scholarly journals On the Prediction of Upwelling Events at the Colombian Caribbean Coasts from Modis-SST Imagery

Sensors ◽  
2019 ◽  
Vol 19 (13) ◽  
pp. 2861 ◽  
Author(s):  
José J. Alonso del Rosario ◽  
Juan M. Vidal Pérez ◽  
Elizabeth Blázquez Gómez
Keyword(s):  
Time Series ◽  
Prediction Model ◽  
Prediction Models ◽  
Moving Average ◽  
Autoregressive Moving Average ◽  
Maximum Entropy Spectral Analysis ◽  
Nodal Lines ◽  
Moderate Resolution ◽  
Moderate Resolution Imaging Spectroradiometer ◽  
Karhunen Loeve Transform

The upwelling cores on the Caribbean Colombian coasts are mainly located at the Peninsula de la Guajira and Cabo de la Aguja. We used monthly averaged Moderate Resolution Imaging Spectroradiometer (MODIS) sea surface temperature as the only information to build up a prediction model for the upwelling events. This comprised two steps: (i) the reduction of the complexity by means of the Karhunen–Loève transform and (ii) a prediction model of time series. Two prediction models were considered: (a) a parametric autoregressive-moving average (ARMA) time series from the Box–Jenkins methodology and (b) a harmonic synthesis model. The harmonic synthesis also comprised of two steps: the maximum entropy spectral analysis and a least-squares harmonic analysis on the set of frequencies. The parametric ARMA time series model failed at the time of prediction with a very narrow range, and it was quite difficult to apply. The harmonic synthesis allowed prediction with a horizon of six months with a correlation of about 0.80. The results can be summarized using the time series of the weights of the different oscillation modes, their spatial structures with the nodal lines, and a high confidence model with a horizon of prediction of about four months.

scholarly journals Power Customer Complaint Prediction Model Based on Time Series Analysis

2020 ◽  
Vol 34 (4) ◽  
pp. 471-477
Author(s):  
Shuangshuang Guo ◽  
Linlin Tang ◽  
Xiaoyan Guo ◽  
Zheng Huang
Keyword(s):  
Time Series ◽  
Prediction Model ◽  
Customer Service ◽  
Prediction Models ◽  
Moving Average ◽  
Customer Complaints ◽  
Customer Complaint ◽  
Optimized Model ◽  
Predicted Values ◽  
Bpnn Model

To improve customer service of power enterprises, this paper constructs an intelligent prediction model for customer complaints in the near future based on the big data on power service. Firstly, three customer complaint prediction models were established, separately based on autoregressive integrated moving average (ARIMA) time series algorithm, multiple linear regression (MLR) algorithm, and backpropagation neural network (BPNN) algorithm. The predicted values of the three models were compared with the real values. Through the comparison, the BPNN model was found to achieve the best predictive effect. To help the BPNN avoid local minimum, the genetic algorithm (GA) was introduced to optimize the BPNN model. Finally, several experiments were conducted to verify the effect of the optimized model. The results show that the relative error of the optimized model was less than 40% in most cases. The proposed model can greatly improve the customer service of power enterprises.

scholarly journals The time series regression analysis in evaluating the economic impact of COVID-19 cases in Indonesia

2021 ◽  
Vol 16 (3) ◽  
pp. 197-210
Author(s):  
Utriweni Mukhaiyar ◽  
Devina Widyanti ◽  
Sandy Vantika
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Moving Average ◽  
Autoregressive Moving Average ◽  
Transfer Function Model ◽  
Function Model ◽  
Time Series Regression ◽  
Vector Autoregressive ◽  
Daily Data ◽  
The Impact

This study aims to determine the impact of COVID-19 cases in Indonesia on the USD/IDR exchange rate using the Transfer Function Model and Vector Autoregressive Moving-Average with Exogenous Regressors (VARMAX) Model. This paper uses daily data on the COVID-19 case in Indonesia, the USD/IDR exchange rate, and the IDX Composite period from 1 March to 29 June 2020. The analysis shows: (1) the higher the increase of the number of COVID-19 cases in Indonesia will significantly weaken the USD/IDR exchange rate, (2) an increase of 1% in the number of COVID-19 cases in Indonesia six days ago will weaken the USD/IDR exchange rate by 0.003%, (3) an increase of 1% in the number of COVID-19 cases in Indonesia seven days ago will weaken the USD/IDR exchange rate by 0.17%, and (4) an increase of 1% in the number of COVID-19 cases in Indonesia eight days ago will weaken the USD/IDR exchange rate by 0.24%.

ARMA processes have maximal entropy among time series with prescribed autocovariances and impulse responses

1985 ◽  
Vol 17 (04) ◽  
pp. 810-840 ◽  
Author(s):  
Jürgen Franke
Keyword(s):  
Time Series ◽  
Impulse Response ◽  
Moving Average ◽  
Autoregressive Process ◽  
Natural Generalization ◽  
Maximal Entropy ◽  
Autoregressive Moving Average ◽  
Moving Average Process ◽  
Arma Process ◽  
Arma Processes

The maximum-entropy approach to the estimation of the spectral density of a time series has become quite popular during the last decade. It is closely related to the fact that an autoregressive process of order p has maximal entropy among all time series sharing the same autocovariances up to lag p. We give a natural generalization of this result by proving that a mixed autoregressive-moving-average process (ARMA process) of order (p, q) has maximal entropy among all time series sharing the same autocovariances up to lag p and the same impulse response coefficients up to lag q. The latter may be estimated from a finite record of the time series, for example by using a method proposed by Bhansali (1976). By the way, we give a result on the existence of ARMA processes with prescribed autocovariances up to lag p and impulse response coefficients up to lag q.

Performance Prediction of an Automotive Assembly Line Based on ARMA-ANN Modeling

2014 ◽  
Vol 2 (2) ◽  
pp. 22-39 ◽  
Author(s):  
Annamalai Pandian ◽  
Ahad Ali
Keyword(s):  
Prediction Model ◽  
Assembly Line ◽  
Moving Average ◽  
Autoregressive Moving Average ◽  
Market Demand ◽  
Robotic Welding ◽  
Bottom Line ◽  
Automotive Body ◽  
Automotive Assembly ◽  
Body In White

This research paper aims to predict the automotive Body-In-White (BIW) robotic welding assembly line performance. A combinational prediction model based on the Autoregressive Moving Average (ARMA) and Artificial Neural Networks (ANN) is developed. Classical methods are often used to predict the assembly line throughput, but not ideal. A combinational prediction model is applied for comprehensive analysis and prediction of the assembly line throughput. The various case studies presented in this paper indicate that the precision of the model is better than the other models. This research has significant practical value to the assembly plant because, based on the prediction, plant can make commitment to achieve the production to meet the market demand. Unpredictable performance of the assembly line in the plant leads to more overtime, less time for maintenance and eventually hurting the company bottom line.

scholarly journals Spatiotemporal Mapping and Monitoring of Whiting in the Semi-Enclosed Gulf Using Moderate Resolution Imaging Spectroradiometer (MODIS) Time Series Images and a Generic Ensemble Tree-Based Model

2019 ◽  
Vol 11 (10) ◽  
pp. 1193 ◽  
Author(s):  
Abdallah Shanableh ◽  
Rami Al-Ruzouq ◽  
Mohamed Barakat A. Gibril ◽  
Cristina Flesia ◽  
Saeed AL-Mansoori
Keyword(s):  
Time Series ◽  
Spectral Band ◽  
Classification Model ◽  
Series Data ◽  
Natural Phenomenon ◽  
Adaptive Boosting ◽  
Rule Based ◽  
Moderate Resolution ◽  
Resolution Imaging ◽  
Moderate Resolution Imaging Spectroradiometer

Whiting events in seas and lakes are a natural phenomenon caused by suspended calcium carbonate (CaCO3) particles. The Arabian Gulf, which is a semi-enclosed sea, is prone to extensive whiting that covers tens of thousands of square kilometres. Despite the extent and frequency of whiting events in the Gulf, studies documenting the whiting phenomenon are lacking. Therefore, the primary objective of this study was to detect, map and document the spatial and temporal distributions of whiting events in the Gulf using daily images acquired by the Moderate Resolution Imaging Spectroradiometer (MODIS) on NASA’s Terra and Aqua satellites from 2002 to 2018. A method integrating a geographic object-based image analysis, the correlation-based feature selection technique (CFS), the adaptive boosting decision tree (AdaBoost DT) and the rule-based classification were used in the study to detect, quantify and assess whiting events in the Gulf from the MODIS data. Firstly, a multiresolution segmentation was optimised using unsupervised quality measures. Secondly, a set of spectral bands and indices were investigated using the CFS to select the most relevant feature(s). Thirdly, a generic AdaBoost DT model and a rule-based classification were adopted to classify the MODIS time series data. Finally, the developed classification model was compared with various tree-based classifiers such as random forest, a single DT and gradient boosted DT. Results showed that both the combination of the mean of the green spectral band and the normalised difference index between the green and blue bands (NDGB), or the combination of the NDGB and the colour index for estimating the concentrations of calcium carbonates (CI) of the image objects, were the most significant features for detecting whiting. Moreover, the generic AdaBoost DT classification model outperformed the other tested tree-based classifiers with an overall accuracy of 97.86% and a kappa coefficient of 0.97. The whiting events during the study period (2002–2018) occurred exclusively during the winter season (November to March) and mostly in February. Geographically, the whiting events covered areas ranging from 12,000 km2 to 60,000 km2 and were mainly located along the southwest coast of the Gulf. The duration of most whiting events was 2 to 6 days, with some events extending as long as 8 to 11 days. The study documented the spatiotemporal distribution of whiting events in the Gulf from 2002 to 2018 and presented an effective tool for detecting and motoring whiting events.

scholarly journals Snow Albedo Seasonality and Trend from MODIS Sensor and Ground Data at Johnsons Glacier, Livingston Island, Maritime Antarctica

Sensors ◽  
2019 ◽  
Vol 19 (16) ◽  
pp. 3569
Author(s):  
Calleja ◽  
Corbea-Pérez ◽  
Fernández ◽  
Recondo ◽  
Peón ◽  
...  
Keyword(s):  
Moving Average ◽  
Data Sets ◽  
Snow Albedo ◽  
Livingston Island ◽  
Moderate Resolution ◽  
Resolution Imaging ◽  
Moderate Resolution Imaging Spectroradiometer ◽  
Sky Conditions ◽  
Cloud Mask

The aim of this work is to investigate whether snow albedo seasonality and trend under all sky conditions at Johnsons Glacier (Livingston Island, Antarctica) can be tracked using the Moderate Resolution Imaging Spectroradiometer (MODIS) snow albedo daily product MOD10A1. The time span is from December 2006 to February 2015. As the MOD10A1 snow albedo product has never been used in Antarctica before, we also assess the performance for the MOD10A1 cloud mask. The motivation for this work is the need for a description of snow albedo under all sky conditions (including overcast days) using satellite data with mid-spatial resolution. In-situ albedo was filtered with a 5-day windowed moving average, while the MOD10A1 data were filtered using a maximum filter. Both in-situ and MOD10A1 data follow an exponential decay during the melting season, with a maximum decay of 0.049/0.094 day−1 (in-situ/MOD10A1) for the 2006–2007 season and a minimum of 0.016/0.016 day−1 for the 2009–2010 season. The duration of the decay varies from 85 days (2007–2008) to 167 days (2013–2014). Regarding the albedo trend, both data sets exhibit a slight increase of albedo, which may be explained by an increase of snowfall along with a decrease of snowmelt in the study area. Annual albedo increases of 0.2% and 0.7% are obtained for in-situ and MOD10A1 data, respectively, which amount to respective increases of 2% and 6% in the period 2006–2015. We conclude that MOD10A1 can be used to characterize snow albedo seasonality and trend on Livingston Island when filtered with a maximum filter.

Continuous Autoregressive Moving Average Models

2021 ◽  
pp. 118-141
Author(s):  
Yakup Ari
Keyword(s):  
Time Series ◽  
Parameter Estimation ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Discrete Time ◽  
Moving Average ◽  
Likelihood Estimation ◽  
Real Data ◽  
Autoregressive Moving Average ◽  
The Difference

The financial time series have a high frequency and the difference between their observations is not regular. Therefore, continuous models can be used instead of discrete-time series models. The purpose of this chapter is to define Lévy-driven continuous autoregressive moving average (CARMA) models and their applications. The CARMA model is an explicit solution to stochastic differential equations, and also, it is analogue to the discrete ARMA models. In order to form a basis for CARMA processes, the structures of discrete-time processes models are examined. Then stochastic differential equations, Lévy processes, compound Poisson processes, and variance gamma processes are defined. Finally, the parameter estimation of CARMA(2,1) is discussed as an example. The most common method for the parameter estimation of the CARMA process is the pseudo maximum likelihood estimation (PMLE) method by mapping the ARMA coefficients to the corresponding estimates of the CARMA coefficients. Furthermore, a simulation study and a real data application are given as examples.

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