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.

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.

Noise reduction of acoustic Doppler velocimeter data based on Kalman filtering and autoregressive moving average models

Oceanic turbulence measurements made by an acoustic Doppler velocimeter(ADV)suffer from noise that potentially affects the estimates of turbulence statistics.This study examines the abilities of Kalman filtering and autoregressive moving average models to eliminate noise in ADV velocity datasets of laboratory experiments and offshore observations.Results show that the two methods have similar performance in ADV de-noising,and both effectively reduce noise in ADV velocities,even in cases of high noise.They eliminate the noise floor at high frequencies of the velocity spectra,leading to a longer range that effectively fits the Kolmogorov-5/3 slope at midrange frequencies.After de-noising adopting the two methods,the values of the mean velocity are almost unchanged,while the root-mean-square horizontal velocities and thus turbulent kinetic energy decrease appreciably in these experiments.The Reynolds stress is also affected by high noise levels,and de-noising thus reduces uncertainties in estimating the Reynolds stress.

Influencing Factors and Prediction of Risk of Returning to Ecological Poverty in Liupan Mountain Region,China

China has resolved its overall regional poverty in 2020 by attaining moderate societal prosperity.The country has entered a new development stage designed to achieve its second centenary goal.However,ecological fragility and risk susceptibility have increased the risk of returning to ecological poverty.In this paper,the Liupan Mountain Region of China was used as a case study,and the counties were used as the scale to reveal the spatiotempora differentiation and influcing factors of the risk of returning to poverty in study area.The indicator data for returning to ecological poverty from 2011-2020 were collected and summarized in three dimensions:ecological,economic and social.The autoregressive integrated moving average model(ARIMA)time series and exponential smoothing method(ES)were used to predict the multidimensional indicators of returning to ecological poverty for 61 counties(districts)in the Liupan Mountain Region for 2021-2030.The back propagation neural network(BPNN)and geographic information system(GIS)were used to generate the spatial distribution and time variation for the index of the risk of returning to ecological poverty(RREP index).The results show that 1)ecological factors were the main factors in the risk of returning to ecological poverty in Liupan Mountain Region.2)The RREP index for the 61 counties(districts)exhibited a downward trend from 2021-2030.The RREP index declined more in medium-and high-risk areas than in low-risk areas.From 2021 to 2025,the RREP index exhibited a slight downward trend.From 2026 to2030,the RREP index was expected to decline faster,especially from 2029-2030.3)Based on the RREP index,it can be roughly divided into three types,namely,the high-risk areas,the medium-risk areas,and the low-risk areas.The natural resource conditions in lowrisk areas of returning to ecological poverty,were better than those in medium-and high-risk areas.

Time-varying confidence interval forecasting of travel time for urban arterials using ARIMA-GARCH model

To improve the forecasting reliability of travel time, the time-varying confidence interval of travel time on arterials is forecasted using an autoregressive integrated moving average and generalized autoregressive conditional heteroskedasticity （ARIMA-GARCH） model. In which, the ARIMA model is used as the mean equation of the GARCH model to model the travel time levels and the GARCH model is used to model the conditional variances of travel time. The proposed method is validated and evaluated using actual traffic flow data collected from the traffic monitoring system of Kunshan city. The evaluation results show that, compared with the conventional ARIMA model, the proposed model cannot significantly improve the forecasting performance of travel time levels but has advantage in travel time volatility forecasting. The proposed model can well capture the travel time heteroskedasticity and forecast the time-varying confidence intervals of travel time which can better reflect the volatility of observed travel times than the fixed confidence interval provided by the ARIMA model.

Development of temporal modeling for prediction of dengue infection in Northeastern Thailand

Objective:To model the monthly number of dengue fever cases in northeastern Thailand using time series analysis.Methods:Autoregressive Integrated Moving Average(ARIMA) models have been developed on the monthly data collected from January 1981 to December 2006 and validated using the data from January 2007 to April 2010.Results:The ARIMA(3,1,4) model has been found as the most suitalile model with the least Akaike Information Criterion(AIC) of 14.060 and Mean Absolute Percent Error(MAPE) of 7.000.The model was fiuther validated by the Portmanteau test with no significant autocorrelation between residuals at different lag times.Conclusions: Early warning based on the data in the previous months could assist in improving vector control, community intervention,and personal protection.

Modeling and predicting dengue fever cases in key regions of the Philippines using remote sensing data

Objective: To correlate climatic and environmental factors such as land surface temperature, rainfall, humidity and normalized difference vegetation index with the incidence of dengue to develop prediction models for the Philippines using remote-sensing data.Methods: Timeseries analysis was performed using dengue cases in four regions of the Philippines and monthly climatic variables extracted from Global Satellite Mapping of Precipitation for rainfall, and MODIS for the land surface temperature and normalized difference vegetation index from 2008-2015.Consistent dataset during the period of study was utilized in Autoregressive Integrated Moving Average models to predict dengue incidence in the four regions being studied.Results: The best-fitting models were selected to characterize the relationship between dengue incidence and climate variables.The predicted cases of dengue for January to December 2015 period fitted well with the actual dengue cases of the same timeframe.It also showed significantly good linear regression with a square of correlation of 0.869 5 for the four regions combined.Conclusion: Climatic and environmental variables are positively associated with dengue incidence and suit best as predictor factors using Autoregressive Integrated Moving Average models.This finding could be a meaningful tool in developing an early warning model based on weather forecasts to deliver effective public health prevention and mitigation programs.

Modelling the prevalence of hepatitis C virus amongst blood donors in Libya:An investigation of providing a preventive strategy

AIM: To determine hepatitis C virus(HCV) seroprevalence among the Libyan population using blood donors and applying the autoregressive integrated moving average(ARIMA) model to predict future trends and formulate plans to minimize the burden of HCV infection.METHODS: HCV positive cases were collected from 1008214 healthy blood donors over a 6-year period from 2008 to 2013. Data were used to construct the ARIMA model to forecast HCV seroprevalence among blood donors. The validity of the model was assessed using the mean absolute percentage error between the observed and fitted seroprevalence. The fitted ARIMA model was used to forecast the incidence of HCV beyond the observed period for the year 2014 and further to 2055.RESULTS: The overall prevalence of HCV among blood donors was 1.8%, varying over the study period from 1.7% to 2.5%, though no significant variation was found within each calendar year. The ARIMA model showed a non-significant auto-correlation of the residuals, and the prevalence was steady within the last 3 years as expressed by the goodness-of-fit test. The forecast incidence showed an increase in HCV seropositivity in 2014, ranging from 500 to 700 per 10000 population, with an overall prevalence of 2.3%-2.7%. This may be extended to 2055 with minimal periodical variation within each 6-year period.CONCLUSION: The applied model was found to be valuable in evaluating the seroprevalence of HCV among blood donors, and highlighted the growing burden of such infection on the Libyan health care system. The model may help in formulating national policies to prevent increases in HCV infection and plan future strategies that target the consequences of the infection.

Modeling and forecasting time series of precious metals:a new approach to multifractal data

We introduce a novel approach to multifractal data in order to achieve transcended modeling and forecasting performances by extracting time series out of local Hurst exponent calculations at a specified scale.First,the long range and co-movement dependencies of the time series are scrutinized on time-frequency space using multiple wavelet coherence analysis.Then,the multifractal behaviors of the series are verified by multifractal de-trended fluctuation analysis and its local Hurst exponents are calculated.Additionally,root mean squares of residuals at the specified scale are procured from an intermediate step during local Hurst exponent calculations.These internally calculated series have been used to estimate the process with vector autoregressive fractionally integrated moving average(VARFIMA)model and forecasted accordingly.In our study,the daily prices of gold,silver and platinum are used for assessment.The results have shown that all metals do behave in phase movement on long term periods and possess multifractal features.Furthermore,the intermediate time series obtained during local Hurst exponent calculations still appertain the co-movement as well as multifractal characteristics of the raw data and may be successfully re-scaled,modeled and forecasted by using VARFIMA model.Conclusively,VARFIMA model have notably surpassed its univariate counterpart(ARFIMA)in all efficacious trials while re-emphasizing the importance of comovement procurement in modeling.Our study’s novelty lies in using a multifractal de-trended fluctuation analysis,along with multiple wavelet coherence analysis,for forecasting purposes to an extent not seen before.The results will be of particular significance to finance researchers and practitioners.

Autoregressive moving average model for matrix time series

In the paper,the autoregressive moving average model for matrix time series(MARMA)is inves-tigated.The properties of the MARMA model are investigated by using the conditional least square estimation,the conditional maximum likelihood estimation,the projection theorem in Hilbert space and the decomposition technique of time series,which include necessary and suf-ficient conditions for stationarity and invertibility,model parameter estimation,model testing and model forecasting.

基于改进JRD及误差修正的轴承剩余寿命预测方法

目前,风电机组齿轮箱性能发生初始退化时难以识别,现有退化指标易出现剧烈波动、单调性较差,且无法准确预测齿轮箱关键部件如轴承的剩余使用寿命(RUL),针对该问题,提出了一种基于改进杰森-瑞丽散度(JRD)及误差修正的双指数模型轴承RUL预测方法。首先,提取了振动信号样本的多域特征指标,利用高斯混合模型(GMM)与指数型权重JRD,得到了样本的后验概率分布向量,再经归一化处理得到置信值(CV);然后,对轴承从初始健康状态退化至当前检查时刻的CV值进行了相空间重构,提取了CV序列的动力学特征,并将其作为相关向量机(RVM)的训练集,获得了支撑整个退化轨迹的相关向量;最后,利用双指数模型拟合了相关向量,外推趋势至失效门限以计算RUL,并引入了差分整合移动平均自回归模型(ARIMA),对拟合相关向量产生的拟合误差进行了预测,以修正预测的结果。实验结果表明:改进后的退化指标单调性指标提高14.3%;且在不同工况、不同时刻下,经误差修正后的轴承的RUL预测结果较未修正之前有明显提高。研究结果表明:该预测方法可为风电机组齿轮箱重要部件的预测性维护提供参考。

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。

基于水电储能调节的风光水发电联合优化调度策略

为缓解新能源装机容量扩大引起的弃风弃光现象,在已有梯级水电上下电站之间加入储能泵站,提出风光水储短期优化调度策略。构建以风光水储系统负荷跟踪误差最小、梯级水电站发电量最大和梯级水电站发电耗水量最小的多目标优化调度模型;提出基于季节性自回归移动平均(seasonal auto-regressive lntegrated moving average, SARIMA)模型和Copula函数的风光出力预测模型作为优化调度模型的边界条件,通过SARIMA预测模型将风光出力历史数据分解为季节性分量、趋势分量以及随机噪声余项进行全天96个调度时段风光出力预测,并叠加上基于Copula函数生成风光出力预测误差,然后通过拉丁超立方采样以及K-means聚类进行场景生成和缩减得到5个风光出力场景。选取风光典型日出力数据为例进行算例分析,算例结果表明:所提预测模型较SARIMA模型可以显著提高预测准确度,模型预测风光出力均方根误差从33.34、229.49 MW分别下降至0.697、9.534 MW;所提优化调度策略可以在全年丰、平、枯水期有效减少弃风弃光现象,并可将过剩新能源中的50%转化为上级水库储存水能。

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SARIMA和SVR组合模型的转向架系统寿命评估

随着地铁运营时间和里程的增加,地铁车辆逐渐接近其理论寿命,为确保车辆运行安全性,需对其重要子系统进行健康状态及剩余寿命评估。文中选取车辆转向架系统作为研究对象,提出了一种基于协方差优选法的季节性回归移动平均(SARIMA)和支持向量回归(SVR)的组合模型对转向架寿命进行评估。首先,将车辆转向架系统历史故障率转化为健康指数,然后基于协方差优选法将SARIMA和SVR进行赋权组合,根据转向架系统历史健康指数进行预测,最后建立历史和预测的健康指数与运行时间的数学模型,分析得到转向架系统的剩余寿命。以某地铁车辆转向架系统为例进行算例分析及验证,结果表明组合模型可更准确地预测其健康状态,为有关维修部门开展维修维护策略提供理论依据,估计得出其剩余寿命,为车辆寿命后期退役及延寿决策提供理论数据分析支撑。

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WPD-ARIMA-GARCH组合模型的酱卤肉制品安全风险区间预测

针对传统确定性预测不能提供不确定性信息的难题,本研究提出了一种点估计和区间估计组合预测模型,并将其创新性地应用在食品安全风险预警领域。在点估计部分,使用小波包分解(wavelet packet decomposition,WPD)对周风险等级序列分解后,应用差分自回归移动平均(autoregressive integrated moving average,ARIMA)模型进行预测;在区间估计部分,使用广义自回归条件异方差(generalized autoregressive conditional heteroskedast,GARCH)模型对残差进行预测。本实验将建立的WPD-ARIMA-GARCH组合模型运用于某地区酱卤肉制品的风险预测,结果表明2019年的3月底和7月底该地区的酱卤肉制品安全风险较高,与实际情况相符;同时,该模型在10个不同地区的酱卤肉制品风险预测中,均方误差、平均绝对误差和平均绝对百分比误差分别为1.626、0.806和20.824;其90%置信区间的预测区间平均宽度和覆盖宽度标准值均为0.024,可以覆盖所有真实值。该模型具有较高的预测精度和较低的误差,能对酱卤肉制品质量安全起到风险防控作用,可为日常食品安全监管提供相应的技术支持。

考虑时序二维变化的日前市场电价预测模型

电价预测对电力市场参与者的运营决策及电力系统安全稳定运行关系重大。针对日前市场电价预测问题,本文提出一种考虑时序二维变化的日前市场电价预测模型和方法。首先采用改进的带自适应噪声的完全集成经验模式分解对日前市场电价历史数据进行分解,然后对其高、低频子序列分别采用考虑时序二维变化的Ti⁃mesNet和基于统计分析的差分自回归移动平均进行预测,二者结果之和构成日前市场电价的预测值。仿真结果表明,所提方法相较于现有单一或组合模型具有较高的预测精度。

基于ARIMA模型预测镇江市肺结核流行趋势及分析

目的通过构建季节性差分整合移动平均自回归模型(ARIMA模型)预测江苏省镇江市肺结核流行趋势并验证模型的有效性,探讨新型冠状病毒感染疫情对肺结核流行情况的影响。方法收集江苏省镇江市2014-2022年肺结核月发病数资料,构建季节性ARIMA模型,以2022年1-12月肺结核发病数验证预测模型效果,并分析预测误差产生的原因。结果2014-2022年镇江市共报告肺结核病例11316例,除2017、2019年发病率有所回升外,总体发病率呈下降趋势,发病主要集中在3-8月。ARIMA(1,1,1)(1,1,0)_(12)的BIC值(5.913)最小,残差白噪声也通过检验。但短期自相关部分的AR系数不显著,因此建立ARIMA(0,1,1)(1,1,0)_(12)。2022年镇江市肺结核月发病数实际值与预测值存在一定的偏差(平均相对预测误差为19.20%),但均在拟合值的95%可信区间内,实际月发病数(平均78例/月)与预测值(平均78例/月)变化趋势基本一致,模型拟合度较好,可用于预测镇江市肺结核流行情况。结论利用该模型对短期内镇江市肺结核发病数进行预测,认为镇江市肺结核流行总体上仍将长期保持下行趋势。