Short Term Load Forecasting Using Subset Threshold Auto Regressive Model

The subset threshold auto regressive (SSTAR) model, which is capable of reproducing the limit cycle behavior of nonlinear time series, is introduced. The algorithm for fitting the sampled data with SSTAR model is proposed and applied to model and forecast power load. Numerical example verifies that desirable accuracy of short term load forecasting can be achieved by using the SSTAR model.

A comparison of model choice strategies for logistic regression

Purpose:The purpose of this study is to develop and compare model choice strategies in context of logistic regression.Model choice means the choice of the covariates to be included in the model.Design/methodology/approach:The study is based on Monte Carlo simulations.The methods are compared in terms of three measures of accuracy:specificity and two kinds of sensitivity.A loss function combining sensitivity and specificity is introduced and used for a final comparison.Findings:The choice of method depends on how much the users emphasize sensitivity against specificity.It also depends on the sample size.For a typical logistic regression setting with a moderate sample size and a small to moderate effect size,either BIC,BICc or Lasso seems to be optimal.Research limitations:Numerical simulations cannot cover the whole range of data-generating processes occurring with real-world data.Thus,more simulations are needed.Practical implications:Researchers can refer to these results if they believe that their data-generating process is somewhat similar to some of the scenarios presented in this paper.Alternatively,they could run their own simulations and calculate the loss function.Originality/value:This is a systematic comparison of model choice algorithms and heuristics in context of logistic regression.The distinction between two types of sensitivity and a comparison based on a loss function are methodological novelties.

Country-based modelling of COVID-19 case fatality rate:A multiple regression analysis

BACKGROUND The spread of the severe acute respiratory syndrome coronavirus 2 outbreak worldwide has caused concern regarding the mortality rate caused by the infection.The determinants of mortality on a global scale cannot be fully understood due to lack of information.AIM To identify key factors that may explain the variability in case lethality across countries.METHODS We identified 21 Potential risk factors for coronavirus disease 2019(COVID-19)case fatality rate for all the countries with available data.We examined univariate relationships of each variable with case fatality rate(CFR),and all independent variables to identify candidate variables for our final multiple model.Multiple regression analysis technique was used to assess the strength of relationship.RESULTS The mean of COVID-19 mortality was 1.52±1.72%.There was a statistically significant inverse correlation between health expenditure,and number of computed tomography scanners per 1 million with CFR,and significant direct correlation was found between literacy,and air pollution with CFR.This final model can predict approximately 97%of the changes in CFR.CONCLUSION The current study recommends some new predictors explaining affect mortality rate.Thus,it could help decision-makers develop health policies to fight COVID-19.

Modeling of Total Dissolved Solids (TDS) and Sodium Absorption Ratio (SAR) in the Edwards-Trinity Plateau and Ogallala Aquifers in the Midland-Odessa Region Using Random Forest Regression and eXtreme Gradient Boosting

Efficient water quality monitoring and ensuring the safety of drinking water by government agencies in areas where the resource is constantly depleted due to anthropogenic or natural factors cannot be overemphasized. The above statement holds for West Texas, Midland, and Odessa Precisely. Two machine learning regression algorithms (Random Forest and XGBoost) were employed to develop models for the prediction of total dissolved solids (TDS) and sodium absorption ratio (SAR) for efficient water quality monitoring of two vital aquifers: Edward-Trinity (plateau), and Ogallala aquifers. These two aquifers have contributed immensely to providing water for different uses ranging from domestic, agricultural, industrial, etc. The data was obtained from the Texas Water Development Board (TWDB). The XGBoost and Random Forest models used in this study gave an accurate prediction of observed data (TDS and SAR) for both the Edward-Trinity (plateau) and Ogallala aquifers with the R2 values consistently greater than 0.83. The Random Forest model gave a better prediction of TDS and SAR concentration with an average R, MAE, RMSE and MSE of 0.977, 0.015, 0.029 and 0.00, respectively. For the XGBoost, an average R, MAE, RMSE, and MSE of 0.953, 0.016, 0.037 and 0.00, respectively, were achieved. The overall performance of the models produced was impressive. From this study, we can clearly understand that Random Forest and XGBoost are appropriate for water quality prediction and monitoring in an area of high hydrocarbon activities like Midland and Odessa and West Texas at large.

A Hybrid Model Evaluation Based on PCA Regression Schemes Applied to Seasonal Precipitation Forecast

Possible changes in the structure and seasonal variability of the subtropical ridge may lead to changes in the rainfall’s variability modes over Caribbean region. This generates additional difficulties around water resource planning, therefore, obtaining seasonal prediction models that allow these variations to be characterized in detail, it’s a concern, specially for island states. This research proposes the construction of statistical-dynamic models based on PCA regression methods. It is used as predictand the monthly precipitation accumulated, while the predictors (6) are extracted from the ECMWF-SEAS5 ensemble mean forecasts with a lag of one month with respect to the target month. In the construction of the models, two sequential training schemes are evaluated, obtaining that only the shorter preserves the seasonal characteristics of the predictand. The evaluation metrics used, where cell-point and dichotomous methodologies are combined, suggest that the predictors related to sea surface temperatures do not adequately represent the seasonal variability of the predictand, however, others such as the temperature at 850 hPa and the Outgoing Longwave Radiation are represented with a good approximation regardless of the model chosen. In this sense, the models built with the nearest neighbor methodology were the most efficient. Using the individual models with the best results, an ensemble is built that allows improving the individual skill of the models selected as members by correcting the underestimation of precipitation in the dynamic model during the wet season, although problems of overestimation persist for thresholds lower than 50 mm.

Utilization of Logistical Regression to the Modified Sine-Gordon Model in the MST Experiment

In this paper, a logistical regression statistical analysis (LR) is presented for a set of variables used in experimental measurements in reversed field pinch (RFP) machines, commonly known as “slinky mode” (SM), observed to travel around the torus in Madison Symmetric Torus (MST). The LR analysis is used to utilize the modified Sine-Gordon dynamic equation model to predict with high confidence whether the slinky mode will lock or not lock when compared to the experimentally measured motion of the slinky mode. It is observed that under certain conditions, the slinky mode “locks” at or near the intersection of poloidal and/or toroidal gaps in MST. However, locked mode cease to travel around the torus;while unlocked mode keeps traveling without a change in the energy, making it hard to determine an exact set of conditions to predict locking/unlocking behaviour. The significant key model parameters determined by LR analysis are shown to improve the Sine-Gordon model’s ability to determine the locking/unlocking of magnetohydrodyamic (MHD) modes. The LR analysis of measured variables provides high confidence in anticipating locking versus unlocking of slinky mode proven by relational comparisons between simulations and the experimentally measured motion of the slinky mode in MST.

Research on the Relationship Between Average Cigarette Price per Box and Government Procurement in City A Based on a Regression Model

This study aims to analyze and predict the relationship between the average price per box in the cigarette market of City A and government procurement,providing a scientific basis and support for decision-making.By reviewing relevant theories and literature,qualitative prediction methods,regression prediction models,and other related theories were explored.Through the analysis of annual cigarette sales data and government procurement data in City A,a comprehensive understanding of the development of the tobacco industry and the economic trends of tobacco companies in the county was obtained.By predicting and analyzing the average price per box of cigarette sales across different years,corresponding prediction results were derived and compared with actual sales data.The prediction results indicate that the correlation coefficient between the average price per box of cigarette sales and government procurement is 0.982,implying that government procurement accounts for 96.4%of the changes in the average price per box of cigarettes.These findings offer an in-depth exploration of the relationship between the average price per box of cigarettes in City A and government procurement,providing a scientific foundation for corporate decision-making and market operations.

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.

A Study of Wind Statistics Through Auto-Regressive and Moving-Average (ARMA) Modeling

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.

UV Index Modeling by Autoregressive Distributed Lag (ADL Model)

The objective of this work is to model statistically the ultraviolet radiation index (UV Index) to make forecast (extrapolate) and analyze trends. The task is relevant, due to increased UV flux and high rate of cases non-melanoma skin cancer in northeast of Brazil. The methodology utilized an Autoregressive Distributed Lag model (ADL) or Dynamic Linear Regression model. The monthly data of UV index were measured in east coast of the Brazilian Northeast (City of Natal-Rio Grande do Norte). The Total Ozone is single explanatory variable to model and was obtained from the TOMS and OMI/AURA instruments. The Predictive Mean Matching (PMM) method was used to complete the missing data of UV Index. The results mean squared error (MSE) between the observed UV index and interpolated data by model was of 0.36 and for extrapolation was of 0.30 with correlations of 0.90 and 0.91 respectively. The forecast/extrapolation performed by model for a climatological period (2012-2042) indicated a trend of increased UV (Seasonal Man-Kendall test scored τ = 0.955 and p-value 0.001) if the Total Ozone remain on this tendency to reduce. In those circumstances, the model indicated an increase of almost one unit of UV index to year 2042.

Parametric SNR Estimation Based on Auto-Regressive Model in AWGN Channels

Signal-to-noise ratio（SNR）estimation for signal which can be modeled by Auto-regressive（AR）process is studied in this paper.First,the conventional frequency domain method is introduced to estimate the SNR for the received signal in additive white Gauss noise（AWGN）channel.Then a parametric SNR estimation algorithm is proposed by taking advantage of the AR model information of the received signal.The simulation results show that the proposed parametric method has better performance than the conventional frequency doma in method in case of AWGN channel.

Genetic Regression Model for Dam Safety Monitoring

Under-fitting problems usually occur in regression models for dam safety monitoring.To overcome the local convergence of the regression, a genetic algorithm (GA) was proposed using a real parameter coding, a ranking selection operator, an arithmetical crossover operator and a uniform mutation operator, and calculated the least-square error of the observed and computed values as its fitness function. The elitist strategy was used to improve the speed of the convergence. After that, the modified genetic algorithm was applied to reassess the coefficients of the regression model and a genetic regression model was set up. As an example, a slotted gravity dam in the Northeast of China was introduced. The computational results show that the genetic regression model can solve the under-fitting problems perfectly.

RBF neural network regression model based on fuzzy observations

A fuzzy observations-based radial basis function neural network （FORBFNN） is presented for modeling nonlinear systems in which the observations of response are imprecise but can be represented as fuzzy membership functions. In the FORBFNN model, the weight coefficients of nodes in the hidden layer are identified by using the fuzzy expectation-maximization （ EM ） algorithm, whereas the optimal number of these nodes as well as the centers and widths of radial basis functions are automatically constructed by using a data-driven method. Namely, the method starts with an initial node, and then a new node is added in a hidden layer according to some rules. This procedure is not terminated until the model meets the preset requirements. The method considers both the accuracy and complexity of the model. Numerical simulation results show that the modeling method is effective, and the established model has high prediction accuracy.

Auto-regressive模型在全国婴儿死亡率拟合中的应用

目的分析我国1991～2007年的婴儿死亡率的变化规律,探讨Auto-regressive模型在非平稳时间序列数据拟合中的适用性和有效性。方法对我国婴儿死亡率数据序列的平稳性和纯随机性进行预处理,然后利用SAS程序拟合Auto-regressive模型,并根据决定系数R2评价其拟合效果。结果我国婴儿死亡率为非平稳时间序列,总体呈现随时间线性递减的长期趋势,同时又包含一定的随机信息,采用Auto-regressive模型拟合效果较好。结论 Auto-regressive模型可以用来拟合我国婴儿死亡率的数据,并可以推广应用到卫生领域中其他具有非平稳时间序列特征的数据,为相关卫生管理部门制定策略措施提供科学的理论依据。

基于(残差)Auto-Regressive模型利用MATLAB解决经济非平稳时间序列的预测分析

利用(残差)Auto—Regressive模型对我国1978年—2005年的GDP进行建模与预测,显示出该拟合模型优于ARIMA模型,并运行MATLAB软件,实现了建模仿真的全过程,显示了MATLAB的强大科学计算与可视化功能.

Quality prediction of batch process using the global-local discriminant analysis based Gaussian process regression model

The conventional single model strategy may be ill- suited due to the multiplicity of operation phases and system uncertainty. A novel global-local discriminant analysis （GLDA） based Gaussian process regression （GPR） approach is developed for the quality prediction of nonlinear and multiphase batch processes. After the collected data is preprocessed through batchwise unfolding, the hidden Markov model （HMM） is applied to identify different operation phases. A GLDA algorithm is also presented to extract the appropriate process variables highly correlated with the quality variables, decreasing the complexity of modeling. Besides, the multiple local GPR models are built in the reduced- dimensional space for all the identified operation phases. Furthermore, the HMM-based state estimation is used to classify each measurement sample of a test batch into a corresponding phase with the maximal likelihood estimation. Therefore, the local GPR model with respect to specific phase is selected for online prediction. The effectiveness of the proposed prediction approach is demonstrated through the multiphase penicillin fermentation process. The comparison results show that the proposed GLDA-GPR approach is superior to the regular GPR model and the GPR based on HMM （HMM-GPR） model.

Selection of the Linear Regression Model According to the Parameter Estimation

In this paper, based on the theory of parameter estimation, we give a selection method and, in a sense of a good character of the parameter estimation, we think that it is very reasonable. Moreover, we offer a calculation method of selection statistic and an applied example.

Combined model based on optimized multi-variable grey model and multiple linear regression

The construction method of background value is improved in the original multi-variable grey model （MGM（1,m）） from its source of construction errors. The MGM（1,m） with optimized background value is used to eliminate the random fluctuations or errors of the observational data of all variables, and the combined prediction model together with the multiple linear regression is established in order to improve the simulation and prediction accuracy of the combined model. Finally, a combined model of the MGM（1,2） with optimized background value and the binary linear regression is constructed by an example. The results show that the model has good effects for simulation and prediction.

Small-time scale network traffic prediction based on a local support vector machine regression model

In this paper we apply the nonlinear time series analysis method to small-time scale traffic measurement data. The prediction-based method is used to determine the embedding dimension of the traffic data. Based on the reconstructed phase space, the local support vector machine prediction method is used to predict the traffic measurement data, and the BIC-based neighbouring point selection method is used to choose the number of the nearest neighbouring points for the local support vector machine regression model. The experimental results show that the local support vector machine prediction method whose neighbouring points are optimized can effectively predict the small-time scale traffic measurement data and can reproduce the statistical features of real traffic measurements.

Semiparametric Regression and Model Refining

This paper presents a semiparametric adjustment method suitable for general cases.Assuming that the regularizer matrix is positive definite,the calculation method is discussed and the corresponding formulae are presented.Finally,a simulated adjustment problem is constructed to explain the method given in this paper.The results from the semiparametric model and G_M model are compared.The results demonstrate that the model errors or the systematic errors of the observations can be detected correctly with the semiparametric estimate method.