arima model
Recently Published Documents


TOTAL DOCUMENTS

1452
(FIVE YEARS 854)

H-INDEX

30
(FIVE YEARS 11)

Author(s):  
Sakinat Oluwabukonla Folorunso ◽  
Joseph Bamidele Awotunde ◽  
Oluwatobi Oluwaseyi Banjo ◽  
Ezekiel Adebayo Ogundepo ◽  
Nureni Olawale Adeboye

This research explored the precision of diverse time-series models for COVID-19 epidemic detection in all the thirty-six different states and the Federal Capital Territory (FCT) in Nigeria with the maximum count of daily cumulative of confirmed, recovered and death cases as of 4 November 2020 of COVID-19 and populace of each state. A 14-multi step ahead forecast system for active coronavirus cases was built, analyzed and compared for six (6) different deep learning-stimulated and statistical time-series models using two openly accessible datasets. The results obtained showed that based on RMSE metric, ARIMA model obtained the best values for four of the states (0.002537, 0.001969.12E-058, 5.36E-05 values for Lagos, FCT, Edo and Delta states respectively). While no method is all-encompassing for predicting daily active coronavirus cases for different states in Nigeria, ARIMA model obtains the highest-ranking prediction performance and attained a good position results in other states.


A novel corona virus, COVID-19 is spreading across different countries in an alarming proportion and it has become a major threat to the existence of human community. With more than eight lakh death count within a very short span of seven months, this deadly virus has affected more than 24 million people across 213 countries and territories around the world. Time-series analysis, modeling and forecasting is an important research area that explores the hidden insights from larger set of time-bound data for arriving better decisions. In this work, data analysis on COVID-19 dataset is performed by comparing the top six populated countries in the world. The data used for the evaluation is taken for a time period from 22nd January 2020 to 23rd August 2020.A novel time-series forecasting approach based on Auto-regressive integrated moving average (ARIMA) model is also proposed. The results will help the researchers from medical and scientific community to gauge the trend of the disease spread and improvise containment strategies accordingly.


This research explored the precision of diverse time-series models for COVID-19 epidemic detection in all the thirty-six different states and the Federal Capital Territory (FCT) in Nigeria with the maximum count of daily cumulative of confirmed, recovered and death cases as of 4 November 2020 of COVID-19 and populace of each state. A 14-multi step ahead forecast system for active coronavirus cases was built, analyzed and compared for six (6) different deep learning-stimulated and statistical time-series models using two openly accessible datasets. The results obtained showed that based on RMSE metric, ARIMA model obtained the best values for four of the states (0.002537, 0.001969.12E-058, 5.36E-05 values for Lagos, FCT, Edo and Delta states respectively). While no method is all-encompassing for predicting daily active coronavirus cases for different states in Nigeria, ARIMA model obtains the highest-ranking prediction performance and attained a good position results in other states.


Author(s):  
Arunkumar P. M. ◽  
Lakshmana Kumar Ramasamy ◽  
Amala Jayanthi M.

A novel corona virus, COVID-19 is spreading across different countries in an alarming proportion and it has become a major threat to the existence of human community. With more than eight lakh death count within a very short span of seven months, this deadly virus has affected more than 24 million people across 213 countries and territories around the world. Time-series analysis, modeling and forecasting is an important research area that explores the hidden insights from larger set of time-bound data for arriving better decisions. In this work, data analysis on COVID-19 dataset is performed by comparing the top six populated countries in the world. The data used for the evaluation is taken for a time period from 22nd January 2020 to 23rd August 2020.A novel time-series forecasting approach based on Auto-regressive integrated moving average (ARIMA) model is also proposed. The results will help the researchers from medical and scientific community to gauge the trend of the disease spread and improvise containment strategies accordingly.


2022 ◽  
Vol 27 (2) ◽  
pp. 315-324
Author(s):  
Chao Yan ◽  
Yankun Zhang ◽  
Weiyi Zhong ◽  
Can Zhang ◽  
Baogui Xin

MAUSAM ◽  
2022 ◽  
Vol 73 (1) ◽  
pp. 129-138
Author(s):  
Mostafa Abotaleb ◽  
Tatiana Makarovskikh ◽  
Aynur Yonar ◽  
Amr Badr ◽  
Pradeep Mishra ◽  
...  

Wind energy is one of the most important renewable energy sources in the world. Hence, the prediction of wind speed is a highly significant subject with respect to both protecting the environment and economic development. England is among the countries with an increasing interest in the potential for wind energy systems. In this study, various time series models, including BATS, TBATS, Holt’s Linear Trend, and ARIMA models were applied for wind speed prediction in England, and their performance was compared. The available wind speed data between 1994-07-07 and 2015-12-31 were divided into two parts: training data that is used to build up the models and testing data that is used to measure the validity of a model forecast. The results of the testing data indicate that the BATS and ARIMA outperform the other time series models according to the root mean square errors.


2022 ◽  
Vol 10 (4) ◽  
pp. 605-616
Author(s):  
Jody Hendrian ◽  
Suparti Suparti ◽  
Alan Prahutama

Investing in gold is a flexible choice because it can be sold at any time and used as an emergency fund. Investors should have the knowledge to predict data from time to time to achieve investment goals. One of the statistical methods for time series data modeling is ARIMA. The ARIMA model is strict with the assumptions that the data must be stationary, the residuals must be normally distributed, independent, and with constant variance, so an alternative model is proposed, namely nonparametric regression model, which has no modeling assumptions requirement. In this study, the daily world gold price data will be modeled using a local polynomial nonparametric model as an alternative because the assumptions in the ARIMA are not fulfilled. The data is divided into 2 parts, namely in sample data from January 2, 2020 to November 30, 2020 to form a model and out sample data from December 1, 2020 to December 31, 2020 used for evauation of model performance based on MAPE values. The chosen best model is the local polynomial model with Gaussian kernel function of degree 5, bandwidth of 373, and local point of 1744 with an MSE value of 482.6420. The local polynomial model out sample data MAPE value is 0.61%, indicating that the model has excellent forecasting capability. In this study, Graphical User Interface (GUI) using R software with the help of shiny package is also built, making data analyzing easier and generating more interactive display output. 


2022 ◽  
Vol 2022 ◽  
pp. 1-17
Author(s):  
Cai Li ◽  
Agyemang Kwasi Sampene ◽  
Fredrick Oteng Agyeman ◽  
Brenya Robert ◽  
Abraham Lincoln Ayisi

Currently, the global report of COVID-19 cases is around 110 million, and more than 2.43 million related death cases as of February 18, 2021. Viruses continuously change through mutation; hence, different virus of SARS-CoV-2 has been reported globally. The United Kingdom (UK), South Africa, Brazil, and Nigeria are the countries from which these emerged variants have been notified and now spreading globally. Therefore, these countries have been selected as a research sample for the present study. The datasets analyzed in this study spanned from March 1, 2020, to January 31, 2021, and were obtained from the World Health Organization website. The study used the Autoregressive Integrated Moving Average (ARIMA) model to forecast coronavirus incidence in the UK, South Africa, Brazil, and Nigeria. ARIMA models with minimum Akaike Information Criterion Correction (AICc) and statistically significant parameters were chosen as the best models in this research. Accordingly, for the new confirmed cases, ARIMA (3,1,14), ARIMA (0,1,11), ARIMA (1,0,10), and ARIMA (1,1,14) models were chosen for the UK, South Africa, Brazil, and Nigeria, respectively. Also, the model specification for the confirmed death cases was ARIMA (3,0,4), ARIMA (0,1,4), ARIMA (1,0,7), and ARIMA (Brown); models were selected for the UK, South Africa, Brazil, and Nigeria, respectively. The results of the ARIMA model forecasting showed that if the required measures are not taken by the respective governments and health practitioners in the days to come, the magnitude of the coronavirus pandemic is expected to increase in the study’s selected countries.


2022 ◽  
Author(s):  
Enbin Yang ◽  
Hao Zhang ◽  
Xinsheng Guo ◽  
Zinan Zang ◽  
Zhen Liu ◽  
...  

Abstract Background: In addition to COVID-19, tuberculosis (TB) is the respiratory infectious disease with the highest incidence in China. We aim to design a series of forecasting models and find the factors that affect the incidence of TB, thereby improving the accuracy of the incidence prediction. Results: In this paper, we developed a new interpretable prediction system based on the multivariate multi-step Long Short-Term Memory (LSTM) model and SHapley Additive exPlanation (SHAP) method. Moreover, four accuracy measures are introduced into the system: Root Mean Square Error, Mean Absolute Error, Mean Absolute Percentage Error, and symmetric Mean Absolute Percentage Error. Meanwhile, the Autoregressive Integrated Moving Average (ARIMA) model and seasonal ARIMA model are established. The multi-step ARIMA-LSTM model is proposed for the first time to examine the performance of each model in the short, medium, and long term, respectively. Compared with the ARIMA model, each error of the multivariate 2-step LSTM model is reduced by 12.92%, 15.94%, 15.97%, and 14.81% in the short term. The 3-step ARIMA-LSTM model achieved excellent performance, with each error decreased to 15.19%, 33.14%, 36.79%, and 29.76% in the medium and long term. We provide the local and global explanation of the multivariate single-step LSTM model in the field of incidence prediction, pioneering. Conclusions: The multivariate 2-step LSTM model is suitable for short-term forecasts, and the 3-step ARIMA-LSTM model is appropriate for medium and long-term forecasts. In addition, the prediction effect was better than similar TB incidence forecasting models. The SHAP results indicate that the five most crucial features are maximum temperature, average relative humidity, local financial budget, monthly sunshine percentage, and sunshine hours.


Author(s):  
Abdelgader Alamrouni ◽  
Fidan Aslanova ◽  
Sagiru Mati ◽  
Hamza Sabo Maccido ◽  
Afaf. A. Jibril ◽  
...  

Reliable modeling of novel commutative cases of COVID-19 (CCC) is essential for determining hospitalization needs and providing the benchmark for health-related policies. The current study proposes multi-regional modeling of CCC cases for the first scenario using autoregressive integrated moving average (ARIMA) based on automatic routines (AUTOARIMA), ARIMA with maximum likelihood (ARIMAML), and ARIMA with generalized least squares method (ARIMAGLS) and ensembled (ARIMAML-ARIMAGLS). Subsequently, different deep learning (DL) models viz: long short-term memory (LSTM), random forest (RF), and ensemble learning (EML) were applied to the second scenario to predict the effect of forest knowledge (FK) during the COVID-19 pandemic. For this purpose, augmented Dickey–Fuller (ADF) and Phillips–Perron (PP) unit root tests, autocorrelation function (ACF), partial autocorrelation function (PACF), Schwarz information criterion (SIC), and residual diagnostics were considered in determining the best ARIMA model for cumulative COVID-19 cases (CCC) across multi-region countries. Seven different performance criteria were used to evaluate the accuracy of the models. The obtained results justified both types of ARIMA model, with ARIMAGLS and ensemble ARIMA demonstrating superiority to the other models. Among the DL models analyzed, LSTM-M1 emerged as the best and most reliable estimation model, with both RF and LSTM attaining more than 80% prediction accuracy. While the EML of the DL proved merit with 96% accuracy. The outcomes of the two scenarios indicate the superiority of ARIMA time series and DL models in further decision making for FK.


Sign in / Sign up

Export Citation Format

Share Document