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Time series analysis-based seasonal autoregressive fractionally integrated moving average to estimate hepatitis B and C epidemics in China
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作者 Yong-Bin Wang Si-Yu Qing +3 位作者 Zi-Yue Liang Chang Ma Yi-Chun Bai Chun-Jie Xu 《World Journal of Gastroenterology》 SCIE CAS 2023年第42期5716-5727,共12页
BACKGROUND Hepatitis B(HB)and hepatitis C(HC)place the largest burden in China,and a goal of eliminating them as a major public health threat by 2030 has been set.Making more informed and accurate forecasts of their s... BACKGROUND Hepatitis B(HB)and hepatitis C(HC)place the largest burden in China,and a goal of eliminating them as a major public health threat by 2030 has been set.Making more informed and accurate forecasts of their spread is essential for developing effective strategies,heightening the requirement for early warning to deal with such a major public health threat.AIM To monitor HB and HC epidemics by the design of a paradigmatic seasonal autoregressive fractionally integrated moving average(SARFIMA)for projections into 2030,and to compare the effectiveness with the seasonal autoregressive integrated moving average(SARIMA).METHODS Monthly HB and HC incidence cases in China were obtained from January 2004 to June 2023.Descriptive analysis and the Hodrick-Prescott method were employed to identify trends and seasonality.Two periods(from January 2004 to June 2022 and from January 2004 to December 2015,respectively)were used as the training sets to develop both models,while the remaining periods served as the test sets to evaluate the forecasting accuracy.RESULTS There were incidents of 23400874 HB cases and 3590867 HC cases from January 2004 to June 2023.Overall,HB remained steady[average annual percentage change(AAPC)=0.44,95%confidence interval(95%CI):-0.94-1.84]while HC was increasing(AAPC=8.91,95%CI:6.98-10.88),and both had a peak in March and a trough in February.In the 12-step-ahead HB forecast,the mean absolute deviation(15211.94),root mean square error(18762.94),mean absolute percentage error(0.17),mean error rate(0.15),and root mean square percentage error(0.25)under the best SARFIMA(3,0,0)(0,0.449,2)12 were smaller than those under the best SARIMA(3,0,0)(0,1,2)12(16867.71,20775.12,0.19,0.17,and 0.27,respectively).Similar results were also observed for the 90-step-ahead HB,12-step-ahead HC,and 90-step-ahead HC forecasts.The predicted HB incidents totaled 9865400(95%CI:7508093-12222709)cases and HC totaled 1659485(95%CI:856681-2462290)cases during 2023-2030.CONCLUSION Under current interventions,China faces enormous challenges to eliminate HB and HC epidemics by 2030,and effective strategies must be reinforced.The integration of SARFIMA into public health for the management of HB and HC epidemics can potentially result in more informed and efficient interventions,surpassing the capabilities of SARIMA. 展开更多
关键词 HEPATITIS Seasonal autoregressive fractionally integrated moving average Seasonal autoregressive integrated moving average Prediction EPIDEMIC time series analysis
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Price Prediction of Seasonal Items Using Time Series Analysis
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作者 Ahmed Salah Mahmoud Bekhit +2 位作者 Esraa Eldesouky Ahmed Ali Ahmed Fathalla 《Computer Systems Science & Engineering》 SCIE EI 2023年第7期445-460,共16页
The price prediction task is a well-studied problem due to its impact on the business domain.There are several research studies that have been conducted to predict the future price of items by capturing the patterns o... The price prediction task is a well-studied problem due to its impact on the business domain.There are several research studies that have been conducted to predict the future price of items by capturing the patterns of price change,but there is very limited work to study the price prediction of seasonal goods(e.g.,Christmas gifts).Seasonal items’prices have different patterns than normal items;this can be linked to the offers and discounted prices of seasonal items.This lack of research studies motivates the current work to investigate the problem of seasonal items’prices as a time series task.We proposed utilizing two different approaches to address this problem,namely,1)machine learning(ML)-based models and 2)deep learning(DL)-based models.Thus,this research tuned a set of well-known predictive models on a real-life dataset.Those models are ensemble learning-based models,random forest,Ridge,Lasso,and Linear regression.Moreover,two new DL architectures based on gated recurrent unit(GRU)and long short-term memory(LSTM)models are proposed.Then,the performance of the utilized ensemble learning and classic ML models are compared against the proposed two DL architectures on different accuracy metrics,where the evaluation includes both numerical and visual comparisons of the examined models.The obtained results show that the ensemble learning models outperformed the classic machine learning-based models(e.g.,linear regression and random forest)and the DL-based models. 展开更多
关键词 Deep learning price prediction seasonal goods time series analysis
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Applications of time series analysis in epidemiology: Literature review and our experience during COVID-19 pandemic
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作者 Latchezar Tomov Lyubomir Chervenkov +2 位作者 Dimitrina Georgieva Miteva Hristiana Batselova TsvetelinaVelikova 《World Journal of Clinical Cases》 SCIE 2023年第29期6974-6983,共10页
Time series analysis is a valuable tool in epidemiology that complements the classical epidemiological models in two different ways:Prediction and forecast.Prediction is related to explaining past and current data bas... Time series analysis is a valuable tool in epidemiology that complements the classical epidemiological models in two different ways:Prediction and forecast.Prediction is related to explaining past and current data based on various internal and external influences that may or may not have a causative role.Forecasting is an exploration of the possible future values based on the predictive ability of the model and hypothesized future values of the external and/or internal influences.The time series analysis approach has the advantage of being easier to use(in the cases of more straightforward and linear models such as Auto-Regressive Integrated Moving Average).Still,it is limited in forecasting time,unlike the classical models such as Susceptible-Exposed-Infectious-Removed.Its applicability in forecasting comes from its better accuracy for short-term prediction.In its basic form,it does not assume much theoretical knowledge of the mechanisms of spreading and mutating pathogens or the reaction of people and regulatory structures(governments,companies,etc.).Instead,it estimates from the data directly.Its predictive ability allows testing hypotheses for different factors that positively or negatively contribute to the pandemic spread;be it school closures,emerging variants,etc.It can be used in mortality or hospital risk estimation from new cases,seroprevalence studies,assessing properties of emerging variants,and estimating excess mortality and its relationship with a pandemic. 展开更多
关键词 time series analysis EPIDEMIOLOGY COVID-19 PANDEMIC Auto-regressive integrated moving average Excess mortality SEROPREVALENCE
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Time Series Analysis and Prediction of COVID-19 Pandemic Using Dynamic Harmonic Regression Models
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作者 Lei Wang 《Open Journal of Statistics》 2023年第2期222-232,共11页
Rapidly spreading COVID-19 virus and its variants, especially in metropolitan areas around the world, became a major health public concern. The tendency of COVID-19 pandemic and statistical modelling represents an urg... Rapidly spreading COVID-19 virus and its variants, especially in metropolitan areas around the world, became a major health public concern. The tendency of COVID-19 pandemic and statistical modelling represents an urgent challenge in the United States for which there are few solutions. In this paper, we demonstrate combining Fourier terms for capturing seasonality with ARIMA errors and other dynamics in the data. Therefore, we have analyzed 156 weeks COVID-19 dataset on national level using Dynamic Harmonic Regression model, including simulation analysis and accuracy improvement from 2020 to 2023. Most importantly, we provide new advanced pathways which may serve as targets for developing new solutions and approaches. 展开更多
关键词 Dynamic Harmonic Regression with ARIMA Errors COVID-19 Pandemic Forecasting Models time series analysis Weekly Seasonality
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Hydrodynamic characteristics of a typical karst spring system based on time series analysis in northern China 被引量:3
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作者 Yi Guo Feng Wang +5 位作者 Da-jun Qin Zhan-feng Zhao Fu-ping Gan Bai-kun Yan Juan Bai Haji Muhammed 《China Geology》 2021年第3期433-445,共13页
In order to study the hydrodynamic characteristics of the karst aquifers in northern China,time series analyses(correlation and spectral analysis in addition with hydrograph recession analysis)are applied on Baotu Spr... In order to study the hydrodynamic characteristics of the karst aquifers in northern China,time series analyses(correlation and spectral analysis in addition with hydrograph recession analysis)are applied on Baotu Spring and Heihu Spring in Jinan karst spring system,a typical karst spring system in northern China.Results show that the auto-correlation coefficient of spring water level reaches the value of 0.2 after 123 days and 117 days for Baotu Spring and Heihu Spring,respectively.The regulation time obtained from the simple spectral density function in the same period is 187 days and 175 days for Baotu Spring and Heihu Spring.The auto-correlation coefficient of spring water level reaches the value of 0.2 in 34-82 days,and regulation time ranges among 40-59 days for every single hydrological year.The delay time between precipitation and spring water level obtained from cross correlation function is around 56 days for the period of 2012-2019,and varies among 30-79 days for every single hydrological year.In addition,the spectral bands in cross amplitude functions and gain functions are small with 0.02,and the values in the coherence functions are small.All these behaviors illustrate that Jinan karst spring system has a strong memory effect,large storage capacity,noticeable regulation effect,and time series analysis is a useful tool for studying the hydrodynamic characteristics of karst spring system in northern China. 展开更多
关键词 Karst spring Karst aquifer HYDRODYNAMIC time series analysis Correlation analysis Spectral analysis Hydrogeological survey engineering Jinan Shandong Province China
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Does Monetary Support Increase the Number of Scientific Papers? An Interrupted Time Series Analysis 被引量:1
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作者 Yasar Tonta 《Journal of Data and Information Science》 CSCD 2018年第1期19-38,共20页
Purpose: One of the main indicators of scientific production is the number of papers published in scholarly journals. Turkey ranks 18 th place in the world based on the number of scholarly publications. The objective ... Purpose: One of the main indicators of scientific production is the number of papers published in scholarly journals. Turkey ranks 18 th place in the world based on the number of scholarly publications. The objective of this paper is to find out if the monetary support program initiated in 1993 by the Turkish Scientific and Technological Research Council(TüB?TAK) to incentivize researchers and increase the number, impact, and quality of international publications has been effective in doing so.Design/methodology/approach: We analyzed some 390,000 publications with Turkish affiliations listed in the Web of Science(Wo S) database between 1976 and 2015 along with about 157,000 supported ones between 1997 and 2015. We used the interrupted time series(ITS) analysis technique(also known as "quasi-experimental time series analysis" or "intervention analysis") to test if TüB?TAK's support program helped increase the number of publications. We defined ARIMA(1,1,0) model for ITS data and observed the impact of TüB?TAK's support program in 1994, 1997, and 2003(after one, four and 10 years of its start, respectively). The majority of publications(93%) were full papers(articles), which were used as the experimental group while other types of contributions functioned as the control group. We also carried out a multiple regression analysis.Findings: TüB?TAK's support program has had negligible effect on the increase of the number of papers with Turkish affiliations. Yet, the number of other types of contributions continued to increase even though they were not well supported, suggesting that TüB?TAK's support program is probably not the main factor causing the increase in the number of papers with Turkish affiliations.Research limitations: Interrupted time series analysis shows if the "intervention" has had any significant effect on the dependent variable but it does not explain what caused the increase in the number of papers if it was not the intervention. Moreover, except the"intervention", other "event(s)" that might affect the time series data(e.g., increase in the number of research personnel over the years) should not occur during the period of analysis, a prerequisite that is beyond the control of the researcher.Practical implications: TüB?TAK's "cash-for-publication" program did not seem to have direct impact on the increase of the number of papers published by Turkish authors, suggesting that small amounts of payments are not much of an incentive for authors to publish more. It might perhaps be a better strategy to concentrate limited resources on a few high impact projects rather than to disperse them to thousands of authors as "micropayments." Originality/value: Based on 25 years' worth of payments data, this is perhaps one of the first large-scale studies showing that "cash-for-publication" policies or "piece rates" paid to researchers tend to have little or no effect on the increase of researchers' productivity. The main finding of this paper has some implications for countries wherein publication subsidies are used as an incentive to increase the number and quality of papers published in international journals. They should be prepared to consider reviewing their existing support programs(based usually on bibliometric measures such as journal impact factors) and revising their reward policies. 展开更多
关键词 Performance-based research funding systems Publication subsidies Publication support programs Interrupted time series analysis
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Using time series analysis to assess tidal effect on coastal groundwater level in Southern Laizhou Bay, China
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作者 She-ming Chen Hong-wei Liu +4 位作者 Fu-tian Liu Jin-jie Miao Xu Guo Zhou Zhang Wan-jun Jiang 《Journal of Groundwater Science and Engineering》 2022年第3期292-301,共10页
Sea water intrusion is an environmental problem cause by the irrational exploitation of coastal groundwater resources and has attracted the attention of many coastal countries.In this study,we used time series monitor... Sea water intrusion is an environmental problem cause by the irrational exploitation of coastal groundwater resources and has attracted the attention of many coastal countries.In this study,we used time series monitoring data of groundwater levels and tidal waves to analyze the influence of tide flow on groundwater dynamics in the southern Laizhou Bay.The auto-correlation and cross-correlation coefficients between groundwater level and tidal wave level were calculated specifically to measure the boundary conditions along the coastline.In addition,spectrum analysis was employed to assess the periodicity and hysteresis of various tide and groundwater level fluctuations.The results of time series analysis show that groundwater level fluctuation is noticeably influenced by tides,but the influence is limited to a certain distance and cannot reach the saltwater-freshwater interface in the southern Laizhou Bay.There are three main periodic components of groundwater level in tidal effect range(i.e.23.804 h,12.500 h and 12.046 h),the pattern of which is the same as the tides.The affected groundwater level fluctuations lag behind the tides.The dynamic analysis of groundwater indicates that the coastal aquifer has a hydraulic connection with seawater but not in a direct way.Owing to the existence of the groundwater mound between the salty groundwater(brine)and fresh groundwater,the maximum influencing distance of the tide on the groundwater is 8.85 km.Considering that the fresh-saline groundwater interface is about 30 km away from the coastline,modern seawater has a limited contribution to sea-salt water intrusion in Laizhou Bay.The results of this study are expected to provide a reference for the study on sea water intrusion. 展开更多
关键词 GROUNDWATER time series analysis CORRELATION Spectral analysis Sea-salt water intrusion
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Dynamic Ensemble Multivariate Time Series Forecasting Model for PM2.5
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作者 Narendran Sobanapuram Muruganandam Umamakeswari Arumugam 《Computer Systems Science & Engineering》 SCIE EI 2023年第2期979-989,共11页
In forecasting real time environmental factors,large data is needed to analyse the pattern behind the data values.Air pollution is a major threat towards developing countries and it is proliferating every year.Many me... In forecasting real time environmental factors,large data is needed to analyse the pattern behind the data values.Air pollution is a major threat towards developing countries and it is proliferating every year.Many methods in time ser-ies prediction and deep learning models to estimate the severity of air pollution.Each independent variable contributing towards pollution is necessary to analyse the trend behind the air pollution in that particular locality.This approach selects multivariate time series and coalesce a real time updatable autoregressive model to forecast Particulate matter(PM)PM2.5.To perform experimental analysis the data from the Central Pollution Control Board(CPCB)is used.Prediction is car-ried out for Chennai with seven locations and estimated PM’s using the weighted ensemble method.Proposed method for air pollution prediction unveiled effective and moored performance in long term prediction.Dynamic budge with high weighted k-models are used simultaneously and devising an ensemble helps to achieve stable forecasting.Computational time of ensemble decreases with paral-lel processing in each sub model.Weighted ensemble model shows high perfor-mance in long term prediction when compared to the traditional time series models like Vector Auto-Regression(VAR),Autoregressive Integrated with Mov-ing Average(ARIMA),Autoregressive Moving Average with Extended terms(ARMEX).Evaluation metrics like Root Mean Square Error(RMSE),Mean Absolute Error(MAE)and the time to achieve the time series are compared. 展开更多
关键词 Dynamic transfer ensemble model air pollution time series analysis multivariate analysis
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Time series modeling of animal bites
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作者 Fatemeh Rostampour Sima Masoudi 《Journal of Acute Disease》 2023年第3期121-128,共8页
Objective:To explore the modeling of time series of animal bite occurrence in northwest Iran.Methods:In this study,we analyzed surveillance time series data for animal bite cases in the northwest Iran province of Iran... Objective:To explore the modeling of time series of animal bite occurrence in northwest Iran.Methods:In this study,we analyzed surveillance time series data for animal bite cases in the northwest Iran province of Iran from 2011 to 2017.We used decomposition methods to explore seasonality and long-term trends and applied the Autoregressive Integrated Moving Average(ARIMA)model to fit a univariate time series of animal bite incidence.The ARIMA modeling process involved selecting the time series,transforming the series,selecting the appropriate model,estimating parameters,and forecasting.Results:Our results using the Box Jenkins model showed a significant seasonal trend and an overall increase in animal bite incidents during the study period.The best-fitting model for the available data was a seasonal ARIMA model with drift in the form of ARIMA(2,0,0)(1,1,1).This model can be used to forecast the frequency of animal attacks in northwest Iran over the next two years,suggesting that the incidence of animal attacks in the region would continue to increase during this time frame(2018-2019).Conclusion:Our findings suggest that time series analysis is a useful method for investigating animal bite cases and predicting future occurrences.The existence of a seasonal trend in animal bites can also aid in planning healthcare services during different seasons of the year.Therefore,our study highlights the importance of implementing proactive measures to address the growing issue of animal bites in Iran. 展开更多
关键词 Animal bites time series analysis ARIMA model­ing Box Jenkins model Northwest Iran
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Time Series and Spatial Epidemiological Analysis of the Prevalence of Iodine Deficiency Disorders in China 被引量:1
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作者 FAN Li Jun GAO Yun Yan +8 位作者 MENG Fan Gang LIU Chang LIU Lan Chun DU Yang LIU Li Xiang LI Ming SU Xiao Hui LIU Shou Jun LIU Peng 《Biomedical and Environmental Sciences》 SCIE CAS CSCD 2022年第8期735-745,共11页
Objective To recognize the spatial and temporal characteristics of iodine deficiency disorders(IDD),China national IDD surveillance data for the years of 1995–2018 were analyzed.Methods Time series analysis was used ... Objective To recognize the spatial and temporal characteristics of iodine deficiency disorders(IDD),China national IDD surveillance data for the years of 1995–2018 were analyzed.Methods Time series analysis was used to describe and predict the IDD related indicators,and spatial analysis was used to analyze the spatial distribution of salt iodine levels.Results In China,the median urinary iodine concentration increased in 1995–1997,then decreased to adequate levels,and are expected to remain appropriate in 2019–2022.The goiter rate continually decreased and is expected to be maintained at a low level.Since 2002,the coverage rates of iodized salt and the consumption rates of qualified iodized salt(the percentage of qualified iodized salt in all tested salt) increased and began to decline in 2012;they are expected to continue to decrease.Spatial epidemiological analysis indicated a positive spatial correlation in 2016–2018 and revealed feature regarding the spatial distribution of salt related indicators in coastal areas and areas near iodine-excess areas.Conclusions Iodine nutrition in China showed gradual improvements.However,a recent decline has been observed in some areas following changes in the iodized salt supply in China.In the future,more regulations regarding salt management should be issued to strengthen IDD control and prevention measures,and avoid the recurrence of IDD. 展开更多
关键词 Salt iodine lodine deficiency disorders time series analysis Space epidemiology Reform for the salt industry system
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Outlier Detection and Forecasting for Bridge Health Monitoring Based on Time Series Intervention Analysis
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作者 Bing Qu Ping Liao Yaolong Huang 《Structural Durability & Health Monitoring》 EI 2022年第4期323-341,共19页
The method of time series analysis,applied by establishing appropriate mathematical models for bridge health monitoring data and making forecasts of structural future behavior,stands out as a novel and viable research... The method of time series analysis,applied by establishing appropriate mathematical models for bridge health monitoring data and making forecasts of structural future behavior,stands out as a novel and viable research direction for bridge state assessment.However,outliers inevitably exist in the monitoring data due to various interventions,which reduce the precision of model fitting and affect the forecasting results.Therefore,the identification of outliers is crucial for the accurate interpretation of the monitoring data.In this study,a time series model combined with outlier information for bridge health monitoring is established using intervention analysis theory,and the forecasting of the structural responses is carried out.There are three techniques that we focus on:(1)the modeling of seasonal autoregressive integrated moving average(SARIMA)model;(2)the methodology for outlier identification and amendment under the circumstances that the occurrence time and type of outliers are known and unknown;(3)forecasting of the model with outlier effects.The method was tested with a case study using monitoring data on a real bridge.The establishment of the original SARIMA model without considering outliers is first discussed,including the stationarity,order determination,parameter estimation and diagnostic checking of the model.Then the time-by-time iterative procedure for outlier detection,which is implemented by appropriate test statistics of the residuals,is performed.The SARIMA-outlier model is subsequently built.Finally,a comparative analysis of the forecasting performance between the original model and SARIMA-outlier model is carried out.The results demonstrate that proper time series models are effective in mining the characteristic law of bridge monitoring data.When the influence of outliers is taken into account,the fitted precision of the model is significantly improved and the accuracy and the reliability of the forecast are strengthened. 展开更多
关键词 Structural health monitoring time series analysis outlier detection bridge state assessment bridge sensor data stress forecasting
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Forecasting the number of zoonotic cutaneous leishmaniasis cases in south of Fars province, Iran using seasonal ARIMA time series method 被引量:9
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作者 Mehdi Sharafi Haleh Ghaem +1 位作者 Hamid Reza Tabatabaee Hossein Faramarzi 《Asian Pacific Journal of Tropical Medicine》 SCIE CAS 2017年第1期77-83,共7页
Objective: To predict the trend of cutaneous leishmaniasis and assess the relationship between the disease trend and weather variables in south of Fars province using Seasonal Autoregressive Integrated Moving Average(... Objective: To predict the trend of cutaneous leishmaniasis and assess the relationship between the disease trend and weather variables in south of Fars province using Seasonal Autoregressive Integrated Moving Average(SARIMA) model,Methods: The trend of cutaneous leishmaniasis was predicted using Mini tab software and SARIMA model,Besides,information about the disease and weather conditions was collected monthly based on time series design during January 2010 to March 2016,Moreover,various SARIMA models were assessed and the best one was selected,Then,the model's fitness was evaluated based on normality of the residuals' distribution,correspondence between the fitted and real amounts,and calculation of Akaike Information Criteria(AIC) and Bayesian Information Criteria(BIC),Results: The study results indicated that SARIMA model(4,1,4)(0,1,0)(12) in general and SARIMA model(4,1,4)(0,1,1)(12) in below and above 15 years age groups could appropriately predict the disease trend in the study area,Moreover,temperature with a three-month delay(lag3) increased the disease trend,rainfall with a four-month delay(lag4) decreased the disease trend,and rainfall with a nine-month delay(lag9) increased the disease trend,Conclusions: Based on the results,leishmaniasis follows a descending trend in the study area in case drought condition continues,SARIMA models can suitably measure the disease trend,and the disease follows a seasonal trend. 展开更多
关键词 SARIMA model Zoonotic cutaneous leishmaniasis time series analysis
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Massive feature extraction for explaining and foretelling hydroclimatic time series forecastability at the global scale 被引量:1
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作者 Georgia Papacharalampous Hristos Tyralis +2 位作者 Ilias G.Pechlivanidis Salvatore Grimaldi Elena Volpi 《Geoscience Frontiers》 SCIE CAS CSCD 2022年第3期79-99,共21页
Statistical analyses and descriptive characterizations are sometimes assumed to be offering information on time series forecastability.Despite the scientific interest suggested by such assumptions,the relationships be... Statistical analyses and descriptive characterizations are sometimes assumed to be offering information on time series forecastability.Despite the scientific interest suggested by such assumptions,the relationships between descriptive time series features(e.g.,temporal dependence,entropy,seasonality,trend and linearity features)and actual time series forecastability(quantified by issuing and assessing forecasts for the past)are scarcely studied and quantified in the literature.In this work,we aim to fill in this gap by investigating such relationships,and the way that they can be exploited for understanding hydroclimatic forecastability and its patterns.To this end,we follow a systematic framework bringing together a variety of–mostly new for hydrology–concepts and methods,including 57 descriptive features and nine seasonal time series forecasting methods(i.e.,one simple,five exponential smoothing,two state space and one automated autoregressive fractionally integrated moving average methods).We apply this framework to three global datasets originating from the larger Global Historical Climatology Network(GHCN)and Global Streamflow Indices and Metadata(GSIM)archives.As these datasets comprise over 13,000 monthly temperature,precipitation and river flow time series from several continents and hydroclimatic regimes,they allow us to provide trustable characterizations and interpretations of 12-month ahead hydroclimatic forecastability at the global scale.We first find that the exponential smoothing and state space methods for time series forecasting are rather equally efficient in identifying an upper limit of this forecastability in terms of Nash-Sutcliffe efficiency,while the simple method is shown to be mostly useful in identifying its lower limit.We then demonstrate that the assessed forecastability is strongly related to several descriptive features,including seasonality,entropy,(partial)autocorrelation,stability,(non)linearity,spikiness and heterogeneity features,among others.We further(i)show that,if such descriptive information is available for a monthly hydroclimatic time series,we can even foretell the quality of its future forecasts with a considerable degree of confidence,and(ii)rank the features according to their efficiency in explaining and foretelling forecastability.We believe that the obtained rankings are of key importance for understanding forecastability.Spatial forecastability patterns are also revealed through our experiments,with East Asia(Europe)being characterized by larger(smaller)monthly temperature time series forecastability and the Indian subcontinent(Australia)being characterized by larger(smaller)monthly precipitation time series forecastability,compared to other continental-scale regions,and less notable differences characterizing monthly river flow from continent to continent.A comprehensive interpretation of such patters through massive feature extraction and feature-based time series clustering is shown to be possible.Indeed,continental-scale regions characterized by different degrees of forecastability are also attributed to different clusters or mixtures of clusters(because of their essential differences in terms of descriptive features). 展开更多
关键词 Exponential smoothing PREDICTABILITY Statistical hydrology time series analysis time series clustering time series forecasting
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New supervised learning classifiers for structural damage diagnosis using time series features from a new feature extraction technique
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作者 Masoud Haghani Chegeni Mohammad Kazem Sharbatdar +1 位作者 Reza Mahjoub Mahdi Raftari 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2022年第1期169-191,共23页
The motivation for this article is to propose new damage classifiers based on a supervised learning problem for locating and quantifying damage.A new feature extraction approach using time series analysis is introduce... The motivation for this article is to propose new damage classifiers based on a supervised learning problem for locating and quantifying damage.A new feature extraction approach using time series analysis is introduced to extract damage-sensitive features from auto-regressive models.This approach sets out to improve current feature extraction techniques in the context of time series modeling.The coefficients and residuals of the AR model obtained from the proposed approach are selected as the main features and are applied to the proposed supervised learning classifiers that are categorized as coefficient-based and residual-based classifiers.These classifiers compute the relative errors in the extracted features between the undamaged and damaged states.Eventually,the abilities of the proposed methods to localize and quantify single and multiple damage scenarios are verified by applying experimental data for a laboratory frame and a four-story steel structure.Comparative analyses are performed to validate the superiority of the proposed methods over some existing techniques.Results show that the proposed classifiers,with the aid of extracted features from the proposed feature extraction approach,are able to locate and quantify damage;however,the residual-based classifiers yield better results than the coefficient-based classifiers.Moreover,these methods are superior to some classical techniques. 展开更多
关键词 structural damage diagnosis statistical pattern recognition feature extraction time series analysis supervised learning CLASSIFICATION
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Predicting cutaneous leishmaniasis using SARIMA and Markov switching models in Isfahan, Iran: A time-series study
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作者 Vahid Rahmanian Saied Bokaie +1 位作者 Aliakbar Haghdoost Mohsen Barouni 《Asian Pacific Journal of Tropical Medicine》 SCIE CAS 2021年第2期83-93,共11页
Objective:To determine the potential effect of environment variables on cutaneous leishmaniasis occurrence using time-series models and compare the predictive ability of seasonal autoregressive integrated moving avera... Objective:To determine the potential effect of environment variables on cutaneous leishmaniasis occurrence using time-series models and compare the predictive ability of seasonal autoregressive integrated moving average(SARIMA)models and Markov switching model(MSM).Methods:This descriptive study employed yearly and monthly data of 49364 parasitologically-confirmed cases of cutaneous leishmaniasis in Isfahan province,located in the center of Iran from January 2000 to December 2019.The data were provided by the leishmaniasis national surveillance system,the meteorological organization of Isfahan province,and Iranian Space Agency for vegetation information.The SARIMA and MSM models were implemented to examine the environmental factors of cutaneous leishmaniasis epidemics.Results:The minimum relative humidity,maximum relative humidity,minimum wind speed,and maximum wind speed were significantly associated with cutaneous leishmaniasis epidemics in different lags(P<0.05).Comparing SARIMA and MSM,Akaikes information criterion(AIC),and mean absolute percentage error(MAPE)in MSM were much smaller than SARIMA models(MSM:AIC=0.95,MAPE=3.5%;SARIMA:AIC=158.93,MAPE:11.45%).Conclusions:SARIMA and MSM can be a useful tool for predicting cutaneous leishmaniasis in Isfahan province.Since cutaneous leishmaniasis falls into one of two states of epidemic and non-epidemic,the use of MSM(dynamic)is recommended,which can provide more information compared to models that use a single distribution for all observations(Box-Jenkins SARIMA model). 展开更多
关键词 LEISHMANIASIS Climate factor time series analysis Forecasting Iran
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CHARACTERISTIC FUNCTIONS OF BILINEAR TIME SERIES MODEL
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作者 贾民平 钟秉林 黄仁 《Journal of Southeast University(English Edition)》 EI CAS 1993年第1期9-13,共5页
Bilinear time series models are of importance to nonlinear time seriesanalysis.In this paper,the autocovariance function and the relation between linearand general bilinear time series models are derived.With the help... Bilinear time series models are of importance to nonlinear time seriesanalysis.In this paper,the autocovariance function and the relation between linearand general bilinear time series models are derived.With the help of Volterra seriesexpansion,the impulse response function and frequency characteristic function of thegeneral bilinear time series model are also derived. 展开更多
关键词 time series analysis BILINEAR characteristic function Volterra series expansion Green's function autocovariance function
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Time Series Facebook Prophet Model and Python for COVID-19 Outbreak Prediction
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作者 Mashael Khayyat Kaouther Laabidi +1 位作者 Nada Almalki Maysoon Al-zahrani 《Computers, Materials & Continua》 SCIE EI 2021年第6期3781-3793,共13页
COVID-19 comes from a large family of viruses identied in 1965;to date,seven groups have been recorded which have been found to affect humans.In the healthcare industry,there is much evidence that Al or machine learni... COVID-19 comes from a large family of viruses identied in 1965;to date,seven groups have been recorded which have been found to affect humans.In the healthcare industry,there is much evidence that Al or machine learning algorithms can provide effective models that solve problems in order to predict conrmed cases,recovered cases,and deaths.Many researchers and scientists in the eld of machine learning are also involved in solving this dilemma,seeking to understand the patterns and characteristics of virus attacks,so scientists may make the right decisions and take specic actions.Furthermore,many models have been considered to predict the Coronavirus outbreak,such as the retro prediction model,pandemic Kaplan’s model,and the neural forecasting model.Other research has used the time series-dependent face book prophet model for COVID-19 prediction in India’s various countries.Thus,we proposed a prediction and analysis model to predict COVID-19 in Saudi Arabia.The time series dependent face book prophet model is used to t the data and provide future predictions.This study aimed to determine the pandemic prediction of COVID-19 in Saudi Arabia,using the Time Series Analysis to observe and predict the coronavirus pandemic’s spread daily or weekly.We found that the proposed model has a low ability to forecast the recovered cases of the COVID-19 dataset.In contrast,the proposed model of death cases has a high ability to forecast the COVID-19 dataset.Finally,obtaining more data could empower the model for further validation. 展开更多
关键词 COVID-19 time series analysis PREDICTION face book prophet model PYTHON
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Chaos in Time Series of Sakarya River Daily Flow Rate
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作者 Haci Ahmet Yildirim Avadis Simon Hacinliyan +1 位作者 Ergun Eray Akkaya Cercis Ikiel 《Journal of Applied Mathematics and Physics》 2016年第10期1849-1858,共11页
In this study, possible low dimensional chaotic behavior of Sakarya river flow rates is investigated via nonlinear time series techniques. To reveal the chaotic dynamics, the maximal positive Lyapunov exponent is calc... In this study, possible low dimensional chaotic behavior of Sakarya river flow rates is investigated via nonlinear time series techniques. To reveal the chaotic dynamics, the maximal positive Lyapunov exponent is calculated from the reconstructed phase space, which is obtained using the phase space reconstruction method. The method reconstructs a phase space from the scalar time series, which depicts the real system’s invariants Positive values, because the Lyapunov exponent values calculated using the appropriate software program indicate possibility of chaotic behavior. Analyzed data involve the monthly average flow rates of eleven main branches of Sakarya River through the years 1960-2000. 展开更多
关键词 Chaos Theory time series analysis Lyapunov Exponent Mutual Information False Nearest Neighbors
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Quantum Operator Model for Data Analysis and Forecast 被引量:1
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作者 George Danko 《Applied Mathematics》 2021年第11期963-992,共33页
A new dynamic model identification method is developed for continuous-time series analysis and forward prediction applications. The quantum of data is defined over moving time intervals in sliding window coordinates f... A new dynamic model identification method is developed for continuous-time series analysis and forward prediction applications. The quantum of data is defined over moving time intervals in sliding window coordinates for compressing the size of stored data while retaining the resolution of information. Quantum vectors are introduced as the basis of a linear space for defining a Dynamic Quantum Operator (DQO) model of the system defined by its data stream. The transport of the quantum of compressed data is modeled between the time interval bins during the movement of the sliding time window. The DQO model is identified from the samples of the real-time flow of data over the sliding time window. A least-square-fit identification method is used for evaluating the parameters of the quantum operator model, utilizing the repeated use of the sampled data through a number of time steps. The method is tested to analyze, and forward-predict air temperature variations accessed from weather data as well as methane concentration variations obtained from measurements of an operating mine. The results show efficient forward prediction capabilities, surpassing those using neural networks and other methods for the same task. 展开更多
关键词 time series analysis Dynamic Operator Quantum Vectors Quantum Operator Machine Learning Forward Prediction Real-time Data analysis
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Automated Machine Learning Algorithm Using Recurrent Neural Network to Perform Long-Term Time Series Forecasting
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作者 Ying Su Morgan C.Wang Shuai Liu 《Computers, Materials & Continua》 SCIE EI 2024年第3期3529-3549,共21页
Long-term time series forecasting stands as a crucial research domain within the realm of automated machine learning(AutoML).At present,forecasting,whether rooted in machine learning or statistical learning,typically ... Long-term time series forecasting stands as a crucial research domain within the realm of automated machine learning(AutoML).At present,forecasting,whether rooted in machine learning or statistical learning,typically relies on expert input and necessitates substantial manual involvement.This manual effort spans model development,feature engineering,hyper-parameter tuning,and the intricate construction of time series models.The complexity of these tasks renders complete automation unfeasible,as they inherently demand human intervention at multiple junctures.To surmount these challenges,this article proposes leveraging Long Short-Term Memory,which is the variant of Recurrent Neural Networks,harnessing memory cells and gating mechanisms to facilitate long-term time series prediction.However,forecasting accuracy by particular neural network and traditional models can degrade significantly,when addressing long-term time-series tasks.Therefore,our research demonstrates that this innovative approach outperforms the traditional Autoregressive Integrated Moving Average(ARIMA)method in forecasting long-term univariate time series.ARIMA is a high-quality and competitive model in time series prediction,and yet it requires significant preprocessing efforts.Using multiple accuracy metrics,we have evaluated both ARIMA and proposed method on the simulated time-series data and real data in both short and long term.Furthermore,our findings indicate its superiority over alternative network architectures,including Fully Connected Neural Networks,Convolutional Neural Networks,and Nonpooling Convolutional Neural Networks.Our AutoML approach enables non-professional to attain highly accurate and effective time series forecasting,and can be widely applied to various domains,particularly in business and finance. 展开更多
关键词 Automated machine learning autoregressive integrated moving average neural networks time series analysis
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