scholarly journals Stochastic ARIMA model for annual rainfall and maximum temperature forecasting over Tordzie watershed in Ghana

2018 ◽  
Vol 37 (1) ◽  
pp. 127-140 ◽  
Author(s):  
Mexoese Nyatuame ◽  
Sampson K. Agodzo
Keyword(s):  
Mean Square Error ◽  
Autocorrelation Function ◽  
Moving Average ◽  
Arima Model ◽  
Information Criterion ◽  
Annual Rainfall ◽  
Maximum Temperature ◽  
Complex Nature ◽  
Mean Square ◽  
Rainfall Prediction

AbstractThe forecast of rainfall and temperature is a difficult task due to their variability in time and space and also the inability to access all the parameters influencing rainfall of a region or locality. Their forecast is of relevance to agriculture and watershed management, which significantly contribute to the economy. Rainfall prediction requires mathematical modelling and simulation because of its extremely irregular and complex nature. Autoregressive integrated moving average (ARIMA) model was used to analyse annual rainfall and maximum temperature over Tordzie watershed and the forecast. Autocorrelation function (ACF) and partial autocorrelation function (PACF) were used to identify the models by aid of visual inspection. Stationarity tests were conducted using the augmented Dickey–Fuller (ADF), Mann–Kendall (MK) and Kwiatkowski–Phillips–Schmidt–Shin (KPSS) tests respectively. The chosen models were evaluated and validated using the Akaike information criterion corrected (AICC) and also Schwartz Bayesian criteria (SBC). The diagnostic analysis of the models comprised of the independence, normality, homoscedascity, P–P and Q–Q plots of the residuals respectively. The best ARIMA model for rainfall for Kpetoe and Tordzinu were (3, 0, 3) and (3, 1, 3) with AICC values of 190.07 and 178.23. That of maximum temperature for Kpetoe and Tordzinu were (3, 1, 3) and (3, 1, 3) and the corresponding AICC values of 23.81 and 36.10. The models efficiency was checked using sum of square error (SSE), mean square error (MSE), mean absolute percent error (MAPE) and root mean square error (RMSE) respectively. The results of the various analysis indicated that the models were adequate and can aid future water planning projections.

Predicting Daily Confirmed COVID-19 Cases in India

2021 ◽  
pp. 34-51
Author(s):  
Sudip Singh
Keyword(s):  
Time Series ◽  
Root Mean Square Error ◽  
Autocorrelation Function ◽  
Moving Average ◽  
Arima Model ◽  
Family Welfare ◽  
Mean Square ◽  
Univariate Time Series ◽  
Partial Autocorrelation Function ◽  
Auto Regressive

India, with a population of over 1.38 billion, is facing high number of daily COVID-19 confirmed cases. In this chapter, the authors have applied ARIMA model (auto-regressive integrated moving average) to predict daily confirmed COVID-19 cases in India. Detailed univariate time series analysis was conducted on daily confirmed data from 19.03.2020 to 28.07.2020, and the predictions from the model were satisfactory with root mean square error (RSME) of 7,103. Data for this study was obtained from various reliable sources, including the Ministry of Health and Family Welfare (MoHFW) and http://covid19india.org/. The model identified was ARIMA(1,1,1) based on time series decomposition, autocorrelation function (ACF), and partial autocorrelation function (PACF).

scholarly journals Forecasting incidence of tuberculosis cases in Brazil based on various univariate time-series models

2019 ◽  
Vol 7 (10) ◽  
pp. 894-909
Author(s):  
Rhuan Carlos Martins Ribeiro ◽  
Thaynara Araújo Quadros ◽  
John Jairo Saldarriaga Ausique ◽  
Otavio Andre Chase ◽  
Pedro Silvestre da Silva Campos ◽  
...  
Keyword(s):  
Public Health ◽  
Time Series ◽  
Mean Square Error ◽  
High Performance ◽  
Moving Average ◽  
Arima Model ◽  
Public Health Problem ◽  
Absolute Error ◽  
Exponential Smoothing ◽  
Mean Square

Tuberculosis (TB) remains the world's deadliest infectious disease and is a serious public health problem. Control for this disease still presents several difficulties, requiring strategies for the execution of immediate combat and intervention actions. Given that changes through the decision-making process are guided by current information and future prognoses, it is critical that a country's public health managers rely on accurate predictions that can detect the evolving incidence phenomena. of TB. Thus, this study aims to analyze the accuracy of predictions of three univariate models based on time series of diagnosed TB cases in Brazil, from January 2001 to June 2018, in order to establish which model presents better performance. For the second half of 2018. From this, data were collected from the Department of Informatics of the Unified Health System (DATASUS), which were submitted to the methods of Simple Exponential Smoothing (SES), Holt-Winters Exponential Smoothing (HWES) and the Integrated Autoregressive Moving Average (ARIMA) model. In the performance analysis and model selection, six criteria based on precision errors were established: Mean Square Error (MSE), Root Mean Square Error (RMSE), Mean Absolute Error (MAE), Mean Absolute Percent Error (MAPE) and Theil's U statistic (U1 and U2). According to the results obtained, the HWES (0.2, 0.1, 0.1) presented a high performance in relation to the error metrics, consisting of the best model compared to the other two methodologies compared here.

COVID-19 ARIMA Model Forecast: Confirmed, Mortality & Recovered Cases in 13 Caribbean Countries (Preprint)

2020 ◽  
Author(s):  
Debjyoti Talukdar ◽  
Dr. Vrijesh Tripathi
Keyword(s):  
Time Series ◽  
Autocorrelation Function ◽  
Moving Average ◽  
Arima Model ◽  
Information Criterion ◽  
Local Health ◽  
Health Administration ◽  
Model Forecast ◽  
Time Period ◽  
The Impact

BACKGROUND Rapid spread of SARS nCoV-2 virus in Caribbean region has prompted heightened surveillance with more than 350,000 COVID-19 confirmed cases in 13 Caribbean countries namely Antigua and Barbados, Bahamas, Barbados, Cuba, Dominica, Dominican Republic, Grenada, Haiti, Jamaica, Saint Kitts and Nevis, Saint Lucia, Saint Vincent and the Grenadines, Trinidad and Tobago. OBJECTIVE The aim of our study is to analyze the impact of coronavirus (SARS nCoV-2) in 13 Caribbean countries in terms of confirmed cases, number of deaths and recovered cases. Current and projected forecasts using advanced autoregressive integrated moving average (ARIMA) models will enable local health organisations to plan future courses of action in terms of lockdown and managing essential public services. METHODS The study uses the auto regressive integrated moving average (ARIMA) model based upon time series pattern as per data retrieved from John Hopkins University, freely accessible on public domain and used for research and academic purposes. The data was analyzed using STATA 14 SE software between the time period - Jan 22, 2020 till May 27, 2020 using ARIMA time series analysis. It involves generalizing an autoregressive moving average model to better understand the data and predict future points in the time series until June 15, 2020. RESULTS The results show the predicted trend in terms of COVID-19 confirmed, mortality and recovered cases for 13 Caribbean countries. The projected ARIMA model forecast for the time period - May 25, 2020 to May 31, 2020 show 20278 (95% CI 19433.21 - 21123.08) confirmed cases, 631 (95% CI 615.90 - 646.51) deaths and 11501 (95% CI 10912.45 - 12089) recovered cases related to SARS nCoV-2 virus. The final ARIMA model chosen for confirmed COVID-19 cases, number of deaths and recovered cases are ARIMA (4,2,2), ARIMA (2,1,2) and ARIMA (4,1,2) respectively. All chosen models were compared with other models in terms of various factors like AIC/BIC (Akaike Information Criterion/Bayesian Information Criterion), log likelihood, p-value significance, coefficient < 1 and 5% significance. The autocorrelation function (ACF) and partial autocorrelation function (PACF) graphs were plotted to reduce bias and select the best fitting model. CONCLUSIONS As per the results of the forecasted COVID-19 models, there is a steady rise in terms of confirmed, recovered and mortality cases during the time period March 1, 2020 until May 27, 2020. It shows an increasing trend for confirmed and recovered COVID-19 cases and slowing of the number of mortality cases over a period of time. The predicted model will help the local health administration to devise public policies in terms of awareness measures, lockdown and essential health services accordingly.

Water Use Trend at Universiti Teknologi Malaysia: Application of ARIMA Model

2012 ◽  
Author(s):  
Ayob Katimon ◽  
Amat Sairin Demun
Keyword(s):  
Time Series ◽  
Water Use ◽  
Autocorrelation Function ◽  
Water Consumption ◽  
Moving Average ◽  
Arima Model ◽  
Information Criterion ◽  
University Campus ◽  
Autoregressive Integrated Moving Average ◽  
Partial Autocorrelation Function

Kertas kerja ini menerangkan aplikasi kaedah permodelan (ARIMA) bagi mewakili perilaku penggunaan air di kampus Universiti Teknologi Malaysia. Menggunakan fungsi–fungsi ACF, PACF dan AIC, siri masa penggunaan air bulanan di kampus UTM boleh dinyatakan dalam model ARIMA (2,0,0). Anggaran parameter model ø1 dan ø2 ialah 0.2747 dan 0.4194. Keadaan tersebut menggambarkan bahawa penggunaan air pada bulan semasa tidak semestinya dipengaruhi dengan tepat oleh kadar penggunaan air pada bulan sebelumnya. Analisis juga menunjukkan model ARIMA (2,0,0) boleh diguna sebagai model ramalan guna air di kampus universiti. Kata kunci: Guna air, kampus universiti, siri masa, model ARIMA The paper describes the application of autoregressive integrated moving average (ARIMA) model to represent water use behaviour at Universiti Teknologi Malaysia (UTM) campus. Using autocorrelation function (ACF), partial autocorrelation function (PACF), and Akaike’s Information Criterion (AIC), monthly campus water use series can be best presented using ARIMA (2,0,0) model. The estimated parameter of the model ø1 and ø2 are 0.2747 and 0.4194 respectively. This implies that water consumption in UTM campus at the present month is not necessarily influenced by water consumption of immediate previous month. Analysis shows that ARIMA (2,0,0) model provides a reasonable forecasting tool for campus water use. Key words: Water use, university campus, time series, ARIMA model

scholarly journals Predicting Economic Performance of Bangladesh using Autoregressive Integrated Moving Average (ARIMA) model.

2021 ◽  
pp. 129-148
Author(s):  
Raad Mozib Lalon ◽  
Nusrat Jahan
Keyword(s):  
Autocorrelation Function ◽  
Economic Performance ◽  
Goodness Of Fit ◽  
Moving Average ◽  
Arima Model ◽  
Unit Root Test ◽  
Information Criterion ◽  
Gdp Growth ◽  
Autoregressive Integrated Moving Average ◽  
Q Model

This paper attempts to forecast the economic performance of Bangladesh measured with annual GDP data using an Autoregressive Integrated Moving Average (ARIMA) Model followed by test of goodness of fit using AIC (Akaike Information Criterion) and BIC (Bayesian Information Criterion) index value among six ARIMA models along with several diagnostic tests such as plotting ACF (Autocorrelation Function), PACF (Partial Autocorrelation Function) and performing Unit Root Test of the Residuals estimated by the selected forecasting ARIMA model. We have found the appropriate ARIMA (1,0,1) model useful in predicting the GDP growth of Bangladesh for next couple of years adopting Box-Jenkins approach to construct the ARIMA (p,r,q) model using the GDP data of Bangladesh provided in the World Bank Data stream from 1961 to 2019. JEL classification numbers: B22, B23, C53. Keywords: GDP growth, ACF, PACF, Stationary, ARIMA (p,r,q) model, Forecasting.

Predicting Rice Production using Autoregressive Integrated Moving Average Model

2019 ◽  
Vol 6 (04) ◽  
Author(s):  
R C BHARATI ◽  
ANIL KUMAR SINGH
Keyword(s):  
Time Series ◽  
Root Mean Square Error ◽  
Mean Square Error ◽  
Time Series Data ◽  
Moving Average ◽  
Information Criterion ◽  
Rice Production ◽  
Series Data ◽  
Mean Square ◽  
Autoregressive Integrated Moving Average

A study was conducted on time-series data on rice production in India. Box-Jenkins Autoregressive Integrated Moving Average (ARIMA) time-series process was considered for predicting country's rice production using the time series data from 1950–51 to 2017–18. Data from 1950–51 to 2014–15 were used for model development and three years data from 2015–16 and 2017–18 were kept for validation The augmented Dicky Fuller test was applied to test stationarity in data set. Root mean square error. Based on ACF and PACF, the model was defined and tested for its suitability. Akaike information criterion and Bayesian information criterion were used to judge the suitability of the model to be fitted. The performance of the fitted model was examined using mean absolute error, mean percent forecast error, root mean square error and Theil's inequality coefficients. IMA (0, 1, 1) model performed well for forecasting purposes. The percent prediction error for the last three years i.e. from 2015–16 and 2017–18, was below 3%. The predicted values along with their standard errors up to the year 2099, were also obtained using the model.

scholarly journals Optimal Stochastic Forecast Models of Rainfall in South-West Region of Nigeria

2021 ◽  
Vol 7 (2) ◽  
pp. 1-20
Author(s):  
J. N. Onyeka-Ubaka ◽  
◽  
M. A . Halid ◽  
R. K Ogundeji
Keyword(s):  
Mean Square Error ◽  
Autocorrelation Function ◽  
Moving Average ◽  
Model Identification ◽  
Forecast Model ◽  
Absolute Error ◽  
Mean Square ◽  
Sarima Model ◽  
Autoregressive Integrated Moving Average ◽  
Ogun State

Rainfall estimates are important components of water resources applications, especially in agriculture, transport constructing irrigation and drainage systems. This paper aims to stochastically model and forecast the rainfall trend and pattern for a city, each purposively selected in five states of the South-Western Region of Nigeria. The data collected from Nigerian Meteorological Agency (NIMET) website are captured with fractional autoregressive integrated moving average (ARFIMA) and seasonal autoregressive integrated moving average (SARIMA) models. The autocorrelation function (ACF) and partial autocorrelation function (PACF) are used for model identification, the models selected are subjected to diagnostic checks for the models adequacy. Several tests: Augmented Dickey Fuller (ADF), Ljung Box and Jarque Bera tests are used for investigating unit root, serial autocorrelation and normality of residuals, respectively; the mean square error, root mean square error and mean absolute error are employed in validating the optimal stochastic model for each city in all states, in which the model with the lowest error of forecasting of all competing models is suggested as the best. The analyses and findings suggest SARIMA(1,0,1)(1,1,0) [12], SARIMA(3,0,2)(1,0,0) [12], SARIMA(1,0,0)(1,1,0) [12], SARIMA(2,0,2)(2,1,0) [12] and SARIMA(0,0,1)(1,1,0) [12] for (Ibadan) Oyo State, (Ikorodu) Lagos State, (Osogbo) Osun State, (Abeokuta) Ogun State and (Akure) Ondo state, respectively. The seasonal ARIMA (SARIMA) model was proven to be the best optimal stochastic forecast model for forecasting rainfall in the selected cities. The SARIMA model was, therefore, recommended as a veritable technique that will assist decision makers (Government, Farmers, and Policymakers) to establish better strategies “aprior” on the management of rainfall against upcoming weather changes to ensure increase in agricultural yields for the betterment of the citizenry and general economic growth.

Prognosticating the spread of covid-19 pandemic based on optimal arima estimators

2020 ◽  
Vol 20 ◽  
Author(s):  
Venuka Sandhir ◽  
Vinod Kumar ◽  
Vikash Kumar
Keyword(s):  
South Africa ◽  
Statistical Analysis ◽  
Moving Average ◽  
Arima Model ◽  
Information Criterion ◽  
Stable Case ◽  
Johns Hopkins University ◽  
Modelling Techniques ◽  
Auto Regressive ◽  
Global Threat

Background: COVID-19 cases have been reported as a global threat and several studies are being conducted using various modelling techniques to evaluate patterns of disease dispersion in the upcoming weeks. Here we propose a simple statistical model that could be used to predict the epidemiological extent of community spread of COVID-19from the explicit data based on optimal ARIMA model estimators. Methods: Raw data was retrieved on confirmed cases of COVID-19 from Johns Hopkins University (https://github.com/CSSEGISandData/COVID-19) and Auto-Regressive Integrated Moving Average (ARIMA) model was fitted based on cumulative daily figures of confirmed cases aggregated globally for ten major countries to predict their incidence trend. Statistical analysis was completed by using R 3.5.3 software. Results: The optimal ARIMA model having the lowest Akaike information criterion (AIC) value for US (0,2,0); Spain (1,2,0); France (0,2,1); Germany (3,2,2); Iran (1,2,1); China (0,2,1); Russia (3,2,1); India (2,2,2); Australia (1,2,0) and South Africa (0,2,2) imparted the nowcasting of trends for the upcoming weeks. These parameters are (p, d, q) where p refers to number of autoregressive terms, d refers to number of times the series has to be differenced before it becomes stationary, and q refers to number of moving average terms. Results obtained from ARIMA model showed significant decrease cases in Australia; stable case for China and rising cases has been observed in other countries. Conclusion: This study tried their best at predicting the possible proliferate of COVID-19, although spreading significantly depends upon the various control and measurement policy taken by each country.

scholarly journals The CSS and The Two-Staged Methods for Parameter Estimation in SARFIMA Models

2011 ◽  
Vol 2011 ◽  
pp. 1-11 ◽  
Author(s):  
Erol Egrioglu ◽  
Cagdas Hakan Aladag ◽  
Cem Kadilar
Keyword(s):  
Time Series ◽  
Parameter Estimation ◽  
Root Mean Square Error ◽  
Mean Square Error ◽  
Simulation Study ◽  
Long Memory ◽  
Moving Average ◽  
Mean Square ◽  
Sample Sizes ◽  
Advantages And Disadvantages

Seasonal Autoregressive Fractionally Integrated Moving Average (SARFIMA) models are used in the analysis of seasonal long memory-dependent time series. Two methods, which are conditional sum of squares (CSS) and two-staged methods introduced by Hosking (1984), are proposed to estimate the parameters of SARFIMA models. However, no simulation study has been conducted in the literature. Therefore, it is not known how these methods behave under different parameter settings and sample sizes in SARFIMA models. The aim of this study is to show the behavior of these methods by a simulation study. According to results of the simulation, advantages and disadvantages of both methods under different parameter settings and sample sizes are discussed by comparing the root mean square error (RMSE) obtained by the CSS and two-staged methods. As a result of the comparison, it is seen that CSS method produces better results than those obtained from the two-staged method.

PERAMALAN TINGKAT PENGANGGURAN DI INDONESIA MENGGUNAKAN METODE TIME SERIES DENGAN MODEL ARIMA DAN HOLT-WINTERS

2021 ◽  
Vol 26 (1) ◽  
pp. 13-28
Author(s):  
Agus Sulaiman ◽  
Asep Juarna
Keyword(s):  
Time Series ◽  
Mean Square Error ◽  
Moving Average ◽  
Exponential Smoothing ◽  
Mean Square ◽  
Autoregressive Integrated Moving Average ◽  
Model Time Series

Beberapa penyebab terjadinya pengangguran di Indonesia ialah, tingkat urbanisasi, tingkat industrialisasi, proporsi angkatan kerja SLTA dan upah minimum provinsi. Faktor-faktor tersebut turut serta mempengaruhi persentase data terkait tingkat pengangguran menjadi sedikit fluktuatif. Berdasarkan pergerakan persentase data tersebut, diperlukan sebuah prediksi untuk mengetahui persentase tingkat pengangguran di masa depan dengan menggunakan konsep peramalan. Pada penelitian ini, peneliti melakukan analisis peramalan time series menggunakan metode Box-Jenkins dengan model Autoregressive Integrated Moving Average (ARIMA) dan metode Exponential Smoothing dengan model Holt-Winters. Pada penelitian ini, peramalan dilakukan dengan menggunakan dataset tingkat pengangguran dari tahun 2005 hingga 2019 per 6 bulan antara Februari hingga Agustus. Peneliti akan melihat evaluasi Range Mean Square Error (RMSE) dan Mean Square Error (MSE) terkecil dari setiap model time series. Berdasarkan hasil penelitian, ARIMA(0,1,12) menjadi model yang terbaik untuk metode Box-Jenkins sedangkan Holt-Winters dengan alpha(mean) = 0.3 dan beta(trend) = 0.4 menjadi yang terbaik pada metode Exponential Smoothing. Pemilihan model terbaik dilanjutkan dengan perbandingan nilai akurasi RMSE dan MSE. Pada model ARIMA(0,1,12) nilai RMSE = 1.01 dan MSE = 1.0201, sedangkan model Holt-Winters menghasilkan nilai RMSE = 0.45 dan MSE = 0.2025. Berdasarkan data tersebut terpilih model Holt-Winters sebagai model terbaik untuk peramalan data tingkat pengangguran di Indonesia.

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