scholarly journals Penanganan Pencilan pada Peramalan Data Deret Waktu Menggunakan Metode Pemulusan Holt dan Robust Holt

2021 ◽  
Vol 10 (2) ◽  
pp. 112-128
Author(s):  
Septanti Kusuma Dwi Arini ◽  
Farit Mochamad Afendi ◽  
Pika Silvianti
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Linear Trend ◽  
Smoothing Method ◽  
Training Data ◽  
Series Data ◽  
Data Series ◽  
Absolute Deviation ◽  
Trend Data ◽  
Time Series Simulation

The time series data used is time series data following the LLTM (local linear trend model) model with four different error conditions. These conditions are Clean Data (CD), Symmetric Outliers (SO), Asymmetric Outliers (AO) and Fat-tailed data (FT). The time series data contains symmetric and asymmetric outliers that can affect forecasting. The forecasting method used for the trend data pattern is the Holt smoothing method. The forecasting of the data series when it is spinning using the Holt smoothing method is not good enough so that it requires a handler with the smoothing method of Holt robustness. The Holt robustness smoothing method that is carried out on time series simulation data is better used for the condition of scattered data compared to the Holt smoothing method. This is indicated by the value of evaluating the goodness of the method, namely the value of MAD (Mean Absolute Deviation) produced. The smaller MAD value for CD condition training data is the Holt smoothing method, while the data testing method for Holt and robust Holt smoothing is almost comparable. SO's condition for training data and data testing for smaller MAD values is the smoothing method of robust Holt. The condition of AO for training data and data testing for smaller MAD values is the smoothing method of robust Holt. In addition, the MAD value in FT conditions for training data and data testing found almost comparable results between the two methods.

scholarly journals Research of Forecasting on Tourist Arrivals to Malaysia

2019 ◽  
Vol 8 (12S2) ◽  
pp. 686-689
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Linear Trend ◽  
Study Data ◽  
Series Data ◽  
Data Series ◽  
Suitable Model ◽  
Absolute Deviation ◽  
Double Exponential Smoothing ◽  
High Level

Tourists get attracted towards Malaysia because of our culture and geography. Apart from heritage and culture, the tourists from all over the world visit here for various purpose. Therefore, forecasting tourist arrivals with high level of accuracy becomes important because it can ensure the development of tourism industries. So, this study focuses on tourist arrivals to Malaysia. This paper attempts to define the component of patterns exist in the time series data, to determine the most suitable model best fits in data series by using the error measure that are Mean Square Error (MSE) and Mean Absolute Deviation (MAD) and to forecast the one-step ahead forecast on the best model. In this study, data of tourist arrivals to Malaysia has been obtained from January 2000 until December 2018. All 228 monthly data were analyzed by using selected Univariate Modeling. The result found that tourist arrivals to Malaysia has a linear trend model and Double Exponential Smoothing with α = 0.17 was the best model for this time series.

scholarly journals Growth Model and Forecasting Prices of Some Agricultural Products in Bangladesh

2021 ◽  
Vol 26 (2) ◽  
pp. 64-71
Author(s):  
Md Hossain
Keyword(s):  
Time Series ◽  
Growth Model ◽  
Selection Criteria ◽  
Time Series Data ◽  
Linear Trend ◽  
Series Data ◽  
Percentage Error ◽  
Absolute Deviation ◽  
Trend Model ◽  
Exponential Method

The aim of this paper was to explore the appropriate deterministic time series model using the latest selection criteria considering the price pattern of onion, garlic and potato products in Bangladesh (January 2000 to December 2016). It appeared from our analysis that the time series data for the prices of potato was first order homogenous stationary but onion and garlic were found to be the second order stationary. Four different forecasting models namely, linear trend model, quadratic trend model, exponential growth model, and S-curve trend model were used to find the best fitted model for the prices of above mentioned products in the Bangladesh. Three accuracy measures such as mean absolute percentage error (MAPE), mean absolute deviation (MAD) and mean squared deviation (MSD) were used for the selection of the best fitted model based on lowest value of forecasting error. Lowest values of these errors indicated a best fitted model. After choosing the best growth model by the latest model selection criteria, prices of selected agricultural commodities were forecasted using the following time-series analysis methods: Simple Exponential Method, Double Exponential Method using the time period from January 2017 to December 2021. The findings of this study would be useful for policy makers, researchers, businessmen as well as producers in order to forecast future prices of these commodities.

scholarly journals Time-Series Model-Adjusted Percentile Features: Improved Percentile Features for Land-Cover Classification Based on Landsat Data

2020 ◽  
Vol 12 (18) ◽  
pp. 3091
Author(s):  
Shuai Xie ◽  
Liangyun Liu ◽  
Jiangning Yang
Keyword(s):  
Time Series ◽  
Land Cover ◽  
Time Series Data ◽  
Land Cover Classification ◽  
Time Series Model ◽  
Training Data ◽  
Series Data ◽  
Landsat Data ◽  
Data Sampling ◽  
Continuous Change

Percentile features derived from Landsat time-series data are widely adopted in land-cover classification. However, the temporal distribution of Landsat valid observations is highly uneven across different pixels due to the gaps resulting from clouds, cloud shadows, snow, and the scan line corrector (SLC)-off problem. In addition, when applying percentile features, land-cover change in time-series data is usually not considered. In this paper, an improved percentile called the time-series model (TSM)-adjusted percentile is proposed for land-cover classification based on Landsat data. The Landsat data were first modeled using three different time-series models, and the land-cover changes were continuously monitored using the continuous change detection (CCD) algorithm. The TSM-adjusted percentiles for stable pixels were then derived from the synthetic time-series data without gaps. Finally, the TSM-adjusted percentiles were used for generating supervised random forest classifications. The proposed methods were implemented on Landsat time-series data of three study areas. The classification results were compared with those obtained using the original percentiles derived from the original time-series data with gaps. The results show that the land-cover classifications obtained using the proposed TSM-adjusted percentiles have significantly higher overall accuracies than those obtained using the original percentiles. The proposed method was more effective for forest types with obvious phenological characteristics and with fewer valid observations. In addition, it was also robust to the training data sampling strategy. Overall, the methods proposed in this work can provide accurate characterization of land cover and improve the overall classification accuracy based on such metrics. The findings are promising for percentile-based land cover classification using Landsat time series data, especially in the areas with frequent cloud coverage.

scholarly journals Reconstructing Three Decades of Land Use and Land Cover Changes in Brazilian Biomes with Landsat Archive and Earth Engine

2020 ◽  
Vol 12 (17) ◽  
pp. 2735 ◽  
Author(s):  
Carlos M. Souza ◽  
Julia Z. Shimbo ◽  
Marcos R. Rosa ◽  
Leandro L. Parente ◽  
Ane A. Alencar ◽  
...  
Keyword(s):  
Land Use ◽  
Time Series ◽  
Land Cover ◽  
Time Series Data ◽  
Google Earth ◽  
Series Data ◽  
Data Series ◽  
Forest Conversion ◽  
Pixel Resolution ◽  
Historical Land Use

Brazil has a monitoring system to track annual forest conversion in the Amazon and most recently to monitor the Cerrado biome. However, there is still a gap of annual land use and land cover (LULC) information in all Brazilian biomes in the country. Existing countrywide efforts to map land use and land cover lack regularly updates and high spatial resolution time-series data to better understand historical land use and land cover dynamics, and the subsequent impacts in the country biomes. In this study, we described a novel approach and the results achieved by a multi-disciplinary network called MapBiomas to reconstruct annual land use and land cover information between 1985 and 2017 for Brazil, based on random forest applied to Landsat archive using Google Earth Engine. We mapped five major classes: forest, non-forest natural formation, farming, non-vegetated areas, and water. These classes were broken into two sub-classification levels leading to the most comprehensive and detailed mapping for the country at a 30 m pixel resolution. The average overall accuracy of the land use and land cover time-series, based on a stratified random sample of 75,000 pixel locations, was 89% ranging from 73 to 95% in the biomes. The 33 years of LULC change data series revealed that Brazil lost 71 Mha of natural vegetation, mostly to cattle ranching and agriculture activities. Pasture expanded by 46% from 1985 to 2017, and agriculture by 172%, mostly replacing old pasture fields. We also identified that 86 Mha of the converted native vegetation was undergoing some level of regrowth. Several applications of the MapBiomas dataset are underway, suggesting that reconstructing historical land use and land cover change maps is useful for advancing the science and to guide social, economic and environmental policy decision-making processes in Brazil.

scholarly journals CORN: An Alternative Way to Utilize Time-Series Data of SAR Images in Newly Built Construction Detection

2020 ◽  
Vol 12 (6) ◽  
pp. 990
Author(s):  
Raveerat Jaturapitpornchai ◽  
Poompat Rattanasuwan ◽  
Masashi Matsuoka ◽  
Ryosuke Nakamura
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Time Series Data ◽  
Source Code ◽  
Training Data ◽  
Series Data ◽  
Learning Networks ◽  
Chronological Order ◽  
Alos Palsar ◽  
Sar Images

The limitations in obtaining sufficient datasets for training deep learning networks is preventing many applications from achieving accurate results, especially when detecting new constructions using time-series satellite imagery, since this requires at least two images of the same scene and it must contain new constructions in it. To tackle this problem, we introduce Chronological Order Reverse Network (CORN)—an architecture for detecting newly built constructions in time-series SAR images that does not require a large quantity of training data. The network uses two U-net adaptations to learn the changes between images from both Time 1–Time 2 and Time 2–Time 1 formats, which allows it to learn double the amount of changes in different perspectives. We trained the network with 2028 pairs of 256 × 256 pixel SAR images from ALOS-PALSAR, totaling 4056 pairs for the network to learn from, since it learns from both Time 1–Time 2 and Time 2–Time 1. As a result, the network can detect new constructions more accurately, especially at the building boundary, compared to the original U-net trained by the same amount of training data. The experiment also shows that the model trained with CORN can be used with images from Sentinel-1. The source code is available at https://github.com/Raveerat-titech/CORN.

scholarly journals Assessing the Impact of Satellite Revisit Rate on Estimation of Corn Phenological Transition Timing through Shape Model Fitting

2019 ◽  
Vol 11 (21) ◽  
pp. 2558 ◽  
Author(s):  
Emily Myers ◽  
John Kerekes ◽  
Craig Daughtry ◽  
Andrew Russ
Keyword(s):  
Time Series ◽  
Vegetation Index ◽  
Time Series Data ◽  
Model Fitting ◽  
Series Data ◽  
Sigmoid Function ◽  
Absolute Deviation ◽  
Shape Model ◽  
Area Index ◽  
The Impact

Agricultural monitoring is an important application of earth-observing satellite systems. In particular, image time-series data are often fit to functions called shape models that are used to derive phenological transition dates or predict yield. This paper aimed to investigate the impact of imaging frequency on model fitting and estimation of corn phenological transition timing. Images (PlanetScope 4-band surface reflectance) and in situ measurements (Soil Plant Analysis Development (SPAD) and leaf area index (LAI)) were collected over a corn field in the mid-Atlantic during the 2018 growing season. Correlation was performed between candidate vegetation indices and SPAD and LAI measurements. The Normalized Difference Vegetation Index (NDVI) was chosen for shape model fitting based on the ground truth correlation and initial fitting results. Plot-average NDVI time-series were cleaned and fit to an asymmetric double sigmoid function, from which the day of year (DOY) of six different function parameters were extracted. These points were related to ground-measured phenological stages. New time-series were then created by removing images from the original time-series, so that average temporal spacing between images ranged from 3 to 24 days. Fitting was performed on the resampled time-series, and phenological transition dates were recalculated. Average range of estimated dates increased by 1 day and average absolute deviation between dates estimated from original and resampled time-series data increased by 1/3 of a day for every day of increase in average revisit interval. In the context of this study, higher imaging frequency led to greater precision in estimates of shape model fitting parameters used to estimate corn phenological transition timing.

scholarly journals System for Prediction of Non Stationary Time Series based on the Wavelet Radial Bases Function Neural Network Model

2018 ◽  
Vol 8 (4) ◽  
pp. 2327 ◽  
Author(s):  
Heni Kusdarwati ◽  
Samingun Handoyo
Keyword(s):  
Neural Networks ◽  
Time Series ◽  
Time Series Data ◽  
Linear Trend ◽  
Stationary Time Series ◽  
Series Data ◽  
Training Time ◽  
Stationary Time ◽  
Computation Process ◽  
Smooth Coefficients

This paper proposes and examines the performance of a hybrid model called the wavelet radial bases function neural networks (WRBFNN). The model will be compared its performance with the wavelet feed forward neural networks (WFFN model by developing a prediction or forecasting system that considers two types of input formats: input9 and input17, and also considers 4 types of non-stationary time series data. The MODWT transform is used to generate wavelet and smooth coefficients, in which several elements of both coefficients are chosen in a particular way to serve as inputs to the NN model in both RBFNN and FFNN models. The performance of both WRBFNN and WFFNN models is evaluated by using MAPE and MSE value indicators, while the computation process of the two models is compared using two indicators, many epoch, and length of training. In stationary benchmark data, all models have a performance with very high accuracy. The WRBFNN9 model is the most superior model in nonstationary data containing linear trend elements, while the WFFNN17 model performs best on non-stationary data with the non-linear trend and seasonal elements. In terms of speed in computing, the WRBFNN model is superior with a much smaller number of epochs and much shorter training time.

scholarly journals Analisis Pola Prediksi Data Time Series menggunakan Support Vector Regression, Multilayer Perceptron, dan Regresi Linear Sederhana

2019 ◽  
Vol 3 (2) ◽  
pp. 282-287
Author(s):  
Ika Oktavianti ◽  
Ermatita Ermatita ◽  
Dian Palupi Rini
Keyword(s):  
Time Series ◽  
Support Vector Regression ◽  
Multilayer Perceptron ◽  
Time Series Data ◽  
Training Data ◽  
Machine Learning Techniques ◽  
Series Data ◽  
Support Vector ◽  
Contributing Factors ◽  
Testing Data

Licensing services is one of the forms of public services that important in supporting increased investment in Indonesia and is currently carried out by the Investment and Licensing Services Department. The problems that occur in general are the length of time to process licenses and one of the contributing factors is the limited number of licensing officers. Licensing data is a time series data which have monthly observation. The Artificial Neural Network (ANN) and Support Vector Machine (SVR) is used as machine learning techniques to predict licensing pattern based on time series data. Of the data used dataset 1 and dataset 2, the sharing of training data and testing data is equal to 70% and 30% with consideration that training data must be more than testing data. The result of the study showed for Dataset 1, the ANN-Multilayer Perceptron have a better performance than Support Vector Regression (SVR) with MSE, MAE and RMSE values is 251.09, 11.45, and 15.84. Then for dataset 2, SVR-Linear has better performance than MLP with values of MSE, MAE and RMSE of 1839.93, 32.80, and 42.89. The dataset used to predict the number of permissions is dataset 2. The study also used the Simple Linear Regression (SLR) method to see the causal relationship between the number of licenses issued and licensing service officers. The result is that the relationship between the number of licenses issued and the number of service officers is less significant because there are other factors that affect the number of licenses.  

scholarly journals An ECM Approach for Long Run Relationship Between Real Exchange Rate and Output Growth: Evidence from Bangladesh

2015 ◽  
Vol 63 (2) ◽  
pp. 105-110 ◽  
Author(s):  
Khnd Md Mostafa Kamal
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Real Exchange Rate ◽  
Time Series Data ◽  
Output Growth ◽  
Series Data ◽  
Data Series ◽  
Currency Exchange ◽  
Long Run ◽  
Short Run

Currency exchange rate is an important aspect in modern economy which indicates the strength of domestic currency with respect to international currency. This study uses 42 years’ (1972 to 2013) time series data for Bangladesh in order to empirically determine whether the real exchange rate has significant impact on output growth for Bangladesh by using error correction model (ECM).The time series econometrics properties of the data series have been thoroughly investigated to apply ECM approach. The empirical evidence suggests mixed results; in the short run low exchange rate has positive significant effect while in the long run output growth is positively affected high exchange rate pass through.Dhaka Univ. J. Sci. 63(2):105-110, 2015 (July)

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