Monitoring abrupt changes in satellite time series by seasonal confidence interval of regression residuals

Author(s):  
Zeng-Guang Zhou ◽  
Chang-Miao Hu ◽  
Ping Tang ◽  
Zheng Zhang

Near real-time monitoring of abrupt changes in satellite time series is important for timely warning of land covers changes. Regression model-based method has been frequently used to detect abrupt change (outlier or anomaly) in time series data. Abrupt change is often determined by residuals test after regression. A simple and widely used residuals test technique is confidence interval (CI), which is often time-independent or constant in many studies. However, satellite time series data is characterized by seasonal variability and periodicity. Although the periodicity could be fitted well by a seasonal-trend regression model, the seasonal variability still remains in the residuals of the regression model. The seasonal variability would lead to less reliable results if abrupt changes are detected by a constant confidence interval (CCI). In order to improve the reliability of abrupt change monitoring in satellite time series, in this paper we develop a criterion namely seasonal confidence interval (SCI) of regression residuals. Experimental evaluations with some simulated and actual satellite time series data demonstrate better performance of the proposed SCI criterion than the CCI criterion for monitoring abrupt changes in satellite time series.

Author(s):  
Satoshi Horiuchi ◽  
Futoshi Kawana ◽  
Masaru Terada ◽  
Kazuyuki Kubo ◽  
Kunihito Matsui

2017 ◽  
Vol 22 (1) ◽  
pp. 61-65
Author(s):  
Chuda Prasad Dhakal

Dealing with outliers and influential points while fitting regression is recognizing them, identifying the reasons to their existence in the process and employing the best alternatives to lessen their effect to the fitted regression model. In this paper, before considering elimination of outliers and the influential points while fitting a regression, as they contain important information, issues why unusual observations (possible outliers) appear in the process and how to analyze them to detect if they were real outliers, have been discussed thoroughly. And, when detected as outliers and influential points, to investigate and eliminate their effect in the fitted model, analytic procedures; leverage value, studentized residuals and cook's distance were carefully employed to optimize a multiple regression model for rice production forecasting in Nepal. This model was fitted with 35 years (1961-1995) time series data, collected from Ministry of Agriculture and Cooperatives, Food and Agriculture Organization Statistics Database, International Rice Research Institute and Department of Hydrology and Metrology which to its end was consisted of the three predictors, price at harvest, rural population and area harvested.Journal of Institute of Science and TechnologyVolume 22, Issue 1, July 2017, Page: 61-65


2018 ◽  
Vol 2 ◽  
pp. 89-98
Author(s):  
Chuda Prasad Dhakal

Background: Fitting a multiple regression model is always challenging and the level of difficulty varies according to the purpose for which it is fitted. Two major difficulties that arise while fitting a multiple regression model for forecasting are selecting 'potential predictors' from numerous possible variables to influence on the forecast variable and investigating the most appropriate model with a subset of the potential predictors.Objective: Purpose of this paper is to demonstrate a procedure adopted while fitting multiple regression model (with an attempt to optimize) for rice production forecasting in Nepal.Materials and Methods: This study has used fifty years (1961-2010) of time series data. A list of twenty-one predictors thought to impact on rice production was scanned based upon past literature, expert's hunches, availability of the data and the researcher's insight which left eleven possible predictors. Further, these possible predictors were subjected to family of automated stepwise methods which left five ‘potential predictors’ namely harvested area, rural population, farm harvest price, male agricultural labor force and, female agricultural labor force. Afterwards, best subset regression was performed in Minitab Version 16 which finally left three 'appropriate predictors' that best fit the model namely harvested area, rural population and farm harvest price.Results: The model fit was significant with p < .001. Also, all the three predictors were found highly significant with p < 0.001. The model was parsimonious which explained 93% variation in rice production with 54% overlapping predictive work done. Forecast error was less than 5%.Conclusion: Multiple regression model can be used in rice production forecasting in the country for the enhanced ease and efficiency.Nepalese Journal of Statistics, Vol. 2, 89-98


2021 ◽  
Vol 3 (1) ◽  
pp. 79
Author(s):  
Dicky Fernando ◽  
Syamsul Amar

This study aims to explain the causality relationship between income inequality, economic growth, and poverty in Indonesia. In this study using a panel regression model. And data used are time series data from 2011-2017, Consisting of 32 provinces. This data is obtained from BPS annual report. The result of this study indicate that (1) There is no causal relationship between economic growth and poverty (2) There is a causal relationship between income inequality and poverty (3) There is a one-way causal relationship between economic growth and income inequality.


2019 ◽  
Vol 1 (3) ◽  
pp. 781
Author(s):  
Riri Agustina Fratiwi ◽  
Mike Triani

This stuudy”explains the analysis causality of economic”growth poverty, and income”inequality in west”sumatera. The method used is to a panel regression model. This data uses a combination of time series data”from 2013-2017, which consists of 19 city districts. Data obtained from BPS annual”report (Statistics Indonesia). The”results of”this study show that (1) there is no”causall relationship”between”economic”growth and poverty (2) there is a causal relationship”between”economic”growth”and inequality (3) there is no causal relationship”between poverty”and income”inequaality.


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