scholarly journals Time series analysis of Holt model and the ARIMA Model facing Covid-19

2020 ◽  
pp. 023-029
Author(s):  
E Mingzhe ◽  
Cao Jinming ◽  
Zhao Bin
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Arima Model ◽  
Series Analysis

scholarly journals Forecasting of Economic Indicators (Production, Consumption, Population) of Wheat Crop (A Case Study)

2021 ◽  
Vol 8 (6) ◽  
pp. 38-46
Author(s):  
Mohammad Karim Ahmadzai
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Moving Average ◽  
Arima Model ◽  
Wheat Crop ◽  
Series Analysis ◽  
The People ◽  
Self Sufficiency ◽  
Univariate Time Series ◽  
Short Run

Wheat is the most important food crop in Afghanistan, whether consumed by the bulk of the people or used in various sectors. The problem is that Afghanistan has a significant shortfall of wheat between domestic production and consumption. Thus, the present study looks at the issue of meeting self-sufficiency for the whole population due to wheat shortages. To do so, we employ time series analysis, which can produce a highly exact short-run prediction for a significant quantity of data on the variables in question. The ARIMA models are versatile and widely utilised in univariate time series analysis. The ARIMA model combines three processes: I the auto-regressive (AR) process, (ii) the differencing process, and (iii) the moving average (MA) process. These processes are referred to as primary univariate time series models in statistical literature and are widely employed in various applications. Where predicting future wheat requirements is one of the most important tools that decision-makers may use to assess wheat requirements and then design measures to close the gap between supply and consumption. The present study seeks to forecast Production, Consumption, and Population for the period 2002-2017 and estimate the values of these variables between 2002 and 2017. (2018-2030).  

scholarly journals Time series analysis of dengue cases reporting to a tertiary care hospital

2019 ◽  
Vol 6 (5) ◽  
pp. 2200
Author(s):  
Ravindra S. Kembhavi ◽  
Saurabha U. S.
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Tertiary Care Hospital ◽  
Tertiary Care ◽  
Arima Model ◽  
Public Health Problem ◽  
Major Public Health Problem ◽  
Care Hospital ◽  
Series Analysis ◽  
The City

Background: Dengue fever is a major public health problem, the concern is high as the disease is closely related to climate change.Methods: This was a retrospective study, conducted for 1 year in a tertiary care hospital in the city of Mumbai. Data of Dengue cases and climate for the city of Mumbai between 2011 and 2015 were obtained. Data was analysed using SPSS- time series analysis and forecasting model.Results: 33% cases belonged to the 21-30 years, proportion of men affected were more than women. A seasonal distribution of cases was observed. A strong correlation was noted between the total number of cases reported and (a) mean monthly rainfall and (b) number of days of rainfall. ARIMA model was used for forecasting.Conclusions: The trend analysis along with forecasting model helps in being prepared for the year ahead. 

Analysis of Bridge Deflection Based on Time Series

2011 ◽  
Vol 71-78 ◽  
pp. 4545-4548 ◽  
Author(s):  
Lei Sun ◽  
Xian Wu Hao
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Goodness Of Fit ◽  
Arima Model ◽  
Least Square Method ◽  
Least Square ◽  
Monitoring Data ◽  
Goodness Of Fit Test ◽  
Bridge Monitoring ◽  
Series Analysis

The bridge health monitoring system can collect large amounts of data, but it lacks the trend analysis of monitoring data. This article introduced the method of Time series analysis into the analysis of bridge monitoring data, and adopted ARIMA model in time series analysis of monitoring data, used the least square method for parameter estimation, established the prediction model for bridge deflection, and conducted the goodness of fit test. Take the actual bridge monitoring data as an example, it was demonstrated that the method is feasible in the prediction of bridge condition trend.

scholarly journals STUDY OF THE INFLUENCE OF CHANGING THE PARAMETERS OF THE ARIMA MODEL ON THE QUALITY OF THE FORECAST FOR SHORT DATA SETS

2021 ◽  
Vol 21 (3) ◽  
pp. 36-46
Author(s):  
M.N. Fel’ker ◽  
◽  
V.V. Chesnov
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Arima Model ◽  
Annual Data ◽  
Data Sets ◽  
Arima Models ◽  
Data Set ◽  
Series Analysis ◽  
The Future

Time series, i.e. data collected at various times. The data collection segments may differ de-pending on the task. Time series are used for decision making. Time series analysis allows you to get some result that will determine the format of the decision. Time series analysis was carried out in very ancient times, for example, various calendars became a consequence of the analysis. Later, time series analysis was applied to study and forecast economic, social and other systems. Time se-ries appeared a long time ago. Once upon a time, ancient Babylonian astronomers, studying the po-sition of the stars, discovered the frequency of eclipses, which allowed them to predict their appearance in the future. Later, the analysis of time series, in a similar way, led to the creation of various calen-dars, for example, harvest calendars. In the future, in addition to natural areas, social and economic ones were added. Aim. Search for classification patterns of time series, allowing to understand whether it is possible to apply the ARIMA model for their short-term (3 counts) forecast. Materials and methods. Special software with ARIMA implementation and all need services is made. We examined 59 data sets with a short length and step equal a year, less than 20 values in the paper. The data was processed using Python libraries: Statsmodels and Pandas. The Dickey – Fuller test was used to de-termine the stationarity of the series. The stationarity of the time series allows for better forecasting. The Akaike information criterion was used to select the best model. Recommendations for a rea-sonable selection of parameters for adjusting ARIMA models are obtained. The dependence of the settings on the category of annual data set is shown. Conclusion. After processing the data, four categories (patterns) of year data sets were identified. Depending on the category ranges of parame-ters were selected for tuning ARIMA models. The suggested ranges will allow to determine the starting parameters for exploring similar datasets. Recommendations for improving the quality of post-forecast and forecast using the ARIMA model by adjusting the settings are given.

scholarly journals State debt assessment and forecasting: time series analysis

2021 ◽  
Vol 18 (1) ◽  
pp. 65-75
Author(s):  
Fedir Zhuravka ◽  
Hanna Filatova ◽  
Petr Šuleř ◽  
Tomasz Wołowiec
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Visual Analysis ◽  
Arima Model ◽  
Financial System ◽  
Debt Management ◽  
Series Data ◽  
Model Parameters ◽  
Negative Consequences ◽  
Series Analysis

One of the pressing problems in the modern development of the world financial system is an excessive increase in state debt, which has many negative consequences for the financial system of any country. At the same time, special attention should be paid to developing an effective state debt management system based on its forecast values. The paper is aimed at determining the level of persistence and forecasting future values of state debt in the short term using time series analysis, i.e., an ARIMA model. The study covers the time series of Ukraine’s state debt data for the period from December 2004 to November 2020. A visual analysis of the dynamics of state debt led to the conclusion about the unstable debt situation in Ukraine and a significant increase in debt over the past six years. Using the Hurst exponent, the paper provides the calculated value of the level of persistence in time series data. Based on the obtained indicator, a conclusion was made on the confirmation of expediency to use autoregressive models for predicting future dynamics of Ukraine’s state debt. Using the EViews software, the procedure for forecasting Ukraine’s state debt by utilizing the ARIMA model was illustrated, i.e., the series was tested for stationarity, the time series of monthly state debt data were converted to stationary, the model parameters were determined and, as a result, the most optimal specification of the ARIMA model was selected.

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