scholarly journals Comparing Statistical Models to Predict Dengue Fever Notifications

2012 ◽  
Vol 2012 ◽  
pp. 1-6 ◽  
Author(s):  
Arul Earnest ◽  
Say Beng Tan ◽  
Annelies Wilder-Smith ◽  
David Machin
Keyword(s):  
Dengue Fever ◽  
Statistical Models ◽  
Disease Surveillance ◽  
Moving Average ◽  
Arima Model ◽  
Public Health Problem ◽  
Percentage Error ◽  
Mosquito Vector ◽  
Autoregressive Integrated Moving Average ◽  
The Mean

Dengue fever (DF) is a serious public health problem in many parts of the world, and, in the absence of a vaccine, disease surveillance and mosquito vector eradication are important in controlling the spread of the disease. DF is primarily transmitted by the femaleAedes aegyptimosquito. We compared two statistical models that can be used in the surveillance and forecast of notifiable infectious diseases, namely, the Autoregressive Integrated Moving Average (ARIMA) model and the Knorr-Held two-component (K-H) model. The Mean Absolute Percentage Error (MAPE) was used to compare models. We developed the models using used data on DF notifications in Singapore from January 2001 till December 2006 and then validated the models with data from January 2007 till June 2008. The K-H model resulted in a slightly lower MAPE value of 17.21 as compared to the ARIMA model. We conclude that the models' performances are similar, but we found that the K-H model was relatively more difficult to fit in terms of the specification of the prior parameters and the relatively longer time taken to run the models.

scholarly journals Temporal Modeling of Dengue Fever: A Comprehensive Literature Review

2019 ◽  
Vol 967 ◽  
pp. 15-21
Author(s):  
Aswi ◽  
Susanna Cramb ◽  
Gentry White ◽  
Wen Biao Hu ◽  
Kerrie Mengersen
Keyword(s):  
Dengue Fever ◽  
Linear Models ◽  
Web Of Science ◽  
Moving Average ◽  
Arima Model ◽  
Public Health Problem ◽  
Major Public Health Problem ◽  
Bayesian Hierarchical ◽  
Temporal Modeling ◽  
Autoregressive Integrated Moving Average

Dengue fever has become a major public health problem in several countries. This paper aims to review and compare a number of temporal modeling approaches that have been proposed for predicting or forecasting the occurrence of dengue fever. This review also examines influential covariates considered in these studies. A comprehensive literature search was undertaken in September 2018, using Medline (via Ebscohost), ProQuest, Scopus, and Web of Science electronic databases. The search was confined to articles in English, published in refereed journals between January 2000 and September 2018. The most popular approach to temporal modeling of dengue was found to be an autoregressive integrated moving average (ARIMA) model. A limited number of studies applied Bayesian hierarchical dynamic generalized linear models. Climatic variables were most commonly associated with dengue incidence for temporal modeling.

scholarly journals Autoregressive Integrated Moving Average (ARIMA) Sebagai Model Peramalan Kasus Demam Berdarah Dengue

2020 ◽  
Vol 10 (2) ◽  
pp. 76-80
Author(s):  
Roro Kushartanti ◽  
Maulina Latifah
Keyword(s):  
Community Health ◽  
Health Center ◽  
Moving Average ◽  
Arima Model ◽  
Community Health Center ◽  
Percentage Error ◽  
Dengue Case ◽  
Monthly Data ◽  
Autoregressive Integrated Moving Average ◽  
Forecasting Method

ARIMA is a forecasting method time series that does not require a specific data pattern. This study aims to analyze the forecasting of Semarang City DHF cases specifically in the Rowosari Community Health Center. The study used monthly data on DHF cases in the Rowosari Community Health Center in 2016, 2017, and 2019 as many as 36 dengue case data. The best ARIMA model for forecasting is a model that meets the requirements for parameter significance, white noise and has the MAPE (Mean Absolute Percentage Error Smallest) value. The results of the analysis show that the best model for predicting the number of dengue cases in the Rowosari Public Health Center Semarang is the ARIMA model (1,0,0) with a MAPE value of 43.98% and a significance coefficient of 0.353, meaning that this model is suitable and feasible to be used as a forecasting model. DHF cases in the Rowosari Community Health Center in Semarang City.

scholarly journals Time Series Analysis and Forecasting of Oilseeds Production in India: Using Autoregressive Integrated Moving Average and Group Method of Data Handling – Neural Network

2019 ◽  
pp. 1-14 ◽  
Author(s):  
Debasis Mithiya ◽  
Lakshmikanta Datta ◽  
Kumarjit Mandal
Keyword(s):  
Time Series ◽  
Moving Average ◽  
Arima Model ◽  
Time Series Forecasting ◽  
Series Data ◽  
Percentage Error ◽  
Group Method ◽  
Data Handling ◽  
Agricultural Economy ◽  
Autoregressive Integrated Moving Average

Oilseeds have been the backbone of India’s agricultural economy since long. Oilseed crops play the second most important role in Indian agricultural economy, next to food grains, in terms of area and production. Oilseeds production in India has increased with time, however, the increasing demand for edible oils necessitated the imports in large quantities, leading to a substantial drain of foreign exchange. The need for addressing this deficit motivated a systematic study of the oilseeds economy to formulate appropriate strategies to bridge the demand-supply gap. In this study, an effort is made to forecast oilseeds production by using Autoregressive Integrated Moving Average (ARIMA) model, which is the most widely used model for forecasting time series. One of the main drawbacks of this model is the presumption of linearity. The Group Method of Data Handling (GMDH) model has also been applied for forecasting the oilseeds production because it contains nonlinear patterns. Both ARIMA and GMDH are mathematical models well-known for time series forecasting. The results obtained by the GMDH are compared with the results of ARIMA model. The comparison of modeling results shows that the GMDH model perform better than the ARIMA model in terms of mean absolute error (MAE), mean absolute percentage error (MAPE), and root mean square error (RMSE). The experimental results of both models indicate that the GMDH model is a powerful tool to handle the time series data and it provides a promising technique in time series forecasting methods.

scholarly journals Detection of Tea Export Potentiality from Bangladesh in the World Market: An Autoregressive Integrated Moving Average (ARIMA) Approach

2020 ◽  
pp. 21-29
Author(s):  
A. U. Noman ◽  
S. Majumder ◽  
M. F. Imam ◽  
M. J. Hossain ◽  
F. Elahi ◽  
...  
Keyword(s):  
Mean Absolute Error ◽  
Moving Average ◽  
Arima Model ◽  
Absolute Error ◽  
World Market ◽  
Information Criteria ◽  
Coefficient Of Determination ◽  
Percentage Error ◽  
Autoregressive Integrated Moving Average ◽  
The World

Export plays an important role in promoting economic growth and development. The study is conducted to make an efficient forecasting of tea export from Bangladesh for mitigating the risk of export in the world market. Forecasting has been done by fitting Box-Jenkins type autoregressive integrated moving average (ARIMA) model. The best ARIMA model is selected by comparing the criteria- coefficient of determination (R2), root mean square error (RMSE), mean absolute percentage error (MAPE), mean absolute error (MAE) and Bayesian information criteria (BIC). Among the Box-Jenkins ARIMA type models for tea export the ARIMA (1,1,3) model is the most appropriate one for forecasting and the forecast values in thousand kilogram for the year 2017-18, 2018-19, 2019-20, 2020-21 and 2021-22, are 1096.48, 812.83, 1122.02, 776.25 and 794.33 with upper limit 1819.70, 1348.96, 1862.09, 1288.25, 1318.26 and lower limit 660.69, 489.78, 676.08, 467.74, 478.63, respectively. So, the result of this model may be helpful for the policymaker to make an export development plan for the country.

scholarly journals Using Autoregressive Integrated Moving Average (ARIMA) Technique to Forecast the Production of Kharif Cereals in Odisha (India)

2020 ◽  
pp. 104-113
Author(s):  
Abhiram Dash ◽  
A. Mangaraju ◽  
Pradeep Mishra ◽  
H. Nayak
Keyword(s):  
Autocorrelation Function ◽  
Moving Average ◽  
Arima Model ◽  
Percentage Error ◽  
Arima Models ◽  
Training Set ◽  
Autoregressive Integrated Moving Average ◽  
Future Production ◽  
Best Fit ◽  
Testing Set

Cereals are the most important kharif season crop in Odisha. The present study was carried out to forecast the production of kharif cereals in Odisha by using the forecast values of area and yield of kharif cereals obtained from the selected best fit Autoregressive Integrated Moving Average (ARIMA) model. The data from 1970-71 to 2010-11 are considered as training set data and used for model building and from 2011-12 to 2015-16 are considered as testing set data and used for cross-validation of the selected model on the basis of the absolute percentage error. The ARIMA models are fitted to the stationary data which may be the original data or the differenced data. The different ARIMA models are evaluated on the basis of Autocorrelation Function (ACF) and Partial Autocorrelation Function (PACF) at various lags. The possible ARIMA models are selected on the basis of significant coefficient of autoregressive and moving average components by using the training set data. The best fitted models are then selected on the basis of residual diagnostics test and model fit statistics. The ARIMA model found to be best fitted for area under kharif cereals and yield of kharif cereals are ARIMA (1,1,0) without constant and ARIMA (0,1,2) without constant respectively which are successfully cross-validated with the testing set data. The respective best fit ARIMA model has been used to forecast the area and yield of kharif cereals for the years 2016-17, 2017-18 and 2018-19. The forecast values of area shows a decrease, whereas, the forecast values of yield shows an increase. The decrease in area might have been the result of limited availability of area for cereals due to shifting towards non-food grain crops. The forecast values of production of kharif cereals obtained from the forecast values of area and yield of kharif cereals shows an increase which is due to the increase in forecast values of yield. Since there is limited scope for area expansion, the future production of kharif cereals can only be increased by increasing the yield to achieve the goal of food security for the growing population.

scholarly journals Forecasting the incidence of acute haemorrhagic conjunctivitis in Chongqing: a time series analysis

2020 ◽  
Vol 148 ◽  
Author(s):  
Hongfang Qiu ◽  
Dewei Zeng ◽  
Jing Yi ◽  
Hua Zhu ◽  
Ling Hu ◽  
...  
Keyword(s):  
Moving Average ◽  
Development Trend ◽  
Exponential Smoothing ◽  
Percentage Error ◽  
Peak Period ◽  
Sarima Model ◽  
Autoregressive Integrated Moving Average ◽  
Incidence Data ◽  
The Mean ◽  
Actual Incidence

Abstract Acute haemorrhagic conjunctivitis is a highly contagious eye disease, the prediction of acute haemorrhagic conjunctivitis is very important to prevent and grasp its development trend. We use the exponential smoothing model and the seasonal autoregressive integrated moving average (SARIMA) model to analyse and predict. The monthly incidence data from 2004 to 2017 were used to fit two models, the actual incidence of acute haemorrhagic conjunctivitis in 2018 was used to validate the model. Finally, the prediction effect of exponential smoothing is best, the mean square error and the mean absolute percentage error were 0.0152 and 0.1871, respectively. In addition, the incidence of acute haemorrhagic conjunctivitis in Chongqing had a seasonal trend characteristic, with the peak period from June to September each year.

Periodic occurrences of annual rainfalls in Eastern India [UPH No. 9 (theme: Variability of extremes) and UPH No.19 (theme: Modelling methods)]

2020 ◽  
Author(s):  
Dr Subhabrata Panda
Keyword(s):  
Polynomial Regression ◽  
Moving Average ◽  
Arima Model ◽  
Rainfall Series ◽  
Rainfall Data ◽  
Annual Rainfall ◽  
Data Series ◽  
Eastern India ◽  
Autoregressive Integrated Moving Average ◽  
The Mean

<p>Long period annual rainfall data series from nine raingauge stations throughout eastern India were analysed. Those data series were for the years 1901 to 1965 for Aijal (Mizoram); 1901 to 1984 for Imphal (Manipur); 1901 to 1986 for Guwahati (Assam), Shillong, Cherrapunji (Meghalaya); 1901 to 1987 for Cuttack (Odisha), Patna (Bihar), Agartala (Tripura), Krishnanagar (West Bengal). Incomplete annual rainfall data were found out by taking average of data of preceding and following years. Each annual rainfall series was divided into modelled period (1901 to 1980 for eight stations except Aijal with 1901 to 1960) and predicted period (data for years left in the series after modelled period for evaluation of the model for prediction of future rainfalls). Each annual rainfall series in the modelled period was first converted into percentage values of the mean annual rainfall and then plotted against year, which showed the oscillations of the historigram about the mean line (Tomlinson, 1987 for New Zealand rainfalls). Such type of characteristic historigrams for all stations showed periodic nature of annual rainfalls throughout eastern India. So, autoregressive integrated moving average (ARIMA) model (Clarke, 1973) was used to evolve a useful model for prediction of future rainfalls. As the ARIMA model was biased for periodicity due to inclusion of both the ‘sin’ and ‘cos’ functions and period length as 12, modelled data series were analysed for polynomial regression. The accepted degrees of polynomials were decided on the basis of analysis of variance (ANOVA). Acceptance of either ARIMA model or polynomial regression was done on the basis of -test. In most of the cases in the observed historigrams the lengths of periods were less than eight years and in some cases those were eight to 12 years and from polynomial regressions in most cases the period lengths varied in between 8 to 12 years, 13 to 22 years and 23 to 37 years; and in rare cases those lengths were 38 years and more. Considering all the limitations in the observed data and 95% confidence interval for ARIMA model, a particular amount of annual rainfall occurred at about 12 years (i.e. almost resembling a Solar Cycle) and that might be concluded after minute analysis of more observed data. Recurrence of flood and drought years can be predicted from such analysis and also by following probability analysis of excess and deficit runs of annual rainfalls (Panda <em>et al</em>., 1996).</p><p>References:</p><p>Clarke, R.T.1973. Mathematical models in hydrology. FAO Irrigation and Drainage Paper No. 19. FAO of the United Nations, Rome. pp.101-108.</p><p>Panda, S.; Datta, D.K. and Das, M.N. (1996). Prediction of drought and flood years in Eastern India using length of runs of annual rainfall. J. Soil Wat. Conserv. India. 40(3&4):184-191.</p><p>          https://www.academia.edu/15034719/Prediction_of_drought_and_flood_years_in_eastern_%20%09India%20using_length_of_runs_of_annual_rainfall</p><p>Tomlinson, A.I. (1987). Wet and dry years – seven years on. Soil & Water. Winter 1987: 8-9. ISSN 0038-0695    </p>

scholarly journals S&P BSE Sensex and S&P BSE IT return forecasting using ARIMA

2020 ◽  
Vol 6 (1) ◽  
Author(s):  
Madhavi Latha Challa ◽  
Venkataramanaiah Malepati ◽  
Siva Nageswara Rao Kolusu
Keyword(s):  
Stock Returns ◽  
Stock Exchange ◽  
Moving Average ◽  
Arima Model ◽  
Descriptive Statistics ◽  
Autoregressive Integrated Moving Average ◽  
Augmented Dickey Fuller ◽  
The Mean ◽  
Daily Stock Returns

AbstractThis study forecasts the return and volatility dynamics of S&P BSE Sensex and S&P BSE IT indices of the Bombay Stock Exchange. To achieve the objectives, the study uses descriptive statistics; tests including variance ratio, Augmented Dickey-Fuller, Phillips-Perron, and Kwiatkowski Phillips Schmidt and Shin; and Autoregressive Integrated Moving Average (ARIMA). The analysis forecasts daily stock returns for the S&P BSE Sensex and S&P BSE IT time series, using the ARIMA model. The results reveal that the mean returns of both indices are positive but near zero. This is indicative of a regressive tendency in the long-term. The forecasted values of S&P BSE Sensex and S&P BSE IT are almost equal to their actual values, with few deviations. Hence, the ARIMA model is capable of predicting medium- or long-term horizons using historical values of S&P BSE Sensex and S&P BSE IT.

scholarly journals Comparison of algorithms for the prediction of glucose levels in patients with diabetes

Nova Scientia ◽  
2021 ◽  
Vol 13 (26) ◽  
Author(s):  
Daniel Arturo Olivares Vera ◽  
David Asael Gutiérrez Hernández ◽  
Marco Antonio Escobar Acevedo ◽  
Claudia Margarita Lara Rendón ◽  
Dulce Aurora Velázquez Velázquez
Keyword(s):  
Neural Networks ◽  
Moving Average ◽  
Arima Model ◽  
Percentage Error ◽  
Diabetic Patients ◽  
Autoregressive Integrated Moving Average ◽  
Glucose Levels ◽  
Univariate Time Series ◽  
Patients With Diabetes ◽  
History Of

This work presents a comparison between two algorithms for the prediction of glucose levels in diabetic patients by using a univariate time series. The algorithms are applied to the history of fasting glucose levels to predict the five following values. The comparison is performed between 1) The Autoregressive Neural Networks (ARNN) and 2) The autoregressive integrated moving average (ARIMA) models. A total of 70 series are analyzed, and we show that the results obtained for the ARIMA model have error percentages higher than 25% of the predicted value to the expected value. In contrast, in 73% of the cases, the percentage error was less than 25% for the Autoregressive Neural Networks.

scholarly journals Peramalan Harga Bitcoin Menggunakan Metode ARIMA (Autoregressive Integrated Moving Average)

2018 ◽  
Vol 1 (1) ◽  
pp. 21-31
Author(s):  
Nany Salwa ◽  
Nidya Tatsara ◽  
Ridha Amalia ◽  
Aja Fatimah Zohra
Keyword(s):  
Time Series Data ◽  
Moving Average ◽  
Arima Model ◽  
Secondary Data ◽  
Series Data ◽  
Forecasting Model ◽  
Virtual Currency ◽  
Autoregressive Integrated Moving Average ◽  
The Mean ◽  
Level 2

ABSTRAK. Bitcoin merupakan mata uang virtual yang saat ini banyak diminati sebagai alternatif investasi. Metode ARIMA adalah salah satu metode yang digunakan untuk peramalan data deret waktu. Tujuan dari penelitian ini adalah untuk membuat model dan meramalkan harga bitcoin.  Data yang digunakan adalah data sekunder yaitu berupa data harga bitcoin selama 60 periode mulai dari tanggal 10 Januari 2018 sampai dengan 10 Maret 2018 untuk memprediksikan harga bitcoinselama 30 periode kedepan mulai tanggal 11 Maret 2018 sampai dengan 09 April 2018. Dari hasil penelitian menunjukkan bahwa data harga bitcoin selama 60 periode tidak memenuhi asumsi stasioneritas terhadap rata-rata untuk itu dilakukan proses differencing tingkat 2 agar data menjadi stasioner. Model ARIMA yang dihasilkan adalah ARIMA(0,2,1) yaitu  Zt = μ - 0,9647Zt-1 + at dan model tersebut cocok digunakan untuk peramalan data harga bitcoin. Hasil peramalan dengan menggunakan model ARIMA(0,2,1) menunjukkan bahwa harga bitcoin untuk 30 periode kedepannya mengalami penurunan secara perlahan dan hasil peramalan mendekati data sebenarnya. ABSTRACT. Bitcoin is a virtual currency that is currently much interested as an alternative investment. ARIMA method is one of the methods used for forecasting time series data. The purpose of this research is to create a model and predicted the price of the bitcoin.  The data used are secondary data that is in the form of price bitcoin during 60 periods starting from January 10, 2018 up to 10 March 2018 to predict price bitcoin for 30 the next periods began March 11 and ended on 9 April 2018 2018. Based on the results of the study showed that the price of bitcoin during 60 periods did not fullfiled the assumptions of stasioneritas towards the mean. Therefore using the differencing level 2 process, so the data becomes stationary. The result of ARIMA model is ARIMA(0, 2, 1) Zt = μ - 0,9647Zt-1 + at and the model fits the data used for forecasting price bitcoin. The results of the forecasting model using ARIMA (0, 2, 1) shows that the price of the bitcoin for 30 periods has decreased gradually and forecasting results close to the actual data.

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