Hybrid SVM and ARIMA Model for Failure Time Series Prediction based on EEMD

2019 ◽  
Author(s):  
Haiyan Sun
Keyword(s):  
Time Series ◽  
Failure Time ◽  
Time Series Prediction ◽  
Arima Model

Hybrid Neural Models For Rice Yields Times Forecasting

2012 ◽  
Author(s):  
Ruhaidah Samsudin ◽  
Puteh Saad ◽  
Ani Shabri
Keyword(s):  
Time Series ◽  
Hybrid Model ◽  
Moving Average ◽  
Time Series Prediction ◽  
Arima Model ◽  
Data Sets ◽  
Ann Model ◽  
Yield Data ◽  
Rice Yields ◽  
Artificial Neural Network Ann

In this paper, time series prediction is considered as a problem of missing value. A model for the determination of the missing time series value is presented. The hybrid model integrating autoregressive intergrated moving average (ARIMA) and artificial neural network (ANN) model is developed to solve this problem. The developed models attempts to incorporate the linear characteristics of an ARIMA model and nonlinear patterns of ANN to create a hybrid model. In this study, time series modeling of rice yield data in Muda Irrigation area. Malaysia from 1995 to 2003 are considered. Experimental results with rice yields data sets indicate that the hybrid model improve the forecasting performance by either of the models used separately. Key words: ARIMA; Box and Jenkins; neural networks; rice yields; hybrid ANN model

scholarly journals A Time Series Prediction Approach Based on Hybrid Tuning for Database Performance Indicator in AIOps

2020 ◽  
Vol 38 (5) ◽  
pp. 1030-1037
Author(s):  
Xiaoling Wang ◽  
Xiaofang Zhang ◽  
Ning Li ◽  
Chengfeng Han ◽  
Zhuping Yuan ◽  
...  
Keyword(s):  
Time Series ◽  
Model Building ◽  
Performance Indicator ◽  
Time Series Prediction ◽  
Arima Model ◽  
Parameter Tuning ◽  
Trend Prediction ◽  
Cloud Database ◽  
Variation Data ◽  
Prediction Approach

One of the most important applications of the intelligent operation and maintenance of a cloud database is its trend prediction of key performance indicators (KPI), such as disk use, memory use, etc. We propose a method named AutoPA4DB (Auto Prophet and ARIMA for Database) to predict the trend of the KPIs of the cloud database based on the Prophet model and the ARIMA model. Our AutoPA4DB method includes data preprocessing, model building, parameter tuning and optimization. We employ the weighted MAPE coverage to measure its accuracy and use 6 industrial datasets including 10 KPIs to compare the AutoPA4DB method with other three time-series trend prediction algorithms. The experimental results show that our AutoPA4DB method performs best in predicting monotonic variation data, e.g.disk use trend prediction. But it is unstable in predicting oscillatory variation data; for example, it is acceptable in memory use trend prediction but has poor accuracy in predicting the number of database connection trends.

scholarly journals Real-Time Forecasting of COVID-19 prevalence in India using ARIMA Model

2020 ◽  
Vol 4 (10) ◽  
pp. 78-83
Keyword(s):  
Time Series ◽  
Virus Disease ◽  
Moving Average ◽  
Time Series Prediction ◽  
Arima Model ◽  
Autoregressive Integrated Moving Average ◽  
Daily Data ◽  
The World ◽  
Increasing Trend ◽  
Short Term Prediction

Corona virus disease (COVID -19) has changed the world completely due to unavailability of its exact treatment. It has affected 215 countries in the world in which India is no exception where COVID patients are increasing exponentially since 15th of Feb. The objective of paper is to develop a model which can predict daily new cases in India. The autoregressive integrated moving average (ARIMA) models have been used for time series prediction. The daily data of new COVID-19 cases act as an exogenous variable in this framework. The daily data cover the sample period of 15th February, 2020 to 24th May, 2020. The time variable under study is a non-stationary series as 𝒚𝒕 is regressed with 𝒚𝒕−𝟏 and the coefficient is 1. The time series have clearly increasing trend. Results obtained revealed that the ARIMA model has a strong potential for short-term prediction. In PACF graph. Lag 1 and Lag 13 is significant. Regressed values implies Lag 1 and Lag 13 is significant in predicting the current values. The model predicted maximum COVID-19 cases in India at around 8000 during 5thJune to 20th June period. As per the model, the number of new cases shall start decreasing after 20th June in India only. The results will help governments to make necessary arrangements as per the estimated cases. The limitation of this model is that it is unable to predict jerks on either lower or upper side of daily new cases. So, in case of jerks re-estimation will be required.

Time series prediction method of geometric characteristics of molten pool based on ARIMA model

2021 ◽  
Author(s):  
Qiling Li ◽  
Zhenying Xu ◽  
Ziqian Wu ◽  
Mengyu Tang ◽  
Jinjin Yan ◽  
...  
Keyword(s):  
Time Series ◽  
Molten Pool ◽  
Time Series Prediction ◽  
Arima Model ◽  
Prediction Method ◽  
Geometric Characteristics

scholarly journals Adaptive Online Learning for Time Series Prediction

2021 ◽  
Author(s):  
Weijia Shao ◽  
Lukas Friedemann Radke ◽  
Fikret Sivrikaya ◽  
Sahin Albayrak
Keyword(s):  
Time Series ◽  
Online Learning ◽  
Time Series Data ◽  
Moving Average ◽  
Time Series Prediction ◽  
Arima Model ◽  
Series Data ◽  
Real World Datasets ◽  
Regret Bound ◽  
Adaptive Online Learning

We study the problem of predicting time series data using the autoregressive integrated moving average (ARIMA) model in an online manner. Existing algorithms require model selection, which is time consuming and inapt for the setting of online learning. Using adaptive online learning techniques, we develop algorithms for fitting ARIMA models with fewest possible hyperparameters. We analyse the regret bound of the proposed algorithms and examine their performance using experiments on both synthetic and real world datasets

scholarly journals Optimization of ARIMA Forecasting Model using Firefly Algorithm

2019 ◽  
Vol 13 (2) ◽  
pp. 127 ◽  
Author(s):  
Ilham Unggara ◽  
Aina Musdholifah ◽  
Anny Kartika Sari
Keyword(s):  
Time Series ◽  
Firefly Algorithm ◽  
Moving Average ◽  
Time Series Prediction ◽  
Arima Model ◽  
Information Criterion ◽  
Forecasting Model ◽  
Optimal Model ◽  
Autoregressive Integrated Moving Average ◽  
Foreign Tourist

 Time series prediction aims to control or recognize the behavior of the system based on the data in a certain period of time. One of the most widely used method in time series prediction is ARIMA (Autoregressive Integrated Moving Average). However, ARIMA has a weakness in determining the optimal model. firefly algorithm is used to optimize ARIMA model (p, d, q). by finding the smallest AIC (Akaike Information Criterion) value in determining the best ARIMA model. The data used in the study are daily stock data JCI period January 2013 until August 2016 and data of foreign tourist visits to Indonesia period January 1988 to November 2017.Based on testing, for JCI data, obtained predicted results with Box-Jenkins ARIMA model produces RMSE 49.72, whereas the prediction with the ARIMA Optimization model yielded RMSE 49.48. For the data of Foreign Tourist Visits, the predicted results with the Box-Jenkins ARIMA model resulted in RMSE 46088.9, whereas the predicted results with ARIMA optimization resulted in RMSE 44678.4. From these results it can be concluded that the optimization of ARIMA model with Firefly Algorithm produces better forecasting model than ARIMA model without Optimization.

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