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
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...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.展开更多
Statistical properties of winds near the Taichung Harbour are investigated. The 26 years'incomplete data of wind speeds, measured on an hourly basis, are used as reference. The possibility of imputation using simu...Statistical properties of winds near the Taichung Harbour are investigated. The 26 years'incomplete data of wind speeds, measured on an hourly basis, are used as reference. The possibility of imputation using simulated results of the Auto-Regressive (AR), Moving-Average (MA), and/ or Auto-Regressive and Moving-Average (ARMA) models is studied. Predictions of the 25-year extreme wind speeds based upon the augmented data are compared with the original series. Based upon the results, predictions of the 50- and 100-year extreme wind speeds are then made.展开更多
The polynomial matrix using the block coefficient matrix representation auto-regressive moving average(referred to as the PM-ARMA)model is constructed in this paper for actively controlled multi-degree-of-freedom(MDOF...The polynomial matrix using the block coefficient matrix representation auto-regressive moving average(referred to as the PM-ARMA)model is constructed in this paper for actively controlled multi-degree-of-freedom(MDOF)structures with time-delay through equivalently transforming the preliminary state space realization into the new state space realization.The PM-ARMA model is a more general formulation with respect to the polynomial using the coefficient representation auto-regressive moving average(ARMA)model due to its capability to cope with actively controlled structures with any given structural degrees of freedom and any chosen number of sensors and actuators.(The sensors and actuators are required to maintain the identical number.)under any dimensional stationary stochastic excitation.展开更多
交通流量因受周期性特征、突发状况等多重因素影响,现有模型的预测精度无法满足实际要求.对此,本文提出了基于误差补偿的多模态协同交通流预测模型(Multimodal Collaborative traffic flow prediction model based on Error Compensatio...交通流量因受周期性特征、突发状况等多重因素影响,现有模型的预测精度无法满足实际要求.对此,本文提出了基于误差补偿的多模态协同交通流预测模型(Multimodal Collaborative traffic flow prediction model based on Error Compensation,MCEC).针对传统预测模型不能兼顾时间序列和协变量的问题,提出基于小波分析的特征拓展方法,该方法引入聚类算法得到节假日标签特征,将拥堵指数、交通事故图、天气信息作为拓展特征,对特征进行多尺度分解.在训练阶段,为达到充分学习各部分数据、最优匹配模型的效果,采用差分整合移动平均自回归模型(Autoreg Ressive Integrated Moving Average Model,ARIMA)、长短期记忆神经网络(Long Short-Term Memory network,LSTM)、限制动态时间规整技术(Dynamic Time Warping,DTW)以及自注意力机制(Self-Attention),设计了多模态协同模型训练.在误差补偿阶段,将得到的相应过程值输入基于支持向量机回归(Support Vector Regression,SVR)的误差补偿模块,对各分量的误差进行学习、补偿,并重构得到预测结果.使用公开的高速公路数据集对MCEC进行验证,在多个时间间隔下对比实验结果表明,MCEC在交通流量预测中的平均绝对百分比误差(Mean Absolute Percentage Error,MAPE)达到17.02%,比LSTM-SVR、ConvLSTM(Convolutional Long Short-Term Memory network)、ST-GCN(Spatial Temporal Graph Convolutional Networks)、MFFB(Multi-stream Feature Fusion Block)、Transformer等预测模型具有更高的预测精度,MCEC模型具有较好的有效性与合理性.展开更多
为提高光伏发电功率预测精度,提出一种基于外生因素及季节性的差分自回归移动平均SARIMAX(seasonal autoregressive integrated moving average with exogenous factors)并结合优化支持向量回归SVR(support vector regression)的光伏发...为提高光伏发电功率预测精度,提出一种基于外生因素及季节性的差分自回归移动平均SARIMAX(seasonal autoregressive integrated moving average with exogenous factors)并结合优化支持向量回归SVR(support vector regression)的光伏发电功率预测方法。首先,采用相关性特征法聚类气象条件中关键气象因子,以消除数据冗余并降低ARIMAX模型的复杂性;其次,在ARIMAX模型中引入季节性因素,构建SARIMAX模型来捕捉数据的季节性变化;最后,使用SARIMAX模型的拟合残差其作为SVR模型的输入,进一步拟合数据的非线性。通过仿真算例分析表明,所提方法可显著提高光伏发电功率预测精度。展开更多
本文收集了广州地区2003年至2022年的中医药卫生技术人员和医院床位数等数据,采用R语言构建自回归整合移动平均模型(Autoregressive Integrated Moving Average Model,ARIMA)进行中医药卫生资源配置预测研究,分析了广州市中医药卫生资...本文收集了广州地区2003年至2022年的中医药卫生技术人员和医院床位数等数据,采用R语言构建自回归整合移动平均模型(Autoregressive Integrated Moving Average Model,ARIMA)进行中医药卫生资源配置预测研究,分析了广州市中医药卫生资源的情况以及发展趋势,为广州市相关中医药卫生政策制定提供参考依据。展开更多
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 fragil...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.展开更多
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.
文摘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.
基金The project is partly supported by the National Science Council, Contract Nos. NSC-89-261 l-E-019-024 (JZY), and NSC-89-2611-E-019-027 (CRC).
文摘Statistical properties of winds near the Taichung Harbour are investigated. The 26 years'incomplete data of wind speeds, measured on an hourly basis, are used as reference. The possibility of imputation using simulated results of the Auto-Regressive (AR), Moving-Average (MA), and/ or Auto-Regressive and Moving-Average (ARMA) models is studied. Predictions of the 25-year extreme wind speeds based upon the augmented data are compared with the original series. Based upon the results, predictions of the 50- and 100-year extreme wind speeds are then made.
基金The project supported by the National Natural Science Foundation of China(50278054)
文摘The polynomial matrix using the block coefficient matrix representation auto-regressive moving average(referred to as the PM-ARMA)model is constructed in this paper for actively controlled multi-degree-of-freedom(MDOF)structures with time-delay through equivalently transforming the preliminary state space realization into the new state space realization.The PM-ARMA model is a more general formulation with respect to the polynomial using the coefficient representation auto-regressive moving average(ARMA)model due to its capability to cope with actively controlled structures with any given structural degrees of freedom and any chosen number of sensors and actuators.(The sensors and actuators are required to maintain the identical number.)under any dimensional stationary stochastic excitation.
文摘为提高光伏发电功率预测精度,提出一种基于外生因素及季节性的差分自回归移动平均SARIMAX(seasonal autoregressive integrated moving average with exogenous factors)并结合优化支持向量回归SVR(support vector regression)的光伏发电功率预测方法。首先,采用相关性特征法聚类气象条件中关键气象因子,以消除数据冗余并降低ARIMAX模型的复杂性;其次,在ARIMAX模型中引入季节性因素,构建SARIMAX模型来捕捉数据的季节性变化;最后,使用SARIMAX模型的拟合残差其作为SVR模型的输入,进一步拟合数据的非线性。通过仿真算例分析表明,所提方法可显著提高光伏发电功率预测精度。
文摘本文收集了广州地区2003年至2022年的中医药卫生技术人员和医院床位数等数据,采用R语言构建自回归整合移动平均模型(Autoregressive Integrated Moving Average Model,ARIMA)进行中医药卫生资源配置预测研究,分析了广州市中医药卫生资源的情况以及发展趋势,为广州市相关中医药卫生政策制定提供参考依据。
基金Under the auspices of National Natural Science Foundation of China(No.42071230)。
文摘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.
