scholarly journals Analysis of hybrid non-linear autoregressive neural network and local smoothing technique for bandwidth slice forecast

Author(s):  
Mohamed Khalafalla Hassan ◽  
Sharifah H. S. Ariffin ◽  
Sharifah Kamilah Syed- Yusof ◽  
N. Effiyana Ghazali ◽  
Mohamed EA Kanona
BMJ Open ◽  
2019 ◽  
Vol 9 (7) ◽  
pp. e024409 ◽  
Author(s):  
Yongbin Wang ◽  
Chunjie Xu ◽  
Shengkui Zhang ◽  
Zhende Wang ◽  
Li Yang ◽  
...  

ObjectiveTuberculosis (TB) remains a major deadly threat in mainland China. Early warning and advanced response systems play a central role in addressing such a wide-ranging threat. The purpose of this study is to establish a new hybrid model combining a seasonal autoregressive integrated moving average (SARIMA) model and a non-linear autoregressive neural network with exogenous input (NARNNX) model to understand the future epidemiological patterns of TB morbidity.MethodsWe develop a SARIMA-NARNNX hybrid model for forecasting future levels of TB incidence based on data containing 255 observations from January 1997 to March 2018 in mainland China, and the ultimate simulating and forecasting performances were compared with the basic SARIMA, non-linear autoregressive neural network (NARNN) and error-trend-seasonal (ETS) approaches, as well as the SARIMA-generalised regression neural network (GRNN) and SARIMA-NARNN hybrid techniques.ResultsIn terms of the root mean square error, mean absolute error, mean error rate and mean absolute percentage error, the identified best-fitting SARIMA-NARNNX combined model with 17 hidden neurons and 4 feedback delays had smaller values in both in-sample simulating scheme and the out-of-sample forecasting scheme than the preferred single SARIMA(2,1,3)(0,1,1)12model, a NARNN with 19 hidden neurons and 6 feedback delays and ETS(M,A,A), and the best-performing SARIMA-GRNN and SARIMA-NARNN models with 32 hidden neurons and 6 feedback delays. Every year, there was an obvious high-risk season for the notified TB cases in March and April. Importantly, the epidemic levels of TB from 2006 to 2017 trended slightly downward. According to the projection results from 2018 to 2025, TB incidence will continue to drop by 3.002% annually but will remain high.ConclusionsThe new SARIMA-NARNNX combined model visibly outperforms the other methods. This hybrid model should be used for forecasting the long-term epidemic patterns of TB, and it may serve as a beneficial and effective tool for controlling this disease.


Forecasting ◽  
2018 ◽  
Vol 1 (1) ◽  
pp. 90-106 ◽  
Author(s):  
Marcos Álvarez-Díaz ◽  
Manuel González-Gómez ◽  
María Otero-Giráldez

This study explores the forecasting ability of two powerful non-linear computational methods: artificial neural networks and genetic programming. We use as a case of study the monthly international tourism demand in Spain, approximated by the number of tourist arrivals and of overnight stays. The forecasting results reveal that non-linear methods achieve slightly better predictions than those obtained by a traditional forecasting technique, the seasonal autoregressive integrated moving average (SARIMA) approach. This slight forecasting improvement was close to being statistically significant. Forecasters must judge whether the high cost of implementing these computational methods is worthwhile.


Author(s):  
Inoussa Habou Laouali ◽  
Hamid Qassemi ◽  
Manal Marzouq ◽  
Antonio Ruano ◽  
Saad Bennani Dosse ◽  
...  

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