scholarly journals Application of Weighted Fuzzy Time Series Model to Forecast Epidemic Injuries

2020 ◽  
pp. 79-90
Author(s):  
Hala Ahmed Abdul- Moneim
Keyword(s):  
Time Series ◽  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Predictive Accuracy ◽  
Epidemiological Data ◽  
Fuzzy Time Series ◽  
P Value ◽  
Suspected Case ◽  
Mean Square

Aims: It is important to predict the amount of COVID-19 injuries. Since the first suspected case of novel coronavirus (2019-nCoV) on December 1st, 2019, in Wuhan, Hubei Province, China, a total of 40,235 confirmed cases and 909 deaths have been reported in China up to February 10, 2020, evoking fear locally and internationally. Here, based on the large amounts of daily publicly available epidemiological data and the need to make an accurate prediction of future behavior requires the definition of powerful and effective techniques capable of inferring random dependency between the past and the future from observations. In this paper, we apply a rewarding model to predict injuries in areas where COVID-19 is, especially in the Arab region. This forecast uses epidemic injuries data from   March 2nd, 2020 to   July 20th, 2020 in Saudi Arabia. Methodology: We propose the use of weighted fuzzy time series techniques (WFTS) and weighted non-stationary fuzzy time series techniques (WNSFTS) to be compared with the classical Auto-Regressive Integrated Moving Average (ARIMA) statistical method. The available data is not a stationary and should therefore be converted first to stationary to forecast it with (ARIMA) and (WFTS) techniques. We do a log transform and differencing on our injuries dataset. Results: When we examine the original data by Dickey-Fuller Test (DFT) to get p-value, we find it is equal to 0.646, it is more than 0.05 which implies the non-stationarity. The mean square error (MSE), the root mean square error (RMSE) and normalization root mean square error (NRMSE), are applied to compare the accuracy of the methods. The results show that WFTS methods give good services for predicting epidemic injuries in the territory by COVID-19. Conclusion: The use of Weighted Non Stationary Fuzzy Time Series (WNSFTS) in forecasting epidemic injuries problem can provide significantly better results because it is able to predict the infected cases at the next time and achieve great predictive accuracy.

scholarly journals Peramalan Data Ekspor Nonmigas Provinsi Kalimantan Timur Menggunakan Metode Weighted Fuzzy Time Series Lee

2021 ◽  
Vol 14 (1) ◽  
pp. 1-10
Author(s):  
Muhammad Wahdeni Pramana ◽  
Ika Purnamasari ◽  
Surya Prangga
Keyword(s):  
Time Series ◽  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Mean Absolute Percentage Error ◽  
Fuzzy Time Series ◽  
Percentage Error ◽  
Mean Square ◽  
Absolute Percentage Error

Ekspor merupakan aktivitas perdagangan atau penjualan barang dari dalam negeri ke luar negeri. Ekspor nonmigas sebagai salah satu komponen pembentuk Produk Domestik Regional Bruto (PDRB) sehingga perlu adanya suatu peramalan nilai di masa mendatang. Fuzzy Time Series (FTS) merupakan metode peramalan dengan berdasarkan teori himpunan fuzzy, logika fuzzy, serta hasil peramalan yang dapat dibahasakan (linguistik). Metode Weighted Fuzzy Time Series (WFTS) Lee merupakan perluasan dari metode FTS dengan penambahan pembobotan pada tiap pola relasi yang terbentuk. Tujuan penelitian ini adalah memperoleh nilai peramalan ekspor nonmigas Provinsi Kalimantan Timur pada bulan November 2020 serta memperoleh nilai akurasi peramalan berdasarkan metode Mean Absolute Percentage Error (MAPE) dan Root Mean Square Error (RMSE). Berdasarkan hasil analisis diperoleh nilai akurasi peramalan untuk data Ekspor Nonmigas Provinsi Kalimantan Timur bulan Januari 2019 – Oktober 2020 dengan konstanta pembobot   menggunakan metode MAPE diperoleh hasil keseluruhan dibawah 10% sehingga diperoleh konstanta pembobot terbaik yaitu  dengan nilai MAPE terminimum yaitu sebesar 3,62% dan RMSE minimum sebesar 50,67. Dari hasil tersebut, diperoleh hasil peramalan untuk bulan November 2020 dengan menggunakan kontanta pembobot terbaik  yaitu sebesar 850,96 juta USD.

scholarly journals Forecasting hourly emergency department arrival using time series analysis

2020 ◽  
Vol 26 (1) ◽  
pp. 34-43
Author(s):  
Avishek Choudhury ◽  
Estefania Urena
Keyword(s):  
Emergency Department ◽  
Time Series ◽  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Moving Average ◽  
Time Series Forecasting ◽  
Mean Square ◽  
Mean Error ◽  
Auto Regressive

Background/aims The stochastic arrival of patients at hospital emergency departments complicates their management. More than 50% of a hospital's emergency department tends to operate beyond its normal capacity and eventually fails to deliver high-quality care. To address this concern, much research has been carried out using yearly, monthly and weekly time-series forecasting. This article discusses the use of hourly time-series forecasting to help improve emergency department management by predicting the arrival of future patients. Methods Emergency department admission data from January 2014 to August 2017 was retrieved from a hospital in Iowa. The auto-regressive integrated moving average (ARIMA), Holt–Winters, TBATS, and neural network methods were implemented and compared as forecasters of hourly patient arrivals. Results The auto-regressive integrated moving average (3,0,0) (2,1,0) was selected as the best fit model, with minimum Akaike information criterion and Schwartz Bayesian criterion. The model was stationary and qualified under the Box–Ljung correlation test and the Jarque–Bera test for normality. The mean error and root mean square error were selected as performance measures. A mean error of 1.001 and a root mean square error of 1.55 were obtained. Conclusions The auto-regressive integrated moving average can be used to provide hourly forecasts for emergency department arrivals and can be implemented as a decision support system to aid staff when scheduling and adjusting emergency department arrivals.

scholarly journals Flood Detection and Susceptibility Mapping Using Sentinel-1 Time Series, Alternating Decision Trees, and Bag-ADTree Models

Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-21 ◽  
Author(s):  
Ayub Mohammadi ◽  
Khalil Valizadeh Kamran ◽  
Sadra Karimzadeh ◽  
Himan Shahabi ◽  
Nadhir Al-Ansari
Keyword(s):  
Time Series ◽  
Root Mean Square Error ◽  
Decision Trees ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Susceptibility Mapping ◽  
Mean Square ◽  
Topographic Wetness Index ◽  
Flood Detection ◽  
Flooded Areas

Flooding is one of the most damaging natural hazards globally. During the past three years, floods have claimed hundreds of lives and millions of dollars of damage in Iran. In this study, we detected flood locations and mapped areas susceptible to floods using time series satellite data analysis as well as a new model of bagging ensemble-based alternating decision trees, namely, bag-ADTree. We used Sentinel-1 data for flood detection and time series analysis. We employed twelve conditioning parameters of elevation, normalized difference’s vegetation index, slope, topographic wetness index, aspect, curvature, stream power index, lithology, drainage density, proximities to river, soil type, and rainfall for mapping areas susceptible to floods. ADTree and bag-ADTree models were used for flood susceptibility mapping. We used software of Sentinel application platform, Waikato Environment for Knowledge Analysis, ArcGIS, and Statistical Package for the Social Sciences for preprocessing, processing, and postprocessing of the data. We extracted 199 locations as flooded areas, which were tested using a global positioning system to ensure that flooded areas were detected correctly. Root mean square error, accuracy, and the area under the ROC curve were used to validate the models. Findings showed that root mean square error was 0.31 and 0.3 for ADTree and bag-ADTree techniques, respectively. More findings illustrated that accuracy was obtained as 86.61 for bag-ADTree model, while it was 85.44 for ADTree method. Based on AUC, success and prediction rates were 0.736 and 0.786 for bag-ADTree algorithm, in order, while these proportions were 0.714 and 0.784 for ADTree. This study can be a good source of information for crisis management in the study area.

scholarly journals Study on Apparent Kinetic Prediction Model of the Smelting Reduction Based on the Time-Series

2012 ◽  
Vol 2012 ◽  
pp. 1-15 ◽  
Author(s):  
Guo-feng Fan ◽  
Shan Qing ◽  
Hua Wang ◽  
Zhe Shi ◽  
Wei-Chiang Hong ◽  
...  
Keyword(s):  
Time Series ◽  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Golden Section ◽  
Ar Model ◽  
Mean Square ◽  
Smelting Reduction ◽  
Data Mining Technique ◽  
Promising Alternative

A series of direct smelting reduction experiment has been carried out with high phosphorous iron ore of the different bases by thermogravimetric analyzer. The derivative thermogravimetric (DTG) data have been obtained from the experiments. One-step forward local weighted linear (LWL) method , one of the most suitable ways of predicting chaotic time-series methods which focus on the errors, is used to predict DTG. In the meanwhile, empirical mode decomposition-autoregressive (EMD-AR), a data mining technique in signal processing, is also used to predict DTG. The results show that (1) EMD-AR(4) is the most appropriate and its error is smaller than the former; (2) root mean square error (RMSE) has decreased about two-thirds; (3) standardized root mean square error (NMSE) has decreased in an order of magnitude. Finally in this paper, EMD-AR method has been improved by golden section weighting; its error would be smaller than before. Therefore, the improved EMD-AR model is a promising alternative for apparent reaction rate (DTG). The analytical results have been an important reference in the field of industrial control.

A Study on Time Series Forecasting using Hybridization of Time Series Models and Neural Networks

2020 ◽  
Vol 13 (5) ◽  
pp. 827-832
Author(s):  
Iflah Aijaz ◽  
Parul Agarwal
Keyword(s):  
Machine Learning ◽  
Neural Networks ◽  
Time Series ◽  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Hybrid Models ◽  
Time Series Forecasting ◽  
Percentage Error ◽  
Mean Square

Introduction: Auto-Regressive Integrated Moving Average (ARIMA) and Artificial Neural Networks (ANN) are leading linear and non-linear models in Machine learning respectively for time series forecasting. Objective: This survey paper presents a review of recent advances in the area of Machine Learning techniques and artificial intelligence used for forecasting different events. Methods: This paper presents an extensive survey of work done in the field of Machine Learning where hybrid models for are compared to the basic models for forecasting on the basis of error parameters like Mean Absolute Deviation (MAD), Mean Square Error (MSE), Root Mean Square Error (RMSE), Mean Absolute Error (MAE), Mean Absolute Percentage Error (MAPE) and Normalized Root Mean Square Error (NRMSE). Results: Table 1 summarizes important papers discussed in this paper on the basis of some parameters which explain the efficiency of hybrid models or when the model is used in isolation. Conclusion: The hybrid model has realized accurate results as compared when the models were used in isolation yet some research papers argue that hybrids cannot always outperform individual models.

scholarly journals Data Mining Menggunakan Regresi Linear untuk Prediksi Harga Saham Perusahaan Pelayaran

2020 ◽  
Vol 10 (2) ◽  
pp. 120
Author(s):  
Ekka Pujo Ariesanto Akhmad
Keyword(s):  
Data Mining ◽  
Time Series ◽  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Mean Square ◽  
Data Preparation ◽  
Standard Process ◽  
Industry Standard ◽  
Quota Sampling

Pergerakan harga penutupan saham BULL cenderung mengalami variasi harga tiap hari. Investor memerlukan tindakan yang tepat, sehingga resiko yang ada dapat dikurangi dengan mengetahui naik turunnya harga saham pada masa yang akan datang dan memprediksi langkah kebijakan yang optimal untuk membuat keputusan pembelian/penjualan saham yang sesuai. Tujuan penelitian ini untuk menerapkan data mining menggunakan regresi linear untuk prediksi harga saham perusahaan pelayaran.<em> </em>Lokasi penelitian, yaitu di Bursa Efek Indonesia, Jakarta. Populasi dalam penelitian ini adalah semua perusahaan pelayaran yang terdaftar di Bursa Efek Indonesia. Jenis nonprobability<em> </em>sampling<em> </em>yang dipilih yaitu purposive<em> </em>sampling<em> </em>dan quota<em> </em>sampling. Purposive sampling yang dipakai adalah sebanyak 1 perusahaan pelayaran, yakni PT. Buana Lintas Lautan, Tbk (BULL). Quota sampling yang digunakan dalam penelitian ini adalah data time series periode harian harga pembukaan, harga tertinggi, harga terendah, harga penutupan, dan volume saham periode harian BULL selama 1 tahun 2 bulan antara bulan Juni tahun 2019 hingga bulan Juli tahun 2020. Penelitian ini menggunakan metodologi Cross Industry Standard Process for Data Mining (CRISP-DM). Proses data mining<em> </em>berdasarkan CRISP-DM terdiri dari 6 fase, yaitu Bussiness Understanding, Data Understanding, Data Preparation, Modelling, Evaluation, dan Deployment. Hasil penelitian menunjukkan masih ada selisih antara harga penutupan saham luaran data testing dengan harga penutupan saham aktual yang ada di bursa saham. Evaluasi nilai Root Mean Square Error (RMSE) menunjukkan angka plus 7,522 dari data aktual harga penutupan saham periode harian PT. BULL.

scholarly journals Mengukur Performa Model TSK Fuzzy Logic Menggunakan Faktor Eksternal untuk Peramalan Laju Inflasi

MATICS ◽  
2017 ◽  
Vol 9 (1) ◽  
pp. 27 ◽  
Author(s):  
Nadia Roosmalita Sari ◽  
Wayan Firdaus Mahmudy ◽  
Aji Prasetya Wibawa
Keyword(s):  
Time Series ◽  
Fuzzy Logic ◽  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Mean Square

Pertumbuhan ekonomi merupakan salah satu tolak ukur menilai perkembangan ekonomi negara. Inflasi merupakan kecenderungan naiknya harga barang secara umum dan terjadi terus-menerus. Sehingga inflasi dapat dijadikan sebagai tolak ukur untuk menilai perkembangan suatu negara. Inflasi merupakan salah satu permasalahan yang sering menjadi topik pembahasan di kalangan pakar ekonomi. Inflasi dapat dipengaruhi oleh berbagai faktor, misalnya pola konsumtif masyarakat yang tinggi. Perekonomian Indonesia akan menurun jika inflasi tidak dikendalikan dengan baik. Untuk mengendalikan laju inflasi dibutuhkan sebuah peramalan terhadap laju inflasi di Indonesia. Hasil peramalan digunakan sebagai informasi bagi pemerintah untuk menyiapkan kebijakan agar laju inflasi tetap dalam keadaan stabil. Penelitian ini mengusulkan Takaghi Sugeno Kang (TSK) fuzzy logic untuk peramalan laju inflasi. Penelitian ini bertujuan untuk mengukur performa sistem dengan menggunakan faktor-faktor yang mempengaruhi laju inflasi. Data yang digunakan pada penelitian ini adalah data historis dan faktor eksternal sebagai parameter. Untuk mengevaluasi hasil peramalan digunakan teknik analisis <em>Root Mean Square Error</em> (RMSE). Hasil penelitian menunjukkan bahwa penggunaan parameter time series dan faktor eksternal CPI memiliki performa sistem yang lebih baik dibandingkan faktor-faktor lain dengan RMSE sebesar 1.328.

scholarly journals Approach to COVID-19 time series data using deep learning and spectral analysis methods

2021 ◽  
Vol 9 (1) ◽  
pp. 1-21
Author(s):  
Kayode Oshinubi ◽  
◽  
Augustina Amakor ◽  
Olumuyiwa James Peter ◽  
Mustapha Rachdi ◽  
...  
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Spectral Analysis ◽  
Deep Learning ◽  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Time Series Data ◽  
Series Data ◽  
Mean Square

<abstract> <p>This article focuses on the application of deep learning and spectral analysis to epidemiology time series data, which has recently piqued the interest of some researchers. The COVID-19 virus is still mutating, particularly the delta and omicron variants, which are known for their high level of contagiousness, but policymakers and governments are resolute in combating the pandemic's spread through a recent massive vaccination campaign of their population. We used extreme machine learning (ELM), multilayer perceptron (MLP), long short-term neural network (LSTM), gated recurrent unit (GRU), convolution neural network (CNN) and deep neural network (DNN) methods on time series data from the start of the pandemic in France, Russia, Turkey, India, United states of America (USA), Brazil and United Kingdom (UK) until September 3, 2021 to predict the daily new cases and daily deaths at different waves of the pandemic in countries considered while using root mean square error (RMSE) and relative root mean square error (rRMSE) to measure the performance of these methods. We used the spectral analysis method to convert time (days) to frequency in order to analyze the peaks of frequency and periodicity of the time series data. We also forecasted the future pandemic evolution by using ELM, MLP, and spectral analysis. Moreover, MLP achieved best performance for both daily new cases and deaths based on the evaluation metrics used. Furthermore, we discovered that errors for daily deaths are much lower than those for daily new cases. While the performance of models varies, prediction and forecasting during the period of vaccination and recent cases confirm the pandemic's prevalence level in the countries under consideration. Finally, some of the peaks observed in the time series data correspond with the proven pattern of weekly peaks that is unique to the COVID-19 time series data.</p> </abstract>

scholarly journals Prediksi Data Time Series Saham Bank BRI Dengan Mesin Belajar LSTM (Long ShortTerm Memory)

2020 ◽  
Vol 1 (1) ◽  
pp. 1-8
Author(s):  
Adhitio Satyo Bayangkari Karno
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Short Term Memory ◽  
Mean Square ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory

Abstract   This study aims to measure the accuracy in predicting time series data using the LSTM (Long Short-Term Memory) machine learning method, and determine the number of epochs needed to produce a small RMSE (Root Mean Square Error) value. The result of this research is a high level of variation in RMSE value to the number of epochs needed in the data processing. This variation is quite difficult to obtain the right epoch value. By doing an iteration of the LSTM process on the number of different epochs (visualized in the graph), then the number of epochs with a minimum RMSE value will be easier to obtain. From the research of BBRI's stock data prediction, a good RMSE value was obtained (RMSE = 227.470333244533).   Keywords: long short-term memory, machine learning, epoch, root mean square error, mean square error.   Abstrak   Penelitian ini bertujuan untuk mengukur ketelitian dalam memprediksi data time series menggunakan metode mesin belajar LSTM (Long Short-Term Memory), serta menentukan banyaknya epoch yang diperlukan untuk menghasilkan nilai RMSE (Root Mean Square Error) yang kecil. Hasil dari penelitian ini adalah tingkat variasi yang tinggi nilai rmse terhdap jumlah epoch yang diperlukan dalam proses pengolahan data. Variasi ini cukup menyulitkan untuk memperoleh nilai epoch yang tepat. Dengan melakukan iterasi dari proses LSTM terhadap jumlah epoch yang berbeda (di visualisasikan dalam grafik), maka jumlah epoch dengan nilai RMSE minimal akan lebih mudah diperoleh. Dari penelitan prediksi data saham  BBRI diperoleh nilai RMSE yang cukup baik yaitu 227,470333244533. Kata kunci: long short-term memory, machine learning, epoch, root mean square error, mean square error.

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