Aero-Engine Lubricating Oil Metal Content Prediction Using Non-stationary Time Series ARIMA Model

Author(s):  
Yanming Yang ◽  
Wanchun Gao ◽  
Chaoran Guo
Author(s):  
C. Li ◽  
H. Peng ◽  
L. K. Huang ◽  
L. L. Liu ◽  
S. F. Xie

Abstract. According to the empirical orthogonal function (EOF), the non-stationary time series data are decomposed into time function and space function, so this mathematical method can simplify the non-stationary time series and eliminate redundant information, thus it performs well in non-stationary time series analysis. The ionospheric Vertical Total Electron Content (VTEC) is a non-stationary time series, which has non-stationary and seasonal variation and the activity of VTEC is more active in low latitudes. Guangxi is located in the middle and low latitudes of the Northern Hemisphere with abundant sunshine in summer and autumn. The energy released by solar radiation makes the ionospheric activity in this region more complex than that in the high latitudes. However, no expert or scholar has used EOF analysis method to conduct a comprehensive study of the low latitudes. The International GNSS Service (IGS) provided by high precision Global Ionospheric Maps (GIM) center in Guangxi are used in the modeling data, the GIM data of the first 10 days of different seasons are decomposed by EOF, and then the time function is predicted by ARIMA model. VTEC values for the next five days are obtained through reconstruction, and relative accuracy and standard deviation are used as accuracy evaluation criteria. The results of EOF-ARIMA model are compared with those of ARIMA model, and the prediction accuracy of EOF-ARIMA model at the equatorial anomaly is analyzed in order to explore the reliability of the model in the more complex region of ionospheric activity. The results show that the average relative precision of EOF-ARIMA model is 84.0, the average standard deviation is 7.45TECu, the average relative precision of ARIMA model is 81.5, the average standard deviation is 8.29TECu, and the precision of EOF-ARIMA model is higher than that of ARIMA model.; There is no significant seasonal difference in the prediction accuracy of EOF-ARIMA model, and the prediction accuracy of ARIMA model in autumn is lower than that of other seasons, which indicates that the prediction results of EOF-ARIMA model are more reliable; The prediction accuracy of the EOF-ARIMA model at the equatorial anomaly is not affected, and it is consistent with the accuracy of the high latitude area in Guangxi. It is shown that the EOF-ARIMA model has high accuracy and stability in the short-term ionospheric prediction in Guangxi at low latitudes of China, and provides a new and reliable method for ionospheric prediction at low latitudes.


2017 ◽  
Vol 14 (4) ◽  
pp. 524 ◽  
Author(s):  
Djawoto Djawoto

Auto Regression Integrated Moving Average (ARIMA) or the combination model of Auto Regression with moving average, is a linier model which is able to represent the stationary time series or non stationary time series. The purpose of this research is to forecast the inflation rate in November 2010 with the Consumer Price Index (CPI) by using ARIMA. The inflation indicator is very important to anticipate in making the Government’s policy and decision as well as for the citizen is for the information to determine what to do in related with savings and investment. By looking at the existing criteria, it is determined that the best model is ARIMA (1,1,0) or AR (1). Model ARIMA (1,1,0), the coefficient value AR (1) is significant,which has the most minimum value of Akaike Info Criterion (AIC) and Schwars Criterion (SC) compare toARIMA (0,1,1) or MA (1) and ARIMA (1,1,1) or AR (1) MA (1). In summarize, the ARIMA model used to forecast the valueof IHK is ARIMA (1,1,0).


2018 ◽  
Vol 14 (4) ◽  
pp. 524-538
Author(s):  
Djawoto Djawoto

Auto Regression Integrated Moving Average (ARIMA) or the combination model of Auto Regression with moving average, is a linier model which is able to represent the stationary time series or non stationary time series. The purpose of this research is to forecast the inflation rate in November 2010 with the Consumer Price Index (CPI) by using ARIMA. The inflation indicator is very important to anticipate in making the Government’s policy and decision as well as for the citizen is for the information to determine what to do in related with savings and investment. By looking at the existing criteria, it is determined that the best model is ARIMA (1,1,0) or AR (1). Model ARIMA (1,1,0), the coefficient value AR (1) is significant,which has the most minimum value of Akaike Info Criterion (AIC) and Schwars Criterion (SC) compare toARIMA (0,1,1) or MA (1) and ARIMA (1,1,1) or AR (1) MA (1). In summarize, the ARIMA model used to forecast the valueof IHK is ARIMA (1,1,0).


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