Comparison of ARIMA and LSTM for Prediction of Hemorrhagic Fever at Different Time Scales in China

2021 ◽  
Author(s):  
Rui Zhang ◽  
Qiulan Chen ◽  
Qiang Chen ◽  
Yujie Meng ◽  
Huan Zheng ◽  
...  
Keyword(s):  
Time Scales ◽  
Arima Model ◽  
Hemorrhagic Fever ◽  
Absolute Error ◽  
Percentage Error ◽  
Forecasting Performance ◽  
Forecast Models ◽  
Monthly Incidence ◽  
Different Time Scales ◽  
Better Than

Abstract ObjectivesThis study intends to build and compare two kinds of forecasting models at different time scales for hemorrhagic fever incidence in China.MethodsARIMA and LSTM model were adopted to fit monthly, weekly and daily incidence of hemorrhagic fever in China from 2013 to 2018. The two models, combined and uncombined with rolling forecast, were used to predict the incidence in 2019 to identify its stability and availability. ResultsARIMA (2, 1, 1) (0, 1, 1)12, ARIMA (1, 1, 3) (1, 1, 1)52 and ARIMA (5, 0, 1) was selected as the best fitted ARIMA model for monthly, weekly and daily incidence series respectively. The model with 64 neurons and SGDM for monthly incidence, 8 neurons and Adam for weekly incidence, and 64 neurons and RMSprop for daily incidence were selected as the best fitted LSTM models. The values of root mean square error (RMSE), mean absolute error (MAE) and mean absolute percentage error (MAPE) of the models combined with rolling forecast in 2019 were lower than those of the direct forecast models for both ARIMA and LSTM. It was shown from the forecasting performance in 2019 that ARIMA was better than LSTM for monthly and weekly forecasting while the LSTM was better than ARIMA for daily forecasting in rolling models.ConclusionsBoth ARIMA and LSTM could be used to build a prediction model for the incidence of hemorrhagic fever meanwhile different models might be more suitable for the incidence prediction at different time scales.

scholarly journals Comparison of ARIMA and LSTM for prediction of hemorrhagic fever at different time scales in China

PLoS ONE ◽  
2022 ◽  
Vol 17 (1) ◽  
pp. e0262009
Author(s):  
Rui Zhang ◽  
Hejia Song ◽  
Qiulan Chen ◽  
Yu Wang ◽  
Songwang Wang ◽  
...  
Keyword(s):  
Root Mean Square ◽  
Time Scales ◽  
Hemorrhagic Fever ◽  
Early Warning Systems ◽  
Stochastic Gradient Descent ◽  
Mean Square ◽  
Forecasting Models ◽  
Best Fitting ◽  
Different Time Scales ◽  
Better Than

Objectives This study intends to build and compare two kinds of forecasting models at different time scales for hemorrhagic fever incidence in China. Methods Autoregressive Integrated Moving Average (ARIMA) and Long Short-Term Memory Neural Network (LSTM) were adopted to fit monthly, weekly and daily incidence of hemorrhagic fever in China from 2013 to 2018. The two models, combined and uncombined with rolling forecasts, were used to predict the incidence in 2019 to examine their stability and applicability. Results ARIMA (2, 1, 1) (0, 1, 1)12, ARIMA (1, 1, 3) (1, 1, 1)52 and ARIMA (5, 0, 1) were selected as the best fitting ARIMA model for monthly, weekly and daily incidence series, respectively. The LSTM model with 64 neurons and Stochastic Gradient Descent (SGDM) for monthly incidence, 8 neurons and Adaptive Moment Estimation (Adam) for weekly incidence, and 64 neurons and Root Mean Square Prop (RMSprop) for daily incidence were selected as the best fitting LSTM models. The values of root mean square error (RMSE), mean absolute error (MAE) and mean absolute percentage error (MAPE) of the models combined with rolling forecasts in 2019 were lower than those of the direct forecasting models for both ARIMA and LSTM. It was shown from the forecasting performance in 2019 that ARIMA was better than LSTM for monthly and weekly forecasting while the LSTM was better than ARIMA for daily forecasting in rolling forecasting models. Conclusions Both ARIMA and LSTM could be used to build a prediction model for the incidence of hemorrhagic fever. Different models might be more suitable for the incidence prediction at different time scales. The findings can provide a good reference for future selection of prediction models and establishments of early warning systems for hemorrhagic fever.

scholarly journals Improving the precision of modeling the incidence of hemorrhagic fever with renal syndrome in mainland China with an ensemble machine learning approach

PLoS ONE ◽  
2021 ◽  
Vol 16 (3) ◽  
pp. e0248597
Author(s):  
Guo-hua Ye ◽  
Mirxat Alim ◽  
Peng Guan ◽  
De-sheng Huang ◽  
Bao-sen Zhou ◽  
...  
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Mean Squared Error ◽  
Arima Model ◽  
Mainland China ◽  
Hemorrhagic Fever ◽  
Series Data ◽  
Percentage Error ◽  
Forecasting Performance ◽  
The Future

Objective Hemorrhagic fever with renal syndrome (HFRS), one of the main public health concerns in mainland China, is a group of clinically similar diseases caused by hantaviruses. Statistical approaches have always been leveraged to forecast the future incidence rates of certain infectious diseases to effectively control their prevalence and outbreak potential. Compared to the use of one base model, model stacking can often produce better forecasting results. In this study, we fitted the monthly reported cases of HFRS in mainland China with a model stacking approach and compared its forecasting performance with those of five base models. Method We fitted the monthly reported cases of HFRS ranging from January 2004 to June 2019 in mainland China with an autoregressive integrated moving average (ARIMA) model; the Holt-Winter (HW) method, seasonal decomposition of the time series by LOESS (STL); a neural network autoregressive (NNAR) model; and an exponential smoothing state space model with a Box-Cox transformation; ARMA errors; and trend and seasonal components (TBATS), and we combined the forecasting results with the inverse rank approach. The forecasting performance was estimated based on several accuracy criteria for model prediction, including the mean absolute percentage error (MAPE), root-mean-squared error (RMSE) and mean absolute error (MAE). Result There was a slight downward trend and obvious seasonal periodicity inherent in the time series data for HFRS in mainland China. The model stacking method was selected as the best approach with the best performance in terms of both fitting (RMSE 128.19, MAE 85.63, MAPE 8.18) and prediction (RMSE 151.86, MAE 118.28, MAPE 13.16). Conclusion The results showed that model stacking by using the optimal mean forecasting weight of the five abovementioned models achieved the best performance in terms of predicting HFRS one year into the future. This study has corroborated the conclusion that model stacking is an easy way to enhance prediction accuracy when modeling HFRS.

scholarly journals Forecasting Gold Prices in India using Time series and Deep Learning Algorithms

2021 ◽  
Vol 10 (5) ◽  
pp. 21-27
Author(s):  
P Sai Shankar ◽  
M Krishna Reddy
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Learning Algorithm ◽  
Arima Model ◽  
Absolute Error ◽  
Percentage Error ◽  
Deep Learning Algorithm ◽  
Primary Object ◽  
Daily Data ◽  
Forecasting Performance

The primary object of this paper is to compare the traditional time series models with deep learning algorithm. The ARIMA model is developed to forecast Indian Gold prices using daily data for the period 2016 to 2020 obtained from World Gold Council. We fitted the ARIMA (2,1,2) model which exhibited the least AIC values. In the meanwhile, MLP, CNN and LSTM models are also examined to forecast the gold prices in India. Mean absolute error, mean absolute percentage error and root mean squared errors used to evaluate the forecasting performance of the models. Hence, LSTM model superior than that of the other three models for forecasting the gold prices in India.

The Met Office operational global ocean forecast system FOAM-ORCA12

2021 ◽  
Author(s):  
Ana Barbosa Aguiar ◽  
Jennifer Waters ◽  
Martin Price ◽  
Gordon Inverarity ◽  
Christine Pequignet ◽  
...  
Keyword(s):  
Computational Cost ◽  
Absolute Error ◽  
Global Ocean ◽  
Background Error ◽  
Verification Methods ◽  
Climate Simulations ◽  
Forecast Models ◽  
The Mean ◽  
Lower Continuous ◽  
Better Than

<div> <p>The importance of oceans for atmospheric forecasts as well as climate simulations is being increasingly recognised with the advent of coupled ocean / atmosphere forecast models. Having comparable resolutions in both domains maximises the benefits for a given computational cost. The Met Office has recently upgraded its operational global ocean-only model from an eddy permitting 1/4 degree tripolar grid (ORCA025) to the eddy resolving 1/12 degree ORCA12 configuration while retaining 1/4 degree data assimilation. </p> </div><div> <p>We will present a description of the ocean-only ORCA12 system, FOAM-ORCA12, alongside some initial results. Qualitatively, FOAM-ORCA12 seems to represent better (than FOAM-ORCA025) the details of mesoscale features in SST and surface currents. Overall, traditional statistical results suggest that the new FOAM-ORCA12 system performs similarly or slightly worse than the pre-existing FOAM-ORCA025. However, it is known that comparisons of models running at different resolutions suffer from a double penalty effect, whereby higher-resolution models are penalised more than lower-resolution models for features that are offset in time and space. Neighbourhood verification methods seek to make a fairer comparison using a common spatial scale for both models and it can be seen that, as neighbourhood sizes increase, ORCA12 consistently has lower continuous ranked probability scores (CRPS) than ORCA025. CRPS measures the accuracy of the pseudo-ensemble created by the neighbourhood method and generalises the mean absolute error measure for deterministic forecasts. </p> </div><div> <p>The focus over the next year will be on diagnosing the performance of both the model and assimilation. A planned development that is expected to enhance the system is the update of the background-error covariances used for data assimilation. </p> </div>

Forecasting Malaysian overnight islamic interbank rate using the Box-Jenkins model

2021 ◽  
Vol 2 (1) ◽  
pp. 38-51
Author(s):  
N.S.M. Radzi ◽  
S.R. Yaziz
Keyword(s):  
Monetary Policy ◽  
Mean Absolute Error ◽  
Absolute Error ◽  
Prediction Intervals ◽  
Percentage Error ◽  
Mean Square ◽  
Islamic Banks ◽  
Financial Instruments ◽  
Policy Makers ◽  
Forecasting Performance

Modelling the overnight Islamic interbank rate (IIR) is imperative to define the IIR performance as it would help the Islamic banks to adjust its costs of funding effectively and facilitate the policy makers to regulate a comprehensive monetary policy in Malaysia. The IIR framework which has been regulated by Bank Negara Malaysia under dual banking and financial system has always been overlooked in most previous studies in modelling the financial instruments rates. Therefore, it is vital to select the appropriate model as it resembles with the features of the IIR. The study assesses the forecasting performance of overnight IIR using the Box-Jenkins model. The suggested Box-Jenkins model has been applied to the Malaysian overnight IIR (in percentage) from 02/01/2001 to 31/12/2020. The empirical results determine that ARIMA (0,1,1) is the most appropriate model in forecasting overnight IIR as the model provides the smallest Mean Absolute Error (MAE), Root Mean Square Error (RMSE) and Mean Absolute Percentage Error (MAPE). In multistep ahead forecasting, it can be summarised that ARIMA (0,1,1) model is able to trail the actual data trend of daily Malaysian overnight IIR up to 5-day ahead within 95% prediction intervals.

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 Prediction by using Artificial Neural Networks and Box-Jenkins methodologies: Comparison Study

2017 ◽  
Vol 9 (2) ◽  
Author(s):  
Mohammed Habib Al- Sharoot ◽  
Emaan Yousif Abdoon
Keyword(s):  
Neural Networks ◽  
Exchange Rate ◽  
Absolute Error ◽  
Percentage Error ◽  
Neural Network Approach ◽  
Decision Making Processes ◽  
The Mean ◽  
Us Dollar ◽  
Stable Economy ◽  
Better Than

The variations in exchange rate, especially the sudden unexpected increases and decreases, have significant impact on the national economy of any country. Iraq is no exception; therefore, the accurate forecasting of exchange rate of Iraqi dinar to US dollar plays an important role in the planning and decision-making processes as well as the maintenance of a stable economy in Iraq. This research aims to compare Box-Jenkins methodology to neural networks in terms of forecasting the exchange rate of Iraqi dinar to US dollar based on data provided by the Iraqi Central Bank for the period  30/01/2004 and 30/12/2014. Based on the Mean Square Error (MSE), the Mean Absolute Error (MAE), and the Mean Absolute Percentage Error (MAPE) as criteria to compare the two methodologies, it was concluded that Box-Jenkins is better than neural network approach in forecasting.

Use of Artificial Neural Networks and Arima to Forecasting Consumption Sawnwood of Pinus sp. in Brazil

2019 ◽  
Vol 21 (1) ◽  
pp. 51-61 ◽  
Author(s):  
D.A. Buratto ◽  
R. Timofeiczyk Junior ◽  
J.C.G.L. Silva ◽  
J.R. Frega ◽  
M.S.S.A. Wiecheteck ◽  
...  
Keyword(s):  
Neural Networks ◽  
Artificial Neural Networks ◽  
Mean Squared Error ◽  
Arima Model ◽  
Secondary Data ◽  
Information Criterion ◽  
Absolute Error ◽  
Percentage Error ◽  
Explanatory Variables ◽  
Artificial Neural

The objective of this study was to analyze the application of an artificial neural networks model and an ARIMA model to predict the consumption of sawnwood of pine. For this, we use real and secondary data collected and obtained from a historical data source, corresponding to the period from 1997 to 2016, which were later tested to generate the forecast models. Based on economic and statistical criteria, six explanatory variables were used to fit the best model. The choice of the model was made based on Mean Squared Error, Mean Absolute Error, Theil U metric, Percentage Error of Forecast and Akaike value information criterion. The results indicated that the models generated through the ARIMA model presented better performance when compared to the artificial neural network. The best adjusted model estimated a reduction of 1.33% in consumption of sawnwood of pine in Brazil for the period between 2017 and 2020.

scholarly journals Marine Predators Algorithm for Forecasting Confirmed Cases of COVID-19 in Italy, USA, Iran and Korea

2020 ◽  
Vol 17 (10) ◽  
pp. 3520 ◽  
Author(s):  
Mohammed A. A. Al-qaness ◽  
Ahmed A. Ewees ◽  
Hong Fan ◽  
Laith Abualigah ◽  
Mohamed Abd Elaziz
Keyword(s):  
Mean Squared Error ◽  
Fuzzy Inference ◽  
Absolute Error ◽  
Coefficient Of Determination ◽  
Percentage Error ◽  
Inference System ◽  
Infected People ◽  
Marine Predators ◽  
Forecasting Performance ◽  
The Usa

The current pandemic of the new coronavirus, severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2), or COVID-19, has received wide attention by scholars and researchers. The vast increase in infected people is a significant challenge for each country and the international community in general. The prediction and forecasting of the number of infected people (so-called confirmed cases) is a critical issue that helps in understanding the fast spread of COVID-19. Therefore, in this article, we present an improved version of the ANFIS (adaptive neuro-fuzzy inference system) model to forecast the number of infected people in four countries, Italy, Iran, Korea, and the USA. The improved version of ANFIS is based on a new nature-inspired optimizer, called the marine predators algorithm (MPA). The MPA is utilized to optimize the ANFIS parameters, enhancing its forecasting performance. Official datasets of the four countries are used to evaluate the proposed MPA-ANFIS. Moreover, we compare MPA-ANFIS to several previous methods to evaluate its forecasting performance. Overall, the outcomes show that MPA-ANFIS outperforms all compared methods in almost all performance measures, such as Root Mean Squared Error (RMSE), Mean Absolute Error (MAE), Mean Absolute Percentage Error (MAPE), Root Mean Squared Relative Error (RMSRE), and Coefficient of Determination( R 2 ). For instance, according to the results of the testing set, the R 2 of the proposed model is 96.48%, 98.59%, 98.74%, and 95.95% for Korea, Italy, Iran, and the USA, respectively. More so, the MAE is 60.31, 3951.94, 217.27, and 12,979, for Korea, Italy, Iran, and the USA, respectively.

scholarly journals COVID-19 Infection Forecasting based on Deep Learning in Iran

2020 ◽  
Author(s):  
Mehdi Azarafza ◽  
Mohammad Azarafza ◽  
Jafar Tanha
Keyword(s):  
Short Term Memory ◽  
Mean Squared Error ◽  
Moving Average ◽  
National Level ◽  
Absolute Error ◽  
Percentage Error ◽  
Autoregressive Integrated Moving Average ◽  
Error Metrics ◽  
Squared Error ◽  
Better Than

Since December 2019 coronavirus disease (COVID-19) is outbreak from China and infected more than 4,666,000 people and caused thousands of deaths. Unfortunately, the infection numbers and deaths are still increasing rapidly which has put the world on the catastrophic abyss edge. Application of artificial intelligence and spatiotemporal distribution techniques can play a key role to infection forecasting in national and province levels in many countries. As methodology, the presented study employs long short-term memory-based deep for time series forecasting, the confirmed cases in both national and province levels, in Iran. The data were collected from February 19, to March 22, 2020 in provincial level and from February 19, to May 13, 2020 in national level by nationally recognised sources. For justification, we use the recurrent neural network, seasonal autoregressive integrated moving average, Holt winter's exponential smoothing, and moving averages approaches. Furthermore, the mean absolute error, mean squared error, and mean absolute percentage error metrics are used as evaluation factors with associate the trend analysis. The results of our experiments show that the LSTM model is performed better than the other methods on the collected COVID-19 dataset in Iran

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