Prediction and Analysis of O_3 based on the ARIMA Model

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.

The Application of ARIMA Model in Forecasting of PDSI in Henan Province

[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.

Prediction of Civil Aviation Passenger Transportation Based on ARIMA Model

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.

Forecast on Price of Agricultural Futures in China Based on ARIMA Model

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.

Forecasting Tesla’s Stock Price Using the ARIMA Model

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.

Estimation of Number Of Small Cattle Through ARIMA Models in Turkey

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.

Prediction and Analysis of Chinese Rural Households' Consumption Level Based on the ARIMA Model

By using the software SAS9.2 and the relevant data of consumption level of rural residents in China from 1952 to 2008,the ARIMA model is established.The model is used to analyze and forecast the time series of the consumption level of Chinese rural residents.The results show that in the near future,the consumption level of Chinese rural residents will be further raised.In 2012,the level will break through per capita 5 000 yuan,almost 100 times more than that in the primary time period.But consumption level does not equal to living standard.To let farmers lead a good life,the government should follow the objective laws;take the overall situation into consideration;coordinate the relations among farmers' consumption level,national subsidies and farmers' production enthusiasm.Therefore,The paper suggests that the historical and objective factors should be attached more importance to.Besides,raising farmers' income and allaying farmers' fear were effective measures in developing the consumptive potential of rural market and promoting the economic sustainable development.

Analysis and Forecast of MSW Production Based on the ARIMA Model in Beijing

Based on the data of MSW generation in Beijing from 2004 to 2012,an ARIMA model of time series analysis was established. By contrast of the modeling results of different yearly data,the forecast period was identified to be 10 years. The yearly production of MSW from 2015 to 2025 was forecasted by using SPSS 16. 0 software. Result shows that the forecasting effect of ARIMA( 1,0,1) model is relatively good,and it can be applied to prediction of MSW production in Beijing. In the next 10 years,the amount of MSW produced in Beijing is increasing,but the growth rate is not large. Is expected to 2025,the production of MSW will reach more than 9 million tons. Taking into account the MSW return,it is inferred that the production of MSW in Beijing in 2025 will be close to 10 million tons. In order to reduce the pressure of subsequent waste disposal facilities in Beijing,the government can increase the intensity of the recycling of waste materials.

Forecasting Measles Immunization Coverage Using ARIMA Model

This study aimed to find a model to forecast monthly measles immunization coverage using Autoregressive Integrated Moving Average (ARIMA). The monthly registered data for measles immunization coverage from January 2014 to December 2018 were used for the development of the model. The best model with the smallest Normalized Bayesian Information Criterion (BIC) of 8.673 is ARIMA (0, 1, 0). ARIMA (0, 1, 0) was used to forecast the monthly measles immunization coverage for the next 36 months from January 2018 to December 2020. The results obtained prove that this model can be used for forecasting future immunization coverage and will help decision-makers to establish strategies, priorities, and proper use of immunization resources.

ARIMA MODEL ON WOOD PROPERTIES VARIATION PATTERN OF KOREAN LARCH

In this paper, according to the theory and method of time-series analysis, the grow ing rings ARIMA model of wood properties variation pattern for Larix olgensis plantation was studied. The model recognition and parameter estimation were discused. The ARIMA model of wood growth ring density, growth ring widith and late wood percentage was obtained. Appling the ARIMA model which obtained from actual test fitted the variation pattem of wood growth ring for Larix olgensis. The result indicated it was an effective method that applied the ARIMA model to study wood growth ring properties variation pattem. By comparing with the actual variation pattem from test data the goodness of fit was good.

时序模型ARIMA在数据分析中的应用

时间序列是进行趋势分析的方法之一。随着大数据时代的到来,经济趋势、企业经营、市场预测和天气预测等常常需要进行预测和分析。本文对某知名化妆品公司2010年至2018年间的2122条股票数据,采用ARIMA模型进行趋势分析,预测未来的发展趋势。通过模型的拟合与效果考核,所得到的结果说明了应用ARIMA模型对股票进行趋势分析时,可以取得较好的预测效果。

基于配对检验的ARIMA模型在我国甲肝发病数预测中的应用

目的:探讨基于配对检验的求和自回归移动平均(autoregressive integrated moving average,ARIMA)模型在我国甲肝发病预测中的应用,提出时间序列模型预测效果评价的新思路与方法。方法:根据2004年1月—2021年12月我国甲肝传染病月发病数建立ARIMA模型,对2022年1—8月的甲肝月发病数进行预测,通过配对t检验和误差分析评估该模型的预测效果。结果:配对t检验结果显示,ARIMA(1,1,0)(0,1,1)12模型预测的甲肝月发病数与实际月发病数差异无统计学意义(P>0.05),说明模型有较好的预测能力,预测结果的相对误差平均值为3.86%,标准差为3.25%。结论:ARIMA乘积季节模型能够较准确地预测我国甲肝的发病趋势;配对检验为时间序列模型预测效果的评价提供了客观评价依据,较好地解决了时间序列模型预测效果的评价问题。

基于EMD-PSO-ARIMA模型的农产品价格预测

针对农产品价格数据的非线性特点,提出基于EMD-PSO-ARIMA模型的农产品价格预测模型。首先利用EMD算法消除价格数据的不平稳性,其次应用PSO算法优化ARIMA模型的滞后参数,并对原始数据分解后的序列进行预测,最后对多个预测值进行累加得到最终结果。以河南省某农贸市场2004年1月至2021年12月鳞茎类作物(以大蒜为例)、根茎类作物(以马铃薯为例)及叶菜类作物(以白菜为例)的价格数据为研究对象进行实证研究。对大蒜、马铃薯、白菜价格进行预测,EMD-PSO-ARIMA模型的RMSE分别为0.0295、0.0168、0.0669,MAE分别为0.0274、0.0189、0.0598,MAPE分别为0.32%、0.64%、2.54%;与ARIAM、PSO-ARIMA、EMD-ARIMA模型相比,EMD-PSO-ARIMA模型的3个评价指标均有不同程度的降低,模型预测精度最高。EMD-PSO-ARIMA模型能够有效对3种农产品的价格做出精准预测,在一定程度上提高了模型预测性能,能够为农业生产者、经营者、政府提供决策支持,维护农业市场的稳定。

基于LDA-ARIMA的我国智能手机关键技术主题识别与演化分析

[目的/意义]专利是技术能力的表现形式,包含关键技术主题信息。以智能手机专利数据为基础,提出关键技术主题的识别和演化分析方法,帮助企业获取行业内的技术信息,调整专利研究的成本与精力投入。[方法/过程]首先,选择专利数据库和高级检索内容,下载和导出专利标题和摘要数据,并对数据进行去停用词和jieba分词等处理;其次,构建困惑度求解模型,确定最优主题数,再将已经分好词的文本导入LDA模型进行主题挖掘,得到每个技术主题下关键词语的分布;再次,将主题热度转化为时间序列,进行平稳性检测和白噪声检验,确定ARIMA模型参数后应用预测;最后,依据每个技术主题下提取的特征词确定关键技术主题并进行解读,通过时间序列预测结果对关键技术主题进行演化分析。[结果/结论]以智能手机为研究对象,成功识别出屏幕、电池与充电、生物识别系统等15个关键技术主题,挖掘出各主题不同的演化发展特征,根据演化趋势分析提出建议,验证了本文主题识别与演化分析方法的可行性与有效性。

2017—2022年浙江省其他感染性腹泻病ARIMA模型预测精度分析

目的 比较分析2017—2022年浙江省其他感染性腹泻病自回归移动平均(autoregressive integrated moving average, ARIMA)模型预测精度,探索更为精准的预测模型以指导传染病防控。方法 收集2011年4月—2022年12月的浙江省其他感染性腹泻病发病率资料,将2011年4月—2021年的数据分为6个时间段,拟合优选出各数据段的最优ARIMA模型,分别对2017—2022年浙江省其他感染性腹泻病的发病率进行预测,以对应年度实际发病率验证模型,比较各数据段最优模型的年平均相对误差和月相对误差。结果 2011年4月—2022年12月,浙江省总计报告其他感染性腹泻病1 272 546例,年均发病率为186.97/10万。拟合的6个最优ARIMA模型对2017—2022年预测值与实际值的年平均相对误差分别为19.27%、28.59%、12.46%、77.87%、16.53%、40.21%,最小的月相对误差分别为0.69%、1.16%、0.57%、3.27%、0.45%、8.07%。结论 虽然ARIMA模型预测其他感染性腹泻病有时会存在较大误差,但短期预测仍可以为该病的早期精准防控提供参考依据。

基于NAR-ARIMA组合模型的高速公路沥青路面破损状况预测

基于NAR神经网络模型和ARIMA传统时间序列预测模型,对高速公路沥青路面的破损状况进行预测,再分别通过最优加权法和残差优化法对两种预测模型进行组合,得到两种组合模型.对各单一模型和组合模型的精度和稳定性进行了比较分析.实例分析表明,组合模型相较于单一模型的精度和稳定性均有所提升,NAR-ARIMA最优加权组合模型预测效果最佳.该组合模型所需样本量较小,且基于时间序列.由于采用历史数据作为影响因素代替指标,该组合模型计算速度快、精度高,适用于日常的预测工作,为后续合理的道路养护决策提供了重要的理论依据.

基于ARIMA模型的校园能耗监测与分析系统的设计与实现

设计了一种基于ARIMA模型(自回归移动平均)的校园能耗监测与分析系统,该系统主要由数据采集、数据存储、预测分析以及数据展示等功能模块组成.研究结果表明,该系统不仅可提升校园能源管理的自动化和智能化水平,而且还可有效提高校园能耗的预测精确度,且优于其他的能耗管理系统;因此,该系统可为提高校园能源使用效率提供良好支持.

基于ARIMA模型的黄土高原河谷城市生态足迹动态模拟及测算——以甘肃省兰州市为例

为了从经济发展的角度探究生态足迹动态变化的成因,论文在测算黄土高原河谷城市——甘肃省兰州市2002—2014年人均生态足迹的发展轨迹的基础上,引入ARIMA模型,模拟预测了该市2015—2020年生态足迹变化趋势。研究结果显示:1)2002—2014年,甘肃省兰州市人均生态足迹总体呈现上升态势,数值由2.70 hm^(2)增长至4.25 hm^(2),增幅达到1.57倍;2)从生态足迹增速看,2002—2014年人均生态足迹平均增速达到4.04%,同一时期兰州市地区生产总值平均增速为11.88%,较人均生态足迹增速高出7.84%,表明该地区经济发展的速度高于资源环境消耗的速度;3)2015—2020年甘肃省兰州市人均生态足迹仍然呈现上升态势,预测值分别达到4.48 hm^(2)、4.61 hm^(2)、4.75 hm^(2)、4.89 hm^(2)、5.02 hm^(2)和5.17 hm^(2),甘肃省兰州市生态赤字逐年增大,总生态足迹是城市土地利用总面积的19.59倍,说明经济发展与地区生态需求呈现较强正相关性,环境库兹涅茨曲线“拐点”并未出现,处于不可持续发展状态。基于以上分析结果提出了甘肃省兰州市降低生态足迹的具体路径:1)实施产业结构调整,降低生态赤字,提升经济发展质量和可持续发展能力;2)推动绿色发展,构建生态类型多样、布局合理、功能完善的自然生态系统和城乡一体的生态网络,提高生态环境容量。

基于小波分解和ARIMA-GARCH-GRU组合模型的制造业PMI预测

制造业采购经理人指数(PMI)是反映国家经济运行情况的重要指标,而传统预测模型对该类时序数据预测精度不高。针对制造业PMI指数的非线性、波动性和数据量少的特点,提出一种基于一维离散小波变换进行数据预处理的组合模型。时序数据经过小波变换,由整合移动平均自回归–广义自回归条件异方差模型(ARIMA-GARCH)处理稳态低频数据,门控循环单元(GRU)处理波动性强的高频数据,将各频段预测结果进行融合得到最终预测结果。为验证模型有效性,选取一定数据量的PMI指数进行实验。结果表明,与其他常见模型对比,本文构建的组合模型具有较好的预测精度与性能,平均绝对误差(MAE)、均方根误差(RMSE)、平均绝对百分比误差(MAPE)分别达到0.00329、0.004162、0.65%。