Restaurant Visitor Time Series Forecasting Using Autoregressive Integrated Moving Average

2018 ◽  
Vol 15 (5) ◽  
pp. 1590-1593 ◽  
Author(s):  
G Boomija ◽  
A Anandaraj ◽  
S Nandhini ◽  
S Lavanya
Keyword(s):  
Time Series ◽  
Moving Average ◽  
Time Series Forecasting ◽  
Autoregressive Integrated Moving Average

scholarly journals Early Detection of Covid-19 in Canadian Provinces and its Anticipatory Measures for a Medical Emergency

2020 ◽  
Vol 1 (6) ◽  
Author(s):  
Vikram Kumar Kamboj ◽  
Chaman Verma ◽  
Anish Gupta
Keyword(s):  
Time Series ◽  
Early Detection ◽  
Moving Average ◽  
Time Series Forecasting ◽  
Medical Emergency ◽  
Canadian Province ◽  
Autoregressive Integrated Moving Average ◽  
Entire World ◽  
Canadian Provinces ◽  
Day By Day

AbstractThe spread of COVID-19 is incearsing day by day and it has put the entire world and the whole humankind at the stack. The assets of probably the biggest economies are worried because of the enormous infectivity, and transmissibility of this ailment. Because of the developing extent of the number of cases and its ensuing weight on the organization and wellbeing experts, some expectation strategies would be required to anticipate the quantity of evidence in the future. In this paper, we have utilized time series forecasting approach entitled autoregressive integrated moving average, and bend fitting for the forecast of the quantity of COVID-19 cases in Canadian Province for 30 days ahead. The estimates of different parameters (number of positive cases, number of recouped cases, and decrease cases) got by the proposed strategy is exact inside a specific range, and will be a beneficial apparatus for overseers, and wellbeing officials to organize the clinical office in the distinctive Canadian Province.

Using AutoRegressive Integrated Moving Average and Gaussian Processes with LSTM neural networks to predict discrete geomagnetic signals

2020 ◽  
Author(s):  
Laurentiu Asimopolos ◽  
Alexandru Stanciu ◽  
Natalia-Silvia Asimopolos ◽  
Bogdan Balea ◽  
Andreea Dinu ◽  
...  
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Moving Average ◽  
Time Series Forecasting ◽  
Series Data ◽  
Autoregressive Integrated Moving Average ◽  
Frequency Information ◽  
Probabilistic Forecasts ◽  
Geomagnetic Data ◽  
Gp Model

<p>In this paper, we present the results obtained for the geomagnetic data acquired at the Surlari Observatory, located about 30 Km North of Bucharest - Romania. The observatory database contains records from the last seven solar cycles, with different sampling rates.</p><p>We used AR, MA, ARMA and ARIMA (AutoRegressive Integrated Moving Average) type models for time series forecasting and phenomenological extrapolation. ARIMA model is a generalization of an autoregressive moving average (ARMA) model, fitted to time series data to predict future points in the series</p><p>We made spectral analysis using Fourier Transform, that gives us a relevant picture of the frequency spectrum of the signal component, but without locating it in time, while the wavelet analysis provides us with information regarding the time of occurrence of these frequencies. </p><p>Wavelet allows local analysis of magnetic field components through variable frequency windows. Windows with longer time intervals allow us to extract low-frequency information, medium-sized intervals of different sizes lead to medium-frequency information extraction, and very narrow windows highlight the high-frequencies or details of the analysed signals.</p><p>We extend the study of geomagnetic data analysis and predictive modelling by implementing a Long Short-Term Memory (LSTM) recurrent neural network that is capable of modelling long-term dependencies and is suitable for time series forecasting. This method includes a Gaussian process (GP) model in order to obtain probabilistic forecasts based on the LSTM outputs. </p><p>The evaluation of the proposed hybrid model is conducted using the Receiver Operating Characteristic (ROC) Curve that provides a probabilistic forecast of geomagnetic storm events. </p><p>In addition, reliability diagrams are provided in order to support the analysis of the probabilistic forecasting models.</p><p>The implementation of the solution for predicting certain geomagnetic parameters is implemented in the MATLAB language, using the Toolbox Deep Learning Toolbox, which provides a framework for the design and implementation of deep learning models.</p><p>Also, in addition to using the MATLAB environment, the solution can be accessed, modified, or improved in the Jupyter Notebook computing environment.</p>

scholarly journals Wavelet Transform and Autoregressive Integrated Moving Average Combination Approach in Crude Oil Prices Forecasting

2018 ◽  
Vol 8 (2) ◽  
Author(s):  
Nurull Qurraisha Nadiyya Md-Khair ◽  
Ruhaidah Samsudin ◽  
Ani Shabri
Keyword(s):  
Time Series ◽  
Wavelet Transform ◽  
Crude Oil ◽  
Moving Average ◽  
Absolute Error ◽  
Time Series Forecasting ◽  
Autoregressive Integrated Moving Average ◽  
Spot Prices ◽  
Crude Oil Prices ◽  
Combination Approach

This paper proposes a time series forecasting approach combining wavelet transform and autoregressive integrated moving average (ARIMA) to enhance the precision in forecasting crude oil spot prices series. Wavelet transform splits the original prices series into several subseries, then the most appropriate model of ARIMA is established to predict each respective series and finally all series are combined back to get the original series. The datasets for the experiment consist of crude oil spot prices from Brent North Sea (Brent) and West Texas Intermediate (WTI). Single forecasting model ARIMA and several existing forecasting approaches in the literatures are used to measure the performance of the proposed approach by utilizing the Mean Absolute Error (MAE) and Root Mean Square Error (RMSE) collected. Final results have depicted that the proposed approach outperforms other approaches with smaller MAE and RMSE values. Ultimately, it is proven that data decomposition, combined with forecasting method can increase the accuracy in time series forecasting.

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 Analisis Komparatif ARIMA dan Prophet dengan Studi Kasus Dataset Pendaftaran Mahasiswa Baru

2020 ◽  
Vol 6 (2) ◽  
Author(s):  
Cato Chandra ◽  
Setia Budi
Keyword(s):  
Time Series ◽  
Regression Model ◽  
Test Data ◽  
Moving Average ◽  
Data Preprocessing ◽  
Time Series Forecasting ◽  
Autoregressive Integrated Moving Average ◽  
Marketing Data ◽  
Forecasting Analysis ◽  
New Student

This research presents all studies, methodologies, and results about testing the accuracy of predictions on new student marketing data by region using the Prophet and Autoregressive Integrated Moving Average (ARIMA) methods. The dataset selected for this study uses 26 years of actual data that has an annual interval. The data was prepared for time series forecasting analysis, therefore, several numbers of data preprocessing were applied such as log transformation and resampling. To get efficient variables, the best variables will be sought to improve the accuracy of predictions. Both models will conduct training and test data to produce values that can be compared using the metric regression model. Based on the training conducted, Prophet has better performance than ARIMA.

scholarly journals ARIMA Model in Predicting Banking Stock Market Data

2018 ◽  
Vol 12 (11) ◽  
pp. 309 ◽  
Author(s):  
Mohammad Almasarweh ◽  
S. AL Wadi
Keyword(s):  
Time Series ◽  
Stock Market ◽  
Moving Average ◽  
Arima Model ◽  
Time Series Forecasting ◽  
Short Term ◽  
Forecasting Accuracy ◽  
Autoregressive Integrated Moving Average ◽  
Daily Data ◽  
Short Term Prediction

Banking time series forecasting gains a main rule in finance and economics which has encouraged the researchers to introduce a fit models in forecasting accuracy. In this paper, the researchers present the advantages of the autoregressive integrated moving average (ARIMA) model forecasting accuracy. Banking data from Amman stock market (ASE) in Jordan was selected as a tool to show the ability of ARIMA in forecasting banking data. Therefore, Daily data from 1993 until 2017 is used for this study. As a result this article shows that the ARIMA model has significant results for short-term prediction. Therefore, these results will be helpful for the investments.

Automatic Identification of Autoregressive Integrated Moving Average Time Series

1982 ◽  
Vol 14 (3) ◽  
pp. 156-166 ◽  
Author(s):  
Chin-Sheng Alan Kang ◽  
David D. Bedworth ◽  
Dwayne A. Rollier
Keyword(s):  
Time Series ◽  
Moving Average ◽  
Automatic Identification ◽  
Autoregressive Integrated Moving Average
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