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 a...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.展开更多
Food and non-alcoholic beverages are highly important for individuals to continue staying alive and living healthy lives. The increase in the prices of food and non-alcoholic beverages experienced across the world ove...Food and non-alcoholic beverages are highly important for individuals to continue staying alive and living healthy lives. The increase in the prices of food and non-alcoholic beverages experienced across the world over years has continued to make food and non-alcoholic beverages not to be accessible and affordable to individuals and families having a low income. The aim of this particular research study was to identify how Kenya’s CPI of food and non-alcoholic beverages could be modelled using Autoregressive Integrated Moving Average (ARIMA) models for forecasting future values for the next two years. The data used for the study was that of Kenya’s CPI of food and non-alcoholic beverages for the period starting from February 2009 to April 2024 obtained from the International Monetary Fund (IMF) database. The best specification for the ARIMA model was identified using Akaike Information Criterion (AIC), root mean square error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE) and mean absolute scaled error (MASE) and assessing whether residuals of the model were independent and normally distributed with a variance that is constant an whether the model has most of its coefficients being significant statistically. ARIMA (3, 1, 0) (1, 0, 0) model was identified as the best ARIMA model for modeling Kenya’s CPI of food and non-beverages for forecasting future values among the ARIMA models considered. Using this particular model, Kenya’s CPI of food and non-alcoholic beverages was forecasted to increase only slightly with time to reach a value of about 165.70 by March 2026.展开更多
The energy sector is the second largest emitter of greenhouse (GHG) gases in Kenya, emitting about 31.2% of GHG emissions in the country. The aim of this study was to model Kenya’s GHG emissions by the energy sector ...The energy sector is the second largest emitter of greenhouse (GHG) gases in Kenya, emitting about 31.2% of GHG emissions in the country. The aim of this study was to model Kenya’s GHG emissions by the energy sector using ARIMA models for forecasting future values. The data used for the study was that of Kenya’s GHG emissions by the energy sector for the period starting from 1970 to 2022 obtained for the International Monetary Fund (IMF) database that was split into training and testing sets using the 80/20 rule for modelling purposes. The best specification for the ARIMA model was identified using Akaike Information Criterion (AIC), root mean squared error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE) and mean absolute scaled error (MASE). ARIMA (1, 1, 1) was identified as the best model for modelling Kenya’s GHG emissions and forecasting future values. Using this model, Kenya’s GHG emissions by the energy sector were forecasted to increase to a value of about 43.13 million metric tons of carbon dioxide equivalents by 2030. The study, therefore, recommends that Kenya should accelerate the adjustment of industry structure and improve the efficient use of energy, optimize the energy structure and accelerate development and promotion of energy-efficient products to reduce the emission of GHGs by the country’s energy sector.展开更多
The coexistence of growth trends and seasonal fluctuations in monthly electricity demand presents significant forecasting challenges.Therefore,this study proposes a univariate time series forecasting approach that app...The coexistence of growth trends and seasonal fluctuations in monthly electricity demand presents significant forecasting challenges.Therefore,this study proposes a univariate time series forecasting approach that applies the Hodrick-Prescott(HP)filter to decompose the demand series into trend and seasonal components.Autore-gressive integrated moving average(ARIMA)is used to forecast the trend,while recurrent neural networks(RNNs)handle the periodic component.The final prediction is obtained by combining the forecasts of both components.The model’s predictive performance is evaluated using Guangzhou’s total electricity consumption data.Compared to traditional methods such as Holt-Winters,Seasonal ARIMA,and error-trend-seasonal(ETS),the proposed HP_RNN_ARIMA hybrid model reduces mean absolute percentage error(MAPE),root mean square error(RMSE),and mean absolute error(MAE)by approximately 9.70%to 35.66%,14.18%to 35.06%,and 20.01%to 41.92%,respectively.Compared to standalone neural networks such as backpropagation(BP),RNNs,and long short-term memory(LSTM),the proposed model lowers MAPE,RMSE,and MAE by approximately 9.05%to 44.02%,20.88%to 51.74%,and 29.53%to 56.23%,respectively.Against other hybrid models,it reduces these metrics by 3.60%to 33.39%,4.27%to 36.67%,and 4.43%to 44.87%.It also achieves the highest Willmott’s index(WI)and Legates and McCabe’s index(LMI)scores,reflecting superior model fit.Moreover,applying the HP filter for decomposition and modeling each component individually significantly improves forecasting accuracy.展开更多
This paper presents a method combining B-splines and autoregressive moving averages for the joint correction of sound velocity disturbances,addressing the problem of existing parameterized models for sound velocity er...This paper presents a method combining B-splines and autoregressive moving averages for the joint correction of sound velocity disturbances,addressing the problem of existing parameterized models for sound velocity errors in underwater geodetic positioning without considering the temporal correlation of sound velocity disturbances.Initially,a quadratic polynomial and a cubic B-spline model are utilized to preliminarily correct the disturbed sound speed structure.Subsequently,considering temporal correlation variations,sound speed error processing is conducted based on the autoregressive moving average model.Finally,the method is validated using data from the 3000-meter sea trial in the South China Sea.The results indicate that,compared to the quadratic polynomial and cubic B-spline sound speed corrections,applying the autoregressive moving average model for successive sound speed correction reduces the root mean square error of time observation value residuals by 58%and 30%,respectively.展开更多
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 ma...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.展开更多
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 ...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.展开更多
Motivated by the double autoregressive model with order p(DAR(p) model), in this paper,we study the moving average model with an alternative GARCH error. The model is an extension from DAR(p) model by letting the orde...Motivated by the double autoregressive model with order p(DAR(p) model), in this paper,we study the moving average model with an alternative GARCH error. The model is an extension from DAR(p) model by letting the order p goes to infinity. The quasi maximum likelihood estimator of the parameters in the model is shown to be asymptotically normal, without any strong moment conditions.Simulation results confirm that our estimators perform well. We also apply our model to study a real data set and it has better fitting performance compared to DAR model for the considered data.展开更多
基金The National Key Research and Development Program of China under contract No.2017YFC1404000the Basic Scientific Fund for National Public Research Institutes of China under contract No.2018S03the National Natural Science Foundation of China under contract Nos 41776038 and 41821004
文摘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.
文摘Food and non-alcoholic beverages are highly important for individuals to continue staying alive and living healthy lives. The increase in the prices of food and non-alcoholic beverages experienced across the world over years has continued to make food and non-alcoholic beverages not to be accessible and affordable to individuals and families having a low income. The aim of this particular research study was to identify how Kenya’s CPI of food and non-alcoholic beverages could be modelled using Autoregressive Integrated Moving Average (ARIMA) models for forecasting future values for the next two years. The data used for the study was that of Kenya’s CPI of food and non-alcoholic beverages for the period starting from February 2009 to April 2024 obtained from the International Monetary Fund (IMF) database. The best specification for the ARIMA model was identified using Akaike Information Criterion (AIC), root mean square error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE) and mean absolute scaled error (MASE) and assessing whether residuals of the model were independent and normally distributed with a variance that is constant an whether the model has most of its coefficients being significant statistically. ARIMA (3, 1, 0) (1, 0, 0) model was identified as the best ARIMA model for modeling Kenya’s CPI of food and non-beverages for forecasting future values among the ARIMA models considered. Using this particular model, Kenya’s CPI of food and non-alcoholic beverages was forecasted to increase only slightly with time to reach a value of about 165.70 by March 2026.
文摘The energy sector is the second largest emitter of greenhouse (GHG) gases in Kenya, emitting about 31.2% of GHG emissions in the country. The aim of this study was to model Kenya’s GHG emissions by the energy sector using ARIMA models for forecasting future values. The data used for the study was that of Kenya’s GHG emissions by the energy sector for the period starting from 1970 to 2022 obtained for the International Monetary Fund (IMF) database that was split into training and testing sets using the 80/20 rule for modelling purposes. The best specification for the ARIMA model was identified using Akaike Information Criterion (AIC), root mean squared error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE) and mean absolute scaled error (MASE). ARIMA (1, 1, 1) was identified as the best model for modelling Kenya’s GHG emissions and forecasting future values. Using this model, Kenya’s GHG emissions by the energy sector were forecasted to increase to a value of about 43.13 million metric tons of carbon dioxide equivalents by 2030. The study, therefore, recommends that Kenya should accelerate the adjustment of industry structure and improve the efficient use of energy, optimize the energy structure and accelerate development and promotion of energy-efficient products to reduce the emission of GHGs by the country’s energy sector.
基金supported by the National Natural Science Foundation of China(Grant no.72361001)the Soft Science Special Project of Gansu Basic Research Plan(Grant no.24JRZA107).
文摘The coexistence of growth trends and seasonal fluctuations in monthly electricity demand presents significant forecasting challenges.Therefore,this study proposes a univariate time series forecasting approach that applies the Hodrick-Prescott(HP)filter to decompose the demand series into trend and seasonal components.Autore-gressive integrated moving average(ARIMA)is used to forecast the trend,while recurrent neural networks(RNNs)handle the periodic component.The final prediction is obtained by combining the forecasts of both components.The model’s predictive performance is evaluated using Guangzhou’s total electricity consumption data.Compared to traditional methods such as Holt-Winters,Seasonal ARIMA,and error-trend-seasonal(ETS),the proposed HP_RNN_ARIMA hybrid model reduces mean absolute percentage error(MAPE),root mean square error(RMSE),and mean absolute error(MAE)by approximately 9.70%to 35.66%,14.18%to 35.06%,and 20.01%to 41.92%,respectively.Compared to standalone neural networks such as backpropagation(BP),RNNs,and long short-term memory(LSTM),the proposed model lowers MAPE,RMSE,and MAE by approximately 9.05%to 44.02%,20.88%to 51.74%,and 29.53%to 56.23%,respectively.Against other hybrid models,it reduces these metrics by 3.60%to 33.39%,4.27%to 36.67%,and 4.43%to 44.87%.It also achieves the highest Willmott’s index(WI)and Legates and McCabe’s index(LMI)scores,reflecting superior model fit.Moreover,applying the HP filter for decomposition and modeling each component individually significantly improves forecasting accuracy.
基金supported by the National Natural Science Foundation of China(42174020,42304040)the Fundamental Research Funds for the Central Universities(24CX06045A).
文摘This paper presents a method combining B-splines and autoregressive moving averages for the joint correction of sound velocity disturbances,addressing the problem of existing parameterized models for sound velocity errors in underwater geodetic positioning without considering the temporal correlation of sound velocity disturbances.Initially,a quadratic polynomial and a cubic B-spline model are utilized to preliminarily correct the disturbed sound speed structure.Subsequently,considering temporal correlation variations,sound speed error processing is conducted based on the autoregressive moving average model.Finally,the method is validated using data from the 3000-meter sea trial in the South China Sea.The results indicate that,compared to the quadratic polynomial and cubic B-spline sound speed corrections,applying the autoregressive moving average model for successive sound speed correction reduces the root mean square error of time observation value residuals by 58%and 30%,respectively.
基金This paper is partially supported by the basic scientific research business expenses of Universities in Xinjiang,China[Grant Number XQZX20230057]the National Natural Science Foundation of China[Grant Number 11671142].
文摘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.
文摘目的探讨自回归移动平均模型-长短期记忆(autoregressive integrated moving average-long short-term memory,ARIMA-LSTM)组合模型在肾综合征出血热(hemorrhagic fever with renal syndrome,HFRS)不同流行模式发病率预测中应用的可行性。方法收集1961—2020年全国HFRS年发病率、2004年1月至2020年12月全国、黑龙江省、吉林省、辽宁省、陕西省、山东省、河北省、广东省HFRS逐月发病率数据;全国及黑龙江省作为冬峰较春峰高代表,吉林省、辽宁省作为春峰与冬峰相当代表,陕西省、山东省作为仅存在冬峰代表,河北省、广东省作为仅存在春峰代表。1961—2014年逐年发病率、2004年1月至2020年6月逐月发病率数据作为训练集,2015—2020年逐年发病率、2020年7-12月逐月发病率数据作为测试集。分别建立ARIMA模型、ARIMA-LSTM组合模型,采用平均绝对百分比误差下降率(decline rate of mean absolute percentage error,DR_(MAPE))、均方根误差下降率(decline rate of root mean squared error,DRRMSE)评价模型拟合及预测精度优化程度。结果全国逐年、全国及黑龙江省、吉林省、辽宁省、陕西省、山东省、河北省、广东省逐月HFRS发病率拟合最佳ARIMA模型分别为ARIMA(2,0,0)、ARIMA(3,1,0)(2,1,1)_(12)、ARIMA(2,0,1)(2,1,1)_(12)、ARIMA(3,0,0)(2,1,1)_(12)含常数项、ARIMA(2,1,1)(2,1,1)_(12)、ARIMA(1,0,3)(1,1,0)_(12)、ARIMA(0,1,3)(2,1,1)_(12)、ARIMA(1,1,3)(2,0,0)_(12)、ARIMA(3,1,1)(1,1,1)_(12)。全国逐年、全国及黑龙江省、吉林省、辽宁省、陕西省、山东省、河北省、广东省逐月数据建立ARIMA-LSTM组合模型较ARIMA模型拟合的DR_(MAPE)依次为-19.57%、-46.38%、-43.27%、-46.37%、-49.70%、-48.36%、-58.23%、-35.52%、-48.74%;DRRMSE依次为-11.21%、-36.17%、-64.89%、-55.68%、-54.81%、-31.76%、-39.69%、-55.64%、-30.06%。全国逐年、全国及黑龙江省、吉林省、辽宁省、陕西省、山东省、河北省、广东省逐月数据建立ARIMA-LSTM组合模型较ARIMA模型预测的DR_(MAPE)依次为-11.10%、-8.69%、-19.68%、-36.17%、-55.57%、-9.44%、-14.60%、-14.22%、-9.26%;DRRMSE依次为-14.43%、-7.42%、-12.66%、-13.83%、-36.56%、10.37%、81.14%、-19.68%、-1.18%。结论ARIMA-LSTM组合模型总体在各类HFRS数据中拟合及预测效果均优于ARIMA模型,LSTM适于我国HFRS预测模型优化,但陕西省和山东省不适于ARIMA-LSTM预测。
基金funded by the Asia Pacific Network for Global Change Research(APN)-CAF2016-RR11-CMY-Pham
文摘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.
基金Supported by National Natural Science Foundation of China(11401123,11571148)Key Project of National Natural Science Foundation of China(11731015)
文摘Motivated by the double autoregressive model with order p(DAR(p) model), in this paper,we study the moving average model with an alternative GARCH error. The model is an extension from DAR(p) model by letting the order p goes to infinity. The quasi maximum likelihood estimator of the parameters in the model is shown to be asymptotically normal, without any strong moment conditions.Simulation results confirm that our estimators perform well. We also apply our model to study a real data set and it has better fitting performance compared to DAR model for the considered data.
