Firstly,based on the data of air quality and the meteorological data in Baoding City from 2017 to 2021,the correlations of meteorological elements and pollutants with O_(3)concentration were explored to determine the ...Firstly,based on the data of air quality and the meteorological data in Baoding City from 2017 to 2021,the correlations of meteorological elements and pollutants with O_(3)concentration were explored to determine the forecast factors of forecast models.Secondly,the O_(3)-8h concentration in Baoding City in 2021 was predicted based on the constructed models of multiple linear regression(MLR),backward propagation neural network(BPNN),and auto regressive integrated moving average(ARIMA),and the predicted values were compared with the observed values to test their prediction effects.The results show that overall,the MLR,BPNN and ARIMA models were able to forecast the changing trend of O_(3)-8h concentration in Baoding in 2021,but the BPNN model gave better forecast results than the ARIMA and MLR models,especially for the prediction of the high values of O_(3)-8h concentration,and the correlation coefficients between the predicted values and the observed values were all higher than 0.9 during June-September.The mean error(ME),mean absolute error(MAE),and root mean square error(RMSE)of the predicted values and the observed values of daily O_(3)-8h concentration based on the BPNN model were 0.45,19.11 and 24.41μg/m 3,respectively,which were significantly better than those of the MLR and ARIMA models.The prediction effects of the MLR,BPNN and ARIMA models were the best at the pollution level,followed by the excellent level,and it was the worst at the good level.In comparison,the prediction effect of BPNN model was better than that of the MLR and ARIMA models as a whole,especially for the pollution and excellent levels.The TS scores of the BPNN model were all above 66%,and the PC values were above 86%.The BPNN model can forecast the changing trend of O_(3)concentration more accurately,and has a good practical application value,but at the same time,the predicted high values of O_(3)concentration should be appropriately increased according to error characteristics of the model.展开更多
The primary objective of the paper is to forecast the beta values of companies listed on Sensex,Bombay Stock Exchange(BSE).The BSE Sensex constitutes 30 top most companies listed which are popularly known as blue-chip...The primary objective of the paper is to forecast the beta values of companies listed on Sensex,Bombay Stock Exchange(BSE).The BSE Sensex constitutes 30 top most companies listed which are popularly known as blue-chip companies.To reach out the predefined objectives of the research,Auto Regressive Integrated Moving Average method is used to forecast the future risk and returns for 10 years of historical data from April 2007 to March 2017.Validation accomplished by comparison of forecasted and actual beta values for the hold back period of 2 years.Root-Mean-Square-Error and Mean-Absolute-Error both are used for accuracy measurement.The results revealed that out of 30 listed companies in the BSE Sensex,10 companies’exhibits high beta values,12 companies are with moderate and 8 companies are with low beta values.Further,it is to note that Housing Development Finance Corporation(HDFC)exhibits more inconsistency in terms of beta values though the average beta value is lowest among the companies under the study.A mixed trend is found in forecasted beta values of the BSE Sensex.In this analysis,all the p-values are less than the F-stat values except the case of Tata Steel and Wipro.Therefore,the null hypotheses were rejected leaving Tata Steel and Wipro.The values of actual and forecasted values are showing the almost same results with low error percentage.Therefore,it is concluded from the study that the estimation ARIMA could be acceptable,and forecasted beta values are accurate.So far,there are many studies on ARIMA model to forecast the returns of the stocks based on their historical data.But,hardly there are very few studies which attempt to forecast the returns on the basis of their beta values.Certainly,the attempt so made is a novel approach which has linked risk directly with return.On the basis of the present study,authors try to through light on investment decisions by linking it with beta values of respective stocks.Further,the outcomes of the present study undoubtedly useful to academicians,researchers,and policy makers in their respective area of studies.展开更多
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 mod...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.展开更多
The auto industry, in cooperation over the past 23 years, is embracing new changes. Various new forms are finding use there which used to be dominated by introduced technology, brand name or funds.
In the mobile edge computing environments,Quality of Service(QoS)prediction plays a crucial role in web service recommendation.Because of distinct features of mobile edge computing,i.e.,the mobility of users and incom...In the mobile edge computing environments,Quality of Service(QoS)prediction plays a crucial role in web service recommendation.Because of distinct features of mobile edge computing,i.e.,the mobility of users and incomplete historical QoS data,traditional QoS prediction approaches may obtain less accurate results in the mobile edge computing environments.In this paper,we treat the historical QoS values at different time slots as a temporal sequence of QoS matrices.By incorporating the compressed matrices extracted from QoS matrices through truncated Singular Value Decomposition(SVD)with the classical ARIMA model,we extend the ARIMA model to predict multiple QoS values simultaneously and efficiently.Experimental results show that our proposed approach outperforms the other state-of-the-art approaches in accuracy and efficiency.展开更多
基金the Project of the Key Open Laboratory of Atmospheric Detection,China Meteorological Administration(2023KLAS02M)the Second Batch of Science and Technology Project of China Meteorological Administration("Jiebangguashuai"):the Research and Development of Short-term and Near-term Warning Products for Severe Convective Weather in Beijing-Tianjin-Hebei Region(CMAJBGS202307).
文摘Firstly,based on the data of air quality and the meteorological data in Baoding City from 2017 to 2021,the correlations of meteorological elements and pollutants with O_(3)concentration were explored to determine the forecast factors of forecast models.Secondly,the O_(3)-8h concentration in Baoding City in 2021 was predicted based on the constructed models of multiple linear regression(MLR),backward propagation neural network(BPNN),and auto regressive integrated moving average(ARIMA),and the predicted values were compared with the observed values to test their prediction effects.The results show that overall,the MLR,BPNN and ARIMA models were able to forecast the changing trend of O_(3)-8h concentration in Baoding in 2021,but the BPNN model gave better forecast results than the ARIMA and MLR models,especially for the prediction of the high values of O_(3)-8h concentration,and the correlation coefficients between the predicted values and the observed values were all higher than 0.9 during June-September.The mean error(ME),mean absolute error(MAE),and root mean square error(RMSE)of the predicted values and the observed values of daily O_(3)-8h concentration based on the BPNN model were 0.45,19.11 and 24.41μg/m 3,respectively,which were significantly better than those of the MLR and ARIMA models.The prediction effects of the MLR,BPNN and ARIMA models were the best at the pollution level,followed by the excellent level,and it was the worst at the good level.In comparison,the prediction effect of BPNN model was better than that of the MLR and ARIMA models as a whole,especially for the pollution and excellent levels.The TS scores of the BPNN model were all above 66%,and the PC values were above 86%.The BPNN model can forecast the changing trend of O_(3)concentration more accurately,and has a good practical application value,but at the same time,the predicted high values of O_(3)concentration should be appropriately increased according to error characteristics of the model.
文摘The primary objective of the paper is to forecast the beta values of companies listed on Sensex,Bombay Stock Exchange(BSE).The BSE Sensex constitutes 30 top most companies listed which are popularly known as blue-chip companies.To reach out the predefined objectives of the research,Auto Regressive Integrated Moving Average method is used to forecast the future risk and returns for 10 years of historical data from April 2007 to March 2017.Validation accomplished by comparison of forecasted and actual beta values for the hold back period of 2 years.Root-Mean-Square-Error and Mean-Absolute-Error both are used for accuracy measurement.The results revealed that out of 30 listed companies in the BSE Sensex,10 companies’exhibits high beta values,12 companies are with moderate and 8 companies are with low beta values.Further,it is to note that Housing Development Finance Corporation(HDFC)exhibits more inconsistency in terms of beta values though the average beta value is lowest among the companies under the study.A mixed trend is found in forecasted beta values of the BSE Sensex.In this analysis,all the p-values are less than the F-stat values except the case of Tata Steel and Wipro.Therefore,the null hypotheses were rejected leaving Tata Steel and Wipro.The values of actual and forecasted values are showing the almost same results with low error percentage.Therefore,it is concluded from the study that the estimation ARIMA could be acceptable,and forecasted beta values are accurate.So far,there are many studies on ARIMA model to forecast the returns of the stocks based on their historical data.But,hardly there are very few studies which attempt to forecast the returns on the basis of their beta values.Certainly,the attempt so made is a novel approach which has linked risk directly with return.On the basis of the present study,authors try to through light on investment decisions by linking it with beta values of respective stocks.Further,the outcomes of the present study undoubtedly useful to academicians,researchers,and policy makers in their respective area of studies.
文摘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.
文摘The auto industry, in cooperation over the past 23 years, is embracing new changes. Various new forms are finding use there which used to be dominated by introduced technology, brand name or funds.
文摘In the mobile edge computing environments,Quality of Service(QoS)prediction plays a crucial role in web service recommendation.Because of distinct features of mobile edge computing,i.e.,the mobility of users and incomplete historical QoS data,traditional QoS prediction approaches may obtain less accurate results in the mobile edge computing environments.In this paper,we treat the historical QoS values at different time slots as a temporal sequence of QoS matrices.By incorporating the compressed matrices extracted from QoS matrices through truncated Singular Value Decomposition(SVD)with the classical ARIMA model,we extend the ARIMA model to predict multiple QoS values simultaneously and efficiently.Experimental results show that our proposed approach outperforms the other state-of-the-art approaches in accuracy and efficiency.
