Forecasting waved daily COVID-19 death count series with a novel combination of segmented Poisson model and ARIMA models

Author(s):  
Xiaolei Zhang ◽  
Renjun Ma
2021 ◽  
Author(s):  
Siti Rohmah Rohimah ◽  
Qorry Meidianingsih ◽  
Nabilah Ninda Nur Azizah ◽  
Ahmad Syauqy Baihaqy

Author(s):  
Kavita Sardana ◽  
John C. Bergstrom ◽  
J. M. Bowker

Abstract We estimate a travel cost model for the George Washington & Jefferson National Forests using an On-Site Latent Class Poisson Model. We show that the constraints of ad-hoc truncation and homogenous preferences significantly impact consumer surplus estimates derived from the on-site travel cost model. By relaxing the constraints, we show that more than one class of visitors with unique preferences exists in the population. The resulting demand functions, price responsive behaviors, and consumer surplus estimates reflect differences across these classes of visitors. With heterogeneous preferences, a group of ‘local residents’ exists with a probability of 8% and, on average take 113 visits.


Mathematics ◽  
2021 ◽  
Vol 9 (10) ◽  
pp. 1122
Author(s):  
Oksana Mandrikova ◽  
Nadezhda Fetisova ◽  
Yuriy Polozov

A hybrid model for the time series of complex structure (HMTS) was proposed. It is based on the combination of function expansions in a wavelet series with ARIMA models. HMTS has regular and anomalous components. The time series components, obtained after expansion, have a simpler structure that makes it possible to identify the ARIMA model if the components are stationary. This allows us to obtain a more accurate ARIMA model for a time series of complicated structure and to extend the area for application. To identify the HMTS anomalous component, threshold functions are applied. This paper describes a technique to identify HMTS and proposes operations to detect anomalies. With the example of an ionospheric parameter time series, we show the HMTS efficiency, describe the results and their application in detecting ionospheric anomalies. The HMTS was compared with the nonlinear autoregression neural network NARX, which confirmed HMTS efficiency.


Forecasting ◽  
2021 ◽  
Vol 3 (1) ◽  
pp. 39-55
Author(s):  
Rodgers Makwinja ◽  
Seyoum Mengistou ◽  
Emmanuel Kaunda ◽  
Tena Alemiew ◽  
Titus Bandulo Phiri ◽  
...  

Forecasting, using time series data, has become the most relevant and effective tool for fisheries stock assessment. Autoregressive integrated moving average (ARIMA) modeling has been commonly used to predict the general trend for fish landings with increased reliability and precision. In this paper, ARIMA models were applied to predict Lake Malombe annual fish landings and catch per unit effort (CPUE). The annual fish landings and CPUE trends were first observed and both were non-stationary. The first-order differencing was applied to transform the non-stationary data into stationary. Autocorrelation functions (AC), partial autocorrelation function (PAC), Akaike information criterion (AIC), Bayesian information criterion (BIC), square root of the mean square error (RMSE), the mean absolute error (MAE), percentage standard error of prediction (SEP), average relative variance (ARV), Gaussian maximum likelihood estimation (GMLE) algorithm, efficiency coefficient (E2), coefficient of determination (R2), and persistent index (PI) were estimated, which led to the identification and construction of ARIMA models, suitable in explaining the time series and forecasting. According to the measures of forecasting accuracy, the best forecasting models for fish landings and CPUE were ARIMA (0,1,1) and ARIMA (0,1,0). These models had the lowest values AIC, BIC, RMSE, MAE, SEP, ARV. The models further displayed the highest values of GMLE, PI, R2, and E2. The “auto. arima ()” command in R version 3.6.3 further displayed ARIMA (0,1,1) and ARIMA (0,1,0) as the best. The selected models satisfactorily forecasted the fish landings of 2725.243 metric tons and CPUE of 0.097 kg/h by 2024.


Mathematics ◽  
2021 ◽  
Vol 9 (3) ◽  
pp. 282
Author(s):  
Mabel Morales-Otero ◽  
Vicente Núñez-Antón

In this paper, we review overdispersed Bayesian generalized spatial conditional count data models. Their usefulness is illustrated with their application to infant mortality rates from Colombian regions and by comparing them with the widely used Besag–York–Mollié (BYM) models. These overdispersed models assume that excess of dispersion in the data may be partially caused from the possible spatial dependence existing among the different spatial units. Thus, specific regression structures are then proposed both for the conditional mean and for the dispersion parameter in the models, including covariates, as well as an assumed spatial neighborhood structure. We focus on the case of response variables following a Poisson distribution, specifically concentrating on the spatial generalized conditional normal overdispersion Poisson model. Models were fitted by making use of the Markov Chain Monte Carlo (MCMC) and Integrated Nested Laplace Approximation (INLA) algorithms in the specific context of Bayesian estimation methods.


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