Online Forecasting of Synchronous Time Series Based on Evolving Linear Models

2020 ◽  
Vol 50 (5) ◽  
pp. 1865-1876 ◽  
Author(s):  
Sina Jahandari ◽  
Ahmad Kalhor ◽  
Babak Nadjar Araabi
Keyword(s):  
Time Series ◽  
Linear Models ◽  
Evolving Linear Models ◽  
Synchronous Time

Analysis and prediction of groundwater level time series with Autoregressive Linear Models

2016 ◽  
Vol 39 ◽  
pp. 109-112
Author(s):  
Mirko Ginocchi ◽  
Giovanni Franco Crosta ◽  
Marco Rotiroti ◽  
Tullia Bonomi
Keyword(s):  
Time Series ◽  
Groundwater Level ◽  
Linear Models

scholarly journals Predicting Stock Market Index Using Hybrid Intelligence Model

2018 ◽  
Vol 7 (3.15) ◽  
pp. 36 ◽  
Author(s):  
Sarah Nadirah Mohd Johari ◽  
Fairuz Husna Muhamad Farid ◽  
Nur Afifah Enara Binti Nasrudin ◽  
Nur Sarah Liyana Bistamam ◽  
Nur Syamira Syamimi Muhammad Shuhaili
Keyword(s):  
Time Series ◽  
Stock Prices ◽  
Linear Models ◽  
Forecast Error ◽  
Arima Model ◽  
Real Data ◽  
Stock Index ◽  
Support Vector ◽  
Ann Model ◽  
Stock Market Index

Predicting financial market changes is an important issue in time series analysis, receiving an increasing attention due to financial crisis. Autoregressive integrated moving average (ARIMA) model has been one of the most widely used linear models in time series forecasting but ARIMA model cannot capture nonlinear patterns easily. Generalized autoregressive conditional heteroscedasticity (GARCH) model applied understanding of volatility depending to the estimation of previous forecast error and current volatility, improving ARIMA model. Support vector machine (SVM) and artificial neural network (ANN) have been successfully applied in solving nonlinear regression estimation problems. This study proposes hybrid methodology that exploits unique strength of GARCH + SVM model, and GARCH + ANN model in forecasting stock index. Real data sets of stock prices FTSE Bursa Malaysia KLCI were used to examine the forecasting accuracy of the proposed model. The results shows that the proposed hybrid model achieves best forecasting compared to other model.  

On Bayesian model selection for INGARCH models viatrans-dimensional Markov chain Monte Carlo methods

2021 ◽  
pp. 1471082X2110347
Author(s):  
Panagiota Tsamtsakiri ◽  
Dimitris Karlis
Keyword(s):  
Time Series ◽  
Model Selection ◽  
Bayesian Model ◽  
Linear Models ◽  
Simulation Experiment ◽  
Mean Values ◽  
The Past ◽  
Competing Models ◽  
Selection For ◽  
Log Linear

There is an increasing interest in models for discrete valued time series. Among them, the integer autoregressive conditional heteroscedastic (INGARCH) is a model that has found several applications. In the present article, we study the problem of model selection for this family of models. Namely we consider that an observation conditional on the past follows a Poisson distribution where its mean depends on its past mean values and on past observations. We consider both linear and log-linear models. Our purpose is to select the most appropriate order of such models, using a trans-dimensional Bayesian approach that allows jumps between competing models. A small simulation experiment supports the usage of the method. We apply the methodology to real datasets to illustrate the potential of the approach.

Load Forecasting using Time Series Techniques

2021 ◽  
pp. 11343-11357
Author(s):  
Shahida Khatoon, Ibraheem, Priti, Mohammad Shahid
Keyword(s):  
Time Series ◽  
Linear Models ◽  
Linear Trend ◽  
Moving Average ◽  
Load Forecasting ◽  
Electric Load ◽  
Time Data ◽  
Efficient Operation ◽  
Use Of Time ◽  
Distribution Company

Load Forecasting is of great significance for effective and efficient operation of power system. Use of time series is of much importance in load forecasting. In this study, effectiveness of different time series techniques is identified to gathered valuable information. The objective is to predict electric load efficiently and effectively. This paper analyses the prediction accuracy of variety of time series method in modeling Electric load forecasts. The study examines the time series forecasting methods applied to estimate future electric load, specifically, Moving Average (MA), Linear Trend, the Exponential and Parabolic Trend. A comparison of different forecasting techniques of Time Series is demonstrated on real time data. The data utilized for forecast is made available through a distribution company of India. The traditional linear models and hybrid models along with ANN are developed. These models are appraised for the forecasting capability.

scholarly journals Spatial Variability and Detection Levels for Chlorophyll-a Estimates in High Latitude Lakes Using Landsat Imagery

2020 ◽  
Vol 12 (18) ◽  
pp. 2898
Author(s):  
Filipe Lisboa ◽  
Vanda Brotas ◽  
Filipe Duarte Santos ◽  
Sakari Kuikka ◽  
Laura Kaikkonen ◽  
...  
Keyword(s):  
Time Series ◽  
Chlorophyll A ◽  
Spatial Resolution ◽  
High Latitude ◽  
Trophic State ◽  
Linear Models ◽  
P Value ◽  
Spatial And Temporal Variability ◽  
Eutrophic Lakes ◽  
Long Time

Monitoring lakes in high-latitude areas can provide a better understanding of freshwater systems sensitivity and accrete knowledge on climate change impacts. Phytoplankton are sensitive to various conditions: warmer temperatures, earlier ice-melt and changing nutrient sources. While satellite imagery can monitor phytoplankton biomass using chlorophyll a (Chl) as a proxy over large areas, detection of Chl in small lakes is hindered by the low spatial resolution of conventional ocean color satellites. The short time-series of the newest generation of space-borne sensors (e.g., Sentinel-2) is a bottleneck for assessing long-term trends. Although previous studies have evaluated the use of high-resolution sensors for assessing lakes’ Chl, it is still unclear how the spatial and temporal variability of Chl concentration affect the performance of satellite estimates. We discuss the suitability of Landsat (LT) 30 m resolution imagery to assess lakes’ Chl concentrations under varying trophic conditions, across extensive high-latitude areas in Finland. We use in situ data obtained from field campaigns in 19 lakes and generate remote sensing estimates of Chl, taking advantage of the long-time span of the LT-5 and LT-7 archives, from 1984 to 2017. Our results show that linear models based on LT data can explain approximately 50% of the Chl interannual variability. However, we demonstrate that the accuracy of the estimates is dependent on the lake’s trophic state, with models performing in average twice as better in lakes with higher Chl concentration (>20 µg/L) in comparison with less eutrophic lakes. Finally, we demonstrate that linear models based on LT data can achieve high accuracy (R2 = 0.9; p-value < 0.05) in determining lakes’ mean Chl concentration, allowing the mapping of the trophic state of lakes across large regions. Given the long time-series and high spatial resolution, LT-based estimates of Chl provide a tool for assessing the impacts of environmental change.

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