Time series analysis-based seasonal autoregressive fractionally integrated moving average to estimate hepatitis B and C epidemics in China

BACKGROUND Hepatitis B(HB)and hepatitis C(HC)place the largest burden in China,and a goal of eliminating them as a major public health threat by 2030 has been set.Making more informed and accurate forecasts of their spread is essential for developing effective strategies,heightening the requirement for early warning to deal with such a major public health threat.AIM To monitor HB and HC epidemics by the design of a paradigmatic seasonal autoregressive fractionally integrated moving average(SARFIMA)for projections into 2030,and to compare the effectiveness with the seasonal autoregressive integrated moving average(SARIMA).METHODS Monthly HB and HC incidence cases in China were obtained from January 2004 to June 2023.Descriptive analysis and the Hodrick-Prescott method were employed to identify trends and seasonality.Two periods(from January 2004 to June 2022 and from January 2004 to December 2015,respectively)were used as the training sets to develop both models,while the remaining periods served as the test sets to evaluate the forecasting accuracy.RESULTS There were incidents of 23400874 HB cases and 3590867 HC cases from January 2004 to June 2023.Overall,HB remained steady[average annual percentage change(AAPC)=0.44,95%confidence interval(95%CI):-0.94-1.84]while HC was increasing(AAPC=8.91,95%CI:6.98-10.88),and both had a peak in March and a trough in February.In the 12-step-ahead HB forecast,the mean absolute deviation(15211.94),root mean square error(18762.94),mean absolute percentage error(0.17),mean error rate(0.15),and root mean square percentage error(0.25)under the best SARFIMA(3,0,0)(0,0.449,2)12 were smaller than those under the best SARIMA(3,0,0)(0,1,2)12(16867.71,20775.12,0.19,0.17,and 0.27,respectively).Similar results were also observed for the 90-step-ahead HB,12-step-ahead HC,and 90-step-ahead HC forecasts.The predicted HB incidents totaled 9865400(95%CI:7508093-12222709)cases and HC totaled 1659485(95%CI:856681-2462290)cases during 2023-2030.CONCLUSION Under current interventions,China faces enormous challenges to eliminate HB and HC epidemics by 2030,and effective strategies must be reinforced.The integration of SARFIMA into public health for the management of HB and HC epidemics can potentially result in more informed and efficient interventions,surpassing the capabilities of SARIMA.

Time Synchronous Averaging Based on Cross-power Spectrum

Periodic components are of great significance for fault diagnosis and health monitoring of rotating machinery.Time synchronous averaging is an effective and convenient technique for extracting those components.However,the performance of time synchronous averaging is seriously limited when the separate segments are poorly synchronized.This paper proposes a new averaging method capable of extracting periodic components without external reference and an accurate period to solve this problem.With this approach,phase detection and compensation eliminate all segments'phase differences,which enables the segments to be well synchronized.The effectiveness of the proposed method is validated by numerical and experimental signals.

Average consensus of multi-agent systems with communication time delays and noisy links

In this paper,we consider the average-consensus problem with communication time delays and noisy links.We analyze two different cases of coupling topologies：fixed and switching topologies.By utilizing the stability theory of the stochastic differential equations,we analytically show that the average consensus could be achieved almost surely with the perturbation of noise and the communication time delays even if the time delay is time-varying.The theoretical results show that multi-agent systems can tolerate relatively large time delays if the noise is weak,and they can tolerate relatively strong noise if the time delays are low.The simulation results show that systems with strong noise intensities yield slow convergence.

Weighted average consensus problem in networks of agents with diverse time-delays

This paper studies the weighted average consensus problem for networks of agents with fixed directed asymmetric unbalance information exchange topology. We suppose that the classical distributed consensus protocol is destroyed by diverse time-delays which include communication time-delay and self time-delay. Based on the generalized Nyquist stability criterion and the Gerschgorin disk theorem, some sufficient conditions for the consensus of multi-agent systems are obtained. And we give the expression of the weighted average consensus value for our consensus protocol. Finally, numerical examples are presented to illustrate the theoretical results.

Modified DS np Chart Using Generalized Multiple Dependent State Sampling under Time Truncated Life Test

This study presents the design of a modified attributed control chart based on a double sampling(DS)np chart applied in combination with generalized multiple dependent state(GMDS)sampling to monitor the mean life of the product based on the time truncated life test employing theWeibull distribution.The control chart developed supports the examination of the mean lifespan variation for a particular product in the process of manufacturing.Three control limit levels are used:the warning control limit,inner control limit,and outer control limit.Together,they enhance the capability for variation detection.A genetic algorithm can be used for optimization during the in-control process,whereby the optimal parameters can be established for the proposed control chart.The control chart performance is assessed using the average run length,while the influence of the model parameters upon the control chart solution is assessed via sensitivity analysis based on an orthogonal experimental design withmultiple linear regression.A comparative study was conducted based on the out-of-control average run length,in which the developed control chart offered greater sensitivity in the detection of process shifts while making use of smaller samples on average than is the case for existing control charts.Finally,to exhibit the utility of the developed control chart,this paper presents its application using simulated data with parameters drawn from the real set of data.

Automated Machine Learning Algorithm Using Recurrent Neural Network to Perform Long-Term Time Series Forecasting

Long-term time series forecasting stands as a crucial research domain within the realm of automated machine learning(AutoML).At present,forecasting,whether rooted in machine learning or statistical learning,typically relies on expert input and necessitates substantial manual involvement.This manual effort spans model development,feature engineering,hyper-parameter tuning,and the intricate construction of time series models.The complexity of these tasks renders complete automation unfeasible,as they inherently demand human intervention at multiple junctures.To surmount these challenges,this article proposes leveraging Long Short-Term Memory,which is the variant of Recurrent Neural Networks,harnessing memory cells and gating mechanisms to facilitate long-term time series prediction.However,forecasting accuracy by particular neural network and traditional models can degrade significantly,when addressing long-term time-series tasks.Therefore,our research demonstrates that this innovative approach outperforms the traditional Autoregressive Integrated Moving Average(ARIMA)method in forecasting long-term univariate time series.ARIMA is a high-quality and competitive model in time series prediction,and yet it requires significant preprocessing efforts.Using multiple accuracy metrics,we have evaluated both ARIMA and proposed method on the simulated time-series data and real data in both short and long term.Furthermore,our findings indicate its superiority over alternative network architectures,including Fully Connected Neural Networks,Convolutional Neural Networks,and Nonpooling Convolutional Neural Networks.Our AutoML approach enables non-professional to attain highly accurate and effective time series forecasting,and can be widely applied to various domains,particularly in business and finance.

The correlation between stochastic resonance and the average phase-synchronization time of a bistable system driven by colour-correlated noises

This paper investigates the correlation between stochastic resonance （SR） and the average phase-synchronization time which is between the input signal and the output signal in a bistable system driven by colour-correlated noises. The results show that the output signal-to-noise ratio can reach a maximum with the increase of the average phase- synchronization time, which may be helpful for understanding the principle of SR from the point of synchronization; however, SR and the maximum of the average phase-synchronization time appear at different optimal noise level, moreover, the effects on them of additive and multiplicative noise are different.

Sufficient Condition for Average Consensus of Directed Networked Multi-agent Systems with Time Delays

The average consensus problem in a directed network of multi-agent systems with communication time delays was investigated. The directed networks were balanced and weakly connected with fixed or switching topology digraph. Based on frequency domain analysis method, a sufficient condition of asymptotic stability of multi-agent systems with time delays was obtained,where the analytic formula between the maximum time delay and the directed network structure was provided. The maximum time delay can be derived directly and easily by the eigenvalue of Laplacian L. Numerical examples confirm the effectiveness of the proposed technique.

Average Power Function of Noise and Its Applications in Seasonal Time Series Modeling and Forecasting

This paper presents a new method of detecting multi-periodicities in a seasonal time series. Conventional methods such as the average power spectrum or the autocorrelation function plot have been used in detecting multiple periodicities. However, there are numerous cases where those methods either fail, or lead to incorrectly detected periods. This, in turn in applications, produces improper models and results in larger forecasting errors. There is a strong need for a new approach to detecting multi-periodicities. This paper tends to fill this gap by proposing a new method which relies on a mathematical instrument, called the Average Power Function of Noise (APFN) of a time series. APFN has a prominent property that it has a strict local minimum at each period of the time series. This characteristic helps one in detecting periods in time series. Unlike the power spectrum method where it is assumed that the time series is composed of sinusoidal functions of different frequencies, in APFN it is assumed that the time series is periodic, the unique and a much weaker assumption. Therefore, this new instrument is expected to be more powerful in multi-periodicity detection than both the autocorrelation function plot and the average power spectrum. Properties of APFN and applications of the new method in periodicity detection and in forecasting are presented.

Average Consensus in Networks of Multi-Agent with Multiple Time-Varying Delays

The average consensus in undirected networks of multi-agent with both fixed and switching topology coupling multiple time-varying delays is studied. By using orthogonal transformation techniques, the original system can be turned into a reduced dimensional system and then LMI-based method can be applied conveniently. Convergence analysis is conducted by constructing Lyapunov-Krasovskii function. Sufficient conditions on average consensus problem with multiple time-varying delays in undirected networks are obtained via linear matrix inequality (LMI) techniques. In particular, the maximal admissible upper bound of time-varying delays can be easily obtained by solving several simple and feasible LMIs. Finally, simulation examples are given to demonstrate the effectiveness of the theoretical results.

Flexible Time Domain Averaging Technique

Time domain averaging(TDA) is essentially a comb filter,it cannot extract the specified harmonics which may be caused by some faults,such as gear eccentric.Meanwhile,TDA always suffers from period cutting error(PCE) to different extent.Several improved TDA methods have been proposed,however they cannot completely eliminate the waveform reconstruction error caused by PCE.In order to overcome the shortcomings of conventional methods,a flexible time domain averaging(FTDA) technique is established,which adapts to the analyzed signal through adjusting each harmonic of the comb filter.In this technique,the explicit form of FTDA is first constructed by frequency domain sampling.Subsequently,chirp Z-transform(CZT) is employed in the algorithm of FTDA,which can improve the calculating efficiency significantly.Since the signal is reconstructed in the continuous time domain,there is no PCE in the FTDA.To validate the effectiveness of FTDA in the signal de-noising,interpolation and harmonic reconstruction,a simulated multi-components periodic signal that corrupted by noise is processed by FTDA.The simulation results show that the FTDA is capable of recovering the periodic components from the background noise effectively.Moreover,it can improve the signal-to-noise ratio by 7.9 dB compared with conventional ones.Experiments are also carried out on gearbox test rigs with chipped tooth and eccentricity gear,respectively.It is shown that the FTDA can identify the direction and severity of the eccentricity gear,and further enhances the amplitudes of impulses by 35%.The proposed technique not only solves the problem of PCE,but also provides a useful tool for the fault symptom extraction of rotating machinery.

Forecasting risk using auto regressive integrated moving average approach: an evidence from S&P BSE Sensex

The primary objective of the paper is to forecast the beta values of companies listed on Sensex,Bombay Stock Exchange(BSE).The BSE Sensex constitutes 30 top most companies listed which are popularly known as blue-chip companies.To reach out the predefined objectives of the research,Auto Regressive Integrated Moving Average method is used to forecast the future risk and returns for 10 years of historical data from April 2007 to March 2017.Validation accomplished by comparison of forecasted and actual beta values for the hold back period of 2 years.Root-Mean-Square-Error and Mean-Absolute-Error both are used for accuracy measurement.The results revealed that out of 30 listed companies in the BSE Sensex,10 companies’exhibits high beta values,12 companies are with moderate and 8 companies are with low beta values.Further,it is to note that Housing Development Finance Corporation(HDFC)exhibits more inconsistency in terms of beta values though the average beta value is lowest among the companies under the study.A mixed trend is found in forecasted beta values of the BSE Sensex.In this analysis,all the p-values are less than the F-stat values except the case of Tata Steel and Wipro.Therefore,the null hypotheses were rejected leaving Tata Steel and Wipro.The values of actual and forecasted values are showing the almost same results with low error percentage.Therefore,it is concluded from the study that the estimation ARIMA could be acceptable,and forecasted beta values are accurate.So far,there are many studies on ARIMA model to forecast the returns of the stocks based on their historical data.But,hardly there are very few studies which attempt to forecast the returns on the basis of their beta values.Certainly,the attempt so made is a novel approach which has linked risk directly with return.On the basis of the present study,authors try to through light on investment decisions by linking it with beta values of respective stocks.Further,the outcomes of the present study undoubtedly useful to academicians,researchers,and policy makers in their respective area of studies.

Danger Detection during Fight against Compartment-Fire Using Moving Averages in Temperature Recordings

In compartment fires (houses, buildings, underground, warehouse, etc.), smokes are a major dan- ger during firemen intervention. Most of the time, they are at high temperature (>800?C) and they flow everywhere through many kinds of ducts, which leads to the propagation of the combustion by the creation other fires in places which may be far away from the initial fire. In this paper, we present a new approach of the problem, which allows to better follow the fire behavior and especially to detect the dangers that may appear and endanger firefighters. This approach consists in a mathematical analysis based on the comparison of moving averages centered in the past, calculated on the temperature recordings of the smokes. As a consequence, this method may allow to improve decision support in real time and therefore to improve the security and the efficiency of firefighters in their operations against that kind of fires.

Average Speed in Projectile Motion and in General Motion of a Particle

We calculate the average speed of a projectile in the absence of air resistance, a quantity that is missing from the treatment of the problem in the literature. We then show that this quantity is equal to the time-average instantaneous speed of the projectile, but different from its space-average instantaneous speed. It is then shown that this behavior is shared by general motion of all particles regardless of the dimensionality of motion and the nature of the forces involved. The equality of average speed and time-average instantaneous speed can be useful in situations where the calculation of one is more difficult than the other. Thus, making it more efficient to calculate one by calculating the other.

Dynamic train dwell time forecasting:a hybrid approach to address the influence of passenger flow fluctuations

Train timetables and operations are defined by the train running time in sections,dwell time at stations,and headways between trains.Accurate estimation of these factors is essential to decision-making for train delay reduction,train dispatching,and station capacity estimation.In the present study,we aim to propose a train dwell time model based on an averaging mechanism and dynamic updating to address the challenges in the train dwell time prediction problem(e.g.,dynamics over time,heavy-tailed distribution of data,and spatiotemporal relationships of factors)for real-time train dispatching.The averaging mechanism in the present study is based on multiple state-of-the-art base predictors,enabling the proposed model to integrate the advantages of the base predictors in addressing the challenges in terms of data attributes and data distributions.Then,considering the influence of passenger flow on train dwell time,we use a dynamic updating method based on exponential smoothing to improve the performance of the proposed method by considering the real-time passenger amount fluctuations(e.g.,passenger soars in peak hours or passenger plunges during regular periods).We conduct experiments with the train operation data and passenger flow data from the Chinese high-speed railway line.The results show that due to the advantages over the base predictors,the averaging mechanism can more accurately predict the dwell time at stations than its counterparts for different prediction horizons regarding predictive errors and variances.Further,the experimental results show that dynamic smoothing can significantly improve the accuracy of the proposed model during passenger amount changes,i.e.,15.4%and 15.5%corresponding to the mean absolute error and root mean square error,respectively.Based on the proposed predictor,a feature importance analysis shows that the planned dwell time and arrival delay are the two most important factors to dwell time.However,planned time has positive influences,whereas arrival delay has negative influences.

Applications of time series analysis in epidemiology: Literature review and our experience during COVID-19 pandemic

Time series analysis is a valuable tool in epidemiology that complements the classical epidemiological models in two different ways:Prediction and forecast.Prediction is related to explaining past and current data based on various internal and external influences that may or may not have a causative role.Forecasting is an exploration of the possible future values based on the predictive ability of the model and hypothesized future values of the external and/or internal influences.The time series analysis approach has the advantage of being easier to use(in the cases of more straightforward and linear models such as Auto-Regressive Integrated Moving Average).Still,it is limited in forecasting time,unlike the classical models such as Susceptible-Exposed-Infectious-Removed.Its applicability in forecasting comes from its better accuracy for short-term prediction.In its basic form,it does not assume much theoretical knowledge of the mechanisms of spreading and mutating pathogens or the reaction of people and regulatory structures(governments,companies,etc.).Instead,it estimates from the data directly.Its predictive ability allows testing hypotheses for different factors that positively or negatively contribute to the pandemic spread;be it school closures,emerging variants,etc.It can be used in mortality or hospital risk estimation from new cases,seroprevalence studies,assessing properties of emerging variants,and estimating excess mortality and its relationship with a pandemic.

Performance Analysis for Orthogonal Time Frequency Space Modulation Systems with Generalized Waveform

Orthogonal time-frequency space(OTFS),which exhibits beneficial advantages in high-mobility scenarios,has been considered as a promising technology in future wireless communication systems.In this paper,a universal model for OTFS systems with generalized waveform has been developed.Furthermore,the average bit error probability(ABEP)upper bounds of the optimal maximum likelihood(ML)detector are first derived for OTFS systems with generalized waveforms.Specifically,for OTFS systems with the ideal waveform,we elicit the ABEP bound by recombining the transmitted signal and the received signal.For OTFS systems with practical waveforms,a universal ABEP upper bound expression is derived using moment-generating function(MGF),which is further extended to MIMO-OTFS systems.Numerical results validate that our theoretical ABEP upper bounds are concur with the simulation performance achieved by ML detectors.

Influences of Mixed Traffic Flow and Time Pressure on Mistake-Prone Driving Behaviors among Bus Drivers

Bus safety is a matter of great importance in many developing countries, with driving behaviors among bus drivers identified as a primary factor contributing to accidents. This concern is particularly amplified in mixed traffic flow (MTF) environments with time pressure (TP). However, there is a lack of sufficient research exploring the relationships among these factors. This study consists of two papers that aim to investigate the impact of MTF environments with TP on the driving behaviors of bus drivers. While the first paper focuses on violated driving behaviors, this particular paper delves into mistake-prone driving behaviors (MDB). To collect data on MDB, as well as perceptions of MTF and TP, a questionnaire survey was implemented among bus drivers. Factor analyses were employed to create new measurements for validating MDB in MTF environments. The study utilized partial correlation and linear regression analyses with the Bayesian Model Averaging (BMA) method to explore the relationships between MDB and MTF/TP. The results revealed a modified scale for MDB. Two MTF factors and two TP factors were found to be significantly associated with MDB. A high presence of motorcycles and dangerous interactions among vehicles were not found to be associated with MDB among bus drivers. However, bus drivers who perceived motorcyclists as aggressive, considered road users’ traffic habits as unsafe, and perceived bus routes’ punctuality and organization as very strict were more likely to exhibit MDB. Moreover, the results from the three MDB predictive models demonstrated a positive impact of bus route organization on MDB among bus drivers. The study also examined various relationships between the socio-demographic characteristics of bus drivers and MDB. These findings are of practical significance in developing interventions aimed at reducing MDB among bus drivers operating in MTF environments with TP.