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.

Forecasting Model Based on Information-Granulated GA-SVR and ARIMA for Producer Price Index

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.

ARIMA and Facebook Prophet Model in Google Stock Price Prediction

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.

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.

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。

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。