Objective To construct a model of Seasonal Autoregressive Integrated Moving Average （SARIMA） for forecasting the epidemic of Japanese encephalitis （JE） in Xianyang, Shaanxi, China, and provide valuable reference ...Objective To construct a model of Seasonal Autoregressive Integrated Moving Average （SARIMA） for forecasting the epidemic of Japanese encephalitis （JE） in Xianyang, Shaanxi, China, and provide valuable reference information for JE control and prevention. Methods Theoretically epidemiologic study was employed in the research process. Monthly incidence data on JE for the period from Jan 2005 to Sep 2014 were obtained from a passive surveillance system at the Center for Diseases Prevention and Control in Xianyang, Shaanxi province. An optimal SARIMA model was developed for JE incidence from 2005 to 2013 with the Box and Jenkins approach. This SARIMA model could predict JE incidence for the year 2014 and 2015. Results SARIMA （1, 1, 1） （2, 1, 1）12 was considered to be the best model with the lowest Bayesian information criterion, Akaike information criterion, Mean Absolute Error values, the highest R2, and a lower Mean Absolute Percent Error. SARIMA （1, 1, 1） （2, 1, 1）12 was stationary and accurate for predicting JE incidence in Xianyang. The predicted incidence, around 0.3/100 000 from June to August in 2014 with low errors, was higher compared with the actual incidence. Therefore, SARIMA （1, 1, 1） （2, 1, 1）12 appeared to be reliable and accurate and could be applied to incidence prediction. Conclusions The proposed prediction model could provide clues to early identification of the JE incidence that is increased abnormally （≥0.4/100 000）. According to the predicted results in 2014, the JE incidence in Xianyang will decline slightly and reach its peak from June to August.The authors wish to thank the staff from the CDCs from 13 counties of Xianyang, Shaanxi province, China, for their contribution to Japanese encephalitis cases reporting.展开更多
Time series forecasting plays a significant role in numerous applications,including but not limited to,industrial planning,water consumption,medical domains,exchange rates and consumer price index.The main problem is ...Time series forecasting plays a significant role in numerous applications,including but not limited to,industrial planning,water consumption,medical domains,exchange rates and consumer price index.The main problem is insufficient forecasting accuracy.The present study proposes a hybrid forecastingmethods to address this need.The proposed method includes three models.The first model is based on the autoregressive integrated moving average(ARIMA)statistical model;the second model is a back propagation neural network(BPNN)with adaptive slope and momentum parameters;and the thirdmodel is a hybridization between ARIMA and BPNN(ARIMA/BPNN)and artificial neural networks and ARIMA(ARIMA/ANN)to gain the benefits of linear and nonlinearmodeling.The forecasting models proposed in this study are used to predict the indices of the consumer price index(CPI),and predict the expected number of cancer patients in the Ibb Province in Yemen.Statistical standard measures used to evaluate the proposed method include(i)mean square error,(ii)mean absolute error,(iii)root mean square error,and(iv)mean absolute percentage error.Based on the computational results,the improvement rate of forecasting the CPI dataset was 5%,71%,and 4%for ARIMA/BPNN model,ARIMA/ANN model,and BPNN model respectively;while the result for cancer patients’dataset was 7%,200%,and 19%for ARIMA/BPNNmodel,ARIMA/ANN model,and BPNNmodel respectively.Therefore,it is obvious that the proposed method reduced the randomness degree,and the alterations affected the time series with data non-linearity.The ARIMA/ANN model outperformed each of its components when it was applied separately in terms of increasing the accuracy of forecasting and decreasing the overall errors of forecasting.展开更多
Background:With the emergence of the COVID-19 pandemic,all existing health protocols were tested under the worst health crisis humanity has experienced since the Black Death in the 14th century.Countries in Latin Amer...Background:With the emergence of the COVID-19 pandemic,all existing health protocols were tested under the worst health crisis humanity has experienced since the Black Death in the 14th century.Countries in Latin America have been the epicenter of the COVID-19 pandemic,with more than 1.5 million people killed.Worldwide health measures have included quarantines,border closures,social distancing,and mask use,among others.In particular,Chile implemented total or partial quarantine measures depending on the number of infections in each region of the country.Therefore,it is necessary to study the effectiveness of these quarantines in relation to the public health measures implemented by government entities at the national level.Objective:The main objective of this study is to analyze the effectiveness of national-and region-level quarantines in Chile during the pandemic based on information published by the Chilean Ministry of Health,and answers to the following question are sought:Were quarantine measures in Chile effective during the COVID-19 pandemic?Methods:The causal effect between the rates of COVID-19 infections and the population rates in Phase 1 and Phase 2 quarantines in the period from March 2020 to March 2021 in different regions of Chile were evaluated using intervention analyses obtained through Bayesian structural time series models.In addition,the Kendall correlation coefficient obtained through the copula approach was used to evaluate the comovement between these rates.Results:In 75%of the Chilean regions under study(12 regions out of a total of 16),an effective Phase 1 quarantine,which was implemented to control and reduce the number of cases of COVID-19 infection,was observed.The main regions that experienced a decrease in cases were those located in the north and center of Chile.Regarding Phase 2,the COVID-19 pandemic was effectively managed in 31%(5 out of 16)of the regions.In the southcentral and extreme southern regions of Chile,the effectiveness of these phases was null.Conclusion:The findings indicate that in the northern and central regions of Chile,the Phase 1 quarantine application period was an effective strategy to prevent an increase in COVID-19 infections.The same observation was made with respect to Phase 2,which was effective in five regions of northern Chile;in the rest of the regions,the effectiveness of these phases was weak or null.展开更多
This paper combines grey model with time series model and then dynamic model for rapid and in-depth fault prediction in chemical processes. Two combination methods are proposed. In one method, historical data is intro...This paper combines grey model with time series model and then dynamic model for rapid and in-depth fault prediction in chemical processes. Two combination methods are proposed. In one method, historical data is introduced into the grey time series model to predict future trend of measurement values in chemical process. These predicted measurements are then used in the dynamic model to retrieve the change of fault parameters by model based diagnosis algorithm. In another method, historical data is introduced directly into the dynamic model to retrieve historical fault parameters by model based diagnosis algorithm. These parameters are then predicted by the grey time series model. The two methods are applied to a gravity tank example. The case study demonstrates that the first method is more accurate for fault prediction.展开更多
Fuzzy sets theory cannot describe the neutrality degreeof data, which has largely limited the objectivity of fuzzy time seriesin uncertain data forecasting. With this regard, a multi-factor highorderintuitionistic fuz...Fuzzy sets theory cannot describe the neutrality degreeof data, which has largely limited the objectivity of fuzzy time seriesin uncertain data forecasting. With this regard, a multi-factor highorderintuitionistic fuzzy time series forecasting model is built. Inthe new model, a fuzzy clustering algorithm is used to get unequalintervals, and a more objective technique for ascertaining membershipand non-membership functions of the intuitionistic fuzzy setis proposed. On these bases, forecast rules based on multidimensionalintuitionistic fuzzy modus ponens inference are established.Finally, contrast experiments on the daily mean temperature ofBeijing are carried out, which show that the novel model has aclear advantage of improving the forecast accuracy.展开更多
The contribution of this work is twofold： （1） a multimodality prediction method of chaotic time series with the Gaussian process mixture （GPM） model is proposed, which employs a divide and conquer strategy. It au...The contribution of this work is twofold： （1） a multimodality prediction method of chaotic time series with the Gaussian process mixture （GPM） model is proposed, which employs a divide and conquer strategy. It automatically divides the chaotic time series into multiple modalities with different extrinsic patterns and intrinsic characteristics, and thus can more precisely fit the chaotic time series. （2） An effective sparse hard-cut expec- tation maximization （SHC-EM） learning algorithm for the GPM model is proposed to improve the prediction performance. SHO-EM replaces a large learning sample set with fewer pseudo inputs, accelerating model learning based on these pseudo inputs. Experiments on Lorenz and Chua time series demonstrate that the proposed method yields not only accurate multimodality prediction, but also the prediction confidence interval SHC-EM outperforms the traditional variational 1earning in terms of both prediction accuracy and speed. In addition, SHC-EM is more robust and insusceptible to noise than variational learning.展开更多
The purpose of this paper is to examine the time series properties of Australian residential mortgage interest rates, and in doing so, establish whether or not selected home loan rates （product-level monthly home loa...The purpose of this paper is to examine the time series properties of Australian residential mortgage interest rates, and in doing so, establish whether or not selected home loan rates （product-level monthly home loan interest rates for CBA） exhibit the expected cyclical and seasonal variations and whether seasonality, if present, is stochastic or deterministic. In particular, due to a well established presence of cyclicality in financial markets＇ interest rates and strong correlation between financial markets＇ interest rates and home loan interest rates, the paper presumes that cyclicality is also to be found in home loan interest rates. Furthermore, the paper tests the hypothesis that home loan interest rates, for selected products, exhibit the three identified （＂Spring＂, ＂Autumn＂ and ＂The end of the Financial Year＂） season-related interest rate reductions. The paper uses a structural time series modelling approach and product-level home loan interest rates data from one of the biggest banks in Australia, Commonwealth Bank of Australia （CBA）. As expected, the results overall confirm the existence of cyclicality in home loan interest rates. With respect to the seasonality of home loan interest rate, although most of the analysed variables show the presence of statistically significant seasonal factors, the majority of the statistically significant seasonal factors observed cannot be attributed to any of the three considered seasonal effects.展开更多
Researchers must understand that naively relying on the reliability of statistical software packages may result in suboptimal, biased, or erroneous results, which affects applied economic theory and the conclusions an...Researchers must understand that naively relying on the reliability of statistical software packages may result in suboptimal, biased, or erroneous results, which affects applied economic theory and the conclusions and policy recommendations drawn from it. To create confidence in a result, several software packages should be applied to the same estimation problem. This study examines the results of three software packages (EViews, R, and Stata) in the analysis of time-series econometric data. The time-series data analysis which presents the determinants of macroeconomic growth of Sri Lanka from 1978 to 2020 has been used. The study focuses on testing for stationarity, cointegration, and significant relationships among the variables. The Augmented Dickey-Fuller and Phillips Perron tests were employed in this study to test for stationarity, while the Johansen cointegration test was utilized to test for cointegration. The study employs the vector error correction model to assess the short-run and long-term dynamics of the variables in an attempt to determine the relationship between them. Finally, the Granger Causality test is employed in order to examine the linear causation between the concerned variables. The study revealed that the results produced by three software packages for the same dataset and the same lag order vary significantly. This implies that time series econometrics results are sensitive to the software that is used by the researchers while providing different policy implications even for the same dataset. The present study highlights the necessity of further analysis to investigate the impact of software packages in time series analysis of economic scenarios.展开更多
Time series foundation models provide a universal solution for generating forecasts to support optimization problems in energy systems.Those foundation models are typically trained in a prediction-focused manner to ma...Time series foundation models provide a universal solution for generating forecasts to support optimization problems in energy systems.Those foundation models are typically trained in a prediction-focused manner to maximize forecast quality.In contrast,decision-focused learning directly improves the resulting value of the forecast in downstream optimization rather than merely maximizing forecasting quality.The practical integration of forecast values into forecasting models is challenging,particularly when addressing complex applications with diverse instances,such as buildings.This becomes even more complicated when instances possess specific characteristics that require instance-specific,tailored predictions to increase the forecast value.To tackle this challenge,we use decision-focused fine-tuning within time series foundation models to offer a scalable and efficient solution for decision-focused learning applied to the dispatchable feeder optimization problem.To obtain more robust predictions for scarce building data,we use Moirai as a state-of-the-art foundation model,which offers robust and generalized results with few-shot parameter-efficient fine-tuning.Comparing the decision-focused fine-tuned Moirai with a state-of-the-art classical prediction-focused fine-tuning Moirai,we observe an improvement of 9.45%in Average Daily Total Costs.展开更多
This paper presents the application of autoregressive integrated moving average （ARIMA）, seasonal ARIMA （SARIMA）, and Jordan-Elman artificial neural networks （ANN） models in forecasting the monthly streamflow of...This paper presents the application of autoregressive integrated moving average （ARIMA）, seasonal ARIMA （SARIMA）, and Jordan-Elman artificial neural networks （ANN） models in forecasting the monthly streamflow of the Kizil River in Xinjiang, China. Two different types of monthly streamflow data （original and deseasonalized data） were used to develop time series and Jordan-Elman ANN models using previous flow conditions as predictors. The one-month-ahead forecasting performances of all models for the testing period （1998-2005） were compared using the average monthly flow data from the Kalabeili gaging station on the Kizil River. The Jordan-Elman ANN models, using previous flow conditions as inputs, resulted in no significant improvement over time series models in one-month-ahead forecasting. The results suggest that the simple time series models （ARIMA and SARIMA） can be used in one-month-ahead streamflow forecasting at the study site with a simple and explicit model structure and a model performance similar to the Jordan-Elman ANN models.展开更多
In the context of the energy and climate crises,it is crucial for organizations to utilize advanced methods to reduce energy consumption and energy costs.This study explores the application of deep learning models for...In the context of the energy and climate crises,it is crucial for organizations to utilize advanced methods to reduce energy consumption and energy costs.This study explores the application of deep learning models for predicting energy demands in retail stores,which can enhance market efficiency and contribute to grid stability.We analyze a detailed electricity consumption dataset from a hypermarket in Hungary,focusing on 48-hour forecasts at 15-minute intervals.Our methodology includes the implementation of classical models such as ARIMA and linear regression,as well as state-of-the-art deep learning models like TiDE and foundational models such as Lag-Llama in a“zero shot prediction”as well as a“finetuning”scenario.展开更多
In this article,we study a robust estimation method for a general class of integervalued time series models.The conditional distribution of the process belongs to a broad class of distributions and unlike the classica...In this article,we study a robust estimation method for a general class of integervalued time series models.The conditional distribution of the process belongs to a broad class of distributions and unlike the classical autoregressive framework,the conditional mean of the process also depends on some exogenous covariates.We derive a robust inference procedure based on the minimum density power divergence.Under certain regularity conditions,we establish that the proposed estimator is consistent and asymptotically normal.In the case where the conditional distribution belongs to the exponential family,we provide sufficient conditions for the existence of a stationary and ergodicτ-weakly dependent solution.Simulation experiments are conducted to illustrate the empirical performances of the estimator.An application to the number of transactions per minute for the stock Ericsson B is also provided.展开更多
This is a very attractive article. It combines fascinating new methodology with a most interesting dataset, and a highly motivating presentation. However, despite the many
The authors are to be congratulated for an innovative paper in terms of both modelling methodology and subject matter significance. The analysis of short time series is known to be
National essential medicine policy （NEMP） is an important part of new health care reform and core content of national drug policy. We chose Hebei province as a case to study, utilized standard methods from WHO/HAl a...National essential medicine policy （NEMP） is an important part of new health care reform and core content of national drug policy. We chose Hebei province as a case to study, utilized standard methods from WHO/HAl and built interrupted time series （ITS） model to qualitatively and quantitatively evaluate the effects of NEMP in Hebei province from the utilization of essential medicines. Shortly after implementing EMP, the purchasing and utilization rate of essential medicines significantly increased, but no further continuous effects. In order to perfect the essential medicine policy, training of rational drug utilization should be strengthened, hierarchical essential medicine list and dynamic monitoring on the effect of NEMP are necessary.展开更多
Historical forest fire risk databases are vital for evaluating the effectiveness of past forest management approaches,enhancing forest fire warnings and emergency response capabilities,and accurately budgeting potenti...Historical forest fire risk databases are vital for evaluating the effectiveness of past forest management approaches,enhancing forest fire warnings and emergency response capabilities,and accurately budgeting potential carbon emissions resulting from fires.However,due to the unavailability of spatial information technology,such databases are extremely difficult to build reliably and completely in the non-satellite era.This study presented an improved forest fire risk reconstruction framework that integrates a deep learning-based time series prediction model and spatial interpolation to address the challenge in Sichuan Province,southwestern China.First,the forest fire danger index(FFDI)was improved by supplementing slope and aspect information.We compared the performances of three time series models,namely,the autoregressive integrated moving average(ARIMA),Prophet and long short-term memory(LSTM)in predicting the modified forest fire danger index(MFFDI).The bestperforming model was used to retrace the MFFDI of individual stations from 1941 to 1970.Following this,the Anusplin spatial interpolation method was used to map the distributions of the MFFDI at five-year intervals,which were then subjected to weighted overlay with the distance-to-river layer to generate forest fire risk maps for reconstructing the forest fire danger database.The results revealed LSTM as the most accurate in fitting and predicting the historical MFFDI,with a fitting determination coefficient(R^2)of 0.709,mean square error(MSE)of0.047,and validation R^2 and MSE of 0.508 and 0.11,respectively.Independent validation of the predicted forest fire risk maps indicated that 5 out of 7 historical forest fire events were located in forest fire-prone areas,which is higher than the results determined from the original FFDI(2 out of 7).This proves the effectiveness of the improved MFFDI and indicates a high level of reliability of the historical forest fire risk reconstruction method proposed in this study.展开更多
The explosive initiator is one kind of sensitivity products with long life and high reliability.In order to improve the storage reliability assessment,the method of storage reliability assessment for explosive initiat...The explosive initiator is one kind of sensitivity products with long life and high reliability.In order to improve the storage reliability assessment,the method of storage reliability assessment for explosive initiator was proposed based on time series model using the sensitivity test data.In the method,the up and down test was used to estimate the distribution parameters of threshold.And an approach to design the up and down test was present to draw better estimations.Furthermore,the method of shrinkage estimation was introduced to get a better estimation of scale parameter by combining the sample information with prior information.The simulation result shows that the shrinkage estimation is better than traditional estimation under certain conditions.With the distribution parameters estimations,the time series models were used to describe the changing trends of distribution parameters along with storage time.Then for a fixed storage time,the distribution parameters were predicted based on the models.Finally,the confidence interval of storage reliability was obtained by fiducial inference.The illustrative example shows that the method is available for storage reliability assessment of the explosive initiator with high reliability.展开更多
Industrial production series are volatile and often cyclical. Time series models can be used toestablish certain stylized facts, such as trends and cycles, which may be present in these series. Incertain situations, i...Industrial production series are volatile and often cyclical. Time series models can be used toestablish certain stylized facts, such as trends and cycles, which may be present in these series. Incertain situations, it is also possible that common factors, which may have an interesting interpretation,can be detected in production series. Series from two neighboring countries with close economicrelationships, such as Germany and Austria, are especially likely to exhibit such joint stylized facts.展开更多
基金Supported by the Youth Project of Shaanxi University of Chinese Medicine(2015QN05)
文摘Objective To construct a model of Seasonal Autoregressive Integrated Moving Average （SARIMA） for forecasting the epidemic of Japanese encephalitis （JE） in Xianyang, Shaanxi, China, and provide valuable reference information for JE control and prevention. Methods Theoretically epidemiologic study was employed in the research process. Monthly incidence data on JE for the period from Jan 2005 to Sep 2014 were obtained from a passive surveillance system at the Center for Diseases Prevention and Control in Xianyang, Shaanxi province. An optimal SARIMA model was developed for JE incidence from 2005 to 2013 with the Box and Jenkins approach. This SARIMA model could predict JE incidence for the year 2014 and 2015. Results SARIMA （1, 1, 1） （2, 1, 1）12 was considered to be the best model with the lowest Bayesian information criterion, Akaike information criterion, Mean Absolute Error values, the highest R2, and a lower Mean Absolute Percent Error. SARIMA （1, 1, 1） （2, 1, 1）12 was stationary and accurate for predicting JE incidence in Xianyang. The predicted incidence, around 0.3/100 000 from June to August in 2014 with low errors, was higher compared with the actual incidence. Therefore, SARIMA （1, 1, 1） （2, 1, 1）12 appeared to be reliable and accurate and could be applied to incidence prediction. Conclusions The proposed prediction model could provide clues to early identification of the JE incidence that is increased abnormally （≥0.4/100 000）. According to the predicted results in 2014, the JE incidence in Xianyang will decline slightly and reach its peak from June to August.The authors wish to thank the staff from the CDCs from 13 counties of Xianyang, Shaanxi province, China, for their contribution to Japanese encephalitis cases reporting.
基金Researchers would like to thank the Deanship of Scientific Research,Qassim University for funding the publication of this project.
文摘Time series forecasting plays a significant role in numerous applications,including but not limited to,industrial planning,water consumption,medical domains,exchange rates and consumer price index.The main problem is insufficient forecasting accuracy.The present study proposes a hybrid forecastingmethods to address this need.The proposed method includes three models.The first model is based on the autoregressive integrated moving average(ARIMA)statistical model;the second model is a back propagation neural network(BPNN)with adaptive slope and momentum parameters;and the thirdmodel is a hybridization between ARIMA and BPNN(ARIMA/BPNN)and artificial neural networks and ARIMA(ARIMA/ANN)to gain the benefits of linear and nonlinearmodeling.The forecasting models proposed in this study are used to predict the indices of the consumer price index(CPI),and predict the expected number of cancer patients in the Ibb Province in Yemen.Statistical standard measures used to evaluate the proposed method include(i)mean square error,(ii)mean absolute error,(iii)root mean square error,and(iv)mean absolute percentage error.Based on the computational results,the improvement rate of forecasting the CPI dataset was 5%,71%,and 4%for ARIMA/BPNN model,ARIMA/ANN model,and BPNN model respectively;while the result for cancer patients’dataset was 7%,200%,and 19%for ARIMA/BPNNmodel,ARIMA/ANN model,and BPNNmodel respectively.Therefore,it is obvious that the proposed method reduced the randomness degree,and the alterations affected the time series with data non-linearity.The ARIMA/ANN model outperformed each of its components when it was applied separately in terms of increasing the accuracy of forecasting and decreasing the overall errors of forecasting.
文摘Background:With the emergence of the COVID-19 pandemic,all existing health protocols were tested under the worst health crisis humanity has experienced since the Black Death in the 14th century.Countries in Latin America have been the epicenter of the COVID-19 pandemic,with more than 1.5 million people killed.Worldwide health measures have included quarantines,border closures,social distancing,and mask use,among others.In particular,Chile implemented total or partial quarantine measures depending on the number of infections in each region of the country.Therefore,it is necessary to study the effectiveness of these quarantines in relation to the public health measures implemented by government entities at the national level.Objective:The main objective of this study is to analyze the effectiveness of national-and region-level quarantines in Chile during the pandemic based on information published by the Chilean Ministry of Health,and answers to the following question are sought:Were quarantine measures in Chile effective during the COVID-19 pandemic?Methods:The causal effect between the rates of COVID-19 infections and the population rates in Phase 1 and Phase 2 quarantines in the period from March 2020 to March 2021 in different regions of Chile were evaluated using intervention analyses obtained through Bayesian structural time series models.In addition,the Kendall correlation coefficient obtained through the copula approach was used to evaluate the comovement between these rates.Results:In 75%of the Chilean regions under study(12 regions out of a total of 16),an effective Phase 1 quarantine,which was implemented to control and reduce the number of cases of COVID-19 infection,was observed.The main regions that experienced a decrease in cases were those located in the north and center of Chile.Regarding Phase 2,the COVID-19 pandemic was effectively managed in 31%(5 out of 16)of the regions.In the southcentral and extreme southern regions of Chile,the effectiveness of these phases was null.Conclusion:The findings indicate that in the northern and central regions of Chile,the Phase 1 quarantine application period was an effective strategy to prevent an increase in COVID-19 infections.The same observation was made with respect to Phase 2,which was effective in five regions of northern Chile;in the rest of the regions,the effectiveness of these phases was weak or null.
基金Supported by the Shandong Natural Science Foundation(ZR2013BL008)
文摘This paper combines grey model with time series model and then dynamic model for rapid and in-depth fault prediction in chemical processes. Two combination methods are proposed. In one method, historical data is introduced into the grey time series model to predict future trend of measurement values in chemical process. These predicted measurements are then used in the dynamic model to retrieve the change of fault parameters by model based diagnosis algorithm. In another method, historical data is introduced directly into the dynamic model to retrieve historical fault parameters by model based diagnosis algorithm. These parameters are then predicted by the grey time series model. The two methods are applied to a gravity tank example. The case study demonstrates that the first method is more accurate for fault prediction.
基金supported by the National Natural Science Foundation of China(61309022)
文摘Fuzzy sets theory cannot describe the neutrality degreeof data, which has largely limited the objectivity of fuzzy time seriesin uncertain data forecasting. With this regard, a multi-factor highorderintuitionistic fuzzy time series forecasting model is built. Inthe new model, a fuzzy clustering algorithm is used to get unequalintervals, and a more objective technique for ascertaining membershipand non-membership functions of the intuitionistic fuzzy setis proposed. On these bases, forecast rules based on multidimensionalintuitionistic fuzzy modus ponens inference are established.Finally, contrast experiments on the daily mean temperature ofBeijing are carried out, which show that the novel model has aclear advantage of improving the forecast accuracy.
基金Supported by the National Natural Science Foundation of China under Grant No 60972106the China Postdoctoral Science Foundation under Grant No 2014M561053+1 种基金the Humanity and Social Science Foundation of Ministry of Education of China under Grant No 15YJA630108the Hebei Province Natural Science Foundation under Grant No E2016202341
文摘The contribution of this work is twofold： （1） a multimodality prediction method of chaotic time series with the Gaussian process mixture （GPM） model is proposed, which employs a divide and conquer strategy. It automatically divides the chaotic time series into multiple modalities with different extrinsic patterns and intrinsic characteristics, and thus can more precisely fit the chaotic time series. （2） An effective sparse hard-cut expec- tation maximization （SHC-EM） learning algorithm for the GPM model is proposed to improve the prediction performance. SHO-EM replaces a large learning sample set with fewer pseudo inputs, accelerating model learning based on these pseudo inputs. Experiments on Lorenz and Chua time series demonstrate that the proposed method yields not only accurate multimodality prediction, but also the prediction confidence interval SHC-EM outperforms the traditional variational 1earning in terms of both prediction accuracy and speed. In addition, SHC-EM is more robust and insusceptible to noise than variational learning.
文摘The purpose of this paper is to examine the time series properties of Australian residential mortgage interest rates, and in doing so, establish whether or not selected home loan rates （product-level monthly home loan interest rates for CBA） exhibit the expected cyclical and seasonal variations and whether seasonality, if present, is stochastic or deterministic. In particular, due to a well established presence of cyclicality in financial markets＇ interest rates and strong correlation between financial markets＇ interest rates and home loan interest rates, the paper presumes that cyclicality is also to be found in home loan interest rates. Furthermore, the paper tests the hypothesis that home loan interest rates, for selected products, exhibit the three identified （＂Spring＂, ＂Autumn＂ and ＂The end of the Financial Year＂） season-related interest rate reductions. The paper uses a structural time series modelling approach and product-level home loan interest rates data from one of the biggest banks in Australia, Commonwealth Bank of Australia （CBA）. As expected, the results overall confirm the existence of cyclicality in home loan interest rates. With respect to the seasonality of home loan interest rate, although most of the analysed variables show the presence of statistically significant seasonal factors, the majority of the statistically significant seasonal factors observed cannot be attributed to any of the three considered seasonal effects.
文摘Researchers must understand that naively relying on the reliability of statistical software packages may result in suboptimal, biased, or erroneous results, which affects applied economic theory and the conclusions and policy recommendations drawn from it. To create confidence in a result, several software packages should be applied to the same estimation problem. This study examines the results of three software packages (EViews, R, and Stata) in the analysis of time-series econometric data. The time-series data analysis which presents the determinants of macroeconomic growth of Sri Lanka from 1978 to 2020 has been used. The study focuses on testing for stationarity, cointegration, and significant relationships among the variables. The Augmented Dickey-Fuller and Phillips Perron tests were employed in this study to test for stationarity, while the Johansen cointegration test was utilized to test for cointegration. The study employs the vector error correction model to assess the short-run and long-term dynamics of the variables in an attempt to determine the relationship between them. Finally, the Granger Causality test is employed in order to examine the linear causation between the concerned variables. The study revealed that the results produced by three software packages for the same dataset and the same lag order vary significantly. This implies that time series econometrics results are sensitive to the software that is used by the researchers while providing different policy implications even for the same dataset. The present study highlights the necessity of further analysis to investigate the impact of software packages in time series analysis of economic scenarios.
基金funded by the Helmholtz Association’s Initiative and Networking Fund through Helmholtz AI,the Helmholtz Association under the Program“Energy System Design”the German Research Foundation(DFG)as part of the Research Training Group 2153“En-ergy Status Data:Informatics Methods for its Collection,Analysis and Exploitation”+1 种基金supported by the Helmholtz Association Initiative and Networking Fund on the HAICORE@KIT partitionsupport by the KIT-Publication Fund of the Karlsruhe Institute of Technology.
文摘Time series foundation models provide a universal solution for generating forecasts to support optimization problems in energy systems.Those foundation models are typically trained in a prediction-focused manner to maximize forecast quality.In contrast,decision-focused learning directly improves the resulting value of the forecast in downstream optimization rather than merely maximizing forecasting quality.The practical integration of forecast values into forecasting models is challenging,particularly when addressing complex applications with diverse instances,such as buildings.This becomes even more complicated when instances possess specific characteristics that require instance-specific,tailored predictions to increase the forecast value.To tackle this challenge,we use decision-focused fine-tuning within time series foundation models to offer a scalable and efficient solution for decision-focused learning applied to the dispatchable feeder optimization problem.To obtain more robust predictions for scarce building data,we use Moirai as a state-of-the-art foundation model,which offers robust and generalized results with few-shot parameter-efficient fine-tuning.Comparing the decision-focused fine-tuned Moirai with a state-of-the-art classical prediction-focused fine-tuning Moirai,we observe an improvement of 9.45%in Average Daily Total Costs.
文摘This paper presents the application of autoregressive integrated moving average （ARIMA）, seasonal ARIMA （SARIMA）, and Jordan-Elman artificial neural networks （ANN） models in forecasting the monthly streamflow of the Kizil River in Xinjiang, China. Two different types of monthly streamflow data （original and deseasonalized data） were used to develop time series and Jordan-Elman ANN models using previous flow conditions as predictors. The one-month-ahead forecasting performances of all models for the testing period （1998-2005） were compared using the average monthly flow data from the Kalabeili gaging station on the Kizil River. The Jordan-Elman ANN models, using previous flow conditions as inputs, resulted in no significant improvement over time series models in one-month-ahead forecasting. The results suggest that the simple time series models （ARIMA and SARIMA） can be used in one-month-ahead streamflow forecasting at the study site with a simple and explicit model structure and a model performance similar to the Jordan-Elman ANN models.
文摘In the context of the energy and climate crises,it is crucial for organizations to utilize advanced methods to reduce energy consumption and energy costs.This study explores the application of deep learning models for predicting energy demands in retail stores,which can enhance market efficiency and contribute to grid stability.We analyze a detailed electricity consumption dataset from a hypermarket in Hungary,focusing on 48-hour forecasts at 15-minute intervals.Our methodology includes the implementation of classical models such as ARIMA and linear regression,as well as state-of-the-art deep learning models like TiDE and foundational models such as Lag-Llama in a“zero shot prediction”as well as a“finetuning”scenario.
基金supported by the MME-DII center of excellence(ANR-11-LABEX-0023-01)the ANR BREAKRISK:ANR-17-CE26-0001-01+1 种基金the CY Initiative of Excellence(grant“Investissements d’Avenir”ANR-16-IDEX-0008)Project“EcoDep”PSI-AAP2020-0000000013.
文摘In this article,we study a robust estimation method for a general class of integervalued time series models.The conditional distribution of the process belongs to a broad class of distributions and unlike the classical autoregressive framework,the conditional mean of the process also depends on some exogenous covariates.We derive a robust inference procedure based on the minimum density power divergence.Under certain regularity conditions,we establish that the proposed estimator is consistent and asymptotically normal.In the case where the conditional distribution belongs to the exponential family,we provide sufficient conditions for the existence of a stationary and ergodicτ-weakly dependent solution.Simulation experiments are conducted to illustrate the empirical performances of the estimator.An application to the number of transactions per minute for the stock Ericsson B is also provided.
文摘This is a very attractive article. It combines fascinating new methodology with a most interesting dataset, and a highly motivating presentation. However, despite the many
文摘The authors are to be congratulated for an innovative paper in terms of both modelling methodology and subject matter significance. The analysis of short time series is known to be
文摘National essential medicine policy （NEMP） is an important part of new health care reform and core content of national drug policy. We chose Hebei province as a case to study, utilized standard methods from WHO/HAl and built interrupted time series （ITS） model to qualitatively and quantitatively evaluate the effects of NEMP in Hebei province from the utilization of essential medicines. Shortly after implementing EMP, the purchasing and utilization rate of essential medicines significantly increased, but no further continuous effects. In order to perfect the essential medicine policy, training of rational drug utilization should be strengthened, hierarchical essential medicine list and dynamic monitoring on the effect of NEMP are necessary.
基金the following grants:The National Key R&D Program of China(2019YFA0606600)the Natural Science Foundation of China(31971577)the Priority Academic Program Development of Jiangsu Higher Education Institutions(PAPD)。
文摘Historical forest fire risk databases are vital for evaluating the effectiveness of past forest management approaches,enhancing forest fire warnings and emergency response capabilities,and accurately budgeting potential carbon emissions resulting from fires.However,due to the unavailability of spatial information technology,such databases are extremely difficult to build reliably and completely in the non-satellite era.This study presented an improved forest fire risk reconstruction framework that integrates a deep learning-based time series prediction model and spatial interpolation to address the challenge in Sichuan Province,southwestern China.First,the forest fire danger index(FFDI)was improved by supplementing slope and aspect information.We compared the performances of three time series models,namely,the autoregressive integrated moving average(ARIMA),Prophet and long short-term memory(LSTM)in predicting the modified forest fire danger index(MFFDI).The bestperforming model was used to retrace the MFFDI of individual stations from 1941 to 1970.Following this,the Anusplin spatial interpolation method was used to map the distributions of the MFFDI at five-year intervals,which were then subjected to weighted overlay with the distance-to-river layer to generate forest fire risk maps for reconstructing the forest fire danger database.The results revealed LSTM as the most accurate in fitting and predicting the historical MFFDI,with a fitting determination coefficient(R^2)of 0.709,mean square error(MSE)of0.047,and validation R^2 and MSE of 0.508 and 0.11,respectively.Independent validation of the predicted forest fire risk maps indicated that 5 out of 7 historical forest fire events were located in forest fire-prone areas,which is higher than the results determined from the original FFDI(2 out of 7).This proves the effectiveness of the improved MFFDI and indicates a high level of reliability of the historical forest fire risk reconstruction method proposed in this study.
文摘The explosive initiator is one kind of sensitivity products with long life and high reliability.In order to improve the storage reliability assessment,the method of storage reliability assessment for explosive initiator was proposed based on time series model using the sensitivity test data.In the method,the up and down test was used to estimate the distribution parameters of threshold.And an approach to design the up and down test was present to draw better estimations.Furthermore,the method of shrinkage estimation was introduced to get a better estimation of scale parameter by combining the sample information with prior information.The simulation result shows that the shrinkage estimation is better than traditional estimation under certain conditions.With the distribution parameters estimations,the time series models were used to describe the changing trends of distribution parameters along with storage time.Then for a fixed storage time,the distribution parameters were predicted based on the models.Finally,the confidence interval of storage reliability was obtained by fiducial inference.The illustrative example shows that the method is available for storage reliability assessment of the explosive initiator with high reliability.
文摘Industrial production series are volatile and often cyclical. Time series models can be used toestablish certain stylized facts, such as trends and cycles, which may be present in these series. Incertain situations, it is also possible that common factors, which may have an interesting interpretation,can be detected in production series. Series from two neighboring countries with close economicrelationships, such as Germany and Austria, are especially likely to exhibit such joint stylized facts.
