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.

INTEGRATED DEMAND FORECASTING TO SUPPORT URBAN PLANNING OF LOW-CARBON PRECINCTS:THE WASTE SCENARIO

INTRODUCTION Waste is a symbol of inefficiency in modern society and represents misallocated resources.This paper outlines an ongoing interdisciplinary research project entitled‘Integrated ETWW demand forecasting and scenario planning for low-carbon precincts’and reports on first findings and a literature review.This large multi-stakeholder research project has been designed to develop a shared platform for integrated ETWW(energy,transport,waste,and water)planning in a low-carbon urban future,focusing on synergies and alternative approaches to urban planning.The aim of the project is to develop a holistic integrated software tool for demand forecasting and scenario evaluation for residential precincts covering the four domains(ETWW),using identified commonalities in data requirements and model formulation.The authors of this paper are overseeing the waste domain,while other researchers in the team have expertise in the remaining domains.

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.

Load-forecasting method for IES based on LSTM and dynamic similar days with multi-features

To fully exploit the rich characteristic variation laws of an integrated energy system(IES)and further improve the short-term load-forecasting accuracy,a load-forecasting method is proposed for an IES based on LSTM and dynamic similar days with multi-features.Feature expansion was performed to construct a comprehensive load day covering the load and meteorological information with coarse and fine time granularity,far and near time periods.The Gaussian mixture model(GMM)was used to divide the scene of the comprehensive load day,and gray correlation analysis was used to match the scene with the coarse time granularity characteristics of the day to be forecasted.Five typical days with the highest correlation with the day to be predicted in the scene were selected to construct a“dynamic similar day”by weighting.The key features of adjacent days and dynamic similar days were used to forecast multi-loads with fine time granularity using LSTM.Comparing the static features as input and the selection method of similar days based on non-extended single features,the effectiveness of the proposed prediction method was verified.

Forecasting Foreign Direct Investment to Zambia: A Time Series Analysis

Three methods are considered in this paper: Simple exponential smoothing (SES), Holt-Winters exponential smoothing (HWES) and autoregressive integrated moving average (ARIMA). The best fit model was then used to forecast Zambia’s annual net foreign direct investment (FDI) inflows from 1970 to 2014. Foreign direct investment is foreign capital investment to Zambia. Throughout the paper the methods are illustrated using Zambia’s annual Net FDI inflows. A comparison of the three methods shows that the ARIMA (1, 1, 5) is the best fit model because it has the minimum error. Forecasting results give a gradual increase in annual net FDI inflows of about 44.36% by 2024. Forecasting results plays a vital role to policy makers. Decision making, coming up with good policies and suitable strategic plans, depends on accurate forecasts. Zambian FDI policy makers can use the results obtained in this study and create suitable strategic plans to promote FDI.

Performance evaluation of series and parallel strategies for financial time series forecasting

Background:Improving financial time series forecasting is one of the most challenging and vital issues facing numerous financial analysts and decision makers.Given its direct impact on related decisions,various attempts have been made to achieve more accurate and reliable forecasting results,of which the combining of individual models remains a widely applied approach.In general,individual models are combined under two main strategies:series and parallel.While it has been proven that these strategies can improve overall forecasting accuracy,the literature on time series forecasting remains vague on the choice of an appropriate strategy to generate a more accurate hybrid model.Methods:Therefore,this study’s key aim is to evaluate the performance of series and parallel strategies to determine a more accurate one.Results:Accordingly,the predictive capabilities of five hybrid models are constructed on the basis of series and parallel strategies compared with each other and with their base models to forecast stock price.To do so,autoregressive integrated moving average(ARIMA)and multilayer perceptrons(MLPs)are used to construct two series hybrid models,ARIMA-MLP and MLP-ARIMA,and three parallel hybrid models,simple average,linear regression,and genetic algorithm models.Conclusion:The empirical forecasting results for two benchmark datasets,that is,the closing of the Shenzhen Integrated Index(SZII)and that of Standard and Poor’s 500(S&P 500),indicate that although all hybrid models perform better than at least one of their individual components,the series combination strategy produces more accurate hybrid models for financial time series forecasting.

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.

AN INTEGRATION METHOD WITH FITTING CUBIC SPLINE FUNCTIONS TO A NUMERICAL MODEL OF 2ND-ORDER SPACE-TIME DIFFERENTIAL REMAINDER——FOR AN IDEAL GLOBAL SIMULATION CASE WITH PRIMITIVE ATMOSPHERIC EQUATIONS

In this paper,the forecasting equations of a 2nd-order space-time differential remainder are deduced from the Navier-Stokes primitive equations and Eulerian operator by Taylor-series expansion.Here we introduce a cubic spline numerical model(Spline Model for short),which is with a quasi-Lagrangian time-split integration scheme of fitting cubic spline/bicubic surface to all physical variable fields in the atmospheric equations on spherical discrete latitude-longitude mesh.A new algorithm of"fitting cubic spline—time step integration—fitting cubic spline—……"is developed to determine their first-and2nd-order derivatives and their upstream points for time discrete integral to the governing equations in Spline Model.And the cubic spline function and its mathematical polarities are also discussed to understand the Spline Model’s mathematical foundation of numerical analysis.It is pointed out that the Spline Model has mathematical laws of"convergence"of the cubic spline functions contracting to the original functions as well as its 1st-order and 2nd-order derivatives.The"optimality"of the 2nd-order derivative of the cubic spline functions is optimal approximation to that of the original functions.In addition,a Hermite bicubic patch is equivalent to operate on a grid for a 2nd-order derivative variable field.Besides,the slopes and curvatures of a central difference are identified respectively,with a smoothing coefficient of 1/3,three-point smoothing of that of a cubic spline.Then the slopes and curvatures of a central difference are calculated from the smoothing coefficient 1/3 and three-point smoothing of that of a cubic spline,respectively.Furthermore,a global simulation case of adiabatic,non-frictional and"incompressible"model atmosphere is shown with the quasi-Lagrangian time integration by using a global Spline Model,whose initial condition comes from the NCEP reanalysis data,along with quasi-uniform latitude-longitude grids and the so-called"shallow atmosphere"Navier-Stokes primitive equations in the spherical coordinates.The Spline Model,which adopted the Navier-Stokes primitive equations and quasi-Lagrangian time-split integration scheme,provides an initial ideal case of global atmospheric circulation.In addition,considering the essentially non-linear atmospheric motions,the Spline Model could judge reasonably well simple points of any smoothed variable field according to its fitting spline curvatures that must conform to its physical interpretation.

Forecasting the Monthly Reported Cases of Human Immunodeficiency Virus (HIV) at Minna Niger State, Nigeria

There has been a moderate increase in newly diagnosed HIV-infected Minna populace, which calls for serious attention. This study used time series data based on monthly HIV cases from January 2007 to December 2018 taken from the statistical data document on HIV prevalence recorded in General Hospital Minna, Niger State. The methodology employed to analyze the data is based on mathematical models of ARMA, ARIMA and SARIMA which were computed and diagnosed. From the results of parameter estimation of the models, ARMA(2, 1) model was the best model among the other ARMA models using information criteria (AIC). Diagnostic test was run on the ARMA(2, 1) model where the results show that the model was adequate and normally distributed using Box-Lung test and Q-Q plot respectively. Furthermore, ARIMA of first and second differences was estimated and ARIMA(1, 0, 1) was the best model from the result of the AIC and diagnostic test carried out which revealed that the model was adequate and normally distributed using Box-Lung and Q-Q plot respectively. Furthermore, the results obtained in the ARMA and ARIMA models were used to arrive at a combined model given as ARIMA(1, 0, 1) × SARIMA(1, 0, 1)12 which was subsequently estimated and found to be adequate from the result of the Box-Lung and Q-Q plot respectively. Post forecasting estimation and performance evolution were evaluated using the RMSE and MAE. The results showed that, ARIMA(1, 0, 1) × SARIMA(1, 0, 1)12 is the best forecasting model followed by ARIMA(1, 0, 2) on monthly HIV prevalence in Minna, Niger state.

A Hybrid Methodology for Short Term Temperature Forecasting

Developing a reliable weather forecasting model is a complicated task, as it requires heavy IT resources as well as heavy investments beyond the financial capabilities of most countries. In Lebanon, the prediction model used by the civil aviation weather service at Rafic Hariri International Airport in Beirut (BRHIA) is the ARPEGE model, (0.5) developed by the weather service in France. Unfortunately, forecasts provided by ARPEGE have been erroneous and biased by several factors such as the chaotic character of the physical modeling equations of some atmospheric phenomena (advection, convection, etc.) and the nature of the Lebanese topography. In this paper, we proposed the time series method ARIMA (Auto Regressive Integrated Moving Average) to forecast the minimum daily temperature and compared its result with ARPEGE. As a result, ARIMA method shows better mean accuracy (91%) over the numerical model ARPEGE (68%), for the prediction of five days in January 2017. Moreover, back to five months ago, in order to validate the accuracy of the proposed model, a simulation has been applied on the first five days of August 2016. Results have shown that the time series ARIMA method has offered better mean accuracy (98%) over the numerical model ARPEGE (89%) for the prediction of five days of August 2016. This paper discusses a multiprocessing approach applied to ARIMA in order to enhance the efficiency of ARIMA in terms of complexity and resources.

Forecasting on Crude Palm Oil Prices Using Artificial Intelligence Approaches

An accurate prediction of crude palm oil (CPO) prices is important especially when investors deal with ever-increasing risks and uncertainties in the future. Therefore, the applicability of the forecasting approaches in predicting the CPO prices is becoming the matter into concerns. In this study, two artificial intelligence approaches, has been used namely artificial neural network (ANN) and adaptive neuro fuzzy inference system (ANFIS). We employed in-sample forecasting on daily free-on-board CPO prices in Malaysia and the series data stretching from a period of January first, 2004 to the end of December 2011. The predictability power of the artificial intelligence approaches was also made in regard with the statistical forecasting approach such as the autoregressive fractionally integrated moving average (ARFIMA) model. The general findings demonstrated that the ANN model is superior compared to the ANFIS and ARFIMA models in predicting the CPO prices.

A new hybrid method with data‑characteristic‑driven analysis for artificial intelligence and robotics index return forecasting

Forecasting returns for the Artificial Intelligence and Robotics Index is of great significance for financial market stability,and the development of the artificial intelligence industry.To provide investors with a more reliable reference in terms of artificial intelligence index investment,this paper selects the NASDAQ CTA Artificial Intelligence and Robotics(AIRO)Index as the research target,and proposes innovative hybrid methods to forecast returns by considering its multiple structural characteristics.Specifically,this paper uses the ensemble empirical mode decomposition(EEMD)method and the modified iterative cumulative sum of squares(ICSS)algorithm to decompose the index returns and identify the structural breakpoints.Furthermore,it combines the least-square support vector machine approach with the particle swarm optimization method(PSO-LSSVM)and the generalized autoregressive conditional heteroskedasticity(GARCH)type models to construct innovative hybrid forecasting methods.On the one hand,the empirical results indicate that the AIRO index returns have complex structural characteristics,and present time-varying and nonlinear characteristics with high complexity and mutability;on the other hand,the newly proposed hybrid forecasting method(i.e.,the EEMD-PSO-LSSVM-ICSS-GARCH models)which considers these complex structural characteristics,can yield the optimal forecasting performance for the AIRO index returns.

A Research on Demands Forecasting and Personnel Training of Tourism Talents A Case Study of Zhejiang Province

By analyzing the recent 15 years＇ statistical data of Zhejiang tourism human resources, this paper analyzes the status of Zhejiang tourism talents. ARIMA （Autoregressive Integrated Moving Average） model is a method of time series prediction. This paper predicts the trends of the next three years＇ demands of Zhejiang tourism talents based on ARIMA model in order to promote the tourism in Zhejiang Province. According to the demands forecasting, the number of the employees required by the hotels is 10 times of travel agencies in 2015. At last, some solutions and suggestions are provided such as strengthening the talents training establishing tourism talents mobility mechanism and improving tourism talents excitation mechanism

Co-Integration Models for Koyna and Warna Reservoirs, India

Koyna region, a seismically active region, has many time series observations such as seismicity, reservoir water levels, and many bore well water levels. One of these series is used to predict others since these parameters are interlinked. If these series were stationary, we used correlation analysis. However, it is seen that maximum of these time series are nonstationary. In this case, co-integration method is used that is extracted from econometrics and forecast is possible. We have applied this methodology to study time series of reservoir water levels of this region and we find them to be co-integrated. Therefore, forecast of water levels for one of the reservoir is done from the other as these will never drift apart too much. The outcomes demonstrate that a joint modelling of both data sets based on underlying physics resolves to be sparingly useful for understanding predictability issues in reservoir induced seismicity.

Research and application of sidewall stability predic-tion method based on analytic hierarchy process and fuzzy integrative evaluation method

As a difficult problem, sidewall instability has been beset drilling workers all the time. Not only does it cause huge economic losses, but also it determines the success or failure of drilling engineering. Due to complex relationship between various factors which influence sidewall stability, it hasn’t been found a widely applied method to predicate sidewall stability so far. Therefore, in order to formulate corresponding measures to ensure successful drilling, searching for a kind of better method to forecast sidewall stability before drilling becomes an imperative and significant topic for drilling engineering. On the basis of traditional sidewall stability analytical method, we have put forward the Fuzzy Comprehensive Evaluation Method to forecast sidewall stability regulation using physico-chemical performance parameters of the clay mineral. This method has been improved by introducing the Analytic Hierarchy Process (AHP) and the Maximum Subjection Principle in the application process. After introducing Analytic Hierarchy Process to identify weight, and Maximum Subjection Principle to obtain evaluation results, it has reduced the influence of human factors and enhanced the accuracy of the fuzzy evaluation results. The application in Hailaer Area indicates that this method can predict sidewall stability of gas-oil well with high credibility and strong practicability.

Study on Refined Forecast Method of Daily Maximum Temperature in Wugang City from July to September

[Objective] The aim was to study the refined forecast method of daily highest temperature in Wugang City from July to September. IM[ethod] By dint of ECMWF mode product and T231 in 2009 and 2010 and daily maximum temperature in the station in corresponding period, multi-factors similar forecast method to select forecast sample, multivariate regression multi-mode integration MOS method, after dynamic corrected mode error and regression error, dynamic forecast equation was concluded to formulate the daily maximum temperature forecast in 24 -120 h in Wugang City from July to September. [ Result] Through selection, error correction, the daily maximum temperature equation in Wugang City from July to September was concluded. Through multiple random sampling, F test was made to pass test with significant test of 0.1. [ Conclusionl The method integrated domestic and foreign forecast mode, made full use of useful information of many modes, absorbed each others advantages, con- sidered local regional environment, lessen mode and regression error, and improved forecast accuracy.

考虑最小平均包络熵负荷分解的最优Bagging集成超短期多元负荷预测

多元负荷预测技术是保证综合能源系统(integrated energy system,IES)供需平衡与稳定运行的关键基石。但具有强随机性与波动性的IES负荷加剧了超短期多元负荷准确预测的难度。为此,提出考虑最小平均包络熵负荷分解的最优Bagging集成超短期多元负荷预测方法。构建基于最小平均包络熵的变分模态分解参数优化模型,将IES多元负荷分解为本征模态分量集合;基于统一信息系数法筛选多元负荷预测的日历、气象与负荷强相关特征;结合负荷本征模态分量集合、日历规则、气象环境与负荷数据,构建Bagging集成超短期多元负荷预测模型,并建立基于平均绝对百分比误差与决定系数的集成策略优化模型,进而得到最优集成策略与最终预测结果。以美国亚利桑那州立大学坦佩校区IES为对象展开仿真验证,结果表明,所提方法的电、热、冷负荷预测平均绝对百分比误差分别为1.9486%、2.0585%、2.5331%,相比其他预测方法具有更高准确率。

草地贪夜蛾迁飞气象预报方法探索及应用

为了准确预报害虫的迁飞轨迹,将天气预报技术应用于迁飞性害虫的预测预报,基于天气预报平台,利用欧洲中心中短期气象数值预报产品以及大气环流形势及低层风动力对草地贪夜蛾(Spodoptera frugiperda)的迁飞路径、迁入时间(包括首见日及高峰日)、落区等进行预报,并基于2021年草地贪夜蛾迁飞的2次典型预报案,分析2021年草地贪夜蛾春季北迁至湖北(首见日)以及秋季南迁回湖北(高峰日)的典型天气过程以及迁飞层气象要素场,运用HYSPLIT轨迹模型模拟迁飞后向轨迹,再利用草地贪夜蛾田间监测数据、测报灯监测数据以及迁飞轨迹对预报结论进行验证。结果显示,2次典型预报案例的预报结论与草地贪夜蛾田间监测数据及测报灯监测数据以及轨迹模拟的情景吻合度较好,草地贪夜蛾迁入时间、落区及路径预报基本正确。研究表明,将天气预报技术应用于迁飞性害虫的预报具有实际可行性。

城镇职工基本医疗保险统筹基金收支预测——基于E市证据的多方案模拟分析

基本医疗保险是检视城镇职工福利政策执行的重要民生福祉,统筹基本医疗保险基金稳健发展是制度可持续运行的保证。本文以结余较高的基金统筹区E市为例,基于现行筹资、待遇政策,构建职工医保统筹基金收支预测模型,结合职工门诊共济保障改革方向设置无政策干预、实施门诊共济保障改革、2035年取消个人账户并提高待遇水平三种模拟情形,分别预测其2022年至2050年统筹基金收支情况。结果显示,无政策干预下E市职工医保统筹基金将于2022年、2034年分别出现当期、累计结余赤字;门诊共济保障改革实施后当期、累计结余赤字发生时间分别延后20年、8年;若2035年取消个人账户则于2049年出现基金缺口,同步提高普通门诊、门诊慢特病及住院保障水平在2050年以前不会导致累计结余归零。据此,应通过渐进式取消个人账户,实现医保战略性购买,强化多层次医疗保障的效能,增强医保统筹基金可持续性。

基于Spearman相关性阈值寻优和VMD-LSTM的用户级综合能源系统超短期负荷预测

由于用户级综合能源系统(integrated energy system,IES)的多元负荷序列之间复杂的耦合关系及易受外部因素影响等原因,综合能源系统多元负荷的精准预测面临很大困难。为此,提出一种基于Spearman相关性分析阈值寻优(threshold optimization,TO)和变分模态分解结合长短期记忆网络(variational mode decomposition based long short-term memory network,VMD-LSTM)的多元负荷预测方法。首先,使用斯皮尔曼等级(Spearman rank,SR)相关系数定量计算多元负荷间以及负荷与其他气候因素间的相关关系并通过循环寻优确定最优相关阈值,然后采用VMD算法将以最优阈值筛选出的负荷特征序列分解成更简单、平稳、有规律性的本征模态函数(intrinsic mode function,IMF)后与最优气象特征一起输入LSTM模型进行负荷预测。通过某用户级IES的实际数据对所提方法的有效性进行了验证,结果表明,所提方法能有效提高IES的多元负荷预测精度。