Forecasting of Trend-Cycle Time Series Using Hybrid Model Linear Regression

2022 ◽  
Vol 32 (2) ◽  
pp. 893-908
Author(s):  
N. Ashwini ◽  
V. Nagaveni ◽  
Manoj Kumar Singh
GEOgraphia ◽  
2018 ◽  
Vol 20 (43) ◽  
pp. 124
Author(s):  
Amaury De Souza ◽  
Priscilla V Ikefuti ◽  
Ana Paula Garcia ◽  
Debora A.S Santos ◽  
Soetania Oliveira

Análise e previsão de parâmetros de qualidade do ar são tópicos importantes da pesquisa atmosférica e ambiental atual, devido ao impacto causado pela poluição do ar na saúde humana. Este estudo examina a transformação do dióxido de nitrogênio (NO2) em ozônio (O3) no ambiente urbano, usando o diagrama de séries temporais. Foram utilizados dados de concentração de poluentes ambientais e variáveis meteorológicas para prever a concentração de O3 na atmosfera. Foi testado o emprego de modelos de regressão linear múltipla como ferramenta para a predição da concentração de O3. Os resultados indicam que o valor da temperatura e a presença de NO2 influenciam na concentração de O3 em Campo Grande, capital do Estado do Mato Grosso do Sul. Palavras-chave: Ozônio. Dióxido de nitrogênio. Séries cronológicas. Regressões. ANALYSIS OF THE RELATIONSHIP BETWEEN O3, NO AND NO2 USING MULTIPLE LINEAR REGRESSION TECHNIQUES.Abstract: Analysis and prediction of air quality parameters are important topics of current atmospheric and environmental research due to the impact caused by air pollution on human health. This study examines the transformation of nitrogen dioxide (NO2) into ozone (O3) in the urban environment, using the time series diagram. Environmental pollutant concentration and meteorological variables were used to predict the O3 concentration in the atmosphere. The use of multiple linear regression models was tested as a tool to predict O3 concentration. The results indicate that the temperature value and the presence of NO2 influence the O3 concentration in Campo Grande, capital of the State of Mato Grosso do Sul.Keywords: Ozone. Nitrogen dioxide. Time series. Regressions. ANÁLISIS DE LA RELACIÓN ENTRE O3, NO Y NO2 UTILIZANDO MÚLTIPLES TÉCNICAS DE REGRESIÓN LINEAL.Resumen: Análisis y previsión de los parámetros de calidad del aire son temas importantes de la actual investigación de la atmósfera y el medio ambiente, debido al impacto de la contaminación atmosférica sobre la salud humana. Este estudio examina la transformación del dióxido de nitrógeno (NO2) en ozono (O3) en el entorno urbano, utilizando el diagrama de series de tiempo. Las concentraciones de los contaminantes ambientales de datos y variables climáticas fueron utilizadas para predecir la concentración de O3 en la atmósfera. El uso de múltiples modelos de regresión lineal como herramienta para predecir la concentración de O3 se puso a prueba. Los resultados indican que el valor de la temperatura y la presencia de NO2 influyen en la concentración de O3 en Campo Grande, capital del Estado de Mato Grosso do Sul.Palabras clave: Ozono. Dióxido de nitrógeno. Series de tiempo. Regresiones.


Mathematics ◽  
2021 ◽  
Vol 9 (10) ◽  
pp. 1122
Author(s):  
Oksana Mandrikova ◽  
Nadezhda Fetisova ◽  
Yuriy Polozov

A hybrid model for the time series of complex structure (HMTS) was proposed. It is based on the combination of function expansions in a wavelet series with ARIMA models. HMTS has regular and anomalous components. The time series components, obtained after expansion, have a simpler structure that makes it possible to identify the ARIMA model if the components are stationary. This allows us to obtain a more accurate ARIMA model for a time series of complicated structure and to extend the area for application. To identify the HMTS anomalous component, threshold functions are applied. This paper describes a technique to identify HMTS and proposes operations to detect anomalies. With the example of an ionospheric parameter time series, we show the HMTS efficiency, describe the results and their application in detecting ionospheric anomalies. The HMTS was compared with the nonlinear autoregression neural network NARX, which confirmed HMTS efficiency.


Water ◽  
2021 ◽  
Vol 13 (13) ◽  
pp. 1723
Author(s):  
Ana Gonzalez-Nicolas ◽  
Marc Schwientek ◽  
Michael Sinsbeck ◽  
Wolfgang Nowak

Currently, the export regime of a catchment is often characterized by the relationship between compound concentration and discharge in the catchment outlet or, more specifically, by the regression slope in log-concentrations versus log-discharge plots. However, the scattered points in these plots usually do not follow a plain linear regression representation because of different processes (e.g., hysteresis effects). This work proposes a simple stochastic time-series model for simulating compound concentrations in a river based on river discharge. Our model has an explicit transition parameter that can morph the model between chemostatic behavior and chemodynamic behavior. As opposed to the typically used linear regression approach, our model has an additional parameter to account for hysteresis by including correlation over time. We demonstrate the advantages of our model using a high-frequency data series of nitrate concentrations collected with in situ analyzers in a catchment in Germany. Furthermore, we identify event-based optimal scheduling rules for sampling strategies. Overall, our results show that (i) our model is much more robust for estimating the export regime than the usually used regression approach, and (ii) sampling strategies based on extreme events (including both high and low discharge rates) are key to reducing the prediction uncertainty of the catchment behavior. Thus, the results of this study can help characterize the export regime of a catchment and manage water pollution in rivers at lower monitoring costs.


Author(s):  
Yumei Liu ◽  
Ningguo Qiao ◽  
Congcong Zhao ◽  
Jiaojiao Zhuang ◽  
Guangdong Tian

Accurate vibration time series modeling can mine the internal law of data and provide valuable references for reliability assessment. To improve the prediction accuracy, this study proposes a hybrid model – called the AR–SVR–CPSO hybrid model – that combines the auto regression (AR) and support vector regression (SVR) models, with the weights optimized by the chaotic particle swarm optimization (CPSO) algorithm. First, the auto regression model with the difference method is employed to model the vibration time series. Second, the support vector regression model with the phase space reconstruction is constructed for predicting the vibration time series once more. Finally, the predictions of the AR and SVR models are weighted and summed together, with the weights being optimized by the CPSO. In addition, the data collected from the reliability test platform of high-speed train transmission systems and the “NASA prognostics data repository” are used to validate the hybrid model. The experimental results demonstrate that the hybrid model proposed in this study outperforms the traditional AR and SVR models.


2013 ◽  
Vol 30 (3) ◽  
pp. 244-259 ◽  
Author(s):  
Li Wang ◽  
Haofei Zou ◽  
Jia Su ◽  
Ling Li ◽  
Sohail Chaudhry

2020 ◽  
Vol 54 (2) ◽  
pp. 597-614
Author(s):  
Shanoli Samui Pal ◽  
Samarjit Kar

In this paper, fuzzified Choquet integral and fuzzy-valued integrand with respect to separate measures like fuzzy measure, signed fuzzy measure and intuitionistic fuzzy measure are used to develop regression model for forecasting. Fuzzified Choquet integral is used to build a regression model for forecasting time series with multiple attributes as predictor attributes. Linear regression based forecasting models are suffering from low accuracy and unable to approximate the non-linearity in time series. Whereas Choquet integral can be used as a general non-linear regression model with respect to non classical measures. In the Choquet integral based regression model parameters are optimized by using a real coded genetic algorithm (GA). In these forecasting models, fuzzified integrands denote the participation of an individual attribute or a group of attributes to predict the current situation. Here, more generalized Choquet integral, i.e., fuzzified Choquet integral is used in case of non-linear time series forecasting models. Three different real stock exchange data are used to predict the time series forecasting model. It is observed that the accuracy of prediction models highly depends on the non-linearity of the time series.


2017 ◽  
Vol 47 (4) ◽  
Author(s):  
Liz Gonçalves Rodrigues ◽  
Maria Helena Cosendey de Aquino ◽  
Márcio Roberto Silva ◽  
Letícia Caldas Mendonça ◽  
Juliana França Monteiro de Mendonça ◽  
...  

ABSTRACT: Bulk tank somatic cell counts (BTSCC) is widely used to monitore the mammary gland health at the herd and regional level. The BTSCC time series from specific regions or countries can be used to compare the mammary gland health and estimate the trend of subclinical mastitis at the regional level. Three time series of BTSCC from dairy herds located in the USA and the Southeastern Brazil were evaluated from 1995 to 2014. Descriptive statistics and a linear regression model were used to evaluate the data of the BTSCC time series. The mean of annual geometric mean of BTSCC (AGM) and the percentage of dairy herds with a BTSCC greater than 400,000 cells mL-1 (%>400) were significantly different (P<0.05) according to the countries and the times series. Linear regression model used for the USA time series was statistically significant for AGM and the %>400 (P<0.05). The first and second USA time series presented an increasing and decreasing trend for AGM and the %>400, respectively. The linear regression model for the Brazil time series was not significant (P>0.05) for both dependent variables (AGM and %>400). The Brazil time series showed no increasing or decreasing trend for the AGM and %>400. Consequently, approximately 40 to 50% of the dairy herds from southeastern Brazil will not achieve the regulatory limits for BTSCC over the next years.


2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Yang Zhao ◽  
Zhonglu Chen

PurposeThis study explores whether a new machine learning method can more accurately predict the movement of stock prices.Design/methodology/approachThis study presents a novel hybrid deep learning model, Residual-CNN-Seq2Seq (RCSNet), to predict the trend of stock price movement. RCSNet integrates the autoregressive integrated moving average (ARIMA) model, convolutional neural network (CNN) and the sequence-to-sequence (Seq2Seq) long–short-term memory (LSTM) model.FindingsThe hybrid model is able to forecast both linear and non-linear time-series component of stock dataset. CNN and Seq2Seq LSTMs can be effectively combined for dynamic modeling of short- and long-term-dependent patterns in non-linear time series forecast. Experimental results show that the proposed model outperforms baseline models on S&P 500 index stock dataset from January 2000 to August 2016.Originality/valueThis study develops the RCSNet hybrid model to tackle the challenge by combining both linear and non-linear models. New evidence has been obtained in predicting the movement of stock market prices.


Author(s):  
Seng Hansun ◽  
Subanar Subanar

      Abstract— Recently, many soft computing methods have been used and implemented in time series analysis. One of the methods is fuzzy hybrid model which has been designed and developed to improve the accuracy of time series prediction.      Popoola has developed a fuzzy hybrid model which using wavelet transformation as a pre-processing tool, and commonly known as fuzzy-wavelet method. In this thesis, a new approach of fuzzy-wavelet method has been introduced. If in Popoola’s fuzzy-wavelet, a fuzzy inference system is built for each decomposition data, then on the new approach only two fuzzy inference systems will be needed. By that way, the computation needed in time series analysis can be pressed.      The research is continued by making new software that can be used to analyze any given time series data based on the forecasting method applied. As a comparison there are three forecasting methods implemented on the software, i.e. fuzzy conventional method, Popoola’s fuzzy-wavelet, and the new approach of fuzzy-wavelet method. The software can be used in short-term forecasting (single-step forecast) and long-term forecasting. There are some limitation to the software, i.e. maximum data can be predicted is 300, maximum interval can be built is 7, and maximum transformation level can be used is 10. Furthermore, the accuracy and robustness of the proposed method will be compared to the other forecasting methods, so that can give us a brief description about the accuracy and robustness of the proposed method. Keywords—  fuzzy, wavelet, time series, soft computing


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