scholarly journals Dew Point Time Series Forecasting at the North Dakota

2021 ◽  
Vol 2 (2) ◽  
pp. 24-34
Author(s):  
Bugrayhan Bickici Arikan ◽  
Luo Jiechen ◽  
Ibrahim I D Sabbah ◽  
Ahmed Ewees ◽  
Rajab Homsi ◽  
...  
Keyword(s):  
Time Series ◽  
North Dakota ◽  
Moving Average ◽  
Time Series Forecasting ◽  
Dew Point ◽  
Autoregressive Moving Average ◽  
Prediction Errors ◽  
Forecast Horizon ◽  
The North ◽  
Statistical Hydrology

Hydrological time series forecasting is one of the hot topics in the domain of statistical hydrology. Providing accurate forecasting can contribute to diverse applications for catchment sustainability and management. Dew point temperature (Tdew) is one of the complex hydrological processes that highly essential to be quantified accurately for several catchment activities such as crops, agriculture, and others. In this study, three types of models’ recursive strategy, direct strategy, and DirRec which is the combination of recursive and direct strategies were adopted to obtain h-steps ahead predictions of Tdew. Ten years monthly scale dataset of Tdew at two meteorological stations (Beach and Cavalier) located at the North Dakota, USA, were used for the modeling development. The performance of the considered models was compared with two benchmark models: autoregressive moving average (ARIMA) and exponential smoothing (ETS). Modeling results indicated that, compared with the benchmark models, the proposed methods gave good results for the multi-ahead forecasting. For instance, for Cavalier station, the root mean squared prediction errors obtained from the proposed and benchmark methods when the forecast horizon is 12 are as follows: recursive strategy (RMSPE = 3.731) direct strategy (RMSPE = 3.385), DirRec (RMSPE = 3.141), ARIMA (RMSPE = 12.957), and ETS (RMSPE = 27.479).

scholarly journals Forecast horizon aggregation in integer autoregressive moving average (INARMA) models

Omega ◽  
2012 ◽  
Vol 40 (6) ◽  
pp. 703-712 ◽  
Author(s):  
Maryam Mohammadipour ◽  
John E. Boylan
Keyword(s):  
Moving Average ◽  
Autoregressive Moving Average ◽  
Forecast Horizon

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.

scholarly journals Explicit Modeling of Meteorological Explanatory Variables in Short-Term Forecasting of Maximum Ozone Concentrations via a Multiple Regression Time Series Framework

Atmosphere ◽  
2020 ◽  
Vol 11 (12) ◽  
pp. 1304
Author(s):  
Sigfrido Iglesias-Gonzalez ◽  
Maria E. Huertas-Bolanos ◽  
Ivan Y. Hernandez-Paniagua ◽  
Alberto Mendoza
Keyword(s):  
Time Series ◽  
Air Quality ◽  
Multiple Regression ◽  
Urban Areas ◽  
Moving Average ◽  
Time Series Forecasting ◽  
Air Pollutant ◽  
Short Term ◽  
Ozone Level ◽  
Ozone Concentrations

Statistical time series forecasting is a useful tool for predicting air pollutant concentrations in urban areas, especially in emerging economies, where the capacity to implement comprehensive air quality models is limited. In this study, a general multiple regression with seasonal autoregressive moving average errors model was estimated and implemented to forecast maximum ozone concentrations with a short time resolution: overnight, morning, afternoon and evening. In contrast to a number of short-term air quality time series forecasting applications, the model was designed to explicitly include the effects of meteorological variables on the ozone level as exogenous variables. As the application location, the model was constructed with data from five monitoring stations in the Monterrey Metropolitan Area of Mexico. The results show that, together with structural stochastic components, meteorological parameters have a significant contribution for obtaining reliable forecasts. The resulting model is an interpretable, useful and easily implementable model for forecasting ozone maxima. Moreover, it proved to be consistent with the general dynamics of ozone formation and provides a suitable platform for forecasting, showing similar or better performance compared to models in other existing studies.

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