scholarly journals AZƏRBAYCANDA COVID-19 KORONAVİRUSUNA YOLUXMANIN PROQNOZLAŞDIRILMASI ÜÇÜN ARIMA MODELLƏRİNİN TƏTBİQİ

2021 ◽  
Vol 12 (1) ◽  
pp. 95-104
Author(s):  
Firəngiz Sadıyeva ◽  
Keyword(s):  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Mean Absolute Error ◽  
Moving Average ◽  
Absolute Error ◽  
Mean Square ◽  
Autoregressive Integrated Moving Average

Məqalədə COVID-19 pandemiyasını proqnozlaşdırmaq üçün avtoreqressiv inteqrasiya edilmiş hərəkətli ortalama (ing. ARIMA. Autoregressive İntegrated Moving Average) modeli təklif edilmişdir. COVID-19 dünyada sürətlə yayılan və hazırda davam edən yeni növ pandemiyadır. Son dövrlərdə pandemiyaya yoluxanların sayı Azərbaycanda rekord həddə çatmışdır. Məhz bu səbəbdən COVID-19 pandemiyasının proqnozu məsələsinə baxılmışdır və bir neçə ayı əhatə edən real verilənlərlə eksperimentlərdə təklif edilmiş ARIMA modelinin COVID-19 zaman sıralarının proqnozlaşdırılması üçün müxtəlif parametrlərlə tətbiq edilmişdir. Verilənlər dedikdə, 22.01.2020 – 22.10.2020 tarixləri arasında Azərbaycan Respublikasının Səhiyyə Nazirliyi (www.sehiyye.gov.az) tərəfindən rəsmi olaraq qeydiyyata alınan gündəlik yoluxma hallarının sayı nəzərdə tutulur. Bu verilənlərdən istifadə etməklə, növbəti zaman aralığında ölkəmizdə baş verəcək yoluxma halları proqnoz edilmişdir. Bunun üçün ARIMA modelinə müxtəlif parametrlər verilmiş və uyğun olaraq hər bir modelin səhv dərəcəsi qiymətləndirilmişdir. Səhvin qiymətləndirilməsi üçün MAPE (Mean Absolute Persentace Error), MAE (Mean Absolute Error) və RMSE (Root Mean Square Error) funksiyaları istifadə edilib. Müqayisələr nəticəsində ən uyğun model seçilmişdir. Alınmış nəticələr ölkəmizdə pandemiya dövründə həm səhiyyə sistemi, həm də adi vətəndaşlar üçün vacib amildir. Əldə edilmiş nəticələr statistik metodların koronavirusa aid qeyri-stasionar zaman sıralarının proqnozlaşdırılmasının digər məsələlərə tətbiqində də məhsuldar ola biləcəyini təsdiqləyir.

scholarly journals Forecasting Exports and Imports by using Autoregressive (AR) with Seasonal Dummies and Box-Jenkins Approaches: A Case of Pakistan

2020 ◽  
Vol 31 (3) ◽  
pp. 291-301
Author(s):  
Sahir Pervaiz Ghauri ◽  
Rizwan Raheem Ahmed ◽  
Dalia Streimikiene ◽  
Justas Streimikis
Keyword(s):  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Mean Absolute Error ◽  
Moving Average ◽  
Trade Deficit ◽  
Absolute Error ◽  
Ar Model ◽  
Mean Square ◽  
Auto Regressive

This research aims to evaluate two econometric models to forecast imports and exports for the financial year (FY) 2020. For this purpose, we used the annual exports and imports data of Pakistan from FY2002 to FY2019. Thus, in this regard, we employed, and compared the results of two econometrics models such as Box Jenkins or Autoregressive Integrated Moving Average (ARIMA), and Auto-Regressive (AR) with seasonal dummies. For examining the precision of forecasting, we employed mean absolute error and root mean square error approaches. The findings of Root Mean Square Error (RMSE) and Mean Absolute Error (MAE) reveal that the ARIMA or Box Jenkins approach provides better accuracy of the forecast for the exports as compared to the AR model with dummies. However, Auto-Regressive (AR) model has demonstrated more precision for the imports as compared to the Box Jenkins model. Hence, the projected forecasting for the growth of export is 1.87% for the FY2020 and projected forecasting for the import demonstrates a negative variation of -1.61% for the FY2020. The findings of the undertaken study recommend the policymakers of Pakistan to take corrective measures to increase exports and to prevent the country from the trade deficit. The policymakers of Pakistan should give more incentives to the exporters and decrease the cost of doing business to be more competitive than the regional economies such as India, Bangladesh, and China.

scholarly journals Indian COVID-19 dynamics: Prediction using autoregressive integrated moving average modelling

2021 ◽  
Vol 52 (1) ◽  
pp. 6-14
Author(s):  
Amit Tak ◽  
Sunita Dia ◽  
Mahendra Dia ◽  
Todd Wehner
Keyword(s):  
Root Mean Square Error ◽  
Real Time ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Moving Average ◽  
Information Criteria ◽  
Evidence Based ◽  
Mean Square ◽  
Autoregressive Integrated Moving Average ◽  
Akaike Information Criteria

Background: The forecasting of Coronavirus Disease-19 (COVID-19) dynamics is a centrepiece in evidence-based disease management. Numerous approaches that use mathematical modelling have been used to predict the outcome of the pandemic, including data-driven models, empirical and hybrid models. This study was aimed at prediction of COVID-19 evolution in India using a model based on autoregressive integrated moving average (ARIMA). Material and Methods: Real-time Indian data of cumulative cases and deaths of COVID-19 was retrieved from the Johns Hopkins dashboard. The dataset from 11 March 2020 to 25 June 2020 (n = 107 time points) was used to fit the autoregressive integrated moving average model. The model with minimum Akaike Information Criteria was used for forecasting. The predicted root mean square error (PredRMSE) and base root mean square error (BaseRMSE) were used to validate the model. Results: The ARIMA (1,3,2) and ARIMA (3,3,1) model fit best for cumulative cases and deaths, respectively, with minimum Akaike Information Criteria. The prediction of cumulative cases and deaths for next 10 days from 26 June 2020 to 5 July 2020 showed a trend toward continuous increment. The PredRMSE and BaseRMSE of ARIMA (1,3,2) model were 21,137 and 166,330, respectively. Similarly, PredRMSE and BaseRMSE of ARIMA (3,3,1) model were 668.7 and 5,431, respectively. Conclusion: It is proposed that data on COVID-19 be collected continuously, and that forecasting continue in real time. The COVID-19 forecast assist government in resource optimisation and evidence-based decision making for a subsequent state of affairs.

Metabolic Rate in Adolescent Athletes: The Development and Validation of New Equations, and Comparison to Previous Models

2020 ◽  
Vol 30 (4) ◽  
pp. 249-257
Author(s):  
Reid J. Reale ◽  
Timothy J. Roberts ◽  
Khalil A. Lee ◽  
Justina L. Bonsignore ◽  
Melissa L. Anderson
Keyword(s):  
Root Mean Square Error ◽  
Metabolic Rate ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Mean Absolute Error ◽  
Compartment Model ◽  
Absolute Error ◽  
Mean Square ◽  
Adolescent Athletes ◽  
Two Compartment Model

We sought to assess the accuracy of current or developing new prediction equations for resting metabolic rate (RMR) in adolescent athletes. RMR was assessed via indirect calorimetry, alongside known predictors (body composition via dual-energy X-ray absorptiometry, height, age, and sex) and hypothesized predictors (race and maturation status assessed via years to peak height velocity), in a diverse cohort of adolescent athletes (n = 126, 77% male, body mass = 72.8 ± 16.6 kg, height = 176.2 ± 10.5 cm, age = 16.5 ± 1.4 years). Predictive equations were produced and cross-validated using repeated k-fold cross-validation by stepwise multiple linear regression (10 folds, 100 repeats). Performance of the developed equations was compared with several published equations. Seven of the eight published equations examined performed poorly, underestimating RMR in >75% to >90% of cases. Root mean square error of the six equations ranged from 176 to 373, mean absolute error ranged from 115 to 373 kcal, and mean absolute error SD ranged from 103 to 185 kcal. Only the Schofield equation performed reasonably well, underestimating RMR in 51% of cases. A one- and two-compartment model were developed, both r2 of .83, root mean square error of 147, and mean absolute error of 114 ± 26 and 117 ± 25 kcal for the one- and two-compartment model, respectively. Based on the models’ performance, as well as visual inspection of residual plots, the following model predicts RMR in adolescent athletes with better precision than previous models; RMR = 11.1 × body mass (kg) + 8.4 × height (cm) − (340 male or 537 female).

scholarly journals Root mean square error (RMSE) or mean absolute error (MAE)? – Arguments against avoiding RMSE in the literature

2014 ◽  
Vol 7 (3) ◽  
pp. 1247-1250 ◽  
Author(s):  
T. Chai ◽  
R. R. Draxler
Keyword(s):  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Model Evaluation ◽  
Mean Absolute Error ◽  
Evaluation Studies ◽  
Model Performance ◽  
Absolute Error ◽  
Average Error ◽  
Mean Square

Abstract. Both the root mean square error (RMSE) and the mean absolute error (MAE) are regularly employed in model evaluation studies. Willmott and Matsuura (2005) have suggested that the RMSE is not a good indicator of average model performance and might be a misleading indicator of average error, and thus the MAE would be a better metric for that purpose. While some concerns over using RMSE raised by Willmott and Matsuura (2005) and Willmott et al. (2009) are valid, the proposed avoidance of RMSE in favor of MAE is not the solution. Citing the aforementioned papers, many researchers chose MAE over RMSE to present their model evaluation statistics when presenting or adding the RMSE measures could be more beneficial. In this technical note, we demonstrate that the RMSE is not ambiguous in its meaning, contrary to what was claimed by Willmott et al. (2009). The RMSE is more appropriate to represent model performance than the MAE when the error distribution is expected to be Gaussian. In addition, we show that the RMSE satisfies the triangle inequality requirement for a distance metric, whereas Willmott et al. (2009) indicated that the sums-of-squares-based statistics do not satisfy this rule. In the end, we discussed some circumstances where using the RMSE will be more beneficial. However, we do not contend that the RMSE is superior over the MAE. Instead, a combination of metrics, including but certainly not limited to RMSEs and MAEs, are often required to assess model performance.

scholarly journals Root mean square error (RMSE) or mean absolute error (MAE)?

2014 ◽  
Vol 7 (1) ◽  
pp. 1525-1534 ◽  
Author(s):  
T. Chai ◽  
R. R. Draxler
Keyword(s):  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Model Evaluation ◽  
Mean Absolute Error ◽  
Evaluation Studies ◽  
Model Performance ◽  
Absolute Error ◽  
Average Error ◽  
Mean Square

Abstract. Both the root mean square error (RMSE) and the mean absolute error (MAE) are regularly employed in model evaluation studies. Willmott and Matsuura (2005) have suggested that the RMSE is not a good indicator of average model performance and might be a misleading indicator of average error and thus the MAE would be a better metric for that purpose. Their paper has been widely cited and may have influenced many researchers in choosing MAE when presenting their model evaluation statistics. However, we contend that the proposed avoidance of RMSE and the use of MAE is not the solution to the problem. In this technical note, we demonstrate that the RMSE is not ambiguous in its meaning, contrary to what was claimed by Willmott et al. (2009). The RMSE is more appropriate to represent model performance than the MAE when the error distribution is expected to be Gaussian. In addition, we show that the RMSE satisfies the triangle inequality requirement for a distance metric.

PEMODELAN PREDIKTIF KONSUMSI ENERGI BANGUNAN GEDUNG KOMERSIAL DENGAN ALGORITMA SUPPORT VECTOR MACHINE

2018 ◽  
Vol 14 (2) ◽  
pp. 225
Author(s):  
Indriyanti Indriyanti ◽  
Agus Subekti
Keyword(s):  
Machine Learning ◽  
Support Vector Machine ◽  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Mean Absolute Error ◽  
Absolute Error ◽  
Support Vector ◽  
Mean Square

Konsumsi energi bangunan yang semakin meningkat mendorong para peneliti untuk membangun sebuah model prediksi dengan menerapkan metode machine learning, namun masih belum diketahui model yang paling akurat. Model prediktif untuk konsumsi energi bangunan komersial penting untuk konservasi energi. Dengan menggunakan model yang tepat, kita dapat membuat desain bangunan yang lebih efisien dalam penggunaan energi. Dalam tulisan ini, kami mengusulkan model prediktif berdasarkan metode pembelajaran mesin untuk mendapatkan model terbaik dalam memprediksi total konsumsi energi. Algoritma yang digunakan yaitu SMOreg dan LibSVM dari kelas Support Vector Machine, kemudian untuk evaluasi model berdasarkan nilai Mean Absolute Error dan Root Mean Square Error. Dengan menggunakan dataset publik yang tersedia, kami mengembangkan model berdasarkan pada mesin vektor pendukung untuk regresi. Hasil pengujian kedua algoritma tersebut diketahui bahwa algoritma SMOreg memiliki akurasi lebih baik karena memiliki nilai MAE dan RMSE sebesar 4,70 dan 10,15, sedangkan untuk model LibSVM memiliki nilai MAE dan RMSE sebesar 9,37 dan 14,45. Kami mengusulkan metode berdasarkan algoritma SMOreg karena kinerjanya lebih baik.

scholarly journals UJI AKURASI PRODUK ESTIMASI CURAH HUJAN SATELIT GPM IMERG DI SURABAYA, INDONESIA

2018 ◽  
Vol 19 (2) ◽  
pp. 83
Author(s):  
Mukhamad Adib Azka ◽  
Prabu Aditya Sugianto ◽  
Andreas Kurniawan Silitonga ◽  
Imma Redha Nugraheni
Keyword(s):  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Mean Absolute Error ◽  
Absolute Error ◽  
Mean Square

Curah hujan merupakan parameter meteorologi yang sangat berpengaruh dalam kehidupan. Saat ini, pengamatan secara in situ sangat kurang representatif untuk digunakan sebagai analisis karena jangkauannya yang sangat sempit sehingga memerlukan instrumen pendukung seperti satelit agar dapat memberikan gambaran yang lebih baik terkait distribusi hujan. Namun, data satelit juga belum tentu sepenuhnya benar karena resolusi dan kondisi dari setiap wilayah berbeda. Penelitian ini bertujuan untuk mendapatkan nilai akurasi, bias, korelasi, root mean square error (RMSE), dan mean absolute error (MAE) data estimasi curah hujan GPM IMERG dengan data curah hujan pengamatan langsung. Penelitian ini dilakukkan di Surabaya dengan menggunakan data estimasi curah hujan GPM IMERG dan data curah hujan pengamatan langsung dari Stasiun Meteorologi Kelas I Juanda Surabaya selama tahun 2017 mewakili musim hujan, musim kemarau, dan periode transisi. Hasil penelitian menunjukkan bahwa data curah hujan produk GPM IMERG memiliki korelasi yang sangat baik untuk memperkirakan akumulasi curah hujan bulanan. Sedangkan, untuk akumulasi harian, memiliki korelasi yang sangat rendah. Sementara itu untuk akumulasi sepuluh harian, data curah hujan produk satelit GPM IMERG memiliki korelasi yang baik terutama di periode musim hujan dan musim kemarau, akan tetapi memiliki korelasi yang rendah selama periode transisi dari musim hujan ke musim kemarau atau sebaliknya. Pada umumnya, produk ini sangat bagus dalam menentukan ada atau tidaknya hujan, tetapi performanya sangat rendah dalam menentukan besarnya intensitas curah hujan.

scholarly journals Evolving trajectories of COVID-19 curves in India: Prediction using autoregressive integrated moving average modeling.

2020 ◽  
Author(s):  
Sudhir Bhandari ◽  
Amit Tak ◽  
Jitendra Gupta ◽  
Bhoopendra Patel ◽  
Jyotsna Shukla ◽  
...  
Keyword(s):  
Root Mean Square Error ◽  
Real Time ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Moving Average ◽  
Evidence Based ◽  
Mean Square ◽  
Time Data ◽  
Autoregressive Integrated Moving Average ◽  
State Of Affairs

Abstract The forecasting of Coronavirus Disease-19 (COVID-19) dynamics is a centerpiece in evidence based disease management. Numerous approaches that use mathematical modeling have been used to predict the outcome of the pandemic, including data driven models, empirical and hybrid models. This study was aimed at prediction COVID-19 evolution in India using a model based on autoregressive integrated moving average (ARIMA). Retrieving real time data from the Johns Hopkins dashboard from 11 Mar 2020 to 25 Jun 2020 (N = 107 time points) to fit the model. The ARIMA (1,3,2) and ARIMA (3,3,1) model fit best for cumulative cases and deaths respectively with minimum Akaike Informaton Criteria. The prediction of cumulative cases and deaths for next 10 days from 26 Jun 2020 to 05 Jul 2020 showed a trend toward continuous increment. The predicted root mean square error (PredRMSE) and base root mean square error (BaseRMSE) of ARIMA(1,3,2) model was 21137 and 166330 respectively. Similarly, PredRMSE and BaseRMSE of ARIMA(3,3,1) model was 668.7 and 5431 respectively. We propose that data on COVID-19 be collected continuously, and that forecasting continue in real time. The COVID-19 forecast assist government in resource optimization and evidence based decision making for a subsequent state of affairs.

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