scholarly journals Detection of Tea Export Potentiality from Bangladesh in the World Market: An Autoregressive Integrated Moving Average (ARIMA) Approach

2020 ◽  
pp. 21-29
Author(s):  
A. U. Noman ◽  
S. Majumder ◽  
M. F. Imam ◽  
M. J. Hossain ◽  
F. Elahi ◽  
...  
Keyword(s):  
Mean Absolute Error ◽  
Moving Average ◽  
Arima Model ◽  
Absolute Error ◽  
World Market ◽  
Information Criteria ◽  
Coefficient Of Determination ◽  
Percentage Error ◽  
Autoregressive Integrated Moving Average ◽  
The World

Export plays an important role in promoting economic growth and development. The study is conducted to make an efficient forecasting of tea export from Bangladesh for mitigating the risk of export in the world market. Forecasting has been done by fitting Box-Jenkins type autoregressive integrated moving average (ARIMA) model. The best ARIMA model is selected by comparing the criteria- coefficient of determination (R2), root mean square error (RMSE), mean absolute percentage error (MAPE), mean absolute error (MAE) and Bayesian information criteria (BIC). Among the Box-Jenkins ARIMA type models for tea export the ARIMA (1,1,3) model is the most appropriate one for forecasting and the forecast values in thousand kilogram for the year 2017-18, 2018-19, 2019-20, 2020-21 and 2021-22, are 1096.48, 812.83, 1122.02, 776.25 and 794.33 with upper limit 1819.70, 1348.96, 1862.09, 1288.25, 1318.26 and lower limit 660.69, 489.78, 676.08, 467.74, 478.63, respectively. So, the result of this model may be helpful for the policymaker to make an export development plan for the country.

scholarly journals Streamflow forecasting of Astore River with Seasonal Autoregressive Integrated Moving Average model

2017 ◽  
Vol 13 (12) ◽  
pp. 145 ◽  
Author(s):  
Rana Muhammad Adnan ◽  
Xiaohui Yuan ◽  
Ozgur Kisi ◽  
Yanbin Yuan
Keyword(s):  
Moving Average ◽  
Absolute Error ◽  
Information Criteria ◽  
Ar Model ◽  
Coefficient Of Determination ◽  
Streamflow Forecasting ◽  
Average Model ◽  
Autoregressive Integrated Moving Average ◽  
Moving Average Model ◽  
Auto Regressive

Simulation of streamflow is one of important factors in water utilization. In this paper, a linear statistical model i.e. Seasonal Autoregressive Integrated Moving Average model (SARIMA) is applied for modeling streamflow data of Astore River (1974 – 2010). On the basis of minimum Akaike Information Criteria Corrected (AICc) and Bayesian Information Criteria (BIC) values, the best model from different model structures has been identified. For testing period (2004-2010), the prediction accuracy of selected SARIMA model in comparison of auto regressive (AR) is evaluated on basis of root mean square error (RMSE), the mean absolute error (MAE) and coefficient of determination (R2 ). The results show that SARIMA performed better than AR model and can be used in streamflow forecasting at the study site.

scholarly journals A statistical study of COVID-19 pandemic in Egypt

2021 ◽  
Vol 54 (1) ◽  
pp. 233-244
Author(s):  
Taha Radwan
Keyword(s):  
Linear Relationship ◽  
Statistical Study ◽  
Moving Average ◽  
Arima Model ◽  
Decision Makers ◽  
Accurate Data ◽  
Autoregressive Integrated Moving Average ◽  
The World ◽  
The Future

Abstract The spread of the COVID-19 started in Wuhan on December 31, 2019, and a powerful outbreak of the disease occurred there. According to the latest data, more than 165 million cases of COVID-19 infection have been detected in the world (last update May 19, 2021). In this paper, we propose a statistical study of COVID-19 pandemic in Egypt. This study will help us to understand and study the evolution of this pandemic. Moreover, documenting of accurate data and taken policies in Egypt can help other countries to deal with this epidemic, and it will also be useful in the event that other similar viruses emerge in the future. We will apply a widely used model in order to predict the number of COVID-19 cases in the coming period, which is the autoregressive integrated moving average (ARIMA) model. This model depicts the present behaviour of variables through linear relationship with their past values. The expected results will enable us to provide appropriate advice to decision-makers in Egypt on how to deal with this epidemic.

scholarly journals Autoregressive Integrated Moving Average (ARIMA) Sebagai Model Peramalan Kasus Demam Berdarah Dengue

2020 ◽  
Vol 10 (2) ◽  
pp. 76-80
Author(s):  
Roro Kushartanti ◽  
Maulina Latifah
Keyword(s):  
Community Health ◽  
Health Center ◽  
Moving Average ◽  
Arima Model ◽  
Community Health Center ◽  
Percentage Error ◽  
Dengue Case ◽  
Monthly Data ◽  
Autoregressive Integrated Moving Average ◽  
Forecasting Method

ARIMA is a forecasting method time series that does not require a specific data pattern. This study aims to analyze the forecasting of Semarang City DHF cases specifically in the Rowosari Community Health Center. The study used monthly data on DHF cases in the Rowosari Community Health Center in 2016, 2017, and 2019 as many as 36 dengue case data. The best ARIMA model for forecasting is a model that meets the requirements for parameter significance, white noise and has the MAPE (Mean Absolute Percentage Error Smallest) value. The results of the analysis show that the best model for predicting the number of dengue cases in the Rowosari Public Health Center Semarang is the ARIMA model (1,0,0) with a MAPE value of 43.98% and a significance coefficient of 0.353, meaning that this model is suitable and feasible to be used as a forecasting model. DHF cases in the Rowosari Community Health Center in Semarang City.

scholarly journals Seawater intrusion vulnerability evaluation and prediction: a case study of Qeshm Island, Iran

2020 ◽  
Author(s):  
Amin Zeynolabedin ◽  
Reza Ghiassi ◽  
Moharram Dolatshahi Pirooz
Keyword(s):  
Seawater Intrusion ◽  
Moving Average ◽  
Arima Model ◽  
Chloride Ion ◽  
Absolute Error ◽  
Ion Concentration ◽  
Qeshm Island ◽  
Autoregressive Integrated Moving Average ◽  
Dangerous Condition

Abstract Seawater intrusion is one of the most serious issues to threaten coastal aquifers. Tourian aquifer, which is selected as the case study, is located in Qeshm Island, Persian Gulf. In this study, first the vulnerability of the region to seawater intrusion is assessed using chloride ion concentration value, then by using the autoregressive integrated moving average (ARIMA) model, the vulnerability of the region is predicted for 14 wells in 2018. The results show that the Tourian aquifer experiences moderate vulnerability and the area affected by seawater intrusion is wide and is in danger of expanding. It is also found that 0.95 km2 of the region is in a state of high vulnerability with Cl concentration being in a dangerous condition. The prediction model shows that ARIMA (2,1,1) is the best model with mean absolute error of 13.3 mg/L and Nash–Sutcliffe value of 0.81. For fitted and predicted data, mean square error is evaluated as 235.3 and 264.3, respectively. The prediction results show that vulnerability is increasing through the years.

scholarly journals ACCRUED FORECASTING ON TOURIST’S ARRIVAL IN BANGLADESH FOR SUSTAINABLE DEVELOPMENT

2021 ◽  
Vol 36 (2spl) ◽  
pp. 708-714
Author(s):  
Sayed Mohibul HOSSEN ◽  
◽  
Mohd Tahir ISMAIL ◽  
Mosab I. TABASH ◽  
Ahmed ABOUSAMAK ◽  
...  
Keyword(s):  
Sustainable Development ◽  
Mean Squared Error ◽  
Moving Average ◽  
Critical Role ◽  
Absolute Error ◽  
Tourism Industry ◽  
Percentage Error ◽  
Absolute Deviation ◽  
Autoregressive Integrated Moving Average ◽  
Private And Public

Forecasting of potential tourists’ appearance could assume a critical role in the tourism industry, arranging at all levels in both the private and public sectors. In this study our aim to build an econometric model to forecast worldwide visitor streams to Bangladesh. For this purpose, the present investigation focuses on univariate Seasonal Autoregressive Integrated Moving Average (SARIMA) modeling. Model choice criteria were Mean Absolute Percentage Error (MAPE), Mean Absolute Error (MAE), and Mean Squared Error (RMSE). As per descriptive statistics, the mean appearances were 207012 and will be 656522 (application) every year. Mean Absolute Deviation and Mean Squared Deviation likewise concurred with MAPE, MAE, and MSE. The result reveals that for sustainable development the SARIMA model is the reasonable model for forecasting universal visitor appearances in Bangladesh.

scholarly journals Time Series Analysis and Forecasting of Oilseeds Production in India: Using Autoregressive Integrated Moving Average and Group Method of Data Handling – Neural Network

2019 ◽  
pp. 1-14 ◽  
Author(s):  
Debasis Mithiya ◽  
Lakshmikanta Datta ◽  
Kumarjit Mandal
Keyword(s):  
Time Series ◽  
Moving Average ◽  
Arima Model ◽  
Time Series Forecasting ◽  
Series Data ◽  
Percentage Error ◽  
Group Method ◽  
Data Handling ◽  
Agricultural Economy ◽  
Autoregressive Integrated Moving Average

Oilseeds have been the backbone of India’s agricultural economy since long. Oilseed crops play the second most important role in Indian agricultural economy, next to food grains, in terms of area and production. Oilseeds production in India has increased with time, however, the increasing demand for edible oils necessitated the imports in large quantities, leading to a substantial drain of foreign exchange. The need for addressing this deficit motivated a systematic study of the oilseeds economy to formulate appropriate strategies to bridge the demand-supply gap. In this study, an effort is made to forecast oilseeds production by using Autoregressive Integrated Moving Average (ARIMA) model, which is the most widely used model for forecasting time series. One of the main drawbacks of this model is the presumption of linearity. The Group Method of Data Handling (GMDH) model has also been applied for forecasting the oilseeds production because it contains nonlinear patterns. Both ARIMA and GMDH are mathematical models well-known for time series forecasting. The results obtained by the GMDH are compared with the results of ARIMA model. The comparison of modeling results shows that the GMDH model perform better than the ARIMA model in terms of mean absolute error (MAE), mean absolute percentage error (MAPE), and root mean square error (RMSE). The experimental results of both models indicate that the GMDH model is a powerful tool to handle the time series data and it provides a promising technique in time series forecasting methods.

scholarly journals Using Autoregressive Integrated Moving Average (ARIMA) Technique to Forecast the Production of Kharif Cereals in Odisha (India)

2020 ◽  
pp. 104-113
Author(s):  
Abhiram Dash ◽  
A. Mangaraju ◽  
Pradeep Mishra ◽  
H. Nayak
Keyword(s):  
Autocorrelation Function ◽  
Moving Average ◽  
Arima Model ◽  
Percentage Error ◽  
Arima Models ◽  
Training Set ◽  
Autoregressive Integrated Moving Average ◽  
Future Production ◽  
Best Fit ◽  
Testing Set

Cereals are the most important kharif season crop in Odisha. The present study was carried out to forecast the production of kharif cereals in Odisha by using the forecast values of area and yield of kharif cereals obtained from the selected best fit Autoregressive Integrated Moving Average (ARIMA) model. The data from 1970-71 to 2010-11 are considered as training set data and used for model building and from 2011-12 to 2015-16 are considered as testing set data and used for cross-validation of the selected model on the basis of the absolute percentage error. The ARIMA models are fitted to the stationary data which may be the original data or the differenced data. The different ARIMA models are evaluated on the basis of Autocorrelation Function (ACF) and Partial Autocorrelation Function (PACF) at various lags. The possible ARIMA models are selected on the basis of significant coefficient of autoregressive and moving average components by using the training set data. The best fitted models are then selected on the basis of residual diagnostics test and model fit statistics. The ARIMA model found to be best fitted for area under kharif cereals and yield of kharif cereals are ARIMA (1,1,0) without constant and ARIMA (0,1,2) without constant respectively which are successfully cross-validated with the testing set data. The respective best fit ARIMA model has been used to forecast the area and yield of kharif cereals for the years 2016-17, 2017-18 and 2018-19. The forecast values of area shows a decrease, whereas, the forecast values of yield shows an increase. The decrease in area might have been the result of limited availability of area for cereals due to shifting towards non-food grain crops. The forecast values of production of kharif cereals obtained from the forecast values of area and yield of kharif cereals shows an increase which is due to the increase in forecast values of yield. Since there is limited scope for area expansion, the future production of kharif cereals can only be increased by increasing the yield to achieve the goal of food security for the growing population.

scholarly journals An ARIMA Model to Forecast the Spread and the Final Size of COVID-2019 Epidemic in Italy

2020 ◽  
Author(s):  
Gaetano Perone
Keyword(s):  
Inflection Point ◽  
Social Impact ◽  
Moving Average ◽  
Arima Model ◽  
Epidemiological Data ◽  
List Type ◽  
Arima Models ◽  
Final Size ◽  
Autoregressive Integrated Moving Average ◽  
The World

AbstractCoronavirus disease (COVID-2019) is a severe ongoing novel pandemic that is spreading quickly across the world. Italy, that is widely considered one of the main epicenters of the pandemic, has registered the highest COVID-2019 death rates and death toll in the world, to the present day. In this article I estimate an autoregressive integrated moving average (ARIMA) model to forecast the epidemic trend over the period after April 4, 2020, by using the Italian epidemiological data at national and regional level. The data refer to the number of daily confirmed cases officially registered by the Italian Ministry of Health (www.salute.gov.it) for the period February 20 to April 4, 2020. The main advantage of this model is that it is easy to manage and fit. Moreover, it may give a first understanding of the basic trends, by suggesting the hypothetic epidemic’s inflection point and final size.Highlights❖ARIMA models allow in an easy way to investigate COVID-2019 trends, which are nowadays of huge economic and social impact.❖These data may be used by the health authority to continuously monitor the epidemic and to better allocate the available resources.❖The results suggest that the epidemic spread inflection point, in term of cumulative cases, will be reached at the end of May.❖Further useful and more precise forecasting may be provided by updating these data or applying the model to other regions and countries.

scholarly journals Real-Time Forecasting of COVID-19 prevalence in India using ARIMA Model

2020 ◽  
Vol 4 (10) ◽  
pp. 78-83
Keyword(s):  
Time Series ◽  
Virus Disease ◽  
Moving Average ◽  
Time Series Prediction ◽  
Arima Model ◽  
Autoregressive Integrated Moving Average ◽  
Daily Data ◽  
The World ◽  
Increasing Trend ◽  
Short Term Prediction

Corona virus disease (COVID -19) has changed the world completely due to unavailability of its exact treatment. It has affected 215 countries in the world in which India is no exception where COVID patients are increasing exponentially since 15th of Feb. The objective of paper is to develop a model which can predict daily new cases in India. The autoregressive integrated moving average (ARIMA) models have been used for time series prediction. The daily data of new COVID-19 cases act as an exogenous variable in this framework. The daily data cover the sample period of 15th February, 2020 to 24th May, 2020. The time variable under study is a non-stationary series as 𝒚𝒕 is regressed with 𝒚𝒕−𝟏 and the coefficient is 1. The time series have clearly increasing trend. Results obtained revealed that the ARIMA model has a strong potential for short-term prediction. In PACF graph. Lag 1 and Lag 13 is significant. Regressed values implies Lag 1 and Lag 13 is significant in predicting the current values. The model predicted maximum COVID-19 cases in India at around 8000 during 5thJune to 20th June period. As per the model, the number of new cases shall start decreasing after 20th June in India only. The results will help governments to make necessary arrangements as per the estimated cases. The limitation of this model is that it is unable to predict jerks on either lower or upper side of daily new cases. So, in case of jerks re-estimation will be required.

scholarly journals Time series prediction of under-five mortality rates for Nigeria: comparative analysis of artificial neural networks, Holt-Winters exponential smoothing and autoregressive integrated moving average models

2020 ◽  
Vol 20 (1) ◽  
Author(s):  
Daniel Adedayo Adeyinka ◽  
Nazeem Muhajarine
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Mean Absolute Error ◽  
Moving Average ◽  
Absolute Error ◽  
Mortality Rates ◽  
Childhood Mortality ◽  
Autoregressive Integrated Moving Average ◽  
Under Five ◽  
Deming Regression

Abstract Background Accurate forecasting model for under-five mortality rate (U5MR) is essential for policy actions and planning. While studies have used traditional time series modeling techniques (e.g., autoregressive integrated moving average (ARIMA) and Holt-Winters smoothing exponential methods), their appropriateness to predict noisy and non-linear data (such as childhood mortality) has been debated. The objective of this study was to model long-term U5MR with group method of data handling (GMDH)-type artificial neural network (ANN), and compare the forecasts with the commonly used conventional statistical methods—ARIMA regression and Holt-Winters exponential smoothing models. Methods The historical dataset of annual U5MR in Nigeria from 1964 to 2017 was obtained from the official website of World Bank. The optimal models for each forecasting methods were used for forecasting mortality rates to 2030 (ending of Sustainable Development Goal era). The predictive performances of the three methods were evaluated, based on root mean squared errors (RMSE), root mean absolute error (RMAE) and modified Nash-Sutcliffe efficiency (NSE) coefficient. Statistically significant differences in loss function between forecasts of GMDH-type ANN model compared to each of the ARIMA and Holt-Winters models were assessed with Diebold-Mariano (DM) test and Deming regression. Results The modified NSE coefficient was slightly lower for Holt-Winters methods (96.7%), compared to GMDH-type ANN (99.8%) and ARIMA (99.6%). The RMSE of GMDH-type ANN (0.09) was lower than ARIMA (0.23) and Holt-Winters (2.87). Similarly, RMAE was lowest for GMDH-type ANN (0.25), compared with ARIMA (0.41) and Holt-Winters (1.20). From the DM test, the mean absolute error (MAE) was significantly lower for GMDH-type ANN, compared with ARIMA (difference = 0.11, p-value = 0.0003), and Holt-Winters model (difference = 0.62, p-value< 0.001). Based on the intercepts from Deming regression, the predictions from GMDH-type ANN were more accurate (β0 = 0.004 ± standard error: 0.06; 95% confidence interval: − 0.113 to 0.122). Conclusions GMDH-type neural network performed better in predicting and forecasting of under-five mortality rates for Nigeria, compared to the ARIMA and Holt-Winters models. Therefore, GMDH-type ANN might be more suitable for data with non-linear or unknown distribution, such as childhood mortality. GMDH-type ANN increases forecasting accuracy of childhood mortalities in order to inform policy actions in Nigeria.

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