Using Fuzzy-ARFIMA Models to Predict Births in Basra Governorate

Abstract. Barrier island transgression is influenced by the alongshore variation in beach and dune morphology, which determines the amount of sediment moved landward through wash-over. While several studies have demonstrated how variations in dune morphology affect island response to storms, the reasons for that variation and the implications for island management remain unclear. This paper builds on previous research by demonstrating that paleo-channels in the irregular framework geology can have a directional influence on alongshore beach and dune morphology. The influence of relict paleo-channels on beach and dune morphology on Padre Island National Seashore, Texas, was quantified by isolating the long-range dependence (LRD) parameter in autoregressive fractionally integrated moving average (ARFIMA) models, originally developed for stock market economic forecasting. ARFIMA models were fit across ∼250 unique spatial scales and a moving window approach was used to examine how LRD varied with computational scale and location along the island. The resulting LRD matrices were plotted by latitude to place the results in the context of previously identified variations in the framework geology. Results indicate that the LRD is not constant alongshore for all surface morphometrics. Many flares in the LRD plots correlate to relict infilled paleo-channels, indicating that the framework geology has a significant influence on the morphology of Padre Island National Seashore (PAIS). Barrier island surface morphology LRD is strongest at large paleo-channels and decreases to the north. The spatial patterns in LRD surface morphometrics and framework geology variations demonstrate that the influence of paleo-channels can be asymmetric (i.e., affecting beach–dune morphology preferentially in one direction alongshore) where the alongshore sediment transport gradient was unidirectional during island development. The asymmetric influence of framework geology on coastal morphology has long-term implications for coastal management activities because it dictates the long-term behavior of a barrier island. Coastal management projects should first seek to assess the framework geology and understand how it influences coastal processes in order to more effectively balance long-term natural variability with short-term societal pressure.

Download Full-text

ARFIMA Models and the Fractional Brownian Motion

Time Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119132165.ch12 ◽

2017 ◽

pp. 567-627

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Arfima Models

Download Full-text

Long-range dependence in coastal framework geology: Asymmetries and implications for barrier island resiliency

10.5194/esurf-2018-41 ◽

2018 ◽

Cited By ~ 1

Author(s):

Phillipe Wernette ◽

Chris Houser ◽

Bradley Weymer ◽

Mark Everett ◽

Michael Bishop ◽

...

Keyword(s):

Long Range ◽

Coastal Management ◽

Moving Average ◽

Barrier Island ◽

Long Range Dependence ◽

The North ◽

Arfima Models ◽

Societal Pressure ◽

Dune Morphology

Abstract. Barrier island transgression is influenced by the alongshore variation in beach and dune morphology, which determines the amount of sediment moved landward through washover. While several studies have demonstrated how variations in dune morphology affect island response to storms, the reasons for that variation and the implications for island management remain unclear. This paper builds on previous research by demonstrating that the framework geology can influence beach and dune morphology asymmetrically alongshore. The influence of relict paleo-channels on beach and dune morphology on Padre Island National Seashore, Texas was quantified by isolating the long-range dependence (LRD) parameter in autoregressive fractionally-integrated moving average (ARFIMA) models. ARFIMA models were fit across all scales and a moving window approach was used to examine how LRD varied with computational scale and location along the island. The resulting LRD matrices were plotted by latitude to place the results in context of previously identified variations in the framework geology. Results indicate that the LRD is not constant alongshore for all surface morphometrics. Many flares in the LRD plots correlate to relict infilled paleo-channels in the framework geology, indicating that the framework geology has a significant influence on the morphology of PAIS. Barrier island surface morphology LRD is strongest at large paleo-channels and decreases to the north. The spatial patterns in LRD surface morphometrics and framework geology variations demonstrate that the influence of paleo-channels in the framework geology can be asymmetric where the alongshore sediment transport gradient was unidirectional during island development. The asymmetric influence of framework geology on coastal morphology has long-term implications for coastal management activities because it dictates the long-term behavior of a barrier island. Coastal management projects should first seek to understand how the framework geology influences coastal processes in order to more effectively balance long-term natural variability with short-term societal pressure.

Download Full-text

The Comparison between ARIMA and ARFIMA Model to Forecast Kijang Emas (Gold) Prices in Malaysia using MAE, RMSE and MAPE

Journal of Computing Research and Innovation ◽

10.24191/jcrinn.v6i3.225 ◽

2021 ◽

Vol 6 (3) ◽

pp. 22-33

Author(s):

Atiqa Nur Azza Mahmad Azan ◽

Nur Faizatul Auni Mohd Zulkifly Mototo ◽

Pauline Jin Wee Mah

Keyword(s):

Time Series ◽

Arima Model ◽

Time Series Models ◽

Monthly Average ◽

Arfima Models ◽

Gold Market ◽

Univariate Time Series ◽

The World ◽

Arfima Model ◽

Best Fit

Gold is known as the most valuable commodity in the world because it is a universal currency recognized by every single bank across the globe. Thus, many people were interested in investing gold since gold market was always steadier compared to other investment (Khamis and Awang, 2020). However, the credibility of gold was questionable due to the changes in gold prices caused by a variety of circumstances (Henriksen, 2018). Hence, information on the inflation of gold prices were needed to understand the trend in order to plan for the future in accordance with international gold price standards. The aim of this study was to identify the trend of Kijang Emas monthly average prices in Malaysia from the year 2010 to 2021, to determine the best fit time series model for Kijang Emas prices in Malaysia and using univariate time series models to forecast Kijang Emas prices in Malaysia. The ARIMA and ARFIMA models were used in this study to model and forecast the prices of gold (Kijang Emas) in Malaysia. Each of the actual monthly Kijang Emas prices for 2021 were found to be within the 95% predicted intervals for both the ARIMA and ARFIMA models. The performances for each model were checked by considering the values of MAE, RMSE and MAPE. From the findings, all the MAE, RMSE and MAPE values showed that the ARFIMA model emerged as the better model in forecasting the Kijang Emas prices in Malaysia compared to the ARIMA model.

Download Full-text