scholarly journals Integration of GSTAR-X and Uniform location weights methods for forecasting Inflation Survey of Living Costs in Central Java

2020 ◽  
Vol 1 (1) ◽  
pp. 23
Author(s):  
Alwan Fadlurrohman

Inflation is a tendency to increase prices of goods and services that take place continuously. Inflation is a monthly time series data that is thought to be influenced by location elements. Modeling for inflation forecasting that involves time and location (spatio temporal) can use the Generalized Space Time Autoregressive (GSTAR) method. To increase accuracy in modeling and forecasting, the GSTAR model was developed into the GSTARX model by involving exogenous variables. Exogenous Variavel used in GSTARX modeling for forecasting Inflation is a variation of the Eid calendar. This GSTARX modeling is applied for inflation forecasting in six cities Cost of Living Survey (SBH) in Central Java, namely Cilacap, Purwokerto, Semarang, Kudus, Magelang and Surakarta. The purpose of this study is to get the best GSTARX model for inflation forecasting for six SBH cities in Central Java. The selection of the best model from the GSTARX method is seen with the smallest RMSE value of each model. Obtained that the GSTARX model with uniform weights is the best model because it has a smaller RMSE compared to the GSTARX model with inverse distance weights, the RMSE values are 0.6122 and 0.6137, respectively. It can be concluded that the GSTARX method with Uniform weighting can provide better performance and can be used to predict the inflation of the six SBH cities in Central Java in the next 12 periods.

2019 ◽  
Vol 8 (4) ◽  
pp. 418-427
Author(s):  
Eko Siswanto ◽  
Hasbi Yasin ◽  
Sudarno Sudarno

In many applications, several time series data are recorded simultaneously at a number of locations. Time series data from nearby locations often to be related by spatial and time. This data is called spatial time series data. Generalized Space Time Autoregressive (GSTAR) model is one of space time models used to modeling and forecasting spatial time series data. This study applied GTSAR model to modeling volume of rainfall four locations in Jepara Regency, Kudus Regency, Pati Regency, and Grobogan Regency. Based on the smallest RMSE mean of forecasting result, the best model chosen by this study is GSTAR (11)-I(1)12 with the inverse distance weighted. Based on GSTAR(11)-I(1)12 with the inverse distance weighted, the relationship between the location shown on rainfall Pati Regency influenced by the rainfall in other regencies. Keywords: GSTAR, RMSE, Rainfall


2021 ◽  
Vol 15 (6) ◽  
pp. 1-25
Author(s):  
Jinliang Deng ◽  
Xiusi Chen ◽  
Zipei Fan ◽  
Renhe Jiang ◽  
Xuan Song ◽  
...  

Transportation demand forecasting is a topic of large practical value. However, the model that fits the demand of one transportation by only considering the historical data of its own could be vulnerable since random fluctuations could easily impact the modeling. On the other hand, common factors like time and region attribute, drive the evolution demand of different transportation, leading to a co-evolving intrinsic property between different kinds of transportation. In this work, we focus on exploring the co-evolution between different modes of transport, e.g., taxi demand and shared-bike demand. Two significant challenges impede the discovery of the co-evolving pattern: (1) diversity of the co-evolving correlation, which varies from region to region and time to time. (2) Multi-modal data fusion. Taxi demand and shared-bike demand are time-series data, which have different representations with the external factors. Moreover, the distribution of taxi demand and bike demand are not identical. To overcome these challenges, we propose a novel method, known as co-evolving spatial temporal neural network (CEST). CEST learns a multi-view demand representation for each mode of transport, extracts the co-evolving pattern, then predicts the demand for the target transportation based on multi-scale representation, which includes fine-scale demand information and coarse-scale pattern information. We conduct extensive experiments to validate the superiority of our model over the state-of-art models.


2019 ◽  
Vol 1 (2) ◽  
pp. p95
Author(s):  
Romanus L. Dimoso (PhD, Economics) ◽  
UTONGA, Dickson (MSc. Economics)

This study explored the causal relationship between exports and economic growth in Tanzania. It analyzed time series data for the period of 1980 to 2015. Economic growth is measured in terms of growth per cent while exports are measured in percentage change of goods and services sold abroad. Econometrics analysis was employed in the due course. Such procedures as testing for the presence of unit root, co-integration and causality were done. Furthermore, the Johansen co-integration and Granger causality tests were employed to examine the long-run relationship among variables. The results of co-integration indicate the existence of one co-integrating equation. The causality test results exhibited causality which runs from economic growth to exports. The results conclude that, in the long run, there is a relationship between exports and economic growth in Tanzania. This study recommends the Government to make efforts to improve exports and eventually, in the long-run, rejuvenating the economy.


MAUSAM ◽  
2021 ◽  
Vol 68 (2) ◽  
pp. 349-356
Author(s):  
J. HAZARIKA ◽  
B. PATHAK ◽  
A. N. PATOWARY

Perceptive the rainfall pattern is tough for the solution of several regional environmental issues of water resources management, with implications for agriculture, climate change, and natural calamity such as floods and droughts. Statistical computing, modeling and forecasting data are key instruments for studying these patterns. The study of time series analysis and forecasting has become a major tool in different applications in hydrology and environmental fields. Among the most effective approaches for analyzing time series data is the ARIMA (Autoregressive Integrated Moving Average) model introduced by Box and Jenkins. In this study, an attempt has been made to use Box-Jenkins methodology to build ARIMA model for monthly rainfall data taken from Dibrugarh for the period of 1980- 2014 with a total of 420 points.  We investigated and found that ARIMA (0, 0, 0) (0, 1, 1)12 model is suitable for the given data set. As such this model can be used to forecast the pattern of monthly rainfall for the upcoming years, which can help the decision makers to establish priorities in terms of agricultural, flood, water demand management etc.  


2021 ◽  
Vol 10 (3) ◽  
pp. 134-143
Author(s):  
Annisa Yulianti ◽  
Hadi Sasana

 This study aims to analyze the short-term and long-term relationship of increasing the minimum wage in Central Java on employment. The research method used is ECM. The variables of this study include labor, minimum wages, PMDN, and economic growth. The data used are time-series data from 1990-2020. The results show that the minimum wage has a positive and significant relationship to the employment in the long term but not significantly in the short time. PMDN has a negative but significant correlation in the short and long term. At the same time, the variable economic growth has a positive but not meaningful relationship to employment absorption in the long and short term.


Sensor Review ◽  
2019 ◽  
Vol 39 (2) ◽  
pp. 208-217 ◽  
Author(s):  
Jinghan Du ◽  
Haiyan Chen ◽  
Weining Zhang

Purpose In large-scale monitoring systems, sensors in different locations are deployed to collect massive useful time-series data, which can help in real-time data analytics and its related applications. However, affected by hardware device itself, sensor nodes often fail to work, resulting in a common phenomenon that the collected data are incomplete. The purpose of this study is to predict and recover the missing data in sensor networks. Design/methodology/approach Considering the spatio-temporal correlation of large-scale sensor data, this paper proposes a data recover model in sensor networks based on a deep learning method, i.e. deep belief network (DBN). Specifically, when one sensor fails, the historical time-series data of its own and the real-time data from surrounding sensor nodes, which have high similarity with a failure observed using the proposed similarity filter, are collected first. Then, the high-level feature representation of these spatio-temporal correlation data is extracted by DBN. Moreover, to determine the structure of a DBN model, a reconstruction error-based algorithm is proposed. Finally, the missing data are predicted based on these features by a single-layer neural network. Findings This paper collects a noise data set from an airport monitoring system for experiments. Various comparative experiments show that the proposed algorithms are effective. The proposed data recovery model is compared with several other classical models, and the experimental results prove that the deep learning-based model can not only get a better prediction accuracy but also get a better performance in training time and model robustness. Originality/value A deep learning method is investigated in data recovery task, and it proved to be effective compared with other previous methods. This might provide a practical experience in the application of a deep learning method.


2021 ◽  
Author(s):  
Valentin Buck ◽  
Flemming Stäbler ◽  
Everardo Gonzalez ◽  
Jens Greinert

<p>The study of the earth’s systems depends on a large amount of observations from homogeneous sources, which are usually scattered around time and space and are tightly intercorrelated to each other. The understanding of said systems depends on the ability to access diverse data types and contextualize them in a global setting suitable for their exploration. While the collection of environmental data has seen an enormous increase over the last couple of decades, the development of software solutions necessary to integrate observations across disciplines seems to be lagging behind. To deal with this issue, we developed the Digital Earth Viewer: a new program to access, combine, and display geospatial data from multiple sources over time.</p><p>Choosing a new approach, the software displays space in true 3D and treats time and time ranges as true dimensions. This allows users to navigate observations across spatio-temporal scales and combine data sources with each other as well as with meta-properties such as quality flags. In this way, the Digital Earth Viewer supports the generation of insight from data and the identification of observational gaps across compartments.</p><p>Developed as a hybrid application, it may be used both in-situ as a local installation to explore and contextualize new data, as well as in a hosted context to present curated data to a wider audience.</p><p>In this work, we present this software to the community, show its strengths and weaknesses, give insight into the development process and talk about extending and adapting the software to custom usecases.</p>


Sign in / Sign up

Export Citation Format

Share Document