scholarly journals Forecasting of Milk Production in Northern Thailand Using Seasonal Autoregressive Integrated Moving Average, Error Trend Seasonality, and Hybrid Models

2021 ◽  
Vol 8 ◽  
Author(s):  
Veerasak Punyapornwithaya ◽  
Katechan Jampachaisri ◽  
Kunnanut Klaharn ◽  
Chalutwan Sansamur
Keyword(s):  
Milk Production ◽  
Hybrid Model ◽  
Moving Average ◽  
Seasonal Fluctuation ◽  
Predictive Ability ◽  
Northern Region ◽  
Average Error ◽  
Autoregressive Integrated Moving Average ◽  
Time Series Forecast ◽  
Forecast Models

Milk production in Thailand has increased rapidly, though excess milk supply is one of the major concerns. Forecasting can reveal the important information that can support authorities and stakeholders to establish a plan to compromise the oversupply of milk. The aim of this study was to forecast milk production in the northern region of Thailand using time-series forecast methods. A single-technique model, including seasonal autoregressive integrated moving average (SARIMA) and error trend seasonality (ETS), and a hybrid model of SARIMA-ETS were applied to milk production data to develop forecast models. The performance of the models developed was compared using several error matrices. Results showed that milk production was forecasted to raise by 3.2 to 3.6% annually. The SARIMA-ETS hybrid model had the highest forecast performances compared with other models, and the ETS outperformed the SARIMA in predictive ability. Furthermore, the forecast models highlighted a continuously increasing trend with evidence of a seasonal fluctuation for future milk production. The results from this study emphasizes the need for an effective plan and strategy to manage milk production to alleviate a possible oversupply. Policymakers and stakeholders can use our forecasts to develop short- and long-term strategies for managing milk production.

scholarly journals Air Pollutants Prediction in Shenzhen Based on ARIMA and Prophet Method

2019 ◽  
Vol 136 ◽  
pp. 05001 ◽  
Author(s):  
Ziyuan Ye
Keyword(s):  
Air Quality ◽  
Hybrid Model ◽  
Air Pollutants ◽  
Moving Average ◽  
Mixing Time ◽  
Quality Monitoring ◽  
Air Quality Monitoring ◽  
Autoregressive Integrated Moving Average ◽  
Moving Average Model ◽  
Air Quality Monitoring Stations

In order to improve the accuracy of predicting the air pollutants in Shenzhen, a hybrid model based on ARIMA (Autoregressive Integrated Moving Average model) and prophet for mixing time and space relationships was proposed. First, ARIMA and Prophet method were applied to train the data from 11 air quality monitoring stations and gave them different weights. Then, finished the calculation about weight of impact in each air quality monitoring station to final results. Finally, built up the hybrid model and did the error evaluation. The result of the experiments illustrated that this hybrid method can improve the air pollutants prediction in Shenzhen.

scholarly journals SHORT-TERM TRAFFIC FLOW PREDICTION USING A METHODOLOGY BASED ON AUTOREGRESSIVE INTEGRATED MOVING AVERAGE AND GENETIC PROGRAMMING

Transport ◽  
2016 ◽  
Vol 31 (3) ◽  
pp. 343-358 ◽  
Author(s):  
Chengcheng Xu ◽  
Zhibin Li ◽  
Wei Wang
Keyword(s):  
Genetic Programming ◽  
Traffic Flow ◽  
Hybrid Model ◽  
Moving Average ◽  
Arima Model ◽  
Predictive Performance ◽  
Hybrid Models ◽  
Short Term ◽  
Time Intervals ◽  
Autoregressive Integrated Moving Average

The accurate short-term traffic flow forecasting is fundamental to both theoretical and empirical aspects of intelligent transportation systems deployment. This study aimed to develop a simple and effective hybrid model for forecasting traffic volume that combines the AutoRegressive Integrated Moving Average (ARIMA) and the Genetic Programming (GP) models. By combining different models, different aspects of the underlying patterns of traffic flow could be captured. The ARIMA model was used to model the linear component of the traffic flow time series. Then the GP model was applied to capture the nonlinear component by modelling the residuals from the ARIMA model. The hybrid models were fitted for four different time-aggregations: 5, 10, 15, and 20 min. The validations of the proposed hybrid methodology were performed by using traffic data under both typical and atypical conditions from multiple locations on the I-880N freeway in the United States. The results indicated that the hybrid models had better predictive performance than utilizing only ARIMA model for different aggregation time intervals under typical conditions. The Mean Relative Error (MRE) of the hybrid models was found to be from 4.1 to 6.9% for different aggregation time intervals under typical conditions. The predictive performance of the hybrid method was improved with an increase in the aggregation time interval. In addition, the validation results showed that the predictive performance of the hybrid model was also better than that of the ARIMA model under atypical conditions.

scholarly journals Forecasting Sugarcane yield of India using ARIMA-ANN hybrid model

2018 ◽  
Vol 33 (01) ◽  
Author(s):  
Mrinmoy Ray ◽  
R. S. Tomar ◽  
Ramasubramanian V. ◽  
K. N. Singh
Keyword(s):  
Hybrid Model ◽  
Moving Average ◽  
Arima Model ◽  
Main Stream ◽  
Research Activity ◽  
Forecasting Accuracy ◽  
Autoregressive Integrated Moving Average ◽  
Cash Crops ◽  
Sugarcane Yield ◽  
The Individual

Sugarcane is one of the main cash crops of India hence forecasting sugarcane yield is vital for proper planning. Till date Autoregressive integrated moving average (ARIMA) model is a stand out amongst the most main stream approach for sugarcane yield forecasting. Recent research activity reveals that hybrid model improves the accuracy of forecasting when contrasted with the individual model. Along these lines, in this study, ARIMA-ANN hybrid model was utilized for forecasting sugarcane yield of India. The hybrid model was compared with ARIMA approach. Empirical results clearly reveal that the forecasting accuracy of the hybrid model is superior to ARIMA.

scholarly journals Peramalan Harga Emas Saat Pandemi Covid-19 Menggunakan Model Hybrid Autoregressive Integrated Moving Average - Support Vector Regression

2021 ◽  
Vol 1 (1) ◽  
pp. 52-65
Author(s):  
Drajat Indra Purnama
Keyword(s):  
Support Vector Regression ◽  
Hybrid Model ◽  
Moving Average ◽  
Arima Model ◽  
Training Data ◽  
Series Data ◽  
Support Vector ◽  
Autoregressive Integrated Moving Average ◽  
Testing Data ◽  
Linearity Test

ABSTRAKInvestasi emas merupakan salah satu investasi yang menjadi favorit dimasa pandemi Covid 19 seperti sekarang ini. Hal ini dikarenakan harga emas yang nilainya relatif fluktuatif tetapi menunjukkan tren peningkatan. Investor dituntut pandai dalam berinvestasi emas, mampu memprediksi peluang dimasa yang akan datang. Salah satu model peramalan data deret waktu adalah model Autoregressive Integrated Moving Average (ARIMA). Model ARIMA baik digunakan pada data yang berpola linear tetapi jika digunakan pada data data nonlinear keakuratannya menurun. Untuk mengatasi permasalahan data nonlinear dapat menggunakan model Support Vector Regression (SVR). Pengujian linearitas pada data harga emas menunjukkan adanya pola data linear dan nonlinear sekaligus sehingga digunakan kombinasi ARIMA dan SVR yaitu model hybrid ARIMA-SVR. Hasil peramalan menggunakan model hybrid ARIMA-SVR menunjukkan hasil lebih baik dibanding model ARIMA. Hal ini dibuktikan dengan nilai MAPE model hybrid ARIMA-SVR lebih kecil dibandingkan nilai MAPE model ARIMA. Nilai MAPE model hybrid ARIMA-SVR sebesar 0,355 pada data training dan 4,001 pada data testing, sedangkan nilai MAPE model ARIMA sebesar 0,903 pada data training dan 4,076 pada data testing.ABSTRACTGold investment is one of the favorite investments during the Covid 19 pandemic as it is today. This is because the price of gold is relatively volatile but shows an increasing trend. Investors are required to be smart in investing in gold, able to predict future opportunities. One of the time series data forecasting models is the Autoregressive Integrated Moving Average (ARIMA) model. The ARIMA model is good for use on linear patterned data but if it is used on nonlinear data the accuracy decreases. To solve the problem of nonlinear data, you can use the Support Vector Regression (SVR) model. The linearity test on the gold price data shows that there are linear and nonlinear data patterns at the same time so that a combination of ARIMA and SVR is used, namely the ARIMA-SVR hybrid model. Forecasting results using the ARIMA-SVR hybrid model show better results than the ARIMA model. This is evidenced by the MAPE value of the ARIMA-SVR hybrid model which is smaller than the MAPE value of the ARIMA model. The MAPE value of the ARIMA-SVR hybrid model is 0.355 on the training data and 4.001 on the testing data, while the MAPE value of the ARIMA model is 0.903 in the training data and 4.076 in the testing data.

scholarly journals Modelling monthly influenza cases in Malaysia

PLoS ONE ◽  
2021 ◽  
Vol 16 (7) ◽  
pp. e0254137
Author(s):  
Muhammad Adam Norrulashikin ◽  
Fadhilah Yusof ◽  
Nur Hanani Mohd Hanafiah ◽  
Siti Mariam Norrulashikin
Keyword(s):  
Hybrid Model ◽  
Moving Average ◽  
Arima Model ◽  
World Health ◽  
Healthcare Sector ◽  
Support Vector ◽  
Test Dataset ◽  
Autoregressive Integrated Moving Average ◽  
Health Organization ◽  
Nonlinear Components

The increasing trend in the number new cases of influenza every year as reported by WHO is concerning, especially in Malaysia. To date, there is no local research under healthcare sector that implements the time series forecasting methods to predict future disease outbreak in Malaysia, specifically influenza. Addressing the problem could increase awareness of the disease and could help healthcare workers to be more prepared in preventing the widespread of the disease. This paper intends to perform a hybrid ARIMA-SVR approach in forecasting monthly influenza cases in Malaysia. Autoregressive Integrated Moving Average (ARIMA) model (using Box-Jenkins method) and Support Vector Regression (SVR) model were used to capture the linear and nonlinear components in the monthly influenza cases, respectively. It was forecasted that the performance of the hybrid model would improve. The data from World Health Organization (WHO) websites consisting of weekly Influenza Serology A cases in Malaysia from the year 2006 until 2019 have been used for this study. The data were recategorized into monthly data. The findings of the study showed that the monthly influenza cases could be efficiently forecasted using three comparator models as all models outperformed the benchmark model (Naïve model). However, SVR with linear kernel produced the lowest values of RMSE and MAE for the test dataset suggesting the best performance out of the other comparators. This suggested that SVR has the potential to produce more consistent results in forecasting future values when compared with ARIMA and the ARIMA-SVR hybrid model.

scholarly journals Peramalan Harga Emas Saat Pandemi Covid-19 Menggunakan Model Hybrid Autoregressive Integrated Moving Average - Support Vector Regression

2021 ◽  
Author(s):  
Drajat Indra Purnama
Keyword(s):  
Support Vector Regression ◽  
Hybrid Model ◽  
Moving Average ◽  
Arima Model ◽  
Training Data ◽  
Series Data ◽  
Support Vector ◽  
Autoregressive Integrated Moving Average ◽  
Testing Data ◽  
Linearity Test

Gold investment is one of the favorite investments during the Covid 19 pandemic as it is today. This is because the price of gold is relatively volatile but shows an increasing trend. Investors are required to be smart in investing in gold, able to predict future opportunities. One of the time series data forecasting models is the Autoregressive Integrated Moving Average (ARIMA) model. The ARIMA model is good for use on linear patterned data but if it is used on nonlinear data the accuracy decreases. To solve the problem of nonlinear data, you can use the Support Vector Regression (SVR) model. The linearity test on the gold price data shows that there are linear and nonlinear data patterns at the same time so that a combination of ARIMA and SVR is used, namely the ARIMA-SVR hybrid model. Forecasting results using the ARIMA-SVR hybrid model show better results than the ARIMA model. This is evidenced by the MAPE value of the ARIMA-SVR hybrid model which is smaller than the MAPE value of the ARIMA model. The MAPE value of the ARIMA-SVR hybrid model is 0.355 on the training data and 4.001 on the testing data, while the MAPE value of the ARIMA model is 0.903 in the training data and 4.076 in the testing data.

scholarly journals Improving Hotel Room Demand Forecasts for Vienna across Hotel Classes and Forecast Horizons: Single Models and Combination Techniques Based on Encompassing Tests

Forecasting ◽  
2021 ◽  
Vol 3 (4) ◽  
pp. 884-919
Author(s):  
Ulrich Gunter
Keyword(s):  
Moving Average ◽  
Forecast Accuracy ◽  
Forecast Combination ◽  
Autoregressive Integrated Moving Average ◽  
Hotel Room ◽  
Daily Data ◽  
Forecast Models ◽  
Rolling Windows ◽  
Combined Forecasts ◽  
Box Cox Transformation

The present study employs daily data made available by the STR SHARE Center covering the period from 1 January 2010 to 31 January 2020 for six Viennese hotel classes and their total. The forecast variable of interest is hotel room demand. As forecast models, (1) Seasonal Naïve, (2) Error Trend Seasonal (ETS), (3) Seasonal Autoregressive Integrated Moving Average (SARIMA), (4) Trigonometric Seasonality, Box–Cox Transformation, ARMA Errors, Trend and Seasonal Components (TBATS), (5) Seasonal Neural Network Autoregression (Seasonal NNAR), and (6) Seasonal NNAR with an external regressor (seasonal naïve forecast of the inflation-adjusted ADR) are employed. Forecast evaluation is carried out for forecast horizons h = 1, 7, 30, and 90 days ahead based on rolling windows. After conducting forecast encompassing tests, (a) mean, (b) median, (c) regression-based weights, (d) Bates–Granger weights, and (e) Bates–Granger ranks are used as forecast combination techniques. In the relative majority of cases (i.e., in 13 of 28), combined forecasts based on Bates–Granger weights and on Bates–Granger ranks provide the highest level of forecast accuracy in terms of typical measures. Finally, the employed methodology represents a fully replicable toolkit for practitioners in terms of both forecast models and forecast combination techniques.

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