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 ...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.展开更多
For more than a century, forecasting models have been crucial in a variety of fields. Models can offer the most accurate forecasting outcomes if error terms are normally distributed. Finding a good statistical model f...For more than a century, forecasting models have been crucial in a variety of fields. Models can offer the most accurate forecasting outcomes if error terms are normally distributed. Finding a good statistical model for time series predicting imports in Malaysia is the main target of this study. The decision made during this study mostly addresses the unrestricted error correction model (UECM), and composite model (Combined regression—ARIMA). The imports of Malaysia from the first quarter of 1991 to the third quarter of 2022 are employed in this study’s quarterly time series data. The forecasting outcomes of the current study demonstrated that the composite model offered more probabilistic data, which improved forecasting the volume of Malaysia’s imports. The composite model, and the UECM model in this study are linear models based on responses to Malaysia’s imports. Future studies might compare the performance of linear and nonlinear models in forecasting.展开更多
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 201...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.展开更多
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...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.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
In power market, electricity price forecasting provides significant information which can help the electricity market participants to prepare corresponding bidding strategies to maximize their profits. This paper intr...In power market, electricity price forecasting provides significant information which can help the electricity market participants to prepare corresponding bidding strategies to maximize their profits. This paper introduces the models of autoregressive integrated moving average (ARIMA) and artificial neural network (ANN) which are applied to the price forecasts for up to 3 steps 8 weeks ahead in the UK electricity market. The half hourly data of historical prices are obtained from UK Reference Price Data from March 22nd to July 14th 2010 and the predictions are derived from a sliding training window with a length of 8 weeks. The ARIMA with various AR and MA orders and the ANN with different numbers of delays and neurons have been established and compared in terms of the root mean square errors (RMSEs) of price forecasts. The experimental results illustrate that the ARIMA (4,1,2) model gives greater improvement over persistence than the ANN (20 neurons, 4 delays) model.展开更多
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 ...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.展开更多
Objective:To forecast the visceral leishmaniasis cases using autoregress integrated moving average(ARIMA)and hybrid ARIMAEGARCH model,which offers a scientific basis to control visceral leishmaniasis spread in Kashgar...Objective:To forecast the visceral leishmaniasis cases using autoregress integrated moving average(ARIMA)and hybrid ARIMAEGARCH model,which offers a scientific basis to control visceral leishmaniasis spread in Kashgar Prefecture of Xinjiang,China.Methods:The data used in this paper are monthly visceral leishmaniasis cases in the Kashgar Prefecture of Xinjiang from 2004 to 2016.The sample data between 2004 and 2015 were used for the estimation to choose the best model and the sample data in 2016 were used for the forecast.Time series of visceral leishmaniasis started on 1 January 2004 and ended on 31 December 2016,consisting of 1790 observations reported in Kashgar Prefecture.Results:For Xinjiang,the total number of reported cases were 2187,the male-to-female ratio of cases was 1:1.42.Patients aged between 0 and 10 years accounted for 82.72%of all reported cases and the largest percentage of visceral leishmaniasis cases was detected among scattered children who accounted for 68.82%.The monthly incidences fitted by ARIMA(2,1,2)(1,1,1)12 model were consistent with the real data collected from 2004 to 2015.However,the predicted cases failed to comply with the observed case number;we then attempted to establish a hybrid ARIMA-EGARCH model to fit visceral leishmaniasis.Finally,the ARIMA(2,1,2)(1,1,1)12-EGARCH(1,1)model showed a good estimation when dealing with volatility clustering in the data series.Conclusions:The combined model has been determined as the best prediction model with the root-mean-square error(RMSE)of 7.23%in the validation phase,which means that this model has high validity and rationality and can be used for short-term prediction of visceral leishmaniasis and could be applied to the prevention and control of the disease.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
The cultivated area is an important component of land resources that has a direct impact on food security. Egyptian cultivated area was estimated to be 3.86 million hectares in 2020. Recently, there has been a decline...The cultivated area is an important component of land resources that has a direct impact on food security. Egyptian cultivated area was estimated to be 3.86 million hectares in 2020. Recently, there has been a decline in cultivated areas, which could be attributed to a number of factors, including climatic changes and urban sprawl, endangering Egyptian sustainable development. So, the aim of the current study was to forecast the values of cultivated areas in Egypt for the next five years using the ARIMA model based on data from 1990 to 2020. The model predicted a decrease in cultivated area in coming years of about 3.06, 3.19, 3.084, 3.082 and 3.21 million hectares, respectively, according to the results. This forecasting will aid the country’s policy development for future land using planning and agricultural production.展开更多
To overcome the weaknesses of in-sample model selection, this study adopted out-of-sample model selection approach for selecting models with improved forecasting accuracies and performances. Daily closing share prices...To overcome the weaknesses of in-sample model selection, this study adopted out-of-sample model selection approach for selecting models with improved forecasting accuracies and performances. Daily closing share prices were obtained from Diamond Bank and Fidelity Bank as listed in the Nigerian Stock Exchange spanning from January 3, 2006 to December 30, 2016. Thus, a total of 2713 observations were explored and were divided into two portions. The first which ranged from January 3, 2006 to November 24, 2016, comprising 2690 observations, was used for model formulation. The second portion which ranged from November 25, 2016 to December 30, 2016, consisting of 23 observations, was used for out-of-sample forecasting performance evaluation. Combined linear (ARIMA) and Nonlinear (GARCH-type) models were applied on the returns series with respect to normal and student-t distributions. The findings revealed that ARIMA (2,1,1)-EGARCH (1,1)-norm and ARIMA (1,1,0)-EGARCH (1,1)-norm models selected based on minimum predictive errors throughout-of-sample approach outperformed ARIMA (2,1,1)-GARCH (2,0)-std and ARIMA (1,1,0)-EGARCH (1,1)-std model chosen through in-sample approach. Therefore, it could be deduced that out-of-sample model selection approach was suitable for selecting models with improved forecasting accuracies and performances.展开更多
Severe acute respiratory syndrome coronavirus-2 (SARS CoV-2) has been a global threat spreading in Sierra Leone, and many studies are being conducted using various Statistical models to predict the probable evolution ...Severe acute respiratory syndrome coronavirus-2 (SARS CoV-2) has been a global threat spreading in Sierra Leone, and many studies are being conducted using various Statistical models to predict the probable evolution of this pandemic. In this paper, we use the autoregressive integrated moving average (ARIMA) model with the aim of forecasting the cumulative confirmed cases of SARS CoV-2 in Sierra Leone. The Akaike Information Criterion (AIC) was applied to the training data as a criterion method to select the best model. In addition, the statistical measure RMSE and MAPE were utilized for testing this data, and the model with the minimum RMSE and MAPE was selected for future forecasting. ARIMA (3, 2, 1) was confirmed to be the optimal model based on the lowest AIC value. This model was then applied to study the trend of SARS CoV-2 from 1st February 2022 to 30th February 2022. The result shows that incidence of SARS CoV-2 from 1st February 2022 to 30th February 2022, increasing growth steep in Sierra Leone (7718.629, 95% confidence limit of 6785.985 - 8651.274).展开更多
基金Supported by the Project of Beijing Municipal Commission of City Management(SC1708A)
文摘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.
文摘For more than a century, forecasting models have been crucial in a variety of fields. Models can offer the most accurate forecasting outcomes if error terms are normally distributed. Finding a good statistical model for time series predicting imports in Malaysia is the main target of this study. The decision made during this study mostly addresses the unrestricted error correction model (UECM), and composite model (Combined regression—ARIMA). The imports of Malaysia from the first quarter of 1991 to the third quarter of 2022 are employed in this study’s quarterly time series data. The forecasting outcomes of the current study demonstrated that the composite model offered more probabilistic data, which improved forecasting the volume of Malaysia’s imports. The composite model, and the UECM model in this study are linear models based on responses to Malaysia’s imports. Future studies might compare the performance of linear and nonlinear models in forecasting.
文摘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.
文摘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.
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In power market, electricity price forecasting provides significant information which can help the electricity market participants to prepare corresponding bidding strategies to maximize their profits. This paper introduces the models of autoregressive integrated moving average (ARIMA) and artificial neural network (ANN) which are applied to the price forecasts for up to 3 steps 8 weeks ahead in the UK electricity market. The half hourly data of historical prices are obtained from UK Reference Price Data from March 22nd to July 14th 2010 and the predictions are derived from a sliding training window with a length of 8 weeks. The ARIMA with various AR and MA orders and the ANN with different numbers of delays and neurons have been established and compared in terms of the root mean square errors (RMSEs) of price forecasts. The experimental results illustrate that the ARIMA (4,1,2) model gives greater improvement over persistence than the ANN (20 neurons, 4 delays) model.
基金financially supported by the Health and Family Planning Commission of Hubei Province(No.WJ2017F047)the Health and Family Planning Commission of Wuhan(No.WG17D05)
文摘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.
基金supported by the National Natural Science Foundation of China(11961071,61672013,and 81660333)Huaian Key Laboratory for Infectious Diseases Control and Prevention(HAP201704).
文摘Objective:To forecast the visceral leishmaniasis cases using autoregress integrated moving average(ARIMA)and hybrid ARIMAEGARCH model,which offers a scientific basis to control visceral leishmaniasis spread in Kashgar Prefecture of Xinjiang,China.Methods:The data used in this paper are monthly visceral leishmaniasis cases in the Kashgar Prefecture of Xinjiang from 2004 to 2016.The sample data between 2004 and 2015 were used for the estimation to choose the best model and the sample data in 2016 were used for the forecast.Time series of visceral leishmaniasis started on 1 January 2004 and ended on 31 December 2016,consisting of 1790 observations reported in Kashgar Prefecture.Results:For Xinjiang,the total number of reported cases were 2187,the male-to-female ratio of cases was 1:1.42.Patients aged between 0 and 10 years accounted for 82.72%of all reported cases and the largest percentage of visceral leishmaniasis cases was detected among scattered children who accounted for 68.82%.The monthly incidences fitted by ARIMA(2,1,2)(1,1,1)12 model were consistent with the real data collected from 2004 to 2015.However,the predicted cases failed to comply with the observed case number;we then attempted to establish a hybrid ARIMA-EGARCH model to fit visceral leishmaniasis.Finally,the ARIMA(2,1,2)(1,1,1)12-EGARCH(1,1)model showed a good estimation when dealing with volatility clustering in the data series.Conclusions:The combined model has been determined as the best prediction model with the root-mean-square error(RMSE)of 7.23%in the validation phase,which means that this model has high validity and rationality and can be used for short-term prediction of visceral leishmaniasis and could be applied to the prevention and control of the disease.
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The cultivated area is an important component of land resources that has a direct impact on food security. Egyptian cultivated area was estimated to be 3.86 million hectares in 2020. Recently, there has been a decline in cultivated areas, which could be attributed to a number of factors, including climatic changes and urban sprawl, endangering Egyptian sustainable development. So, the aim of the current study was to forecast the values of cultivated areas in Egypt for the next five years using the ARIMA model based on data from 1990 to 2020. The model predicted a decrease in cultivated area in coming years of about 3.06, 3.19, 3.084, 3.082 and 3.21 million hectares, respectively, according to the results. This forecasting will aid the country’s policy development for future land using planning and agricultural production.
文摘To overcome the weaknesses of in-sample model selection, this study adopted out-of-sample model selection approach for selecting models with improved forecasting accuracies and performances. Daily closing share prices were obtained from Diamond Bank and Fidelity Bank as listed in the Nigerian Stock Exchange spanning from January 3, 2006 to December 30, 2016. Thus, a total of 2713 observations were explored and were divided into two portions. The first which ranged from January 3, 2006 to November 24, 2016, comprising 2690 observations, was used for model formulation. The second portion which ranged from November 25, 2016 to December 30, 2016, consisting of 23 observations, was used for out-of-sample forecasting performance evaluation. Combined linear (ARIMA) and Nonlinear (GARCH-type) models were applied on the returns series with respect to normal and student-t distributions. The findings revealed that ARIMA (2,1,1)-EGARCH (1,1)-norm and ARIMA (1,1,0)-EGARCH (1,1)-norm models selected based on minimum predictive errors throughout-of-sample approach outperformed ARIMA (2,1,1)-GARCH (2,0)-std and ARIMA (1,1,0)-EGARCH (1,1)-std model chosen through in-sample approach. Therefore, it could be deduced that out-of-sample model selection approach was suitable for selecting models with improved forecasting accuracies and performances.
文摘Severe acute respiratory syndrome coronavirus-2 (SARS CoV-2) has been a global threat spreading in Sierra Leone, and many studies are being conducted using various Statistical models to predict the probable evolution of this pandemic. In this paper, we use the autoregressive integrated moving average (ARIMA) model with the aim of forecasting the cumulative confirmed cases of SARS CoV-2 in Sierra Leone. The Akaike Information Criterion (AIC) was applied to the training data as a criterion method to select the best model. In addition, the statistical measure RMSE and MAPE were utilized for testing this data, and the model with the minimum RMSE and MAPE was selected for future forecasting. ARIMA (3, 2, 1) was confirmed to be the optimal model based on the lowest AIC value. This model was then applied to study the trend of SARS CoV-2 from 1st February 2022 to 30th February 2022. The result shows that incidence of SARS CoV-2 from 1st February 2022 to 30th February 2022, increasing growth steep in Sierra Leone (7718.629, 95% confidence limit of 6785.985 - 8651.274).