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 predi...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.展开更多
Time-series analysis is important to a wide range of disciplines transcending both the physical and social sciences for proactive policy decisions. Statistical models have sound theoretical basis and have been success...Time-series analysis is important to a wide range of disciplines transcending both the physical and social sciences for proactive policy decisions. Statistical models have sound theoretical basis and have been successfully used in a number of problem domains in time series forecasting. Due to power and flexibility, Box-Jenkins ARIMA model has gained enormous popularity in many areas and research practice for the last three decades. More recently, the neural networks have been shown to be a promising alternative tool for modeling and forecasting owing to their ability to capture the nonlinearity in the data. However, despite the popularity and the superiority of ARIMA and ANN models, the empirical forecasting performance has been rather mixed so that no single method is best in every situation. In this study, a hybrid ARIMA and neural networks model to time series forecasting is proposed. The basic idea behind the model combination is to use each model’s unique features to capture different patterns in the data. With three real data sets, empirical results evidently show that the hybrid model outperforms ARIMA and ANN model noticeably in terms of forecasting accuracy used in isolation.展开更多
This study investigates annual earnings analysis with ARIMA (Autoregressive Integrated Moving Average) for future earnings prediction. Earnings prediction is very important to be used in various aspect of decision m...This study investigates annual earnings analysis with ARIMA (Autoregressive Integrated Moving Average) for future earnings prediction. Earnings prediction is very important to be used in various aspect of decision making process, such as: investor, creditor, analyst, academicians, practitioners, etc.. Evidence supports the ARIMA model that it is more accurate. It also has a smaller size of error value.展开更多
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 w...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.展开更多
This paper presents a novel approach to identify and correct the gross errors in the microelectromechanical system (MEMS) gyroscope used in ground vehicles by means of time series analysis. According to the characte...This paper presents a novel approach to identify and correct the gross errors in the microelectromechanical system (MEMS) gyroscope used in ground vehicles by means of time series analysis. According to the characteristics of autocorrelation function (ACF) and partial autocorrelation function (PACF), an autoregressive integrated moving average (ARIMA) model is roughly constructed. The rough model is optimized by combining with Akaike's information criterion (A/C), and the parameters are estimated based on the least squares algorithm. After validation testing, the model is utilized to forecast the next output on the basis of the previous measurement. When the difference between the measurement and its prediction exceeds the defined threshold, the measurement is identified as a gross error and remedied by its prediction. A case study on the yaw rate is performed to illustrate the developed algorithm. Experimental results demonstrate that the proposed approach can effectively distinguish gross errors and make some reasonable remedies.展开更多
the model in time series analysis are widely used in the field of economy. We often use the model in time series to analyze data, but without regard to the rationality of the model. In this paper, we introduce and ana...the model in time series analysis are widely used in the field of economy. We often use the model in time series to analyze data, but without regard to the rationality of the model. In this paper, we introduce and analyze Ping An Of China(601318) shares at the opening price(2013/01/04-2013/07/04).The model is established by analyzing data. Modeling steps of ARIMA model and GARCH model are presented in this paper. The data whether ARIMA model is suitable by white noise. Or the data whether GARCH model is suitable by since the correlation of variance test. By comparing the analysis, it selects a more reasonable model.展开更多
基金Supported by Student Research Fund of Agricultural University of Hebei(cxzr2014023)Technology Fund of Agricultural University of Hebei(ZD201406)~~
文摘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.
文摘Time-series analysis is important to a wide range of disciplines transcending both the physical and social sciences for proactive policy decisions. Statistical models have sound theoretical basis and have been successfully used in a number of problem domains in time series forecasting. Due to power and flexibility, Box-Jenkins ARIMA model has gained enormous popularity in many areas and research practice for the last three decades. More recently, the neural networks have been shown to be a promising alternative tool for modeling and forecasting owing to their ability to capture the nonlinearity in the data. However, despite the popularity and the superiority of ARIMA and ANN models, the empirical forecasting performance has been rather mixed so that no single method is best in every situation. In this study, a hybrid ARIMA and neural networks model to time series forecasting is proposed. The basic idea behind the model combination is to use each model’s unique features to capture different patterns in the data. With three real data sets, empirical results evidently show that the hybrid model outperforms ARIMA and ANN model noticeably in terms of forecasting accuracy used in isolation.
文摘This study investigates annual earnings analysis with ARIMA (Autoregressive Integrated Moving Average) for future earnings prediction. Earnings prediction is very important to be used in various aspect of decision making process, such as: investor, creditor, analyst, academicians, practitioners, etc.. Evidence supports the ARIMA model that it is more accurate. It also has a smaller size of error value.
文摘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.
基金The National Natural Science Foundation of China(No.61273236)the Natural Science Foundation of Jiangsu Province(No.BK2010239)the Ph.D.Programs Foundation of Ministry of Education of China(No.200802861061)
文摘This paper presents a novel approach to identify and correct the gross errors in the microelectromechanical system (MEMS) gyroscope used in ground vehicles by means of time series analysis. According to the characteristics of autocorrelation function (ACF) and partial autocorrelation function (PACF), an autoregressive integrated moving average (ARIMA) model is roughly constructed. The rough model is optimized by combining with Akaike's information criterion (A/C), and the parameters are estimated based on the least squares algorithm. After validation testing, the model is utilized to forecast the next output on the basis of the previous measurement. When the difference between the measurement and its prediction exceeds the defined threshold, the measurement is identified as a gross error and remedied by its prediction. A case study on the yaw rate is performed to illustrate the developed algorithm. Experimental results demonstrate that the proposed approach can effectively distinguish gross errors and make some reasonable remedies.
文摘the model in time series analysis are widely used in the field of economy. We often use the model in time series to analyze data, but without regard to the rationality of the model. In this paper, we introduce and analyze Ping An Of China(601318) shares at the opening price(2013/01/04-2013/07/04).The model is established by analyzing data. Modeling steps of ARIMA model and GARCH model are presented in this paper. The data whether ARIMA model is suitable by white noise. Or the data whether GARCH model is suitable by since the correlation of variance test. By comparing the analysis, it selects a more reasonable model.