Modeling and Forecasting of Carbon Dioxide Emissions in Bangladesh Using Autoregressive Integrated Moving Average (ARIMA) Models

In the present paper, different Autoregressive Integrated Moving Average (ARIMA) models were developed to model the carbon dioxide emission by using time series data of forty-four years from 1972-2015. The performance of these developed models was assessed with the help of different selection measure criteria and the model having minimum value of these criteria considered as the best forecasting model. Based on findings, it has been observed that out of different ARIMA models, ARIMA (0, 2, 1) is the best fitted model in predicting the emission of carbon dioxide in Bangladesh. Using this best fitted model, the forecasted value of carbon dioxide emission in Bangladesh, for the year 2016, 2017 and 2018 as obtained from ARIMA (0, 2, 1) was obtained as 83.94657 Metric Tons, 89.90464 Metric Tons and 96.28557 Metric Tons respectively.

Comparative Analysis of ARIMA and LSTM Model-Based Anomaly Detection for Unannotated Structural Health Monitoring Data in an Immersed Tunnel

Structural Health Monitoring(SHM)systems have become a crucial tool for the operational management of long tunnels.For immersed tunnels exposed to both traffic loads and the effects of the marine environment,efficiently identifying abnormal conditions from the extensive unannotated SHM data presents a significant challenge.This study proposed amodel-based approach for anomaly detection and conducted validation and comparative analysis of two distinct temporal predictive models using SHM data from a real immersed tunnel.Firstly,a dynamic predictive model-based anomaly detectionmethod is proposed,which utilizes a rolling time window for modeling to achieve dynamic prediction.Leveraging the assumption of temporal data similarity,an interval prediction value deviation was employed to determine the abnormality of the data.Subsequently,dynamic predictive models were constructed based on the Autoregressive Integrated Moving Average(ARIMA)and Long Short-Term Memory(LSTM)models.The hyperparameters of these models were optimized and selected using monitoring data from the immersed tunnel,yielding viable static and dynamic predictive models.Finally,the models were applied within the same segment of SHM data,to validate the effectiveness of the anomaly detection approach based on dynamic predictive modeling.A detailed comparative analysis discusses the discrepancies in temporal anomaly detection between the ARIMA-and LSTM-based models.The results demonstrated that the dynamic predictive modelbased anomaly detection approach was effective for dealing with unannotated SHM data.In a comparison between ARIMA and LSTM,it was found that ARIMA demonstrated higher modeling efficiency,rendering it suitable for short-term predictions.In contrast,the LSTM model exhibited greater capacity to capture long-term performance trends and enhanced early warning capabilities,thereby resulting in superior overall performance.

Post Millennium Development Goals Prospect on Child Mortality in India: An Analysis Using Autoregressive Integrated Moving Averages (ARIMA) Model

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.

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.

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ARIMA模型和ARIMA-SVM组合模型的流行性感冒的发病预测研究

目的探讨ARIMA-SVM组合模型在流感发病预测中的应用,并与单纯ARIMA模型的预测效果比较。方法利用2017—2022年北京市流感发病数据拟合建立ARIMA模型和ARIMA-SVM组合模型,对2023年流感发病进行预测,并与实际流感数据进行验证比较,评价模型的预测效果。结果北京市2017年1月—2023年12月共报告流感病例报告数1250797例,月均发病14890例。构建最佳的ARIMA模型的为ARIMA(6,0,6)(0,1,2)365,模型预测相对误差范围在0.01%~165.62%之间,RMSE=570.07,MAPE=157.36%。ARIMA-SVM模型预测相对误差在0.00%~18.87%之间,RMSE=0.26,MAPE=1.90%。组合模型预测结果较单一ARIMA模型精度高。结论ARIMA与SVM联合模型对流感发病的拟合精度优于单一ARIMA模型,可用于流感发病的短期预测,组合模型不仅考虑了传染病发病数据的周期性特点,又克服了小样本、非线性的缺点,亦可推广到其他的传染病的发病预测,为传染病的预测、疾病控制以及资源的配置利用提供政策支持。

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%。

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。

基于季节ARIMA模型对某三级综合性医院门诊量的预测研究

目的 通过建立季节ARIMA模型,对浙江省某三级综合性医院门诊量进行预测,为医院合理配备门诊人力资源提供依据。方法 以2013年1—6月浙江省某医院门诊量数据为基线,利用SPSS软件构建季节ARIMA模型,对2023年7—12月的门诊量进行预测,通过对比门诊量实测值,评价季节ARIMA模型预测门诊人次的精度。结果 该综合性医院门诊量呈现逐年上升趋势,并呈现周期性波动的特征。拟合的最优季节ARIMA模型为ARIMA(0,1,1)(1,0,1)12,BIC(贝叶斯信息准则)为5.273,MAPE(平均绝对百分误差)为14.265,R2(模块决定系数)为0.408,总体相对误差为1.83%,预测结果良好。结论 季节ARIMA模型较好地模拟了该三级综合性医院门诊量在时间序列上的变化趋势,为该院门诊量的短期预测提供理论依据。

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。

Forecasting Method of Stock Market Volatility in Time Series Data Based on Mixed Model of ARIMA and XGBoost

Stock price forecasting is an important issue and interesting topic in financial markets.Because reasonable and accurate forecasts have the potential to generate high economic benefits,many researchers have been involved in the study of stock price forecasts.In this paper,the DWT-ARIMAGSXGB hybrid model is proposed.Firstly,the discrete wavelet transform is used to split the data set into approximation and error parts.Then the ARIMA(0,1,1),ARIMA(1,1,0),ARIMA(2,1,1)and ARIMA(3,1,0)models respectively process approximate partial data and the improved xgboost model(GSXGB)handles error partial data.Finally,the prediction results are combined using wavelet reconstruction.According to the experimental comparison of 10 stock data sets,it is found that the errors of DWT-ARIMA-GSXGB model are less than the four prediction models of ARIMA,XGBoost,GSXGB and DWT-ARIMA-XGBoost.The simulation results show that the DWT-ARIMA-GSXGB stock price prediction model has good approximation ability and generalization ability,and can fit the stock index opening price well.And the proposed model is considered to greatly improve the predictive performance of a single ARIMA model or a single XGBoost model in predicting stock prices.

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R语言时间序列的ARIMA模型预测某三甲综合医院人均月住院费用和住院日的研究

目的运用自回归积分滑动平均模型(Autoregressive Intergrated Moving Average,ARIMA)建立月平均住院费用和住院日的医学经济学模型,为医院精细化管理提供依据。方法利用R4.0.2软件对2017年1月—2021年12月四川大学华西医院宜宾医院(宜宾市第二人民医院)的平均住院费用和住院日数据建立时间序列ARIMA预测模型。结果住院费用最优模型为ARIMA(0,1,1),赤池信息准则(Akaike information criterion,AIC)=924.35,贝叶斯信息准则(Bayesian Information Criterion,BIC)=928.51,残差Ljung-Box Q=12.51(P=0.768),可认为残差序列为白噪声。平均住院日的最优模型为ARIMA(5,1,1),AIC=87.49,BIC=104.11,残差Ljung-Box Q=10.05(P=0.612),可认为残差序列为白噪声。2022年1—12月实际值与预测值基本吻合,月人均住院费用和人均住院日的平均相对误差为0.55%、0.29%。结论建立基于时间序列ARIMA模型能够为合理配置卫生资源提供强有力的数据支撑。

基于ARIMA-TCN混合模型的高速铁路时间同步方法

列控系统作为高速铁路的核心系统,保持其系统的时间同步对于行车安全至关重要。针对现有时间同步方法易受时变上下行传输时延、随机时钟跳变等影响,导致主从时钟偏移估计不准确的问题,提出一种基于差分自回归移动平均-时域卷积神经网络(ARIMA-TCN)混合模型的高速铁路时间同步方法。首先,根据上下行链路传输速率的不对称比,建立高速铁路时钟的数学理论和实际观测模型。然后,使用拉依达准则识别处理跳变异常值,完成实际时间序列的预处理。再次,使用ARIMA模型平滑时间序列中不确定时延带来的噪声抖动,获得平稳的时间序列。最后,通过提出的注意力增强TCN模型进行预测补偿,完成时钟偏移的补偿校正。通过实验仿真,得到基站区间内位置、基站间距以及车速对高速铁路时间同步的影响性分析。实验结果表明:与对比方法相比,所提方法补偿后的均方根误差较最小二乘法减少了75%、较最大似然估计方法误差减少了44.4%,较BP神经网络方法误差减少了16.7%,验证所提方法具有更低的同步误差和更高的同步精度。

Application of Seasonal Auto-regressive Integrated Moving Average Model in Forecasting the Incidence of Hand-foot-mouth Disease in Wuhan,China

Outbreaks of hand-foot-mouth disease（HFMD） have occurred many times and caused serious health burden in China since 2008. Application of modern information technology to prediction and early response can be helpful for efficient HFMD prevention and control. A seasonal auto-regressive integrated moving average（ARIMA） model for time series analysis was designed in this study. Eighty-four-month（from January 2009 to December 2015） retrospective data obtained from the Chinese Information System for Disease Prevention and Control were subjected to ARIMA modeling. The coefficient of determination（R^2）, normalized Bayesian Information Criterion（BIC） and Q-test P value were used to evaluate the goodness-of-fit of constructed models. Subsequently, the best-fitted ARIMA model was applied to predict the expected incidence of HFMD from January 2016 to December 2016. The best-fitted seasonal ARIMA model was identified as（1,0,1）（0,1,1）12, with the largest coefficient of determination（R^2=0.743） and lowest normalized BIC（BIC=3.645） value. The residuals of the model also showed non-significant autocorrelations（P_（Box-Ljung（Q））=0.299）. The predictions by the optimum ARIMA model adequately captured the pattern in the data and exhibited two peaks of activity over the forecast interval, including a major peak during April to June, and again a light peak for September to November. The ARIMA model proposed in this study can forecast HFMD incidence trend effectively, which could provide useful support for future HFMD prevention and control in the study area. Besides, further observations should be added continually into the modeling data set, and parameters of the models should be adjusted accordingly.