scholarly journals Forecasting of Climatic Variables in Dinajpur of Bangladesh

2018 ◽  
Vol 10 (2) ◽  
pp. 163-170
Author(s):  
JA Syeda
Keyword(s):  
Crop Production ◽  
Moving Average ◽  
Climatic Variables ◽  
Mean Square ◽  
Arima Models ◽  
Autoregressive Integrated Moving Average ◽  
Adverse Impacts ◽  
Moving Average Models ◽  
Modeling Techniques ◽  
Forecasting Errors

An attempt was made to forecast the 17 monthly climatic variables for 2005-2012 of Dinajpur using the univariate Box-Jenkin’s ARIMA (autoregressive integrated moving average) modeling techniques for 1948-2004. The 8 years data for 1973-1980 were missing and those data were replaced with the 4 years monthly forecasted data for 1948-1972 and 1981-2004 (reversing the years). The well fitted ARIMA (autoregressive integrated moving average) models were selected from the possible 16 ARIMA models based on the minimum root mean square forecasting errors (RMSFE) with the last 24 observations for all the cases and the residuals followed stationarity and normality. Several outliers were detected in the data which were replaced by the forecasted value. The fitted model for sunshine data (1989-2004) was found ARIMA (1, 1, 1)(1, 1, 1)12 and for evaporation data (1987-2000) was ARIMA (1, 1, 2)(1, 1, 1)12. . The findings supports that the changing term of the climatic variables may have adverse impacts on the crop production in this country.J. Environ. Sci. & Natural Resources, 10(2): 163-170 2017

scholarly journals Forecasting Rice Productivity and Production of Odisha, India, Using Autoregressive Integrated Moving Average Models

2014 ◽  
Vol 2014 ◽  
pp. 1-9
Author(s):  
Rahul Tripathi ◽  
A. K. Nayak ◽  
R. Raja ◽  
Mohammad Shahid ◽  
Anjani Kumar ◽  
...  
Keyword(s):  
Autocorrelation Function ◽  
Moving Average ◽  
Selection Criterion ◽  
Information Criteria ◽  
Arima Models ◽  
Autoregressive Integrated Moving Average ◽  
Rice Productivity ◽  
Rice Area ◽  
Moving Average Models ◽  
Partial Autocorrelation Function

Forecasting of rice area, production, and productivity of Odisha was made from the historical data of 1950-51 to 2008-09 by using univariate autoregressive integrated moving average (ARIMA) models and was compared with the forecasted all Indian data. The autoregressive (p) and moving average (q) parameters were identified based on the significant spikes in the plots of partial autocorrelation function (PACF) and autocorrelation function (ACF) of the different time series. ARIMA (2, 1, 0) model was found suitable for all Indian rice productivity and production, whereas ARIMA (1, 1, 1) was best fitted for forecasting of rice productivity and production in Odisha. Prediction was made for the immediate next three years, that is, 2007-08, 2008-09, and 2009-10, using the best fitted ARIMA models based on minimum value of the selection criterion, that is, Akaike information criteria (AIC) and Schwarz-Bayesian information criteria (SBC). The performances of models were validated by comparing with percentage deviation from the actual values and mean absolute percent error (MAPE), which was found to be 0.61 and 2.99% for the area under rice in Odisha and India, respectively. Similarly for prediction of rice production and productivity in Odisha and India, the MAPE was found to be less than 6%.

scholarly journals Are Combined Tourism Forecasts Better at Minimizing Forecasting Errors?

Forecasting ◽  
2020 ◽  
Vol 2 (3) ◽  
pp. 211-229
Author(s):  
Ulrich Gunter ◽  
Irem Önder ◽  
Egon Smeral
Keyword(s):  
Moving Average ◽  
Tourism Demand ◽  
Arima Models ◽  
Autoregressive Integrated Moving Average ◽  
Forecasting Performance ◽  
Out Of Sample ◽  
Forecast Combinations ◽  
The Stability ◽  
Forecasting Errors ◽  
Macroeconomic Environment

This study, which was contracted by the European Commission and is geared towards easy replicability by practitioners, compares the accuracy of individual and combined approaches to forecasting tourism demand for the total European Union. The evaluation of the forecasting accuracies was performed recursively (i.e., based on expanding estimation windows) for eight quarterly periods spanning two years in order to check the stability of the outcomes during a changing macroeconomic environment. The study sample includes Eurostat data from January 2005 until August 2017, and out of sample forecasts were calculated for the last two years for three and six months ahead. The analysis of the out-of-sample forecasts for arrivals and overnights showed that forecast combinations taking the historical forecasting performance of individual approaches such as Autoregressive Integrated Moving Average (ARIMA) models, REGARIMA models with different trend variables, and Error Trend Seasonal (ETS) models into account deliver the best results.

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.

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.

scholarly journals Estimating COVID-19 cases in Makkah region of Saudi Arabia: Space-time ARIMA modeling

PLoS ONE ◽  
2021 ◽  
Vol 16 (4) ◽  
pp. e0250149
Author(s):  
Fuad A. Awwad ◽  
Moataz A. Mohamoud ◽  
Mohamed R. Abonazel
Keyword(s):  
Saudi Arabia ◽  
Moving Average ◽  
Arima Model ◽  
Daily Basis ◽  
World Health ◽  
Arima Models ◽  
Autoregressive Integrated Moving Average ◽  
First Case ◽  
Novel Coronavirus ◽  
The Impact

The novel coronavirus COVID-19 is spreading across the globe. By 30 Sep 2020, the World Health Organization (WHO) announced that the number of cases worldwide had reached 34 million with more than one million deaths. The Kingdom of Saudi Arabia (KSA) registered the first case of COVID-19 on 2 Mar 2020. Since then, the number of infections has been increasing gradually on a daily basis. On 20 Sep 2020, the KSA reported 334,605 cases, with 319,154 recoveries and 4,768 deaths. The KSA has taken several measures to control the spread of COVID-19, especially during the Umrah and Hajj events of 1441, including stopping Umrah and performing this year’s Hajj in reduced numbers from within the Kingdom, and imposing a curfew on the cities of the Kingdom from 23 Mar to 28 May 2020. In this article, two statistical models were used to measure the impact of the curfew on the spread of COVID-19 in KSA. The two models are Autoregressive Integrated Moving Average (ARIMA) model and Spatial Time-Autoregressive Integrated Moving Average (STARIMA) model. We used the data obtained from 31 May to 11 October 2020 to assess the model of STARIMA for the COVID-19 confirmation cases in (Makkah, Jeddah, and Taif) in KSA. The results show that STARIMA models are more reliable in forecasting future epidemics of COVID-19 than ARIMA models. We demonstrated the preference of STARIMA models over ARIMA models during the period in which the curfew was lifted.

scholarly journals Intervention analysis with autoregressive integrated moving average models for time series of urban air pollutants

2021 ◽  
Vol 2139 (1) ◽  
pp. 012002
Author(s):  
L A Manco-Perdomo ◽  
L A Pérez-Padilla ◽  
C A Zafra-Mejía
Keyword(s):  
Air Pollutants ◽  
Moving Average ◽  
Air Pollutant ◽  
Urban Air ◽  
Intervention Analysis ◽  
Autoregressive Integrated Moving Average ◽  
Pollutant Concentrations ◽  
Moving Average Models ◽  
Regulatory Interventions ◽  
Air Pollutant Concentrations

Abstract The objective of this paper is to show an intervention analysis with autoregressive integrated moving average models for time series of air pollutants in a Latin American megacity. The interventions considered in this study correspond to public regulations for the control of urban air quality. The study period comprised 10 years. Information from 10 monitoring stations distributed throughout the megacity was used. Modelling showed that setting maximum emission limits for different pollution sources and improving fuel were the most appropriate regulatory interventions to reduce air pollutant concentrations. Modelling results also suggested that these interventions began to be effective between the first 4 days-15 days after their publication. The models developed on a monthly timescale had a short autoregressive memory. The air pollutant concentrations at a given time were influenced by the concentrations of up to three months immediately preceding. Moving average term of the models showed fluctuations in time of the air pollutant concentrations (3 months - 14 months). Within the framework of the applications of physics for the air pollution control, this study is relevant for the following findings: the usefulness of autoregressive integrated moving average models to temporal simulate air pollutants, and for its suitable performance to detect and quantify regulatory interventions.

scholarly journals Forecasting Short-Term Timber Prices with Univariate ARIMA Models

1999 ◽  
Vol 23 (1) ◽  
pp. 53-58 ◽  
Author(s):  
Runsheng Yin
Keyword(s):  
Moving Average ◽  
Arima Models ◽  
Short Term ◽  
Autoregressive Integrated Moving Average ◽  
Price Series ◽  
Modeling Strategy

Abstract In this paper, we conduct timber price forecasts with univariate autoregressive-integrated-moving-average, or ARIMA, models employing the standard Box-Jenkins modeling strategy. Using quarterly price series from Timber Mart-South, we find that most of the selected pine pulpwood and sawtimber markets can be evaluated using ARIMA models, and that short-term forecasts, especially those of one-lead forecasts, are fairly accurate. We believe that forecasting future prices could aid timber producers and consumers alike in timing harvests, reducing uncertainty, and enhancing efficiency. South. J. Appl. For. 23(1):53-58.

scholarly journals Transfer Function Analysis: Modelling Residential Building Costs in New Zealand by Including the Influences of House Price and Work Volume

Buildings ◽  
2019 ◽  
Vol 9 (6) ◽  
pp. 152
Author(s):  
Linlin Zhao ◽  
Jasper Mbachu ◽  
Zhansheng Liu ◽  
Huirong Zhang
Keyword(s):  
Time Series ◽  
New Zealand ◽  
Transfer Function ◽  
Moving Average ◽  
Cost Data ◽  
Autoregressive Integrated Moving Average ◽  
Work Volume ◽  
Moving Average Models ◽  
Function Models ◽  
Transfer Function Models

An accurate cost estimate not only plays a key role in project feasibility studies but also in achieving a final successful outcome. Conventionally, estimating cost typically relies on the experience of professionals and cost data from previous projects. However, this process is complex and time-consuming, and it is challenging to ensure the accuracy of the estimates. In this study, the bivariate and multivariate transfer function models were adopted to estimate and forecast the building costs of two types of residential buildings in New Zealand: Low-rise buildings and high-rise buildings. The transfer function method takes advantage of the merits of univariate time series analysis and the power of explanatory variables. In the dynamic project conduction environment, simply including building cost data in the cost forecasting models is not valid for making predictions, because the change in demand must be considered. Thus, the time series of house prices and work volume were used to explain exogenous effects in the transfer function model. To demonstrate the effectiveness of transfer function models, this study compared the results generated by the transfer function models with autoregressive integrated moving average models. According to the forecasting performance of the models, the proposed approach achieved better results than autoregressive integrated moving average models. The proposed method can provide accurate cost estimates that can help stakeholders in project budget planning and management strategy making at the early stage of a project.

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