)Sichuan Science and Technology Program(No.2024NSFSC0072)+1 种基金Natural Science Foundation of Hebei Province(No.F2021201031)Geological Survey Project of China Geological Survey(No.DD20230442).
文摘Infrasound,known for its strong penetration and low attenuation,is extensively used in monitoring and warning systems for debris flows.Here,a debris-flow forecasting method was proposed by combining infrasound-based variational mode decomposition and Autoregressive Integrated Moving Average(ARIMA)model.High-precision infrasound sensor was utilized in experiments to record signals under twelve varying conditions of debris flow volume and velocity.Variational mode decomposition was performed on the detected raw signals,and the optimal decomposition scale and penalty factor were obtained through the sparrow search algorithm.The Hilbert transform,rescaled range analysis,power spectrum analysis,and Pearson correlation coefficients judgment criteria were employed to separate and reconstruct the signals.Based on the reconstructed infrasound signals,an ARIMA model was constructed to forecast the trend of debris flow infrasound signal.Results reveal that the Hilbert transform effectively separated noise,and the predictive model’s results fell within a 95%confidence interval.The Mean Absolute Percentage Error(MAPE)across four experiments were 4.87%,5.23%,5.32%and 4.47%,respectively,showing a satisfactory accuracy and providing an alternative for predicting debris flow by infrasound signals.
文摘Electricity price forecasting has become an important aspect of promoting competition and safeguarding the interests of participants in electricity market. As market participants, both producers and consumers intent to contribute more efforts on developing appropriate price forecasting scheme to maximize their profits. This paper introduces a time series method developed by Box-Jenkins that applies autoregressive integrated moving average (ARIMA) model to address a best-fitted time-domain model based on a time series of historical price data. Using the model’s parameters determined from the stationarized time series of prices, the price forecasts in UK electricity market for 1 step ahead are estimated in the next day and the next week. The most suitable models are selected for them separately after comparing their prediction outcomes. The data of historical prices are obtained from UK three-month Reference Price Data from April 1st to July7th 2010.