A Time-Series Water Level Forecasting Model Based on Imputation and Variable Selection Method.

PubMed

Yang, Jun-He; Cheng, Ching-Hsue; Chan, Chia-Pan

2017-01-01

Reservoirs are important for households and impact the national economy. This paper proposed a time-series forecasting model based on estimating a missing value followed by variable selection to forecast the reservoir's water level. This study collected data from the Taiwan Shimen Reservoir as well as daily atmospheric data from 2008 to 2015. The two datasets are concatenated into an integrated dataset based on ordering of the data as a research dataset. The proposed time-series forecasting model summarily has three foci. First, this study uses five imputation methods to directly delete the missing value. Second, we identified the key variable via factor analysis and then deleted the unimportant variables sequentially via the variable selection method. Finally, the proposed model uses a Random Forest to build the forecasting model of the reservoir's water level. This was done to compare with the listing method under the forecasting error. These experimental results indicate that the Random Forest forecasting model when applied to variable selection with full variables has better forecasting performance than the listing model. In addition, this experiment shows that the proposed variable selection can help determine five forecast methods used here to improve the forecasting capability.

Forecasting Container Throughput at the Doraleh Port in Djibouti through Time Series Analysis

NASA Astrophysics Data System (ADS)

Mohamed Ismael, Hawa; Vandyck, George Kobina

The Doraleh Container Terminal (DCT) located in Djibouti has been noted as the most technologically advanced container terminal on the African continent. DCT's strategic location at the crossroads of the main shipping lanes connecting Asia, Africa and Europe put it in a unique position to provide important shipping services to vessels plying that route. This paper aims to forecast container throughput through the Doraleh Container Port in Djibouti by Time Series Analysis. A selection of univariate forecasting models has been used, namely Triple Exponential Smoothing Model, Grey Model and Linear Regression Model. By utilizing the above three models and their combination, the forecast of container throughput through the Doraleh port was realized. A comparison of the different forecasting results of the three models, in addition to the combination forecast is then undertaken, based on commonly used evaluation criteria Mean Absolute Deviation (MAD) and Mean Absolute Percentage Error (MAPE). The study found that the Linear Regression forecasting Model was the best prediction method for forecasting the container throughput, since its forecast error was the least. Based on the regression model, a ten (10) year forecast for container throughput at DCT has been made.

Time series modelling and forecasting of emergency department overcrowding.

PubMed

Kadri, Farid; Harrou, Fouzi; Chaabane, Sondès; Tahon, Christian

2014-09-01

Efficient management of patient flow (demand) in emergency departments (EDs) has become an urgent issue for many hospital administrations. Today, more and more attention is being paid to hospital management systems to optimally manage patient flow and to improve management strategies, efficiency and safety in such establishments. To this end, EDs require significant human and material resources, but unfortunately these are limited. Within such a framework, the ability to accurately forecast demand in emergency departments has considerable implications for hospitals to improve resource allocation and strategic planning. The aim of this study was to develop models for forecasting daily attendances at the hospital emergency department in Lille, France. The study demonstrates how time-series analysis can be used to forecast, at least in the short term, demand for emergency services in a hospital emergency department. The forecasts were based on daily patient attendances at the paediatric emergency department in Lille regional hospital centre, France, from January 2012 to December 2012. An autoregressive integrated moving average (ARIMA) method was applied separately to each of the two GEMSA categories and total patient attendances. Time-series analysis was shown to provide a useful, readily available tool for forecasting emergency department demand.

Short-term data forecasting based on wavelet transformation and chaos theory

NASA Astrophysics Data System (ADS)

Wang, Yi; Li, Cunbin; Zhang, Liang

2017-09-01

A sketch of wavelet transformation and its application was given. Concerning the characteristics of time sequence, Haar wavelet was used to do data reduction. After processing, the effect of “data nail” on forecasting was reduced. Chaos theory was also introduced, a new chaos time series forecasting flow based on wavelet transformation was proposed. The largest Lyapunov exponent was larger than zero from small data sets, it verified the data change behavior still met chaotic behavior. Based on this, chaos time series to forecast short-term change behavior could be used. At last, the example analysis of the price from a real electricity market showed that the forecasting method increased the precision of the forecasting more effectively and steadily.

Using forecast modelling to evaluate treatment effects in single-group interrupted time series analysis.

PubMed

Linden, Ariel

2018-05-11

Interrupted time series analysis (ITSA) is an evaluation methodology in which a single treatment unit's outcome is studied serially over time and the intervention is expected to "interrupt" the level and/or trend of that outcome. ITSA is commonly evaluated using methods which may produce biased results if model assumptions are violated. In this paper, treatment effects are alternatively assessed by using forecasting methods to closely fit the preintervention observations and then forecast the post-intervention trend. A treatment effect may be inferred if the actual post-intervention observations diverge from the forecasts by some specified amount. The forecasting approach is demonstrated using the effect of California's Proposition 99 for reducing cigarette sales. Three forecast models are fit to the preintervention series-linear regression (REG), Holt-Winters (HW) non-seasonal smoothing, and autoregressive moving average (ARIMA)-and forecasts are generated into the post-intervention period. The actual observations are then compared with the forecasts to assess intervention effects. The preintervention data were fit best by HW, followed closely by ARIMA. REG fit the data poorly. The actual post-intervention observations were above the forecasts in HW and ARIMA, suggesting no intervention effect, but below the forecasts in the REG (suggesting a treatment effect), thereby raising doubts about any definitive conclusion of a treatment effect. In a single-group ITSA, treatment effects are likely to be biased if the model is misspecified. Therefore, evaluators should consider using forecast models to accurately fit the preintervention data and generate plausible counterfactual forecasts, thereby improving causal inference of treatment effects in single-group ITSA studies. © 2018 John Wiley & Sons, Ltd.

Neural networks and traditional time series methods: a synergistic combination in state economic forecasts.

PubMed

Hansen, J V; Nelson, R D

1997-01-01

Ever since the initial planning for the 1997 Utah legislative session, neural-network forecasting techniques have provided valuable insights for analysts forecasting tax revenues. These revenue estimates are critically important since agency budgets, support for education, and improvements to infrastructure all depend on their accuracy. Underforecasting generates windfalls that concern taxpayers, whereas overforecasting produces budget shortfalls that cause inadequately funded commitments. The pattern finding ability of neural networks gives insightful and alternative views of the seasonal and cyclical components commonly found in economic time series data. Two applications of neural networks to revenue forecasting clearly demonstrate how these models complement traditional time series techniques. In the first, preoccupation with a potential downturn in the economy distracts analysis based on traditional time series methods so that it overlooks an emerging new phenomenon in the data. In this case, neural networks identify the new pattern that then allows modification of the time series models and finally gives more accurate forecasts. In the second application, data structure found by traditional statistical tools allows analysts to provide neural networks with important information that the networks then use to create more accurate models. In summary, for the Utah revenue outlook, the insights that result from a portfolio of forecasts that includes neural networks exceeds the understanding generated from strictly statistical forecasting techniques. In this case, the synergy clearly results in the whole of the portfolio of forecasts being more accurate than the sum of the individual parts.

Approaches to Forecasting Demands for Library Network Services. Report No. 10.

ERIC Educational Resources Information Center

Kang, Jong Hoa

The problem of forecasting monthly demands for library network services is considered in terms of using forecasts as inputs to policy analysis models, and in terms of using forecasts to aid in the making of budgeting and staffing decisions. Box-Jenkins time-series methodology, adaptive filtering, and regression approaches are examined and compared…

A Bias and Variance Analysis for Multistep-Ahead Time Series Forecasting.

PubMed

Ben Taieb, Souhaib; Atiya, Amir F

2016-01-01

Multistep-ahead forecasts can either be produced recursively by iterating a one-step-ahead time series model or directly by estimating a separate model for each forecast horizon. In addition, there are other strategies; some of them combine aspects of both aforementioned concepts. In this paper, we present a comprehensive investigation into the bias and variance behavior of multistep-ahead forecasting strategies. We provide a detailed review of the different multistep-ahead strategies. Subsequently, we perform a theoretical study that derives the bias and variance for a number of forecasting strategies. Finally, we conduct a Monte Carlo experimental study that compares and evaluates the bias and variance performance of the different strategies. From the theoretical and the simulation studies, we analyze the effect of different factors, such as the forecast horizon and the time series length, on the bias and variance components, and on the different multistep-ahead strategies. Several lessons are learned, and recommendations are given concerning the advantages, disadvantages, and best conditions of use of each strategy.

A multivariate time series approach to modeling and forecasting demand in the emergency department.

PubMed

Jones, Spencer S; Evans, R Scott; Allen, Todd L; Thomas, Alun; Haug, Peter J; Welch, Shari J; Snow, Gregory L

2009-02-01

The goals of this investigation were to study the temporal relationships between the demands for key resources in the emergency department (ED) and the inpatient hospital, and to develop multivariate forecasting models. Hourly data were collected from three diverse hospitals for the year 2006. Descriptive analysis and model fitting were carried out using graphical and multivariate time series methods. Multivariate models were compared to a univariate benchmark model in terms of their ability to provide out-of-sample forecasts of ED census and the demands for diagnostic resources. Descriptive analyses revealed little temporal interaction between the demand for inpatient resources and the demand for ED resources at the facilities considered. Multivariate models provided more accurate forecasts of ED census and of the demands for diagnostic resources. Our results suggest that multivariate time series models can be used to reliably forecast ED patient census; however, forecasts of the demands for diagnostic resources were not sufficiently reliable to be useful in the clinical setting.

Forecasting daily patient volumes in the emergency department.

PubMed

Jones, Spencer S; Thomas, Alun; Evans, R Scott; Welch, Shari J; Haug, Peter J; Snow, Gregory L

2008-02-01

Shifts in the supply of and demand for emergency department (ED) resources make the efficient allocation of ED resources increasingly important. Forecasting is a vital activity that guides decision-making in many areas of economic, industrial, and scientific planning, but has gained little traction in the health care industry. There are few studies that explore the use of forecasting methods to predict patient volumes in the ED. The goals of this study are to explore and evaluate the use of several statistical forecasting methods to predict daily ED patient volumes at three diverse hospital EDs and to compare the accuracy of these methods to the accuracy of a previously proposed forecasting method. Daily patient arrivals at three hospital EDs were collected for the period January 1, 2005, through March 31, 2007. The authors evaluated the use of seasonal autoregressive integrated moving average, time series regression, exponential smoothing, and artificial neural network models to forecast daily patient volumes at each facility. Forecasts were made for horizons ranging from 1 to 30 days in advance. The forecast accuracy achieved by the various forecasting methods was compared to the forecast accuracy achieved when using a benchmark forecasting method already available in the emergency medicine literature. All time series methods considered in this analysis provided improved in-sample model goodness of fit. However, post-sample analysis revealed that time series regression models that augment linear regression models by accounting for serial autocorrelation offered only small improvements in terms of post-sample forecast accuracy, relative to multiple linear regression models, while seasonal autoregressive integrated moving average, exponential smoothing, and artificial neural network forecasting models did not provide consistently accurate forecasts of daily ED volumes. This study confirms the widely held belief that daily demand for ED services is characterized by seasonal and weekly patterns. The authors compared several time series forecasting methods to a benchmark multiple linear regression model. The results suggest that the existing methodology proposed in the literature, multiple linear regression based on calendar variables, is a reasonable approach to forecasting daily patient volumes in the ED. However, the authors conclude that regression-based models that incorporate calendar variables, account for site-specific special-day effects, and allow for residual autocorrelation provide a more appropriate, informative, and consistently accurate approach to forecasting daily ED patient volumes.

Short-term forecasting of meteorological time series using Nonparametric Functional Data Analysis (NPFDA)

NASA Astrophysics Data System (ADS)

Curceac, S.; Ternynck, C.; Ouarda, T.

2015-12-01

Over the past decades, a substantial amount of research has been conducted to model and forecast climatic variables. In this study, Nonparametric Functional Data Analysis (NPFDA) methods are applied to forecast air temperature and wind speed time series in Abu Dhabi, UAE. The dataset consists of hourly measurements recorded for a period of 29 years, 1982-2010. The novelty of the Functional Data Analysis approach is in expressing the data as curves. In the present work, the focus is on daily forecasting and the functional observations (curves) express the daily measurements of the above mentioned variables. We apply a non-linear regression model with a functional non-parametric kernel estimator. The computation of the estimator is performed using an asymmetrical quadratic kernel function for local weighting based on the bandwidth obtained by a cross validation procedure. The proximities between functional objects are calculated by families of semi-metrics based on derivatives and Functional Principal Component Analysis (FPCA). Additionally, functional conditional mode and functional conditional median estimators are applied and the advantages of combining their results are analysed. A different approach employs a SARIMA model selected according to the minimum Akaike (AIC) and Bayessian (BIC) Information Criteria and based on the residuals of the model. The performance of the models is assessed by calculating error indices such as the root mean square error (RMSE), relative RMSE, BIAS and relative BIAS. The results indicate that the NPFDA models provide more accurate forecasts than the SARIMA models. Key words: Nonparametric functional data analysis, SARIMA, time series forecast, air temperature, wind speed

A hybrid approach EMD-HW for short-term forecasting of daily stock market time series data

NASA Astrophysics Data System (ADS)

Awajan, Ahmad Mohd; Ismail, Mohd Tahir

2017-08-01

Recently, forecasting time series has attracted considerable attention in the field of analyzing financial time series data, specifically within the stock market index. Moreover, stock market forecasting is a challenging area of financial time-series forecasting. In this study, a hybrid methodology between Empirical Mode Decomposition with the Holt-Winter method (EMD-HW) is used to improve forecasting performances in financial time series. The strength of this EMD-HW lies in its ability to forecast non-stationary and non-linear time series without a need to use any transformation method. Moreover, EMD-HW has a relatively high accuracy and offers a new forecasting method in time series. The daily stock market time series data of 11 countries is applied to show the forecasting performance of the proposed EMD-HW. Based on the three forecast accuracy measures, the results indicate that EMD-HW forecasting performance is superior to traditional Holt-Winter forecasting method.

System load forecasts for an electric utility. [Hourly loads using Box-Jenkins method

DOE Office of Scientific and Technical Information (OSTI.GOV)

Uri, N.D.

This paper discusses forecasting hourly system load for an electric utility using Box-Jenkins time-series analysis. The results indicate that a model based on the method of Box and Jenkins, given its simplicity, gives excellent results over the forecast horizon.

A Maple package for improved global mapping forecast

NASA Astrophysics Data System (ADS)

Carli, H.; Duarte, L. G. S.; da Mota, L. A. C. P.

2014-03-01

We present a Maple implementation of the well known global approach to time series analysis and some further developments designed to improve the computational efficiency of the forecasting capabilities of the approach. This global approach can be summarized as being a reconstruction of the phase space, based on a time ordered series of data obtained from the system. After that, using the reconstructed vectors, a portion of this space is used to produce a mapping, a polynomial fitting, through a minimization procedure, that represents the system and can be employed to forecast further entries for the series. In the present implementation, we introduce a set of commands, tools, in order to perform all these tasks. For example, the command VecTS deals mainly with the reconstruction of the vector in the phase space. The command GfiTS deals with producing the minimization and the fitting. ForecasTS uses all these and produces the prediction of the next entries. For the non-standard algorithms, we here present two commands: IforecasTS and NiforecasTS that, respectively deal with the one-step and the N-step forecasting. Finally, we introduce two further tools to aid the forecasting. The commands GfiTS and AnalysTS, basically, perform an analysis of the behavior of each portion of a series regarding the settings used on the commands just mentioned above. Catalogue identifier: AERW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AERW_v1_0.html Program obtainable from: CPC Program Library, Queen’s University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 3001 No. of bytes in distributed program, including test data, etc.: 95018 Distribution format: tar.gz Programming language: Maple 14. Computer: Any capable of running Maple Operating system: Any capable of running Maple. Tested on Windows ME, Windows XP, Windows 7. RAM: 128 MB Classification: 4.3, 4.9, 5 Nature of problem: Time series analysis and improving forecast capability. Solution method: The method of solution is partially based on a result published in [1]. Restrictions: If the time series that is being analyzed presents a great amount of noise or if the dynamical system behind the time series is of high dimensionality (Dim≫3), then the method may not work well. Unusual features: Our implementation can, in the cases where the dynamics behind the time series is given by a system of low dimensionality, greatly improve the forecast. Running time: This depends strongly on the command that is being used. References: [1] Barbosa, L.M.C.R., Duarte, L.G.S., Linhares, C.A. and da Mota, L.A.C.P., Improving the global fitting method on nonlinear time series analysis, Phys. Rev. E 74, 026702 (2006).

Forecasting--A Systematic Modeling Methodology. Paper No. 489.

ERIC Educational Resources Information Center

Mabert, Vincent A.; Radcliffe, Robert C.

In an attempt to bridge the gap between academic understanding and practical business use, the Box-Jenkins technique of time series analysis for forecasting future events is presented with a minimum of mathematical notation. The method is presented in three stages: a discussion of traditional forecasting techniques, focusing on traditional…

A Four-Stage Hybrid Model for Hydrological Time Series Forecasting

PubMed Central

Di, Chongli; Yang, Xiaohua; Wang, Xiaochao

2014-01-01

Hydrological time series forecasting remains a difficult task due to its complicated nonlinear, non-stationary and multi-scale characteristics. To solve this difficulty and improve the prediction accuracy, a novel four-stage hybrid model is proposed for hydrological time series forecasting based on the principle of ‘denoising, decomposition and ensemble’. The proposed model has four stages, i.e., denoising, decomposition, components prediction and ensemble. In the denoising stage, the empirical mode decomposition (EMD) method is utilized to reduce the noises in the hydrological time series. Then, an improved method of EMD, the ensemble empirical mode decomposition (EEMD), is applied to decompose the denoised series into a number of intrinsic mode function (IMF) components and one residual component. Next, the radial basis function neural network (RBFNN) is adopted to predict the trend of all of the components obtained in the decomposition stage. In the final ensemble prediction stage, the forecasting results of all of the IMF and residual components obtained in the third stage are combined to generate the final prediction results, using a linear neural network (LNN) model. For illustration and verification, six hydrological cases with different characteristics are used to test the effectiveness of the proposed model. The proposed hybrid model performs better than conventional single models, the hybrid models without denoising or decomposition and the hybrid models based on other methods, such as the wavelet analysis (WA)-based hybrid models. In addition, the denoising and decomposition strategies decrease the complexity of the series and reduce the difficulties of the forecasting. With its effective denoising and accurate decomposition ability, high prediction precision and wide applicability, the new model is very promising for complex time series forecasting. This new forecast model is an extension of nonlinear prediction models. PMID:25111782

A four-stage hybrid model for hydrological time series forecasting.

PubMed

Di, Chongli; Yang, Xiaohua; Wang, Xiaochao

2014-01-01

Hydrological time series forecasting remains a difficult task due to its complicated nonlinear, non-stationary and multi-scale characteristics. To solve this difficulty and improve the prediction accuracy, a novel four-stage hybrid model is proposed for hydrological time series forecasting based on the principle of 'denoising, decomposition and ensemble'. The proposed model has four stages, i.e., denoising, decomposition, components prediction and ensemble. In the denoising stage, the empirical mode decomposition (EMD) method is utilized to reduce the noises in the hydrological time series. Then, an improved method of EMD, the ensemble empirical mode decomposition (EEMD), is applied to decompose the denoised series into a number of intrinsic mode function (IMF) components and one residual component. Next, the radial basis function neural network (RBFNN) is adopted to predict the trend of all of the components obtained in the decomposition stage. In the final ensemble prediction stage, the forecasting results of all of the IMF and residual components obtained in the third stage are combined to generate the final prediction results, using a linear neural network (LNN) model. For illustration and verification, six hydrological cases with different characteristics are used to test the effectiveness of the proposed model. The proposed hybrid model performs better than conventional single models, the hybrid models without denoising or decomposition and the hybrid models based on other methods, such as the wavelet analysis (WA)-based hybrid models. In addition, the denoising and decomposition strategies decrease the complexity of the series and reduce the difficulties of the forecasting. With its effective denoising and accurate decomposition ability, high prediction precision and wide applicability, the new model is very promising for complex time series forecasting. This new forecast model is an extension of nonlinear prediction models.

River catchment rainfall series analysis using additive Holt-Winters method

NASA Astrophysics Data System (ADS)

Puah, Yan Jun; Huang, Yuk Feng; Chua, Kuan Chin; Lee, Teang Shui

2016-03-01

Climate change is receiving more attention from researchers as the frequency of occurrence of severe natural disasters is getting higher. Tropical countries like Malaysia have no distinct four seasons; rainfall has become the popular parameter to assess climate change. Conventional ways that determine rainfall trends can only provide a general result in single direction for the whole study period. In this study, rainfall series were modelled using additive Holt-Winters method to examine the rainfall pattern in Langat River Basin, Malaysia. Nine homogeneous series of more than 25 years data and less than 10% missing data were selected. Goodness of fit of the forecasted models was measured. It was found that seasonal rainfall model forecasts are generally better than the monthly rainfall model forecasts. Three stations in the western region exhibited increasing trend. Rainfall in southern region showed fluctuation. Increasing trends were discovered at stations in the south-eastern region except the seasonal analysis at station 45253. Decreasing trend was found at station 2818110 in the east, while increasing trend was shown at station 44320 that represents the north-eastern region. The accuracies of both rainfall model forecasts were tested using the recorded data of years 2010-2012. Most of the forecasts are acceptable.

Hybrid Wavelet De-noising and Rank-Set Pair Analysis approach for forecasting hydro-meteorological time series

NASA Astrophysics Data System (ADS)

WANG, D.; Wang, Y.; Zeng, X.

2017-12-01

Accurate, fast forecasting of hydro-meteorological time series is presently a major challenge in drought and flood mitigation. This paper proposes a hybrid approach, Wavelet De-noising (WD) and Rank-Set Pair Analysis (RSPA), that takes full advantage of a combination of the two approaches to improve forecasts of hydro-meteorological time series. WD allows decomposition and reconstruction of a time series by the wavelet transform, and hence separation of the noise from the original series. RSPA, a more reliable and efficient version of Set Pair Analysis, is integrated with WD to form the hybrid WD-RSPA approach. Two types of hydro-meteorological data sets with different characteristics and different levels of human influences at some representative stations are used to illustrate the WD-RSPA approach. The approach is also compared to three other generic methods: the conventional Auto Regressive Integrated Moving Average (ARIMA) method, Artificial Neural Networks (ANNs) (BP-error Back Propagation, MLP-Multilayer Perceptron and RBF-Radial Basis Function), and RSPA alone. Nine error metrics are used to evaluate the model performance. The results show that WD-RSPA is accurate, feasible, and effective. In particular, WD-RSPA is found to be the best among the various generic methods compared in this paper, even when the extreme events are included within a time series.

A hybrid wavelet de-noising and Rank-Set Pair Analysis approach for forecasting hydro-meteorological time series.

PubMed

Wang, Dong; Borthwick, Alistair G; He, Handan; Wang, Yuankun; Zhu, Jieyu; Lu, Yuan; Xu, Pengcheng; Zeng, Xiankui; Wu, Jichun; Wang, Lachun; Zou, Xinqing; Liu, Jiufu; Zou, Ying; He, Ruimin

2018-01-01

Accurate, fast forecasting of hydro-meteorological time series is presently a major challenge in drought and flood mitigation. This paper proposes a hybrid approach, wavelet de-noising (WD) and Rank-Set Pair Analysis (RSPA), that takes full advantage of a combination of the two approaches to improve forecasts of hydro-meteorological time series. WD allows decomposition and reconstruction of a time series by the wavelet transform, and hence separation of the noise from the original series. RSPA, a more reliable and efficient version of Set Pair Analysis, is integrated with WD to form the hybrid WD-RSPA approach. Two types of hydro-meteorological data sets with different characteristics and different levels of human influences at some representative stations are used to illustrate the WD-RSPA approach. The approach is also compared to three other generic methods: the conventional Auto Regressive Integrated Moving Average (ARIMA) method, Artificial Neural Networks (ANNs) (BP-error Back Propagation, MLP-Multilayer Perceptron and RBF-Radial Basis Function), and RSPA alone. Nine error metrics are used to evaluate the model performance. Compared to three other generic methods, the results generated by WD-REPA model presented invariably smaller error measures which means the forecasting capability of the WD-REPA model is better than other models. The results show that WD-RSPA is accurate, feasible, and effective. In particular, WD-RSPA is found to be the best among the various generic methods compared in this paper, even when the extreme events are included within a time series. Copyright © 2017 Elsevier Inc. All rights reserved.

Using time series structural characteristics to analyze grain prices in food insecure countries

USGS Publications Warehouse

Davenport, Frank; Funk, Chris

2015-01-01

Two components of food security monitoring are accurate forecasts of local grain prices and the ability to identify unusual price behavior. We evaluated a method that can both facilitate forecasts of cross-country grain price data and identify dissimilarities in price behavior across multiple markets. This method, characteristic based clustering (CBC), identifies similarities in multiple time series based on structural characteristics in the data. Here, we conducted a simulation experiment to determine if CBC can be used to improve the accuracy of maize price forecasts. We then compared forecast accuracies among clustered and non-clustered price series over a rolling time horizon. We found that the accuracy of forecasts on clusters of time series were equal to or worse than forecasts based on individual time series. However, in the following experiment we found that CBC was still useful for price analysis. We used the clusters to explore the similarity of price behavior among Kenyan maize markets. We found that price behavior in the isolated markets of Mandera and Marsabit has become increasingly dissimilar from markets in other Kenyan cities, and that these dissimilarities could not be explained solely by geographic distance. The structural isolation of Mandera and Marsabit that we find in this paper is supported by field studies on food security and market integration in Kenya. Our results suggest that a market with a unique price series (as measured by structural characteristics that differ from neighboring markets) may lack market integration and food security.

Real-time emergency forecasting technique for situation management systems

NASA Astrophysics Data System (ADS)

Kopytov, V. V.; Kharechkin, P. V.; Naumenko, V. V.; Tretyak, R. S.; Tebueva, F. B.

2018-05-01

The article describes the real-time emergency forecasting technique that allows increasing accuracy and reliability of forecasting results of any emergency computational model applied for decision making in situation management systems. Computational models are improved by the Improved Brown’s method applying fractal dimension to forecast short time series data being received from sensors and control systems. Reliability of emergency forecasting results is ensured by the invalid sensed data filtering according to the methods of correlation analysis.

The Second NWRA Flare-Forecasting Comparison Workshop: Methods Compared and Methodology

NASA Astrophysics Data System (ADS)

Leka, K. D.; Barnes, G.; the Flare Forecasting Comparison Group

2013-07-01

The Second NWRA Workshop to compare methods of solar flare forecasting was held 2-4 April 2013 in Boulder, CO. This is a follow-on to the First NWRA Workshop on Flare Forecasting Comparison, also known as the ``All-Clear Forecasting Workshop'', held in 2009 jointly with NASA/SRAG and NOAA/SWPC. For this most recent workshop, many researchers who are active in the field participated, and diverse methods were represented in terms of both the characterization of the Sun and the statistical approaches used to create a forecast. A standard dataset was created for this investigation, using data from the Solar Dynamics Observatory/ Helioseismic and Magnetic Imager (SDO/HMI) vector magnetic field HARP series. For each HARP on each day, 6 hours of data were used, allowing for nominal time-series analysis to be included in the forecasts. We present here a summary of the forecasting methods that participated and the standardized dataset that was used. Funding for the workshop and the data analysis was provided by NASA/Living with a Star contract NNH09CE72C and NASA/Guest Investigator contract NNH12CG10C.

Crude oil price forecasting based on hybridizing wavelet multiple linear regression model, particle swarm optimization techniques, and principal component analysis.

PubMed

Shabri, Ani; Samsudin, Ruhaidah

2014-01-01

Crude oil prices do play significant role in the global economy and are a key input into option pricing formulas, portfolio allocation, and risk measurement. In this paper, a hybrid model integrating wavelet and multiple linear regressions (MLR) is proposed for crude oil price forecasting. In this model, Mallat wavelet transform is first selected to decompose an original time series into several subseries with different scale. Then, the principal component analysis (PCA) is used in processing subseries data in MLR for crude oil price forecasting. The particle swarm optimization (PSO) is used to adopt the optimal parameters of the MLR model. To assess the effectiveness of this model, daily crude oil market, West Texas Intermediate (WTI), has been used as the case study. Time series prediction capability performance of the WMLR model is compared with the MLR, ARIMA, and GARCH models using various statistics measures. The experimental results show that the proposed model outperforms the individual models in forecasting of the crude oil prices series.

Crude Oil Price Forecasting Based on Hybridizing Wavelet Multiple Linear Regression Model, Particle Swarm Optimization Techniques, and Principal Component Analysis

PubMed Central

Shabri, Ani; Samsudin, Ruhaidah

2014-01-01

Crude oil prices do play significant role in the global economy and are a key input into option pricing formulas, portfolio allocation, and risk measurement. In this paper, a hybrid model integrating wavelet and multiple linear regressions (MLR) is proposed for crude oil price forecasting. In this model, Mallat wavelet transform is first selected to decompose an original time series into several subseries with different scale. Then, the principal component analysis (PCA) is used in processing subseries data in MLR for crude oil price forecasting. The particle swarm optimization (PSO) is used to adopt the optimal parameters of the MLR model. To assess the effectiveness of this model, daily crude oil market, West Texas Intermediate (WTI), has been used as the case study. Time series prediction capability performance of the WMLR model is compared with the MLR, ARIMA, and GARCH models using various statistics measures. The experimental results show that the proposed model outperforms the individual models in forecasting of the crude oil prices series. PMID:24895666

Wavelet regression model in forecasting crude oil price

NASA Astrophysics Data System (ADS)

Hamid, Mohd Helmie; Shabri, Ani

2017-05-01

This study presents the performance of wavelet multiple linear regression (WMLR) technique in daily crude oil forecasting. WMLR model was developed by integrating the discrete wavelet transform (DWT) and multiple linear regression (MLR) model. The original time series was decomposed to sub-time series with different scales by wavelet theory. Correlation analysis was conducted to assist in the selection of optimal decomposed components as inputs for the WMLR model. The daily WTI crude oil price series has been used in this study to test the prediction capability of the proposed model. The forecasting performance of WMLR model were also compared with regular multiple linear regression (MLR), Autoregressive Moving Average (ARIMA) and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) using root mean square errors (RMSE) and mean absolute errors (MAE). Based on the experimental results, it appears that the WMLR model performs better than the other forecasting technique tested in this study.

Models for forecasting hospital bed requirements in the acute sector.

PubMed Central

Farmer, R D; Emami, J

1990-01-01

STUDY OBJECTIVE--The aim was to evaluate the current approach to forecasting hospital bed requirements. DESIGN--The study was a time series and regression analysis. The time series for mean duration of stay for general surgery in the age group 15-44 years (1969-1982) was used in the evaluation of different methods of forecasting future values of mean duration of stay and its subsequent use in the formation of hospital bed requirements. RESULTS--It has been suggested that the simple trend fitting approach suffers from model specification error and imposes unjustified restrictions on the data. Time series approach (Box-Jenkins method) was shown to be a more appropriate way of modelling the data. CONCLUSION--The simple trend fitting approach is inferior to the time series approach in modelling hospital bed requirements. PMID:2277253

The accuracy comparison between ARFIMA and singular spectrum analysis for forecasting the sales volume of motorcycle in Indonesia

NASA Astrophysics Data System (ADS)

Sitohang, Yosep Oktavianus; Darmawan, Gumgum

2017-08-01

This research attempts to compare between two forecasting models in time series analysis for predicting the sales volume of motorcycle in Indonesia. The first forecasting model used in this paper is Autoregressive Fractionally Integrated Moving Average (ARFIMA). ARFIMA can handle non-stationary data and has a better performance than ARIMA in forecasting accuracy on long memory data. This is because the fractional difference parameter can explain correlation structure in data that has short memory, long memory, and even both structures simultaneously. The second forecasting model is Singular spectrum analysis (SSA). The advantage of the technique is that it is able to decompose time series data into the classic components i.e. trend, cyclical, seasonal and noise components. This makes the forecasting accuracy of this technique significantly better. Furthermore, SSA is a model-free technique, so it is likely to have a very wide range in its application. Selection of the best model is based on the value of the lowest MAPE. Based on the calculation, it is obtained the best model for ARFIMA is ARFIMA (3, d = 0, 63, 0) with MAPE value of 22.95 percent. For SSA with a window length of 53 and 4 group of reconstructed data, resulting MAPE value of 13.57 percent. Based on these results it is concluded that SSA produces better forecasting accuracy.

Time Series Analysis and Forecasting of Wastewater Inflow into Bandar Tun Razak Sewage Treatment Plant in Selangor, Malaysia

NASA Astrophysics Data System (ADS)

Abunama, Taher; Othman, Faridah

2017-06-01

Analysing the fluctuations of wastewater inflow rates in sewage treatment plants (STPs) is essential to guarantee a sufficient treatment of wastewater before discharging it to the environment. The main objectives of this study are to statistically analyze and forecast the wastewater inflow rates into the Bandar Tun Razak STP in Kuala Lumpur, Malaysia. A time series analysis of three years’ weekly influent data (156weeks) has been conducted using the Auto-Regressive Integrated Moving Average (ARIMA) model. Various combinations of ARIMA orders (p, d, q) have been tried to select the most fitted model, which was utilized to forecast the wastewater inflow rates. The linear regression analysis was applied to testify the correlation between the observed and predicted influents. ARIMA (3, 1, 3) model was selected with the highest significance R-square and lowest normalized Bayesian Information Criterion (BIC) value, and accordingly the wastewater inflow rates were forecasted to additional 52weeks. The linear regression analysis between the observed and predicted values of the wastewater inflow rates showed a positive linear correlation with a coefficient of 0.831.

On the forecast of runoff based on the harmonic analysis of time series of precipitation in the catchment area

NASA Astrophysics Data System (ADS)

Cherednichenko, A. V.; Cherednichenko, A. V.; Cherednichenko, V. S.

2018-01-01

It is shown that a significant connection exists between the most important harmonics, extracted in the process of harmonic analysis of time series of precipitation in the catchment area of rivers and the amount of runoff. This allowed us to predict the size of the flow for a period of up to 20 years, assuming that the main parameters of the harmonics are preserved at the predicted time interval. The results of such a forecast for three river basins of Kazakhstan are presented.

A case study of the sensitivity of forecast skill to data and data analysis techniques

NASA Technical Reports Server (NTRS)

Baker, W. E.; Atlas, R.; Halem, M.; Susskind, J.

1983-01-01

A series of experiments have been conducted to examine the sensitivity of forecast skill to various data and data analysis techniques for the 0000 GMT case of January 21, 1979. These include the individual components of the FGGE observing system, the temperatures obtained with different satellite retrieval methods, and the method of vertical interpolation between the mandatory pressure analysis levels and the model sigma levels. It is found that NESS TIROS-N infrared retrievals seriously degrade a rawinsonde-only analysis over land, resulting in a poorer forecast over North America. Less degradation in the 72-hr forecast skill at sea level and some improvement at 500 mb is noted, relative to the control with TIROS-N retrievals produced with a physical inversion method which utilizes a 6-hr forecast first guess. NESS VTPR oceanic retrievals lead to an improved forecast over North America when added to the control.

Analysis and Forecasting of Shoreline Position

NASA Astrophysics Data System (ADS)

Barton, C. C.; Tebbens, S. F.

2007-12-01

Analysis of historical shoreline positions on sandy coasts, in the geologic record, and study of sea-level rise curves reveals that the dynamics of the underlying processes produce temporal/spatial signals that exhibit power scaling and are therefore self-affine fractals. Self-affine time series signals can be quantified over many orders of magnitude in time and space in terms of persistence, a measure of the degree of correlation between adjacent values in the stochastic portion of a time series. Fractal statistics developed for self-affine time series are used to forecast a probability envelope bounding future shoreline positions. The envelope provides the standard deviation as a function of three variables: persistence, a constant equal to the value of the power spectral density when 1/period equals 1, and the number of time increments. The persistence of a twenty-year time series of the mean-high-water (MHW) shoreline positions was measured for four profiles surveyed at Duck, NC at the Field Research Facility (FRF) by the U.S. Army Corps of Engineers. The four MHW shoreline time series signals are self-affine with persistence ranging between 0.8 and 0.9, which indicates that the shoreline position time series is weakly persistent (where zero is uncorrelated), and has highly varying trends for all time intervals sampled. Forecasts of a probability envelope for future MHW positions are made for the 20 years of record and beyond to 50 years from the start of the data records. The forecasts describe the twenty-year data sets well and indicate that within a 96% confidence envelope, future decadal MHW shoreline excursions should be within 14.6 m of the position at the start of data collection. This is a stable-oscillatory shoreline. The forecasting method introduced here includes the stochastic portion of the time series while the traditional method of predicting shoreline change reduces the time series to a linear trend line fit to historic shoreline positions and extrapolated linearly to forecast future positions with a linearly increasing mean that breaks the confidence envelope eight years into the future and continues to increase. The traditional method is a poor representation of the observed shoreline position time series and is a poor basis for extrapolating future shoreline positions.

Open-source Software for Demand Forecasting of Clinical Laboratory Test Volumes Using Time-series Analysis.

PubMed

Mohammed, Emad A; Naugler, Christopher

2017-01-01

Demand forecasting is the area of predictive analytics devoted to predicting future volumes of services or consumables. Fair understanding and estimation of how demand will vary facilitates the optimal utilization of resources. In a medical laboratory, accurate forecasting of future demand, that is, test volumes, can increase efficiency and facilitate long-term laboratory planning. Importantly, in an era of utilization management initiatives, accurately predicted volumes compared to the realized test volumes can form a precise way to evaluate utilization management initiatives. Laboratory test volumes are often highly amenable to forecasting by time-series models; however, the statistical software needed to do this is generally either expensive or highly technical. In this paper, we describe an open-source web-based software tool for time-series forecasting and explain how to use it as a demand forecasting tool in clinical laboratories to estimate test volumes. This tool has three different models, that is, Holt-Winters multiplicative, Holt-Winters additive, and simple linear regression. Moreover, these models are ranked and the best one is highlighted. This tool will allow anyone with historic test volume data to model future demand.

Open-source Software for Demand Forecasting of Clinical Laboratory Test Volumes Using Time-series Analysis

PubMed Central

Mohammed, Emad A.; Naugler, Christopher

2017-01-01

Background: Demand forecasting is the area of predictive analytics devoted to predicting future volumes of services or consumables. Fair understanding and estimation of how demand will vary facilitates the optimal utilization of resources. In a medical laboratory, accurate forecasting of future demand, that is, test volumes, can increase efficiency and facilitate long-term laboratory planning. Importantly, in an era of utilization management initiatives, accurately predicted volumes compared to the realized test volumes can form a precise way to evaluate utilization management initiatives. Laboratory test volumes are often highly amenable to forecasting by time-series models; however, the statistical software needed to do this is generally either expensive or highly technical. Method: In this paper, we describe an open-source web-based software tool for time-series forecasting and explain how to use it as a demand forecasting tool in clinical laboratories to estimate test volumes. Results: This tool has three different models, that is, Holt-Winters multiplicative, Holt-Winters additive, and simple linear regression. Moreover, these models are ranked and the best one is highlighted. Conclusion: This tool will allow anyone with historic test volume data to model future demand. PMID:28400996

Multiresolution analysis of Bursa Malaysia KLCI time series

NASA Astrophysics Data System (ADS)

Ismail, Mohd Tahir; Dghais, Amel Abdoullah Ahmed

2017-05-01

In general, a time series is simply a sequence of numbers collected at regular intervals over a period. Financial time series data processing is concerned with the theory and practice of processing asset price over time, such as currency, commodity data, and stock market data. The primary aim of this study is to understand the fundamental characteristics of selected financial time series by using the time as well as the frequency domain analysis. After that prediction can be executed for the desired system for in sample forecasting. In this study, multiresolution analysis which the assist of discrete wavelet transforms (DWT) and maximal overlap discrete wavelet transform (MODWT) will be used to pinpoint special characteristics of Bursa Malaysia KLCI (Kuala Lumpur Composite Index) daily closing prices and return values. In addition, further case study discussions include the modeling of Bursa Malaysia KLCI using linear ARIMA with wavelets to address how multiresolution approach improves fitting and forecasting results.

Increasing the temporal resolution of direct normal solar irradiance forecasted series

NASA Astrophysics Data System (ADS)

Fernández-Peruchena, Carlos M.; Gastón, Martin; Schroedter-Homscheidt, Marion; Marco, Isabel Martínez; Casado-Rubio, José L.; García-Moya, José Antonio

2017-06-01

A detailed knowledge of the solar resource is a critical point in the design and control of Concentrating Solar Power (CSP) plants. In particular, accurate forecasting of solar irradiance is essential for the efficient operation of solar thermal power plants, the management of energy markets, and the widespread implementation of this technology. Numerical weather prediction (NWP) models are commonly used for solar radiation forecasting. In the ECMWF deterministic forecasting system, all forecast parameters are commercially available worldwide at 3-hourly intervals. Unfortunately, as Direct Normal solar Irradiance (DNI) exhibits a great variability due to the dynamic effects of passing clouds, 3-h time resolution is insufficient for accurate simulations of CSP plants due to their nonlinear response to DNI, governed by various thermal inertias due to their complex response characteristics. DNI series of hourly or sub-hourly frequency resolution are normally used for an accurate modeling and analysis of transient processes in CSP technologies. In this context, the objective of this study is to propose a methodology for generating synthetic DNI time series at 1-h (or higher) temporal resolution from 3-h DNI series. The methodology is based upon patterns as being defined with help of the clear-sky envelope approach together with a forecast of maximum DNI value, and it has been validated with high quality measured DNI data.

Visibility Modeling and Forecasting for Abu Dhabi using Time Series Analysis Method

NASA Astrophysics Data System (ADS)

Eibedingil, I. G.; Abula, B.; Afshari, A.; Temimi, M.

2015-12-01

Land-Atmosphere interactions-their strength, directionality and evolution-are one of the main sources of uncertainty in contemporary climate modeling. A particularly crucial role in sustaining and modulating land-atmosphere interaction is the one of aerosols and dusts. Aerosols are tiny particles suspended in the air ranging from a few nanometers to a few hundred micrometers in diameter. Furthermore, the amount of dust and fog in the atmosphere is an important measure of visibility, which is another dimension of land-atmosphere interactions. Visibility affects all form of traffic, aviation, land and sailing. Being able to predict the change of visibility in the air in advance enables relevant authorities to take necessary actions before the disaster falls. Time Series Analysis (TAS) method is an emerging technique for modeling and forecasting the behavior of land-atmosphere interactions, including visibility. This research assess the dynamics and evolution of visibility around Abu Dhabi International Airport (+24.4320 latitude, +54.6510 longitude, and 27m elevation) using mean daily visibility and mean daily wind speed. TAS has been first used to model and forecast the visibility, and then the Transfer Function Model has been applied, considering the wind speed as an exogenous variable. By considering the Akaike Information Criterion (AIC) and Mean Absolute Percentage Error (MAPE) as a statistical criteria, two forecasting models namely univarite time series model and transfer function model, were developed to forecast the visibility around Abu Dhabi International Airport for three weeks. Transfer function model improved the MAPE of the forecast significantly.

Estimation and prediction of origin-destination matrices for I-66.

DOT National Transportation Integrated Search

2011-09-01

This project uses the Box-Jenkins time-series technique to model and forecast the traffic flows and then : uses the flow forecasts to predict the origin-destination matrices. First, a detailed analysis was conducted : to investigate the best data cor...

A Hybrid Neural Network Model for Sales Forecasting Based on ARIMA and Search Popularity of Article Titles.

PubMed

Omar, Hani; Hoang, Van Hai; Liu, Duen-Ren

2016-01-01

Enhancing sales and operations planning through forecasting analysis and business intelligence is demanded in many industries and enterprises. Publishing industries usually pick attractive titles and headlines for their stories to increase sales, since popular article titles and headlines can attract readers to buy magazines. In this paper, information retrieval techniques are adopted to extract words from article titles. The popularity measures of article titles are then analyzed by using the search indexes obtained from Google search engine. Backpropagation Neural Networks (BPNNs) have successfully been used to develop prediction models for sales forecasting. In this study, we propose a novel hybrid neural network model for sales forecasting based on the prediction result of time series forecasting and the popularity of article titles. The proposed model uses the historical sales data, popularity of article titles, and the prediction result of a time series, Autoregressive Integrated Moving Average (ARIMA) forecasting method to learn a BPNN-based forecasting model. Our proposed forecasting model is experimentally evaluated by comparing with conventional sales prediction techniques. The experimental result shows that our proposed forecasting method outperforms conventional techniques which do not consider the popularity of title words.

A Hybrid Neural Network Model for Sales Forecasting Based on ARIMA and Search Popularity of Article Titles

PubMed Central

Omar, Hani; Hoang, Van Hai; Liu, Duen-Ren

2016-01-01

Enhancing sales and operations planning through forecasting analysis and business intelligence is demanded in many industries and enterprises. Publishing industries usually pick attractive titles and headlines for their stories to increase sales, since popular article titles and headlines can attract readers to buy magazines. In this paper, information retrieval techniques are adopted to extract words from article titles. The popularity measures of article titles are then analyzed by using the search indexes obtained from Google search engine. Backpropagation Neural Networks (BPNNs) have successfully been used to develop prediction models for sales forecasting. In this study, we propose a novel hybrid neural network model for sales forecasting based on the prediction result of time series forecasting and the popularity of article titles. The proposed model uses the historical sales data, popularity of article titles, and the prediction result of a time series, Autoregressive Integrated Moving Average (ARIMA) forecasting method to learn a BPNN-based forecasting model. Our proposed forecasting model is experimentally evaluated by comparing with conventional sales prediction techniques. The experimental result shows that our proposed forecasting method outperforms conventional techniques which do not consider the popularity of title words. PMID:27313605

Neural network versus classical time series forecasting models

NASA Astrophysics Data System (ADS)

Nor, Maria Elena; Safuan, Hamizah Mohd; Shab, Noorzehan Fazahiyah Md; Asrul, Mohd; Abdullah, Affendi; Mohamad, Nurul Asmaa Izzati; Lee, Muhammad Hisyam

2017-05-01

Artificial neural network (ANN) has advantage in time series forecasting as it has potential to solve complex forecasting problems. This is because ANN is data driven approach which able to be trained to map past values of a time series. In this study the forecast performance between neural network and classical time series forecasting method namely seasonal autoregressive integrated moving average models was being compared by utilizing gold price data. Moreover, the effect of different data preprocessing on the forecast performance of neural network being examined. The forecast accuracy was evaluated using mean absolute deviation, root mean square error and mean absolute percentage error. It was found that ANN produced the most accurate forecast when Box-Cox transformation was used as data preprocessing.

Using Time-Series Regression to Predict Academic Library Circulations.

ERIC Educational Resources Information Center

Brooks, Terrence A.

1984-01-01

Four methods were used to forecast monthly circulation totals in 15 midwestern academic libraries: dummy time-series regression, lagged time-series regression, simple average (straight-line forecasting), monthly average (naive forecasting). In tests of forecasting accuracy, dummy regression method and monthly mean method exhibited smallest average…

Forecasting dengue hemorrhagic fever cases using ARIMA model: a case study in Asahan district

NASA Astrophysics Data System (ADS)

Siregar, Fazidah A.; Makmur, Tri; Saprin, S.

2018-01-01

Time series analysis had been increasingly used to forecast the number of dengue hemorrhagic fever in many studies. Since no vaccine exist and poor public health infrastructure, predicting the occurrence of dengue hemorrhagic fever (DHF) is crucial. This study was conducted to determine trend and forecasting the occurrence of DHF in Asahan district, North Sumatera Province. Monthly reported dengue cases for the years 2012-2016 were obtained from the district health offices. A time series analysis was conducted by Autoregressive integrated moving average (ARIMA) modeling to forecast the occurrence of DHF. The results demonstrated that the reported DHF cases showed a seasonal variation. The SARIMA (1,0,0)(0,1,1)12 model was the best model and adequate for the data. The SARIMA model for DHF is necessary and could applied to predict the incidence of DHF in Asahan district and assist with design public health maesures to prevent and control the diseases.

Time Series Forecasting of the Number of Malaysia Airlines and AirAsia Passengers

NASA Astrophysics Data System (ADS)

Asrah, N. M.; Nor, M. E.; Rahim, S. N. A.; Leng, W. K.

2018-04-01

The standard practice in forecasting process involved by fitting a model and further analysis on the residuals. If we know the distributional behaviour of the time series data, it can help us to directly analyse the model identification, parameter estimation, and model checking. In this paper, we want to compare the distributional behaviour data from the number of Malaysia Airlines (MAS) and AirAsia passenger’s. From the previous research, the AirAsia passengers are govern by geometric Brownian motion (GBM). The data were normally distributed, stationary and independent. Then, GBM was used to forecast the number of AirAsia passenger’s. The same methods were applied to MAS data and the results then were compared. Unfortunately, the MAS data were not govern by GBM. Then, the standard approach in time series forecasting will be applied to MAS data. From this comparison, we can conclude that the number of AirAsia passengers are always in peak season rather than MAS passengers.

A multi-tiered time-series modelling approach to forecasting respiratory syncytial virus incidence at the local level.

PubMed

Spaeder, M C; Fackler, J C

2012-04-01

Respiratory syncytial virus (RSV) is the most common cause of documented viral respiratory infections, and the leading cause of hospitalization, in young children. We performed a retrospective time-series analysis of all patients aged <18 years with laboratory-confirmed RSV within a network of multiple affiliated academic medical institutions. Forecasting models of weekly RSV incidence for the local community, inpatient paediatric hospital and paediatric intensive-care unit (PICU) were created. Ninety-five percent confidence intervals calculated around our models' 2-week forecasts were accurate to ±9·3, ±7·5 and ±1·5 cases/week for the local community, inpatient hospital and PICU, respectively. Our results suggest that time-series models may be useful tools in forecasting the burden of RSV infection at the local and institutional levels, helping communities and institutions to optimize distribution of resources based on the changing burden and severity of illness in their respective communities.

Detection of chaos: New approach to atmospheric pollen time-series analysis

NASA Astrophysics Data System (ADS)

Bianchi, M. M.; Arizmendi, C. M.; Sanchez, J. R.

1992-09-01

Pollen and spores are biological particles that are ubiquitous to the atmosphere and are pathologically significant, causing plant diseases and inhalant allergies. One of the main objectives of aerobiological surveys is forecasting. Prediction models are required in order to apply aerobiological knowledge to medical or agricultural practice; a necessary condition of these models is not to be chaotic. The existence of chaos is detected through the analysis of a time series. The time series comprises hourly counts of atmospheric pollen grains obtained using a Burkard spore trap from 1987 to 1989 at Mar del Plata. Abraham's method to obtain the correlation dimension was applied. A low and fractal dimension shows chaotic dynamics. The predictability of models for atomspheric pollen forecasting is discussed.

The analysis and forecasting of male cycling time trial records established within England and Wales.

PubMed

Dyer, Bryce; Hassani, Hossein; Shadi, Mehran

2016-01-01

The format of cycling time trials in England, Wales and Northern Ireland, involves riders competing individually over several fixed race distances of 10-100 miles in length and using time constrained formats of 12 and 24 h in duration. Drawing on data provided by the national governing body that covers the regions of England and Wales, an analysis of six male competition record progressions was undertaken to illustrate its progression. Future forecasts are then projected through use of the Singular Spectrum Analysis technique. This method has not been applied to sport-based time series data before. All six records have seen a progressive improvement and are non-linear in nature. Five records saw their highest level of record change during the 1950-1969 period. Whilst new record frequency generally has reduced since this period, the magnitude of performance improvement has generally increased. The Singular Spectrum Analysis technique successfully provided forecasted projections in the short to medium term with a high level of fit to the time series data.

New Models for Forecasting Enrollments: Fuzzy Time Series and Neural Network Approaches.

ERIC Educational Resources Information Center

Song, Qiang; Chissom, Brad S.

Since university enrollment forecasting is very important, many different methods and models have been proposed by researchers. Two new methods for enrollment forecasting are introduced: (1) the fuzzy time series model; and (2) the artificial neural networks model. Fuzzy time series has been proposed to deal with forecasting problems within a…

Stochastic Simulation and Forecast of Hydrologic Time Series Based on Probabilistic Chaos Expansion

NASA Astrophysics Data System (ADS)

Li, Z.; Ghaith, M.

2017-12-01

Hydrological processes are characterized by many complex features, such as nonlinearity, dynamics and uncertainty. How to quantify and address such complexities and uncertainties has been a challenging task for water engineers and managers for decades. To support robust uncertainty analysis, an innovative approach for the stochastic simulation and forecast of hydrologic time series is developed is this study. Probabilistic Chaos Expansions (PCEs) are established through probabilistic collocation to tackle uncertainties associated with the parameters of traditional hydrological models. The uncertainties are quantified in model outputs as Hermite polynomials with regard to standard normal random variables. Sequentially, multivariate analysis techniques are used to analyze the complex nonlinear relationships between meteorological inputs (e.g., temperature, precipitation, evapotranspiration, etc.) and the coefficients of the Hermite polynomials. With the established relationships between model inputs and PCE coefficients, forecasts of hydrologic time series can be generated and the uncertainties in the future time series can be further tackled. The proposed approach is demonstrated using a case study in China and is compared to a traditional stochastic simulation technique, the Markov-Chain Monte-Carlo (MCMC) method. Results show that the proposed approach can serve as a reliable proxy to complicated hydrological models. It can provide probabilistic forecasting in a more computationally efficient manner, compared to the traditional MCMC method. This work provides technical support for addressing uncertainties associated with hydrological modeling and for enhancing the reliability of hydrological modeling results. Applications of the developed approach can be extended to many other complicated geophysical and environmental modeling systems to support the associated uncertainty quantification and risk analysis.

A comparative analysis of errors in long-term econometric forecasts

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tepel, R.

1986-04-01

The growing body of literature that documents forecast accuracy falls generally into two parts. The first is prescriptive and is carried out by modelers who use simulation analysis as a tool for model improvement. These studies are ex post, that is, they make use of known values for exogenous variables and generate an error measure wholly attributable to the model. The second type of analysis is descriptive and seeks to measure errors, identify patterns among errors and variables and compare forecasts from different sources. Most descriptive studies use an ex ante approach, that is, they evaluate model outputs based onmore » estimated (or forecasted) exogenous variables. In this case, it is the forecasting process, rather than the model, that is under scrutiny. This paper uses an ex ante approach to measure errors in forecast series prepared by Data Resources Incorporated (DRI), Wharton Econometric Forecasting Associates (Wharton), and Chase Econometrics (Chase) and to determine if systematic patterns of errors can be discerned between services, types of variables (by degree of aggregation), length of forecast and time at which the forecast is made. Errors are measured as the percent difference between actual and forecasted values for the historical period of 1971 to 1983.« less

Time series analysis of monthly pulpwood use in the Northeast

Treesearch

James T. Bones

1980-01-01

Time series analysis was used to develop a model that depicts pulpwood use in the Northeast. The model is useful in forecasting future pulpwood requirements (short term) or monitoring pulpwood-use activity in relation to past use patterns. The model predicted a downturn in use during 1980.

Improving forecasting accuracy of medium and long-term runoff using artificial neural network based on EEMD decomposition.

PubMed

Wang, Wen-chuan; Chau, Kwok-wing; Qiu, Lin; Chen, Yang-bo

2015-05-01

Hydrological time series forecasting is one of the most important applications in modern hydrology, especially for the effective reservoir management. In this research, an artificial neural network (ANN) model coupled with the ensemble empirical mode decomposition (EEMD) is presented for forecasting medium and long-term runoff time series. First, the original runoff time series is decomposed into a finite and often small number of intrinsic mode functions (IMFs) and a residual series using EEMD technique for attaining deeper insight into the data characteristics. Then all IMF components and residue are predicted, respectively, through appropriate ANN models. Finally, the forecasted results of the modeled IMFs and residual series are summed to formulate an ensemble forecast for the original annual runoff series. Two annual reservoir runoff time series from Biuliuhe and Mopanshan in China, are investigated using the developed model based on four performance evaluation measures (RMSE, MAPE, R and NSEC). The results obtained in this work indicate that EEMD can effectively enhance forecasting accuracy and the proposed EEMD-ANN model can attain significant improvement over ANN approach in medium and long-term runoff time series forecasting. Copyright © 2015 Elsevier Inc. All rights reserved.

Fuzzy time-series based on Fibonacci sequence for stock price forecasting

NASA Astrophysics Data System (ADS)

Chen, Tai-Liang; Cheng, Ching-Hsue; Jong Teoh, Hia

2007-07-01

Time-series models have been utilized to make reasonably accurate predictions in the areas of stock price movements, academic enrollments, weather, etc. For promoting the forecasting performance of fuzzy time-series models, this paper proposes a new model, which incorporates the concept of the Fibonacci sequence, the framework of Song and Chissom's model and the weighted method of Yu's model. This paper employs a 5-year period TSMC (Taiwan Semiconductor Manufacturing Company) stock price data and a 13-year period of TAIEX (Taiwan Stock Exchange Capitalization Weighted Stock Index) stock index data as experimental datasets. By comparing our forecasting performances with Chen's (Forecasting enrollments based on fuzzy time-series. Fuzzy Sets Syst. 81 (1996) 311-319), Yu's (Weighted fuzzy time-series models for TAIEX forecasting. Physica A 349 (2004) 609-624) and Huarng's (The application of neural networks to forecast fuzzy time series. Physica A 336 (2006) 481-491) models, we conclude that the proposed model surpasses in accuracy these conventional fuzzy time-series models.

How long will the traffic flow time series keep efficacious to forecast the future?

NASA Astrophysics Data System (ADS)

Yuan, PengCheng; Lin, XuXun

2017-02-01

This paper investigate how long will the historical traffic flow time series keep efficacious to forecast the future. In this frame, we collect the traffic flow time series data with different granularity at first. Then, using the modified rescaled range analysis method, we analyze the long memory property of the traffic flow time series by computing the Hurst exponent. We calculate the long-term memory cycle and test its significance. We also compare it with the maximum Lyapunov exponent method result. Our results show that both of the freeway traffic flow time series and the ground way traffic flow time series demonstrate positively correlated trend (have long-term memory property), both of their memory cycle are about 30 h. We think this study is useful for the short-term or long-term traffic flow prediction and management.

Evaluating the Effectiveness of DART® Buoy Networks Based on Forecast Accuracy

NASA Astrophysics Data System (ADS)

Percival, Donald B.; Denbo, Donald W.; Gica, Edison; Huang, Paul Y.; Mofjeld, Harold O.; Spillane, Michael C.; Titov, Vasily V.

2018-04-01

A performance measure for a DART® tsunami buoy network has been developed. DART® buoys are used to detect tsunamis, but the full potential of the data they collect is realized through accurate forecasts of inundations caused by the tsunamis. The performance measure assesses how well the network achieves its full potential through a statistical analysis of simulated forecasts of wave amplitudes outside an impact site and a consideration of how much the forecasts are degraded in accuracy when one or more buoys are inoperative. The analysis uses simulated tsunami amplitude time series collected at each buoy from selected source segments in the Short-term Inundation Forecast for Tsunamis database and involves a set for 1000 forecasts for each buoy/segment pair at sites just offshore of selected impact communities. Random error-producing scatter in the time series is induced by uncertainties in the source location, addition of real oceanic noise, and imperfect tidal removal. Comparison with an error-free standard leads to root-mean-square errors (RMSEs) for DART® buoys located near a subduction zone. The RMSEs indicate which buoy provides the best forecast (lowest RMSE) for sections of the zone, under a warning-time constraint for the forecasts of 3 h. The analysis also shows how the forecasts are degraded (larger minimum RMSE among the remaining buoys) when one or more buoys become inoperative. The RMSEs provide a way to assess array augmentation or redesign such as moving buoys to more optimal locations. Examples are shown for buoys off the Aleutian Islands and off the West Coast of South America for impact sites at Hilo HI and along the US West Coast (Crescent City CA and Port San Luis CA, USA). A simple measure (coded green, yellow or red) of the current status of the network's ability to deliver accurate forecasts is proposed to flag the urgency of buoy repair.

Evaluating the Effectiveness of DART® Buoy Networks Based on Forecast Accuracy

NASA Astrophysics Data System (ADS)

Percival, Donald B.; Denbo, Donald W.; Gica, Edison; Huang, Paul Y.; Mofjeld, Harold O.; Spillane, Michael C.; Titov, Vasily V.

2018-03-01

A performance measure for a DART® tsunami buoy network has been developed. DART® buoys are used to detect tsunamis, but the full potential of the data they collect is realized through accurate forecasts of inundations caused by the tsunamis. The performance measure assesses how well the network achieves its full potential through a statistical analysis of simulated forecasts of wave amplitudes outside an impact site and a consideration of how much the forecasts are degraded in accuracy when one or more buoys are inoperative. The analysis uses simulated tsunami amplitude time series collected at each buoy from selected source segments in the Short-term Inundation Forecast for Tsunamis database and involves a set for 1000 forecasts for each buoy/segment pair at sites just offshore of selected impact communities. Random error-producing scatter in the time series is induced by uncertainties in the source location, addition of real oceanic noise, and imperfect tidal removal. Comparison with an error-free standard leads to root-mean-square errors (RMSEs) for DART® buoys located near a subduction zone. The RMSEs indicate which buoy provides the best forecast (lowest RMSE) for sections of the zone, under a warning-time constraint for the forecasts of 3 h. The analysis also shows how the forecasts are degraded (larger minimum RMSE among the remaining buoys) when one or more buoys become inoperative. The RMSEs provide a way to assess array augmentation or redesign such as moving buoys to more optimal locations. Examples are shown for buoys off the Aleutian Islands and off the West Coast of South America for impact sites at Hilo HI and along the US West Coast (Crescent City CA and Port San Luis CA, USA). A simple measure (coded green, yellow or red) of the current status of the network's ability to deliver accurate forecasts is proposed to flag the urgency of buoy repair.

Forecasting Non-Stationary Diarrhea, Acute Respiratory Infection, and Malaria Time-Series in Niono, Mali

PubMed Central

Medina, Daniel C.; Findley, Sally E.; Guindo, Boubacar; Doumbia, Seydou

2007-01-01

Background Much of the developing world, particularly sub-Saharan Africa, exhibits high levels of morbidity and mortality associated with diarrhea, acute respiratory infection, and malaria. With the increasing awareness that the aforementioned infectious diseases impose an enormous burden on developing countries, public health programs therein could benefit from parsimonious general-purpose forecasting methods to enhance infectious disease intervention. Unfortunately, these disease time-series often i) suffer from non-stationarity; ii) exhibit large inter-annual plus seasonal fluctuations; and, iii) require disease-specific tailoring of forecasting methods. Methodology/Principal Findings In this longitudinal retrospective (01/1996–06/2004) investigation, diarrhea, acute respiratory infection of the lower tract, and malaria consultation time-series are fitted with a general-purpose econometric method, namely the multiplicative Holt-Winters, to produce contemporaneous on-line forecasts for the district of Niono, Mali. This method accommodates seasonal, as well as inter-annual, fluctuations and produces reasonably accurate median 2- and 3-month horizon forecasts for these non-stationary time-series, i.e., 92% of the 24 time-series forecasts generated (2 forecast horizons, 3 diseases, and 4 age categories = 24 time-series forecasts) have mean absolute percentage errors circa 25%. Conclusions/Significance The multiplicative Holt-Winters forecasting method: i) performs well across diseases with dramatically distinct transmission modes and hence it is a strong general-purpose forecasting method candidate for non-stationary epidemiological time-series; ii) obliquely captures prior non-linear interactions between climate and the aforementioned disease dynamics thus, obviating the need for more complex disease-specific climate-based parametric forecasting methods in the district of Niono; furthermore, iii) readily decomposes time-series into seasonal components thereby potentially assisting with programming of public health interventions, as well as monitoring of disease dynamics modification. Therefore, these forecasts could improve infectious diseases management in the district of Niono, Mali, and elsewhere in the Sahel. PMID:18030322

Forecasting non-stationary diarrhea, acute respiratory infection, and malaria time-series in Niono, Mali.

PubMed

Medina, Daniel C; Findley, Sally E; Guindo, Boubacar; Doumbia, Seydou

2007-11-21

Much of the developing world, particularly sub-Saharan Africa, exhibits high levels of morbidity and mortality associated with diarrhea, acute respiratory infection, and malaria. With the increasing awareness that the aforementioned infectious diseases impose an enormous burden on developing countries, public health programs therein could benefit from parsimonious general-purpose forecasting methods to enhance infectious disease intervention. Unfortunately, these disease time-series often i) suffer from non-stationarity; ii) exhibit large inter-annual plus seasonal fluctuations; and, iii) require disease-specific tailoring of forecasting methods. In this longitudinal retrospective (01/1996-06/2004) investigation, diarrhea, acute respiratory infection of the lower tract, and malaria consultation time-series are fitted with a general-purpose econometric method, namely the multiplicative Holt-Winters, to produce contemporaneous on-line forecasts for the district of Niono, Mali. This method accommodates seasonal, as well as inter-annual, fluctuations and produces reasonably accurate median 2- and 3-month horizon forecasts for these non-stationary time-series, i.e., 92% of the 24 time-series forecasts generated (2 forecast horizons, 3 diseases, and 4 age categories = 24 time-series forecasts) have mean absolute percentage errors circa 25%. The multiplicative Holt-Winters forecasting method: i) performs well across diseases with dramatically distinct transmission modes and hence it is a strong general-purpose forecasting method candidate for non-stationary epidemiological time-series; ii) obliquely captures prior non-linear interactions between climate and the aforementioned disease dynamics thus, obviating the need for more complex disease-specific climate-based parametric forecasting methods in the district of Niono; furthermore, iii) readily decomposes time-series into seasonal components thereby potentially assisting with programming of public health interventions, as well as monitoring of disease dynamics modification. Therefore, these forecasts could improve infectious diseases management in the district of Niono, Mali, and elsewhere in the Sahel.

Statistical models for fever forecasting based on advanced body temperature monitoring.

PubMed

Jordan, Jorge; Miro-Martinez, Pau; Vargas, Borja; Varela-Entrecanales, Manuel; Cuesta-Frau, David

2017-02-01

Body temperature monitoring provides health carers with key clinical information about the physiological status of patients. Temperature readings are taken periodically to detect febrile episodes and consequently implement the appropriate medical countermeasures. However, fever is often difficult to assess at early stages, or remains undetected until the next reading, probably a few hours later. The objective of this article is to develop a statistical model to forecast fever before a temperature threshold is exceeded to improve the therapeutic approach to the subjects involved. To this end, temperature series of 9 patients admitted to a general internal medicine ward were obtained with a continuous monitoring Holter device, collecting measurements of peripheral and core temperature once per minute. These series were used to develop different statistical models that could quantify the probability of having a fever spike in the following 60 minutes. A validation series was collected to assess the accuracy of the models. Finally, the results were compared with the analysis of some series by experienced clinicians. Two different models were developed: a logistic regression model and a linear discrimination analysis model. Both of them exhibited a fever peak forecasting accuracy greater than 84%. When compared with experts' assessment, both models identified 35 (97.2%) of 36 fever spikes. The models proposed are highly accurate in forecasting the appearance of fever spikes within a short period in patients with suspected or confirmed febrile-related illnesses. Copyright © 2016 Elsevier Inc. All rights reserved.

Forecast models for suicide: Time-series analysis with data from Italy.

PubMed

Preti, Antonio; Lentini, Gianluca

2016-01-01

The prediction of suicidal behavior is a complex task. To fine-tune targeted preventative interventions, predictive analytics (i.e. forecasting future risk of suicide) is more important than exploratory data analysis (pattern recognition, e.g. detection of seasonality in suicide time series). This study sets out to investigate the accuracy of forecasting models of suicide for men and women. A total of 101 499 male suicides and of 39 681 female suicides - occurred in Italy from 1969 to 2003 - were investigated. In order to apply the forecasting model and test its accuracy, the time series were split into a training set (1969 to 1996; 336 months) and a test set (1997 to 2003; 84 months). The main outcome was the accuracy of forecasting models on the monthly number of suicides. These measures of accuracy were used: mean absolute error; root mean squared error; mean absolute percentage error; mean absolute scaled error. In both male and female suicides a change in the trend pattern was observed, with an increase from 1969 onwards to reach a maximum around 1990 and decrease thereafter. The variances attributable to the seasonal and trend components were, respectively, 24% and 64% in male suicides, and 28% and 41% in female ones. Both annual and seasonal historical trends of monthly data contributed to forecast future trends of suicide with a margin of error around 10%. The finding is clearer in male than in female time series of suicide. The main conclusion of the study is that models taking seasonality into account seem to be able to derive information on deviation from the mean when this occurs as a zenith, but they fail to reproduce it when it occurs as a nadir. Preventative efforts should concentrate on the factors that influence the occurrence of increases above the main trend in both seasonal and cyclic patterns of suicides.

The effect of physical parameterizations and initial data on the numerical prediction of the President's Day cyclone

NASA Technical Reports Server (NTRS)

Atlas, R.

1984-01-01

Results are presented from a series of forecast experiments which were conducted to assess the importance of large-scale dynamical processes, diabatic heating, and initial data to the prediction of the President's Day cyclone. The synoptic situation and NMC model forecasts for this case are summarized, and the analysis/forecast system and experiments are described. The GLAS Model forecast from the GLAS analysis at 0000 GMT 18 February is found to have correctly predicted intense coastal cyclogenesis and heavy precipitation. A forecast with surface heat and moisture fluxes eliminated failed to predict any cyclogenesis while a similar forecast with only the surface moisture flux excluded showed weak development. Diabatic heating resulting from oceanic fluxes significantly contributed to the generation of low-level cyclonic vorticity and the intensification and slow rate of movement of an upper level ridge over the western Atlantic.

Dynamic Forecasting Conditional Probability of Bombing Attacks Based on Time-Series and Intervention Analysis.

PubMed

Li, Shuying; Zhuang, Jun; Shen, Shifei

2017-07-01

In recent years, various types of terrorist attacks occurred, causing worldwide catastrophes. According to the Global Terrorism Database (GTD), among all attack tactics, bombing attacks happened most frequently, followed by armed assaults. In this article, a model for analyzing and forecasting the conditional probability of bombing attacks (CPBAs) based on time-series methods is developed. In addition, intervention analysis is used to analyze the sudden increase in the time-series process. The results show that the CPBA increased dramatically at the end of 2011. During that time, the CPBA increased by 16.0% in a two-month period to reach the peak value, but still stays 9.0% greater than the predicted level after the temporary effect gradually decays. By contrast, no significant fluctuation can be found in the conditional probability process of armed assault. It can be inferred that some social unrest, such as America's troop withdrawal from Afghanistan and Iraq, could have led to the increase of the CPBA in Afghanistan, Iraq, and Pakistan. The integrated time-series and intervention model is used to forecast the monthly CPBA in 2014 and through 2064. The average relative error compared with the real data in 2014 is 3.5%. The model is also applied to the total number of attacks recorded by the GTD between 2004 and 2014. © 2016 Society for Risk Analysis.

Use of the Box and Jenkins time series technique in traffic forecasting

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nihan, N.L.; Holmesland, K.O.

The use of recently developed time series techniques for short-term traffic volume forecasting is examined. A data set containing monthly volumes on a freeway segment for 1968-76 is used to fit a time series model. The resultant model is used to forecast volumes for 1977. The forecast volumes are then compared with actual volumes in 1977. Time series techniques can be used to develop highly accurate and inexpensive short-term forecasts. The feasibility of using these models to evaluate the effects of policy changes or other outside impacts is considered. (1 diagram, 1 map, 14 references,2 tables)

A hybrid group method of data handling with discrete wavelet transform for GDP forecasting

NASA Astrophysics Data System (ADS)

Isa, Nadira Mohamed; Shabri, Ani

2013-09-01

This study is proposed the application of hybridization model using Group Method of Data Handling (GMDH) and Discrete Wavelet Transform (DWT) in time series forecasting. The objective of this paper is to examine the flexibility of the hybridization GMDH in time series forecasting by using Gross Domestic Product (GDP). A time series data set is used in this study to demonstrate the effectiveness of the forecasting model. This data are utilized to forecast through an application aimed to handle real life time series. This experiment compares the performances of a hybrid model and a single model of Wavelet-Linear Regression (WR), Artificial Neural Network (ANN), and conventional GMDH. It is shown that the proposed model can provide a promising alternative technique in GDP forecasting.

Forecasting malaria cases using climatic factors in delhi, India: a time series analysis.

PubMed

Kumar, Varun; Mangal, Abha; Panesar, Sanjeet; Yadav, Geeta; Talwar, Richa; Raut, Deepak; Singh, Saudan

2014-01-01

Background. Malaria still remains a public health problem in developing countries and changing environmental and climatic factors pose the biggest challenge in fighting against the scourge of malaria. Therefore, the study was designed to forecast malaria cases using climatic factors as predictors in Delhi, India. Methods. The total number of monthly cases of malaria slide positives occurring from January 2006 to December 2013 was taken from the register maintained at the malaria clinic at Rural Health Training Centre (RHTC), Najafgarh, Delhi. Climatic data of monthly mean rainfall, relative humidity, and mean maximum temperature were taken from Regional Meteorological Centre, Delhi. Expert modeler of SPSS ver. 21 was used for analyzing the time series data. Results. Autoregressive integrated moving average, ARIMA (0,1,1) (0,1,0)(12), was the best fit model and it could explain 72.5% variability in the time series data. Rainfall (P value = 0.004) and relative humidity (P value = 0.001) were found to be significant predictors for malaria transmission in the study area. Seasonal adjusted factor (SAF) for malaria cases shows peak during the months of August and September. Conclusion. ARIMA models of time series analysis is a simple and reliable tool for producing reliable forecasts for malaria in Delhi, India.

Forecasting Jakarta composite index (IHSG) based on chen fuzzy time series and firefly clustering algorithm

NASA Astrophysics Data System (ADS)

Ningrum, R. W.; Surarso, B.; Farikhin; Safarudin, Y. M.

2018-03-01

This paper proposes the combination of Firefly Algorithm (FA) and Chen Fuzzy Time Series Forecasting. Most of the existing fuzzy forecasting methods based on fuzzy time series use the static length of intervals. Therefore, we apply an artificial intelligence, i.e., Firefly Algorithm (FA) to set non-stationary length of intervals for each cluster on Chen Method. The method is evaluated by applying on the Jakarta Composite Index (IHSG) and compare with classical Chen Fuzzy Time Series Forecasting. Its performance verified through simulation using Matlab.

A Comparison of Forecast Error Generators for Modeling Wind and Load Uncertainty

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lu, Ning; Diao, Ruisheng; Hafen, Ryan P.

2013-12-18

This paper presents four algorithms to generate random forecast error time series, including a truncated-normal distribution model, a state-space based Markov model, a seasonal autoregressive moving average (ARMA) model, and a stochastic-optimization based model. The error time series are used to create real-time (RT), hour-ahead (HA), and day-ahead (DA) wind and load forecast time series that statistically match historically observed forecasting data sets, used for variable generation integration studies. A comparison is made using historical DA load forecast and actual load values to generate new sets of DA forecasts with similar stoical forecast error characteristics. This paper discusses and comparesmore » the capabilities of each algorithm to preserve the characteristics of the historical forecast data sets.« less

A morphological perceptron with gradient-based learning for Brazilian stock market forecasting.

PubMed

Araújo, Ricardo de A

2012-04-01

Several linear and non-linear techniques have been proposed to solve the stock market forecasting problem. However, a limitation arises from all these techniques and is known as the random walk dilemma (RWD). In this scenario, forecasts generated by arbitrary models have a characteristic one step ahead delay with respect to the time series values, so that, there is a time phase distortion in stock market phenomena reconstruction. In this paper, we propose a suitable model inspired by concepts in mathematical morphology (MM) and lattice theory (LT). This model is generically called the increasing morphological perceptron (IMP). Also, we present a gradient steepest descent method to design the proposed IMP based on ideas from the back-propagation (BP) algorithm and using a systematic approach to overcome the problem of non-differentiability of morphological operations. Into the learning process we have included a procedure to overcome the RWD, which is an automatic correction step that is geared toward eliminating time phase distortions that occur in stock market phenomena. Furthermore, an experimental analysis is conducted with the IMP using four complex non-linear problems of time series forecasting from the Brazilian stock market. Additionally, two natural phenomena time series are used to assess forecasting performance of the proposed IMP with other non financial time series. At the end, the obtained results are discussed and compared to results found using models recently proposed in the literature. Copyright © 2011 Elsevier Ltd. All rights reserved.

Time Series Model Identification by Estimating Information, Memory, and Quantiles.

DTIC Science & Technology

1983-07-01

Standards, Sect. D, 68D, 937-951. Parzen, Emanuel (1969) "Multiple time series modeling" Multivariate Analysis - II, edited by P. Krishnaiah , Academic... Krishnaiah , North Holland: Amsterdam, 283-295. Parzen, Emanuel (1979) "Forecasting and Whitening Filter Estimation" TIMS Studies in the Management...principle. Applications of Statistics, P. R. Krishnaiah , ed. North Holland: Amsterdam, 27-41. Box, G. E. P. and Jenkins, G. M. (1970) Time Series Analysis

Experiments with a three-dimensional statistical objective analysis scheme using FGGE data

NASA Technical Reports Server (NTRS)

Baker, Wayman E.; Bloom, Stephen C.; Woollen, John S.; Nestler, Mark S.; Brin, Eugenia

1987-01-01

A three-dimensional (3D), multivariate, statistical objective analysis scheme (referred to as optimum interpolation or OI) has been developed for use in numerical weather prediction studies with the FGGE data. Some novel aspects of the present scheme include: (1) a multivariate surface analysis over the oceans, which employs an Ekman balance instead of the usual geostrophic relationship, to model the pressure-wind error cross correlations, and (2) the capability to use an error correlation function which is geographically dependent. A series of 4-day data assimilation experiments are conducted to examine the importance of some of the key features of the OI in terms of their effects on forecast skill, as well as to compare the forecast skill using the OI with that utilizing a successive correction method (SCM) of analysis developed earlier. For the three cases examined, the forecast skill is found to be rather insensitive to varying the error correlation function geographically. However, significant differences are noted between forecasts from a two-dimensional (2D) version of the OI and those from the 3D OI, with the 3D OI forecasts exhibiting better forecast skill. The 3D OI forecasts are also more accurate than those from the SCM initial conditions. The 3D OI with the multivariate oceanic surface analysis was found to produce forecasts which were slightly more accurate, on the average, than a univariate version.

Forecasting Enrollments with Fuzzy Time Series.

ERIC Educational Resources Information Center

Song, Qiang; Chissom, Brad S.

The concept of fuzzy time series is introduced and used to forecast the enrollment of a university. Fuzzy time series, an aspect of fuzzy set theory, forecasts enrollment using a first-order time-invariant model. To evaluate the model, the conventional linear regression technique is applied and the predicted values obtained are compared to the…

Issues in Midterm Analysis and Forecasting

EIA Publications

1999-01-01

Final issue of this report. Presents a series of eight papers, which cover topics in analysis and modeling that underlie the Annual Energy Outlook 1999, as well as other significant issues in midterm energy markets.

Koopman Operator Framework for Time Series Modeling and Analysis

NASA Astrophysics Data System (ADS)

Surana, Amit

2018-01-01

We propose an interdisciplinary framework for time series classification, forecasting, and anomaly detection by combining concepts from Koopman operator theory, machine learning, and linear systems and control theory. At the core of this framework is nonlinear dynamic generative modeling of time series using the Koopman operator which is an infinite-dimensional but linear operator. Rather than working with the underlying nonlinear model, we propose two simpler linear representations or model forms based on Koopman spectral properties. We show that these model forms are invariants of the generative model and can be readily identified directly from data using techniques for computing Koopman spectral properties without requiring the explicit knowledge of the generative model. We also introduce different notions of distances on the space of such model forms which is essential for model comparison/clustering. We employ the space of Koopman model forms equipped with distance in conjunction with classical machine learning techniques to develop a framework for automatic feature generation for time series classification. The forecasting/anomaly detection framework is based on using Koopman model forms along with classical linear systems and control approaches. We demonstrate the proposed framework for human activity classification, and for time series forecasting/anomaly detection in power grid application.

Time series analysis for psychological research: examining and forecasting change

PubMed Central

Jebb, Andrew T.; Tay, Louis; Wang, Wei; Huang, Qiming

2015-01-01

Psychological research has increasingly recognized the importance of integrating temporal dynamics into its theories, and innovations in longitudinal designs and analyses have allowed such theories to be formalized and tested. However, psychological researchers may be relatively unequipped to analyze such data, given its many characteristics and the general complexities involved in longitudinal modeling. The current paper introduces time series analysis to psychological research, an analytic domain that has been essential for understanding and predicting the behavior of variables across many diverse fields. First, the characteristics of time series data are discussed. Second, different time series modeling techniques are surveyed that can address various topics of interest to psychological researchers, including describing the pattern of change in a variable, modeling seasonal effects, assessing the immediate and long-term impact of a salient event, and forecasting future values. To illustrate these methods, an illustrative example based on online job search behavior is used throughout the paper, and a software tutorial in R for these analyses is provided in the Supplementary Materials. PMID:26106341

Time series analysis for psychological research: examining and forecasting change.

PubMed

Jebb, Andrew T; Tay, Louis; Wang, Wei; Huang, Qiming

2015-01-01

Psychological research has increasingly recognized the importance of integrating temporal dynamics into its theories, and innovations in longitudinal designs and analyses have allowed such theories to be formalized and tested. However, psychological researchers may be relatively unequipped to analyze such data, given its many characteristics and the general complexities involved in longitudinal modeling. The current paper introduces time series analysis to psychological research, an analytic domain that has been essential for understanding and predicting the behavior of variables across many diverse fields. First, the characteristics of time series data are discussed. Second, different time series modeling techniques are surveyed that can address various topics of interest to psychological researchers, including describing the pattern of change in a variable, modeling seasonal effects, assessing the immediate and long-term impact of a salient event, and forecasting future values. To illustrate these methods, an illustrative example based on online job search behavior is used throughout the paper, and a software tutorial in R for these analyses is provided in the Supplementary Materials.

Hybrid Forecasting of Daily River Discharges Considering Autoregressive Heteroscedasticity

NASA Astrophysics Data System (ADS)

Szolgayová, Elena Peksová; Danačová, Michaela; Komorniková, Magda; Szolgay, Ján

2017-06-01

It is widely acknowledged that in the hydrological and meteorological communities, there is a continuing need to improve the quality of quantitative rainfall and river flow forecasts. A hybrid (combined deterministic-stochastic) modelling approach is proposed here that combines the advantages offered by modelling the system dynamics with a deterministic model and a deterministic forecasting error series with a data-driven model in parallel. Since the processes to be modelled are generally nonlinear and the model error series may exhibit nonstationarity and heteroscedasticity, GARCH-type nonlinear time series models are considered here. The fitting, forecasting and simulation performance of such models have to be explored on a case-by-case basis. The goal of this paper is to test and develop an appropriate methodology for model fitting and forecasting applicable for daily river discharge forecast error data from the GARCH family of time series models. We concentrated on verifying whether the use of a GARCH-type model is suitable for modelling and forecasting a hydrological model error time series on the Hron and Morava Rivers in Slovakia. For this purpose we verified the presence of heteroscedasticity in the simulation error series of the KLN multilinear flow routing model; then we fitted the GARCH-type models to the data and compared their fit with that of an ARMA - type model. We produced one-stepahead forecasts from the fitted models and again provided comparisons of the model's performance.

Trends in Average Living Children at the Time of Terminal Contraception: A Time Series Analysis Over 27 Years Using ARIMA (p, d, q) Nonseasonal Model.

PubMed

Mumbare, Sachin S; Gosavi, Shriram; Almale, Balaji; Patil, Aruna; Dhakane, Supriya; Kadu, Aniruddha

2014-10-01

India's National Family Welfare Programme is dominated by sterilization, particularly tubectomy. Sterilization, being a terminal method of contraception, decides the final number of children for that couple. Many studies have shown the declining trend in the average number of living children at the time of sterilization over a short period of time. So this study was planned to do time series analysis of the average children at the time of terminal contraception, to do forecasting till 2020 for the same and to compare the rates of change in various subgroups of the population. Data was preprocessed in MS Access 2007 by creating and running SQL queries. After testing stationarity of every series with augmented Dickey-Fuller test, time series analysis and forecasting was done using best-fit Box-Jenkins ARIMA (p, d, q) nonseasonal model. To compare the rates of change of average children in various subgroups, at sterilization, analysis of covariance (ANCOVA) was applied. Forecasting showed that the replacement level of 2.1 total fertility rate (TFR) will be achieved in 2018 for couples opting for sterilization. The same will be achieved in 2020, 2016, 2018, and 2019 for rural area, urban area, Hindu couples, and Buddhist couples, respectively. It will not be achieved till 2020 in Muslim couples. Every stratum of population showed the declining trend. The decline for male children and in rural area was significantly faster than the decline for female children and in urban area, respectively. The decline was not significantly different in Hindu, Muslim, and Buddhist couples.

Short-term load forecasting of power system

NASA Astrophysics Data System (ADS)

Xu, Xiaobin

2017-05-01

In order to ensure the scientific nature of optimization about power system, it is necessary to improve the load forecasting accuracy. Power system load forecasting is based on accurate statistical data and survey data, starting from the history and current situation of electricity consumption, with a scientific method to predict the future development trend of power load and change the law of science. Short-term load forecasting is the basis of power system operation and analysis, which is of great significance to unit combination, economic dispatch and safety check. Therefore, the load forecasting of the power system is explained in detail in this paper. First, we use the data from 2012 to 2014 to establish the partial least squares model to regression analysis the relationship between daily maximum load, daily minimum load, daily average load and each meteorological factor, and select the highest peak by observing the regression coefficient histogram Day maximum temperature, daily minimum temperature and daily average temperature as the meteorological factors to improve the accuracy of load forecasting indicators. Secondly, in the case of uncertain climate impact, we use the time series model to predict the load data for 2015, respectively, the 2009-2014 load data were sorted out, through the previous six years of the data to forecast the data for this time in 2015. The criterion for the accuracy of the prediction is the average of the standard deviations for the prediction results and average load for the previous six years. Finally, considering the climate effect, we use the BP neural network model to predict the data in 2015, and optimize the forecast results on the basis of the time series model.

Forecasting urban water demand: A meta-regression analysis.

PubMed

Sebri, Maamar

2016-12-01

Water managers and planners require accurate water demand forecasts over the short-, medium- and long-term for many purposes. These range from assessing water supply needs over spatial and temporal patterns to optimizing future investments and planning future allocations across competing sectors. This study surveys the empirical literature on the urban water demand forecasting using the meta-analytical approach. Specifically, using more than 600 estimates, a meta-regression analysis is conducted to identify explanations of cross-studies variation in accuracy of urban water demand forecasting. Our study finds that accuracy depends significantly on study characteristics, including demand periodicity, modeling method, forecasting horizon, model specification and sample size. The meta-regression results remain robust to different estimators employed as well as to a series of sensitivity checks performed. The importance of these findings lies in the conclusions and implications drawn out for regulators and policymakers and for academics alike. Copyright © 2016. Published by Elsevier Ltd.

TaiWan Ionospheric Model (TWIM) prediction based on time series autoregressive analysis

NASA Astrophysics Data System (ADS)

Tsai, L. C.; Macalalad, Ernest P.; Liu, C. H.

2014-10-01

As described in a previous paper, a three-dimensional ionospheric electron density (Ne) model has been constructed from vertical Ne profiles retrieved from the FormoSat3/Constellation Observing System for Meteorology, Ionosphere, and Climate GPS radio occultation measurements and worldwide ionosonde foF2 and foE data and named the TaiWan Ionospheric Model (TWIM). The TWIM exhibits vertically fitted α-Chapman-type layers with distinct F2, F1, E, and D layers, and surface spherical harmonic approaches for the fitted layer parameters including peak density, peak density height, and scale height. To improve the TWIM into a real-time model, we have developed a time series autoregressive model to forecast short-term TWIM coefficients. The time series of TWIM coefficients are considered as realizations of stationary stochastic processes within a processing window of 30 days. These autocorrelation coefficients are used to derive the autoregressive parameters and then forecast the TWIM coefficients, based on the least squares method and Lagrange multiplier technique. The forecast root-mean-square relative TWIM coefficient errors are generally <30% for 1 day predictions. The forecast TWIM values of foE and foF2 values are also compared and evaluated using worldwide ionosonde data.

A Comparison of Forecast Error Generators for Modeling Wind and Load Uncertainty

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lu, Ning; Diao, Ruisheng; Hafen, Ryan P.

2013-07-25

This paper presents four algorithms to generate random forecast error time series. The performance of four algorithms is compared. The error time series are used to create real-time (RT), hour-ahead (HA), and day-ahead (DA) wind and load forecast time series that statistically match historically observed forecasting data sets used in power grid operation to study the net load balancing need in variable generation integration studies. The four algorithms are truncated-normal distribution models, state-space based Markov models, seasonal autoregressive moving average (ARMA) models, and a stochastic-optimization based approach. The comparison is made using historical DA load forecast and actual load valuesmore » to generate new sets of DA forecasts with similar stoical forecast error characteristics (i.e., mean, standard deviation, autocorrelation, and cross-correlation). The results show that all methods generate satisfactory results. One method may preserve one or two required statistical characteristics better the other methods, but may not preserve other statistical characteristics as well compared with the other methods. Because the wind and load forecast error generators are used in wind integration studies to produce wind and load forecasts time series for stochastic planning processes, it is sometimes critical to use multiple methods to generate the error time series to obtain a statistically robust result. Therefore, this paper discusses and compares the capabilities of each algorithm to preserve the characteristics of the historical forecast data sets.« less

Analysis and Synthesis of Load Forecasting Data for Renewable Integration Studies: Preprint

DOE Office of Scientific and Technical Information (OSTI.GOV)

Steckler, N.; Florita, A.; Zhang, J.

2013-11-01

As renewable energy constitutes greater portions of the generation fleet, the importance of modeling uncertainty as part of integration studies also increases. In pursuit of optimal system operations, it is important to capture not only the definitive behavior of power plants, but also the risks associated with systemwide interactions. This research examines the dependence of load forecast errors on external predictor variables such as temperature, day type, and time of day. The analysis was utilized to create statistically relevant instances of sequential load forecasts with only a time series of historic, measured load available. The creation of such load forecastsmore » relies on Bayesian techniques for informing and updating the model, thus providing a basis for networked and adaptive load forecast models in future operational applications.« less

Can we use Earth Observations to improve monthly water level forecasts?

NASA Astrophysics Data System (ADS)

Slater, L. J.; Villarini, G.

2017-12-01

Dynamical-statistical hydrologic forecasting approaches benefit from different strengths in comparison with traditional hydrologic forecasting systems: they are computationally efficient, can integrate and `learn' from a broad selection of input data (e.g., General Circulation Model (GCM) forecasts, Earth Observation time series, teleconnection patterns), and can take advantage of recent progress in machine learning (e.g. multi-model blending, post-processing and ensembling techniques). Recent efforts to develop a dynamical-statistical ensemble approach for forecasting seasonal streamflow using both GCM forecasts and changing land cover have shown promising results over the U.S. Midwest. Here, we use climate forecasts from several GCMs of the North American Multi Model Ensemble (NMME) alongside 15-minute stage time series from the National River Flow Archive (NRFA) and land cover classes extracted from the European Space Agency's Climate Change Initiative 300 m annual Global Land Cover time series. With these data, we conduct systematic long-range probabilistic forecasting of monthly water levels in UK catchments over timescales ranging from one to twelve months ahead. We evaluate the improvement in model fit and model forecasting skill that comes from using land cover classes as predictors in the models. This work opens up new possibilities for combining Earth Observation time series with GCM forecasts to predict a variety of hazards from space using data science techniques.

Hybrid Intrusion Forecasting Framework for Early Warning System

NASA Astrophysics Data System (ADS)

Kim, Sehun; Shin, Seong-Jun; Kim, Hyunwoo; Kwon, Ki Hoon; Han, Younggoo

Recently, cyber attacks have become a serious hindrance to the stability of Internet. These attacks exploit interconnectivity of networks, propagate in an instant, and have become more sophisticated and evolutionary. Traditional Internet security systems such as firewalls, IDS and IPS are limited in terms of detecting recent cyber attacks in advance as these systems respond to Internet attacks only after the attacks inflict serious damage. In this paper, we propose a hybrid intrusion forecasting system framework for an early warning system. The proposed system utilizes three types of forecasting methods: time-series analysis, probabilistic modeling, and data mining method. By combining these methods, it is possible to take advantage of the forecasting technique of each while overcoming their drawbacks. Experimental results show that the hybrid intrusion forecasting method outperforms each of three forecasting methods.

Issues in midterm analysis and forecasting 1998

DOE Office of Scientific and Technical Information (OSTI.GOV)

NONE

1998-07-01

Issues in Midterm Analysis and Forecasting 1998 (Issues) presents a series of nine papers covering topics in analysis and modeling that underlie the Annual Energy Outlook 1998 (AEO98), as well as other significant issues in midterm energy markets. AEO98, DOE/EIA-0383(98), published in December 1997, presents national forecasts of energy production, demand, imports, and prices through the year 2020 for five cases -- a reference case and four additional cases that assume higher and lower economic growth and higher and lower world oil prices than in the reference case. The forecasts were prepared by the Energy Information Administration (EIA), using EIA`smore » National Energy Modeling System (NEMS). The papers included in Issues describe underlying analyses for the projections in AEO98 and the forthcoming Annual Energy Outlook 1999 and for other products of EIA`s Office of Integrated Analysis and Forecasting. Their purpose is to provide public access to analytical work done in preparation for the midterm projections and other unpublished analyses. Specific topics were chosen for their relevance to current energy issues or to highlight modeling activities in NEMS. 59 figs., 44 tabs.« less

Forecasting daily meteorological time series using ARIMA and regression models

NASA Astrophysics Data System (ADS)

Murat, Małgorzata; Malinowska, Iwona; Gos, Magdalena; Krzyszczak, Jaromir

2018-04-01

The daily air temperature and precipitation time series recorded between January 1, 1980 and December 31, 2010 in four European sites (Jokioinen, Dikopshof, Lleida and Lublin) from different climatic zones were modeled and forecasted. In our forecasting we used the methods of the Box-Jenkins and Holt- Winters seasonal auto regressive integrated moving-average, the autoregressive integrated moving-average with external regressors in the form of Fourier terms and the time series regression, including trend and seasonality components methodology with R software. It was demonstrated that obtained models are able to capture the dynamics of the time series data and to produce sensible forecasts.

Spatial-temporal forecasting the sunspot diagram

NASA Astrophysics Data System (ADS)

Covas, Eurico

2017-09-01

Aims: We attempt to forecast the Sun's sunspot butterfly diagram in both space (I.e. in latitude) and time, instead of the usual one-dimensional time series forecasts prevalent in the scientific literature. Methods: We use a prediction method based on the non-linear embedding of data series in high dimensions. We use this method to forecast both in latitude (space) and in time, using a full spatial-temporal series of the sunspot diagram from 1874 to 2015. Results: The analysis of the results shows that it is indeed possible to reconstruct the overall shape and amplitude of the spatial-temporal pattern of sunspots, but that the method in its current form does not have real predictive power. We also apply a metric called structural similarity to compare the forecasted and the observed butterfly cycles, showing that this metric can be a useful addition to the usual root mean square error metric when analysing the efficiency of different prediction methods. Conclusions: We conclude that it is in principle possible to reconstruct the full sunspot butterfly diagram for at least one cycle using this approach and that this method and others should be explored since just looking at metrics such as sunspot count number or sunspot total area coverage is too reductive given the spatial-temporal dynamical complexity of the sunspot butterfly diagram. However, more data and/or an improved approach is probably necessary to have true predictive power.

Stochastic Forecasting of Labor Supply and Population: An Integrated Model.

PubMed

Fuchs, Johann; Söhnlein, Doris; Weber, Brigitte; Weber, Enzo

2018-01-01

This paper presents a stochastic model to forecast the German population and labor supply until 2060. Within a cohort-component approach, our population forecast applies principal components analysis to birth, mortality, emigration, and immigration rates, which allows for the reduction of dimensionality and accounts for correlation of the rates. Labor force participation rates are estimated by means of an econometric time series approach. All time series are forecast by stochastic simulation using the bootstrap method. As our model also distinguishes between German and foreign nationals, different developments in fertility, migration, and labor participation could be predicted. The results show that even rising birth rates and high levels of immigration cannot break the basic demographic trend in the long run. An important finding from an endogenous modeling of emigration rates is that high net migration in the long run will be difficult to achieve. Our stochastic perspective suggests therefore a high probability of substantially decreasing the labor supply in Germany.

Latent fluctuation periods and long-term forecasting of the level of Markakol lake

NASA Astrophysics Data System (ADS)

Madibekov, A. S.; Babkin, A. V.; Musakulkyzy, A.; Cherednichenko, A. V.

2018-01-01

The analysis of time series of the level of Markakol Lake by the method of “Periodicities” reveals in its variations the harmonics with the periods of 12 and 14 years, respectively. The verification forecasts of the lake level by the trend tendency and by its combination with these sinusoids were computed with the lead time of 5 and 10 years. The estimation of the forecast results by the new independent data permitted to conclude that forecasts by the combination of the sinusoids and trend tendency are better than by the trend tendency only. They are no worse than the mean value prediction.

Time-series-based hybrid mathematical modelling method adapted to forecast automotive and medical waste generation: Case study of Lithuania.

PubMed

Karpušenkaitė, Aistė; Ruzgas, Tomas; Denafas, Gintaras

2018-05-01

The aim of the study was to create a hybrid forecasting method that could produce higher accuracy forecasts than previously used 'pure' time series methods. Mentioned methods were already tested with total automotive waste, hazardous automotive waste, and total medical waste generation, but demonstrated at least a 6% error rate in different cases and efforts were made to decrease it even more. Newly developed hybrid models used a random start generation method to incorporate different time-series advantages and it helped to increase the accuracy of forecasts by 3%-4% in hazardous automotive waste and total medical waste generation cases; the new model did not increase the accuracy of total automotive waste generation forecasts. Developed models' abilities to forecast short- and mid-term forecasts were tested using prediction horizon.

Alternative predictors in chaotic time series

NASA Astrophysics Data System (ADS)

Alves, P. R. L.; Duarte, L. G. S.; da Mota, L. A. C. P.

2017-06-01

In the scheme of reconstruction, non-polynomial predictors improve the forecast from chaotic time series. The algebraic manipulation in the Maple environment is the basis for obtaining of accurate predictors. Beyond the different times of prediction, the optional arguments of the computational routines optimize the running and the analysis of global mappings.

Application of time series analysis in modelling and forecasting emergency department visits in a medical centre in Southern Taiwan

PubMed Central

Juang, Wang-Chuan; Huang, Sin-Jhih; Huang, Fong-Dee; Cheng, Pei-Wen; Wann, Shue-Ren

2017-01-01

Objective Emergency department (ED) overcrowding is acknowledged as an increasingly important issue worldwide. Hospital managers are increasingly paying attention to ED crowding in order to provide higher quality medical services to patients. One of the crucial elements for a good management strategy is demand forecasting. Our study sought to construct an adequate model and to forecast monthly ED visits. Methods We retrospectively gathered monthly ED visits from January 2009 to December 2016 to carry out a time series autoregressive integrated moving average (ARIMA) analysis. Initial development of the model was based on past ED visits from 2009 to 2016. A best-fit model was further employed to forecast the monthly data of ED visits for the next year (2016). Finally, we evaluated the predicted accuracy of the identified model with the mean absolute percentage error (MAPE). The software packages SAS/ETS V.9.4 and Office Excel 2016 were used for all statistical analyses. Results A series of statistical tests showed that six models, including ARIMA (0, 0, 1), ARIMA (1, 0, 0), ARIMA (1, 0, 1), ARIMA (2, 0, 1), ARIMA (3, 0, 1) and ARIMA (5, 0, 1), were candidate models. The model that gave the minimum Akaike information criterion and Schwartz Bayesian criterion and followed the assumptions of residual independence was selected as the adequate model. Finally, a suitable ARIMA (0, 0, 1) structure, yielding a MAPE of 8.91%, was identified and obtained as Visitt=7111.161+(at+0.37462 at−1). Conclusion The ARIMA (0, 0, 1) model can be considered adequate for predicting future ED visits, and its forecast results can be used to aid decision-making processes. PMID:29196487

Implementation of Automatic Clustering Algorithm and Fuzzy Time Series in Motorcycle Sales Forecasting

NASA Astrophysics Data System (ADS)

Rasim; Junaeti, E.; Wirantika, R.

2018-01-01

Accurate forecasting for the sale of a product depends on the forecasting method used. The purpose of this research is to build motorcycle sales forecasting application using Fuzzy Time Series method combined with interval determination using automatic clustering algorithm. Forecasting is done using the sales data of motorcycle sales in the last ten years. Then the error rate of forecasting is measured using Means Percentage Error (MPE) and Means Absolute Percentage Error (MAPE). The results of forecasting in the one-year period obtained in this study are included in good accuracy.

Mathematical Sciences Division 1992 Programs

DTIC Science & Technology

1992-10-01

statistical theory that underlies modern signal analysis . There is a strong emphasis on stochastic processes and time series , particularly those which...include optimal resource planning and real- time scheduling of stochastic shop-floor processes. Scheduling systems will be developed that can adapt to...make forecasts for the length-of-service time series . Protocol analysis of these sessions will be used to idenify relevant contextual features and to

Uncertainty estimation of long-range ensemble forecasts of snowmelt flood characteristics

NASA Astrophysics Data System (ADS)

Kuchment, L.

2012-04-01

Long-range forecasts of snowmelt flood characteristics with the lead time of 2-3 months have important significance for regulation of flood runoff and mitigation of flood damages at almost all large Russian rivers At the same time, the application of current forecasting techniques based on regression relationships between the runoff volume and the indexes of river basin conditions can lead to serious errors in forecasting resulted in large economic losses caused by wrong flood regulation. The forecast errors can be caused by complicated processes of soil freezing and soil moisture redistribution, too high rate of snow melt, large liquid precipitation before snow melt. or by large difference of meteorological conditions during the lead-time periods from climatologic ones. Analysis of economic losses had shown that the largest damages could, to a significant extent, be avoided if the decision makers had an opportunity to take into account predictive uncertainty and could use more cautious strategies in runoff regulation. Development of methodology of long-range ensemble forecasting of spring/summer floods which is based on distributed physically-based runoff generation models has created, in principle, a new basis for improving hydrological predictions as well as for estimating their uncertainty. This approach is illustrated by forecasting of the spring-summer floods at the Vyatka River and the Seim River basins. The application of the physically - based models of snowmelt runoff generation give a essential improving of statistical estimates of the deterministic forecasts of the flood volume in comparison with the forecasts obtained from the regression relationships. These models had been used also for the probabilistic forecasts assigning meteorological inputs during lead time periods from the available historical daily series, and from the series simulated by using a weather generator and the Monte Carlo procedure. The weather generator consists of the stochastic models of daily temperature and precipitation. The performance of the probabilistic forecasts were estimated by the ranked probability skill scores. The application of Monte Carlo simulations using weather generator has given better results then using the historical meteorological series.

Day-Ahead PM2.5 Concentration Forecasting Using WT-VMD Based Decomposition Method and Back Propagation Neural Network Improved by Differential Evolution

PubMed Central

Wang, Deyun; Liu, Yanling; Luo, Hongyuan; Yue, Chenqiang; Cheng, Sheng

2017-01-01

Accurate PM2.5 concentration forecasting is crucial for protecting public health and atmospheric environment. However, the intermittent and unstable nature of PM2.5 concentration series makes its forecasting become a very difficult task. In order to improve the forecast accuracy of PM2.5 concentration, this paper proposes a hybrid model based on wavelet transform (WT), variational mode decomposition (VMD) and back propagation (BP) neural network optimized by differential evolution (DE) algorithm. Firstly, WT is employed to disassemble the PM2.5 concentration series into a number of subsets with different frequencies. Secondly, VMD is applied to decompose each subset into a set of variational modes (VMs). Thirdly, DE-BP model is utilized to forecast all the VMs. Fourthly, the forecast value of each subset is obtained through aggregating the forecast results of all the VMs obtained from VMD decomposition of this subset. Finally, the final forecast series of PM2.5 concentration is obtained by adding up the forecast values of all subsets. Two PM2.5 concentration series collected from Wuhan and Tianjin, respectively, located in China are used to test the effectiveness of the proposed model. The results demonstrate that the proposed model outperforms all the other considered models in this paper. PMID:28704955

Analysis/forecast experiments with a flow-dependent correlation function using FGGE data

NASA Technical Reports Server (NTRS)

Baker, W. E.; Bloom, S. C.; Carus, H.; Nestler, M. S.

1986-01-01

The use of a flow-dependent correlation function to improve the accuracy of an optimum interpolation (OI) scheme is examined. The development of the correlation function for the OI analysis scheme used for numerical weather prediction is described. The scheme uses a multivariate surface analysis over the oceans to model the pressure-wind error cross-correlation and it has the ability to use an error correlation function that is flow- and geographically-dependent. A series of four-day data assimilation experiments, conducted from January 5-9, 1979, were used to investigate the effect of the different features of the OI scheme (error correlation) on forecast skill for the barotropic lows and highs. The skill of the OI was compared with that of a successive correlation method (SCM) of analysis. It is observed that the largest difference in the correlation statistics occurred in barotropic and baroclinic lows and highs. The comparison reveals that the OI forecasts were more accurate than the SCM forecasts.

Evaluating the spatio-temporal performance of sky imager based solar irradiance analysis and forecasts

NASA Astrophysics Data System (ADS)

Schmidt, T.; Kalisch, J.; Lorenz, E.; Heinemann, D.

2015-10-01

Clouds are the dominant source of variability in surface solar radiation and uncertainty in its prediction. However, the increasing share of solar energy in the world-wide electric power supply increases the need for accurate solar radiation forecasts. In this work, we present results of a shortest-term global horizontal irradiance (GHI) forecast experiment based on hemispheric sky images. A two month dataset with images from one sky imager and high resolutive GHI measurements from 99 pyranometers distributed over 10 km by 12 km is used for validation. We developed a multi-step model and processed GHI forecasts up to 25 min with an update interval of 15 s. A cloud type classification is used to separate the time series in different cloud scenarios. Overall, the sky imager based forecasts do not outperform the reference persistence forecasts. Nevertheless, we find that analysis and forecast performance depend strongly on the predominant cloud conditions. Especially convective type clouds lead to high temporal and spatial GHI variability. For cumulus cloud conditions, the analysis error is found to be lower than that introduced by a single pyranometer if it is used representatively for the whole area in distances from the camera larger than 1-2 km. Moreover, forecast skill is much higher for these conditions compared to overcast or clear sky situations causing low GHI variability which is easier to predict by persistence. In order to generalize the cloud-induced forecast error, we identify a variability threshold indicating conditions with positive forecast skill.

An algorithm of Saxena-Easo on fuzzy time series forecasting

NASA Astrophysics Data System (ADS)

Ramadhani, L. C.; Anggraeni, D.; Kamsyakawuni, A.; Hadi, A. F.

2018-04-01

This paper presents a forecast model of Saxena-Easo fuzzy time series prediction to study the prediction of Indonesia inflation rate in 1970-2016. We use MATLAB software to compute this method. The algorithm of Saxena-Easo fuzzy time series doesn’t need stationarity like conventional forecasting method, capable of dealing with the value of time series which are linguistic and has the advantage of reducing the calculation, time and simplifying the calculation process. Generally it’s focus on percentage change as the universe discourse, interval partition and defuzzification. The result indicate that between the actual data and the forecast data are close enough with Root Mean Square Error (RMSE) = 1.5289.

Forecasting Hospitalization and Emergency Department Visit Rates for Chronic Obstructive Pulmonary Disease. A Time-Series Analysis.

PubMed

Gershon, Andrea; Thiruchelvam, Deva; Moineddin, Rahim; Zhao, Xiu Yan; Hwee, Jeremiah; To, Teresa

2017-06-01

Knowing trends in and forecasting hospitalization and emergency department visit rates for chronic obstructive pulmonary disease (COPD) can enable health care providers, hospitals, and health care decision makers to plan for the future. We conducted a time-series analysis using health care administrative data from the Province of Ontario, Canada, to determine previous trends in acute care hospitalization and emergency department visit rates for COPD and then to forecast future rates. Individuals aged 35 years and older with physician-diagnosed COPD were identified using four universal government health administrative databases and a validated case definition. Monthly COPD hospitalization and emergency department visit rates per 1,000 people with COPD were determined from 2003 to 2014 and then forecasted to 2024 using autoregressive integrated moving average models. Between 2003 and 2014, COPD prevalence increased from 8.9 to 11.1%. During that time, there were 274,951 hospitalizations and 290,482 emergency department visits for COPD. After accounting for seasonality, we found that monthly COPD hospitalization and emergency department visit rates per 1,000 individuals with COPD remained stable. COPD prevalence was forecasted to increase to 12.7% (95% confidence interval [CI], 11.4-14.1) by 2024, whereas monthly COPD hospitalization and emergency department visit rates per 1,000 people with COPD were forecasted to remain stable at 2.7 (95% CI, 1.6-4.4) and 3.7 (95% CI, 2.3-5.6), respectively. Forecasted age- and sex-stratified rates were also stable. COPD hospital and emergency department visit rates per 1,000 people with COPD have been stable for more than a decade and are projected to remain stable in the near future. Given increasing COPD prevalence, this means notably more COPD health service use in the future.

Hybrid model for forecasting time series with trend, seasonal and salendar variation patterns

NASA Astrophysics Data System (ADS)

Suhartono; Rahayu, S. P.; Prastyo, D. D.; Wijayanti, D. G. P.; Juliyanto

2017-09-01

Most of the monthly time series data in economics and business in Indonesia and other Moslem countries not only contain trend and seasonal, but also affected by two types of calendar variation effects, i.e. the effect of the number of working days or trading and holiday effects. The purpose of this research is to develop a hybrid model or a combination of several forecasting models to predict time series that contain trend, seasonal and calendar variation patterns. This hybrid model is a combination of classical models (namely time series regression and ARIMA model) and/or modern methods (artificial intelligence method, i.e. Artificial Neural Networks). A simulation study was used to show that the proposed procedure for building the hybrid model could work well for forecasting time series with trend, seasonal and calendar variation patterns. Furthermore, the proposed hybrid model is applied for forecasting real data, i.e. monthly data about inflow and outflow of currency at Bank Indonesia. The results show that the hybrid model tend to provide more accurate forecasts than individual forecasting models. Moreover, this result is also in line with the third results of the M3 competition, i.e. the hybrid model on average provides a more accurate forecast than the individual model.

Time series analysis of influenza incidence in Chinese provinces from 2004 to 2011

PubMed Central

Song, Xin; Xiao, Jun; Deng, Jiang; Kang, Qiong; Zhang, Yanyu; Xu, Jinbo

2016-01-01

Abstract Influenza as a severe infectious disease has caused catastrophes throughout human history, and every pandemic of influenza has produced a great social burden. We compiled monthly data of influenza incidence from all provinces and autonomous regions in mainland China from January 2004 to December 2011, comprehensively evaluated and classified these data, and then randomly selected 4 provinces with higher incidence (Hebei, Gansu, Guizhou, and Hunan), 2 provinces with median incidence (Tianjin and Henan), 1 province with lower incidence (Shandong), using time series analysis to construct an ARIMA model, which is based on the monthly incidence from 2004 to 2011 as the training set. We exerted the X-12-ARIMA procedure for modeling due to the seasonality these data implied. Autocorrelation function (ACF), partial autocorrelation function (PACF), and automatic model selection were to determine the order of the model parameters. The optimal model was decided by a nonseasonal and seasonal moving average test. Finally, we applied this model to predict the monthly incidence of influenza in 2012 as the test set, and the simulated incidence was compared with the observed incidence to evaluate the model's validity by the criterion of both percentage variability in regression analyses (R2) and root mean square error (RMSE). It is conceivable that SARIMA (0,1,1)(0,1,1)12 could simultaneously forecast the influenza incidence of the Hebei Province, Guizhou Province, Henan Province, and Shandong Province; SARIMA (1,0,0)(0,1,1)12 could forecast the influenza incidence in Gansu Province; SARIMA (3,1,1)(0,1,1)12 could forecast the influenza incidence in Tianjin City; and SARIMA (0,1,1)(0,0,1)12 could forecast the influenza incidence in Hunan Province. Time series analysis is a good tool for prediction of disease incidence. PMID:27367989

Aerosol analysis and forecast in the European Centre for Medium-Range Weather Forecasts Integrated Forecast System: 2. Data assimilation

NASA Astrophysics Data System (ADS)

Benedetti, A.; Morcrette, J.-J.; Boucher, O.; Dethof, A.; Engelen, R. J.; Fisher, M.; Flentje, H.; Huneeus, N.; Jones, L.; Kaiser, J. W.; Kinne, S.; Mangold, A.; Razinger, M.; Simmons, A. J.; Suttie, M.

2009-07-01

This study presents the new aerosol assimilation system, developed at the European Centre for Medium-Range Weather Forecasts, for the Global and regional Earth-system Monitoring using Satellite and in-situ data (GEMS) project. The aerosol modeling and analysis system is fully integrated in the operational four-dimensional assimilation apparatus. Its purpose is to produce aerosol forecasts and reanalyses of aerosol fields using optical depth data from satellite sensors. This paper is the second of a series which describes the GEMS aerosol effort. It focuses on the theoretical architecture and practical implementation of the aerosol assimilation system. It also provides a discussion of the background errors and observations errors for the aerosol fields, and presents a subset of results from the 2-year reanalysis which has been run for 2003 and 2004 using data from the Moderate Resolution Imaging Spectroradiometer on the Aqua and Terra satellites. Independent data sets are used to show that despite some compromises that have been made for feasibility reasons in regards to the choice of control variable and error characteristics, the analysis is very skillful in drawing to the observations and in improving the forecasts of aerosol optical depth.

Statistical analysis of temperature data sampled at Station-M in the Norwegian Sea

NASA Astrophysics Data System (ADS)

Lorentzen, Torbjørn

2014-02-01

The paper analyzes sea temperature data sampled at Station-M in the Norwegian Sea. The data cover the period 1948-2010. The following questions are addressed: What type of stochastic process characterizes the temperature series? Are there any changes or patterns which indicate climate change? Are there any characteristics in the data which can be linked to the shrinking sea-ice in the Arctic area? Can the series be modeled consistently and applied in forecasting of the future sea temperature? The paper applies the following methods: Augmented Dickey-Fuller tests for testing of unit-root and stationarity, ARIMA-models in univariate modeling, cointegration and error-correcting models are applied in estimating short- and long-term dynamics of non-stationary series, Granger-causality tests in analyzing the interaction pattern between the deep and upper layer temperatures, and simultaneous equation systems are applied in forecasting future temperature. The paper shows that temperature at 2000 m Granger-causes temperature at 150 m, and that the 2000 m series can represent an important information carrier of the long-term development of the sea temperature in the geographical area. Descriptive statistics shows that the temperature level has been on a positive trend since the beginning of the 1980s which is also measured in most of the oceans in the North Atlantic. The analysis shows that the temperature series are cointegrated which means they share the same long-term stochastic trend and they do not diverge too far from each other. The measured long-term temperature increase is one of the factors that can explain the shrinking summer sea-ice in the Arctic region. The analysis shows that there is a significant negative correlation between the shrinking sea ice and the sea temperature at Station-M. The paper shows that the temperature forecasts are conditioned on the properties of the stochastic processes, causality pattern between the variables and specification of model, respectively. The estimated models forecast that temperature at 150 m is expected to increase by 0.018 °C per year, while deep water temperature at 2000 m is expected to increase between 0.0022 and 0.0024 °C per year.

A novel hybrid model for air quality index forecasting based on two-phase decomposition technique and modified extreme learning machine.

PubMed

Wang, Deyun; Wei, Shuai; Luo, Hongyuan; Yue, Chenqiang; Grunder, Olivier

2017-02-15

The randomness, non-stationarity and irregularity of air quality index (AQI) series bring the difficulty of AQI forecasting. To enhance forecast accuracy, a novel hybrid forecasting model combining two-phase decomposition technique and extreme learning machine (ELM) optimized by differential evolution (DE) algorithm is developed for AQI forecasting in this paper. In phase I, the complementary ensemble empirical mode decomposition (CEEMD) is utilized to decompose the AQI series into a set of intrinsic mode functions (IMFs) with different frequencies; in phase II, in order to further handle the high frequency IMFs which will increase the forecast difficulty, variational mode decomposition (VMD) is employed to decompose the high frequency IMFs into a number of variational modes (VMs). Then, the ELM model optimized by DE algorithm is applied to forecast all the IMFs and VMs. Finally, the forecast value of each high frequency IMF is obtained through adding up the forecast results of all corresponding VMs, and the forecast series of AQI is obtained by aggregating the forecast results of all IMFs. To verify and validate the proposed model, two daily AQI series from July 1, 2014 to June 30, 2016 collected from Beijing and Shanghai located in China are taken as the test cases to conduct the empirical study. The experimental results show that the proposed hybrid model based on two-phase decomposition technique is remarkably superior to all other considered models for its higher forecast accuracy. Copyright © 2016 Elsevier B.V. All rights reserved.

Forecasting Hourly Water Demands With Seasonal Autoregressive Models for Real-Time Application

NASA Astrophysics Data System (ADS)

Chen, Jinduan; Boccelli, Dominic L.

2018-02-01

Consumer water demands are not typically measured at temporal or spatial scales adequate to support real-time decision making, and recent approaches for estimating unobserved demands using observed hydraulic measurements are generally not capable of forecasting demands and uncertainty information. While time series modeling has shown promise for representing total system demands, these models have generally not been evaluated at spatial scales appropriate for representative real-time modeling. This study investigates the use of a double-seasonal time series model to capture daily and weekly autocorrelations to both total system demands and regional aggregated demands at a scale that would capture demand variability across a distribution system. Emphasis was placed on the ability to forecast demands and quantify uncertainties with results compared to traditional time series pattern-based demand models as well as nonseasonal and single-seasonal time series models. Additional research included the implementation of an adaptive-parameter estimation scheme to update the time series model when unobserved changes occurred in the system. For two case studies, results showed that (1) for the smaller-scale aggregated water demands, the log-transformed time series model resulted in improved forecasts, (2) the double-seasonal model outperformed other models in terms of forecasting errors, and (3) the adaptive adjustment of parameters during forecasting improved the accuracy of the generated prediction intervals. These results illustrate the capabilities of time series modeling to forecast both water demands and uncertainty estimates at spatial scales commensurate for real-time modeling applications and provide a foundation for developing a real-time integrated demand-hydraulic model.

Multiresolution forecasting for futures trading using wavelet decompositions.

PubMed

Zhang, B L; Coggins, R; Jabri, M A; Dersch, D; Flower, B

2001-01-01

We investigate the effectiveness of a financial time-series forecasting strategy which exploits the multiresolution property of the wavelet transform. A financial series is decomposed into an over complete, shift invariant scale-related representation. In transform space, each individual wavelet series is modeled by a separate multilayer perceptron (MLP). We apply the Bayesian method of automatic relevance determination to choose short past windows (short-term history) for the inputs to the MLPs at lower scales and long past windows (long-term history) at higher scales. To form the overall forecast, the individual forecasts are then recombined by the linear reconstruction property of the inverse transform with the chosen autocorrelation shell representation, or by another perceptron which learns the weight of each scale in the prediction of the original time series. The forecast results are then passed to a money management system to generate trades.

Reinforced two-step-ahead weight adjustment technique for online training of recurrent neural networks.

PubMed

Chang, Li-Chiu; Chen, Pin-An; Chang, Fi-John

2012-08-01

A reliable forecast of future events possesses great value. The main purpose of this paper is to propose an innovative learning technique for reinforcing the accuracy of two-step-ahead (2SA) forecasts. The real-time recurrent learning (RTRL) algorithm for recurrent neural networks (RNNs) can effectively model the dynamics of complex processes and has been used successfully in one-step-ahead forecasts for various time series. A reinforced RTRL algorithm for 2SA forecasts using RNNs is proposed in this paper, and its performance is investigated by two famous benchmark time series and a streamflow during flood events in Taiwan. Results demonstrate that the proposed reinforced 2SA RTRL algorithm for RNNs can adequately forecast the benchmark (theoretical) time series, significantly improve the accuracy of flood forecasts, and effectively reduce time-lag effects.

An Optimization of Inventory Demand Forecasting in University Healthcare Centre

NASA Astrophysics Data System (ADS)

Bon, A. T.; Ng, T. K.

2017-01-01

Healthcare industry becomes an important field for human beings nowadays as it concerns about one’s health. With that, forecasting demand for health services is an important step in managerial decision making for all healthcare organizations. Hence, a case study was conducted in University Health Centre to collect historical demand data of Panadol 650mg for 68 months from January 2009 until August 2014. The aim of the research is to optimize the overall inventory demand through forecasting techniques. Quantitative forecasting or time series forecasting model was used in the case study to forecast future data as a function of past data. Furthermore, the data pattern needs to be identified first before applying the forecasting techniques. Trend is the data pattern and then ten forecasting techniques are applied using Risk Simulator Software. Lastly, the best forecasting techniques will be find out with the least forecasting error. Among the ten forecasting techniques include single moving average, single exponential smoothing, double moving average, double exponential smoothing, regression, Holt-Winter’s additive, Seasonal additive, Holt-Winter’s multiplicative, seasonal multiplicative and Autoregressive Integrated Moving Average (ARIMA). According to the forecasting accuracy measurement, the best forecasting technique is regression analysis.

Forecasting of UV-Vis absorbance time series using artificial neural networks combined with principal component analysis.

PubMed

Plazas-Nossa, Leonardo; Hofer, Thomas; Gruber, Günter; Torres, Andres

2017-02-01

This work proposes a methodology for the forecasting of online water quality data provided by UV-Vis spectrometry. Therefore, a combination of principal component analysis (PCA) to reduce the dimensionality of a data set and artificial neural networks (ANNs) for forecasting purposes was used. The results obtained were compared with those obtained by using discrete Fourier transform (DFT). The proposed methodology was applied to four absorbance time series data sets composed by a total number of 5705 UV-Vis spectra. Absolute percentage errors obtained by applying the proposed PCA/ANN methodology vary between 10% and 13% for all four study sites. In general terms, the results obtained were hardly generalizable, as they appeared to be highly dependent on specific dynamics of the water system; however, some trends can be outlined. PCA/ANN methodology gives better results than PCA/DFT forecasting procedure by using a specific spectra range for the following conditions: (i) for Salitre wastewater treatment plant (WWTP) (first hour) and Graz West R05 (first 18 min), from the last part of UV range to all visible range; (ii) for Gibraltar pumping station (first 6 min) for all UV-Vis absorbance spectra; and (iii) for San Fernando WWTP (first 24 min) for all of UV range to middle part of visible range.

Modeling and forecasting rainfall patterns of southwest monsoons in North-East India as a SARIMA process

NASA Astrophysics Data System (ADS)

Narasimha Murthy, K. V.; Saravana, R.; Vijaya Kumar, K.

2018-02-01

Weather forecasting is an important issue in the field of meteorology all over the world. The pattern and amount of rainfall are the essential factors that affect agricultural systems. India experiences the precious Southwest monsoon season for four months from June to September. The present paper describes an empirical study for modeling and forecasting the time series of Southwest monsoon rainfall patterns in the North-East India. The Box-Jenkins Seasonal Autoregressive Integrated Moving Average (SARIMA) methodology has been adopted for model identification, diagnostic checking and forecasting for this region. The study has shown that the SARIMA (0, 1, 1) (1, 0, 1)4 model is appropriate for analyzing and forecasting the future rainfall patterns. The Analysis of Means (ANOM) is a useful alternative to the analysis of variance (ANOVA) for comparing the group of treatments to study the variations and critical comparisons of rainfall patterns in different months of the season.

A dynamic factor model of the evaluation of the financial crisis in Turkey.

PubMed

Sezgin, F; Kinay, B

2010-01-01

Factor analysis has been widely used in economics and finance in situations where a relatively large number of variables are believed to be driven by few common causes of variation. Dynamic factor analysis (DFA) which is a combination of factor and time series analysis, involves autocorrelation matrices calculated from multivariate time series. Dynamic factor models were traditionally used to construct economic indicators, macroeconomic analysis, business cycles and forecasting. In recent years, dynamic factor models have become more popular in empirical macroeconomics. They have more advantages than other methods in various respects. Factor models can for instance cope with many variables without running into scarce degrees of freedom problems often faced in regression-based analysis. In this study, a model which determines the effect of the global crisis on Turkey is proposed. The main aim of the paper is to analyze how several macroeconomic quantities show an alteration before the evolution of the crisis and to decide if a crisis can be forecasted or not.

Time series analysis of gold production in Malaysia

NASA Astrophysics Data System (ADS)

Muda, Nora; Hoon, Lee Yuen

2012-05-01

Gold is a soft, malleable, bright yellow metallic element and unaffected by air or most reagents. It is highly valued as an asset or investment commodity and is extensively used in jewellery, industrial application, dentistry and medical applications. In Malaysia, gold mining is limited in several areas such as Pahang, Kelantan, Terengganu, Johor and Sarawak. The main purpose of this case study is to obtain a suitable model for the production of gold in Malaysia. The model can also be used to predict the data of Malaysia's gold production in the future. Box-Jenkins time series method was used to perform time series analysis with the following steps: identification, estimation, diagnostic checking and forecasting. In addition, the accuracy of prediction is tested using mean absolute percentage error (MAPE). From the analysis, the ARIMA (3,1,1) model was found to be the best fitted model with MAPE equals to 3.704%, indicating the prediction is very accurate. Hence, this model can be used for forecasting. This study is expected to help the private and public sectors to understand the gold production scenario and later plan the gold mining activities in Malaysia.

Time series analysis of reference crop evapotranspiration using soft computing techniques for Ganjam District, Odisha, India

NASA Astrophysics Data System (ADS)

Patra, S. R.

2017-12-01

Evapotranspiration (ET0) influences water resources and it is considered as a vital process in aridic hydrologic frameworks. It is one of the most important measure in finding the drought condition. Therefore, time series forecasting of evapotranspiration is very important in order to help the decision makers and water system mangers build up proper systems to sustain and manage water resources. Time series considers that -history repeats itself, hence by analysing the past values, better choices, or forecasts, can be carried out for the future. Ten years of ET0 data was used as a part of this study to make sure a satisfactory forecast of monthly values. In this study, three models: (ARIMA) mathematical model, artificial neural network model, support vector machine model are presented. These three models are used for forecasting monthly reference crop evapotranspiration based on ten years of past historical records (1991-2001) of measured evaporation at Ganjam region, Odisha, India without considering the climate data. The developed models will allow water resource managers to predict up to 12 months, making these predictions very useful to optimize the resources needed for effective water resources management. In this study multistep-ahead prediction is performed which is more complex and troublesome than onestep ahead. Our investigation proposed that nonlinear relationships may exist among the monthly indices, so that the ARIMA model might not be able to effectively extract the full relationship hidden in the historical data. Support vector machines are potentially helpful time series forecasting strategies on account of their strong nonlinear mapping capability and resistance to complexity in forecasting data. SVMs have great learning capability in time series modelling compared to ANN. For instance, the SVMs execute the structural risk minimization principle, which allows in better generalization as compared to neural networks that use the empirical risk minimization principle. The reliability of these computational models was analysed in light of simulation results and it was found out that SVM model produces better results among the three. The future research should be routed to extend the validation data set and to check the validity of our results on different areas with hybrid intelligence techniques.

A perturbative approach for enhancing the performance of time series forecasting.

PubMed

de Mattos Neto, Paulo S G; Ferreira, Tiago A E; Lima, Aranildo R; Vasconcelos, Germano C; Cavalcanti, George D C

2017-04-01

This paper proposes a method to perform time series prediction based on perturbation theory. The approach is based on continuously adjusting an initial forecasting model to asymptotically approximate a desired time series model. First, a predictive model generates an initial forecasting for a time series. Second, a residual time series is calculated as the difference between the original time series and the initial forecasting. If that residual series is not white noise, then it can be used to improve the accuracy of the initial model and a new predictive model is adjusted using residual series. The whole process is repeated until convergence or the residual series becomes white noise. The output of the method is then given by summing up the outputs of all trained predictive models in a perturbative sense. To test the method, an experimental investigation was conducted on six real world time series. A comparison was made with six other methods experimented and ten other results found in the literature. Results show that not only the performance of the initial model is significantly improved but also the proposed method outperforms the other results previously published. Copyright © 2017 Elsevier Ltd. All rights reserved.

Using wavelet-feedforward neural networks to improve air pollution forecasting in urban environments.

PubMed

Dunea, Daniel; Pohoata, Alin; Iordache, Stefania

2015-07-01

The paper presents the screening of various feedforward neural networks (FANN) and wavelet-feedforward neural networks (WFANN) applied to time series of ground-level ozone (O3), nitrogen dioxide (NO2), and particulate matter (PM10 and PM2.5 fractions) recorded at four monitoring stations located in various urban areas of Romania, to identify common configurations with optimal generalization performance. Two distinct model runs were performed as follows: data processing using hourly-recorded time series of airborne pollutants during cold months (O3, NO2, and PM10), when residential heating increases the local emissions, and data processing using 24-h daily averaged concentrations (PM2.5) recorded between 2009 and 2012. Dataset variability was assessed using statistical analysis. Time series were passed through various FANNs. Each time series was decomposed in four time-scale components using three-level wavelets, which have been passed also through FANN, and recomposed into a single time series. The agreement between observed and modelled output was evaluated based on the statistical significance (r coefficient and correlation between errors and data). Daubechies db3 wavelet-Rprop FANN (6-4-1) utilization gave positive results for O3 time series optimizing the exclusive use of the FANN for hourly-recorded time series. NO2 was difficult to model due to time series specificity, but wavelet integration improved FANN performances. Daubechies db3 wavelet did not improve the FANN outputs for PM10 time series. Both models (FANN/WFANN) overestimated PM2.5 forecasted values in the last quarter of time series. A potential improvement of the forecasted values could be the integration of a smoothing algorithm to adjust the PM2.5 model outputs.

Weather Research and Forecasting Model Wind Sensitivity Study at Edwards Air Force Base, CA

NASA Technical Reports Server (NTRS)

Watson, Leela R.; Bauman, William H., III; Hoeth, Brian

2009-01-01

This abstract describes work that will be done by the Applied Meteorology Unit (AMU) in assessing the success of different model configurations in predicting "wind cycling" cases at Edwards Air Force Base, CA (EAFB), in which the wind speeds and directions oscillate among towers near the EAFB runway. The Weather Research and Forecasting (WRF) model allows users to choose among two dynamical cores - the Advanced Research WRF (ARW) and the Non-hydrostatic Mesoscale Model (NMM). There are also data assimilation analysis packages available for the initialization of the WRF model - the Local Analysis and Prediction System (LAPS) and the Advanced Regional Prediction System (ARPS) Data Analysis System (ADAS). Having a series of initialization options and WRF cores, as well as many options within each core, creates challenges for local forecasters, such as determining which configuration options are best to address specific forecast concerns. The goal of this project is to assess the different configurations available and determine which configuration will best predict surface wind speed and direction at EAFB.

Evaluating the spatio-temporal performance of sky-imager-based solar irradiance analysis and forecasts

NASA Astrophysics Data System (ADS)

Schmidt, Thomas; Kalisch, John; Lorenz, Elke; Heinemann, Detlev

2016-03-01

Clouds are the dominant source of small-scale variability in surface solar radiation and uncertainty in its prediction. However, the increasing share of solar energy in the worldwide electric power supply increases the need for accurate solar radiation forecasts. In this work, we present results of a very short term global horizontal irradiance (GHI) forecast experiment based on hemispheric sky images. A 2-month data set with images from one sky imager and high-resolution GHI measurements from 99 pyranometers distributed over 10 km by 12 km is used for validation. We developed a multi-step model and processed GHI forecasts up to 25 min with an update interval of 15 s. A cloud type classification is used to separate the time series into different cloud scenarios. Overall, the sky-imager-based forecasts do not outperform the reference persistence forecasts. Nevertheless, we find that analysis and forecast performance depends strongly on the predominant cloud conditions. Especially convective type clouds lead to high temporal and spatial GHI variability. For cumulus cloud conditions, the analysis error is found to be lower than that introduced by a single pyranometer if it is used representatively for the whole area in distances from the camera larger than 1-2 km. Moreover, forecast skill is much higher for these conditions compared to overcast or clear sky situations causing low GHI variability, which is easier to predict by persistence. In order to generalize the cloud-induced forecast error, we identify a variability threshold indicating conditions with positive forecast skill.

Wetting and drying of soil in response to precipitation: Data analysis, modeling, and forecasting

USGS Publications Warehouse

Basak, Aniruddha; Kulkarni, Chinmay; Schmidt, Kevin M.; Mengshoel, Ole

2016-01-01

This paper investigates methods to analyze and forecast soil moisture time series. We extend an existing Antecedent Water Index (AWI) model, which expresses soil moisture as a function of time and rainfall. Unfortunately, the existing AWI model does not forecast effectively for time periods beyond a few hours. To overcome this limitation, we develop a novel AWI-based model. Our model accumulates rainfall over a time interval and can fit a diverse range of wetting and drying curves. In addition, parameters in our model reflect hydrologic redistribution processes of gravity and suction.We validate our models using experimental soil moisture and rainfall time series data collected from steep gradient post-wildfire sites in Southern California, where rapid landscape change was observed in response to small to moderate rain storms. We found that our novel model fits the data for three distinct soil textures, occurring at different depths below the ground surface (5, 15, and 30 cm). Our model also successfully forecasts soil moisture trends, such as drying and wetting rate.

Stock price forecasting based on time series analysis

NASA Astrophysics Data System (ADS)

Chi, Wan Le

2018-05-01

Using the historical stock price data to set up a sequence model to explain the intrinsic relationship of data, the future stock price can forecasted. The used models are auto-regressive model, moving-average model and autoregressive-movingaverage model. The original data sequence of unit root test was used to judge whether the original data sequence was stationary. The non-stationary original sequence as a first order difference needed further processing. Then the stability of the sequence difference was re-inspected. If it is still non-stationary, the second order differential processing of the sequence is carried out. Autocorrelation diagram and partial correlation diagram were used to evaluate the parameters of the identified ARMA model, including coefficients of the model and model order. Finally, the model was used to forecast the fitting of the shanghai composite index daily closing price with precision. Results showed that the non-stationary original data series was stationary after the second order difference. The forecast value of shanghai composite index daily closing price was closer to actual value, indicating that the ARMA model in the paper was a certain accuracy.

A novel hybrid ensemble learning paradigm for tourism forecasting

NASA Astrophysics Data System (ADS)

Shabri, Ani

2015-02-01

In this paper, a hybrid forecasting model based on Empirical Mode Decomposition (EMD) and Group Method of Data Handling (GMDH) is proposed to forecast tourism demand. This methodology first decomposes the original visitor arrival series into several Intrinsic Model Function (IMFs) components and one residual component by EMD technique. Then, IMFs components and the residual components is forecasted respectively using GMDH model whose input variables are selected by using Partial Autocorrelation Function (PACF). The final forecasted result for tourism series is produced by aggregating all the forecasted results. For evaluating the performance of the proposed EMD-GMDH methodologies, the monthly data of tourist arrivals from Singapore to Malaysia are used as an illustrative example. Empirical results show that the proposed EMD-GMDH model outperforms the EMD-ARIMA as well as the GMDH and ARIMA (Autoregressive Integrated Moving Average) models without time series decomposition.

Layered Ensemble Architecture for Time Series Forecasting.

PubMed

Rahman, Md Mustafizur; Islam, Md Monirul; Murase, Kazuyuki; Yao, Xin

2016-01-01

Time series forecasting (TSF) has been widely used in many application areas such as science, engineering, and finance. The phenomena generating time series are usually unknown and information available for forecasting is only limited to the past values of the series. It is, therefore, necessary to use an appropriate number of past values, termed lag, for forecasting. This paper proposes a layered ensemble architecture (LEA) for TSF problems. Our LEA consists of two layers, each of which uses an ensemble of multilayer perceptron (MLP) networks. While the first ensemble layer tries to find an appropriate lag, the second ensemble layer employs the obtained lag for forecasting. Unlike most previous work on TSF, the proposed architecture considers both accuracy and diversity of the individual networks in constructing an ensemble. LEA trains different networks in the ensemble by using different training sets with an aim of maintaining diversity among the networks. However, it uses the appropriate lag and combines the best trained networks to construct the ensemble. This indicates LEAs emphasis on accuracy of the networks. The proposed architecture has been tested extensively on time series data of neural network (NN)3 and NN5 competitions. It has also been tested on several standard benchmark time series data. In terms of forecasting accuracy, our experimental results have revealed clearly that LEA is better than other ensemble and nonensemble methods.

Time-Series Forecast Modeling on High-Bandwidth Network Measurements

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yoo, Wucherl; Sim, Alex

With the increasing number of geographically distributed scientific collaborations and the growing sizes of scientific data, it has become challenging for users to achieve the best possible network performance on a shared network. In this paper, we have developed a model to forecast expected bandwidth utilization on high-bandwidth wide area networks. The forecast model can improve the efficiency of the resource utilization and scheduling of data movements on high-bandwidth networks to accommodate ever increasing data volume for large-scale scientific data applications. A univariate time-series forecast model is developed with the Seasonal decomposition of Time series by Loess (STL) and themore » AutoRegressive Integrated Moving Average (ARIMA) on Simple Network Management Protocol (SNMP) path utilization measurement data. Compared with the traditional approach such as Box-Jenkins methodology to train the ARIMA model, our forecast model reduces computation time up to 92.6 %. It also shows resilience against abrupt network usage changes. Finally, our forecast model conducts the large number of multi-step forecast, and the forecast errors are within the mean absolute deviation (MAD) of the monitored measurements.« less

Time-Series Forecast Modeling on High-Bandwidth Network Measurements

DOE PAGES

Yoo, Wucherl; Sim, Alex

2016-06-24

With the increasing number of geographically distributed scientific collaborations and the growing sizes of scientific data, it has become challenging for users to achieve the best possible network performance on a shared network. In this paper, we have developed a model to forecast expected bandwidth utilization on high-bandwidth wide area networks. The forecast model can improve the efficiency of the resource utilization and scheduling of data movements on high-bandwidth networks to accommodate ever increasing data volume for large-scale scientific data applications. A univariate time-series forecast model is developed with the Seasonal decomposition of Time series by Loess (STL) and themore » AutoRegressive Integrated Moving Average (ARIMA) on Simple Network Management Protocol (SNMP) path utilization measurement data. Compared with the traditional approach such as Box-Jenkins methodology to train the ARIMA model, our forecast model reduces computation time up to 92.6 %. It also shows resilience against abrupt network usage changes. Finally, our forecast model conducts the large number of multi-step forecast, and the forecast errors are within the mean absolute deviation (MAD) of the monitored measurements.« less

Joint Seasonal ARMA Approach for Modeling of Load Forecast Errors in Planning Studies

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hafen, Ryan P.; Samaan, Nader A.; Makarov, Yuri V.

2014-04-14

To make informed and robust decisions in the probabilistic power system operation and planning process, it is critical to conduct multiple simulations of the generated combinations of wind and load parameters and their forecast errors to handle the variability and uncertainty of these time series. In order for the simulation results to be trustworthy, the simulated series must preserve the salient statistical characteristics of the real series. In this paper, we analyze day-ahead load forecast error data from multiple balancing authority locations and characterize statistical properties such as mean, standard deviation, autocorrelation, correlation between series, time-of-day bias, and time-of-day autocorrelation.more » We then construct and validate a seasonal autoregressive moving average (ARMA) model to model these characteristics, and use the model to jointly simulate day-ahead load forecast error series for all BAs.« less

A comparison of the stochastic and machine learning approaches in hydrologic time series forecasting

NASA Astrophysics Data System (ADS)

Kim, T.; Joo, K.; Seo, J.; Heo, J. H.

2016-12-01

Hydrologic time series forecasting is an essential task in water resources management and it becomes more difficult due to the complexity of runoff process. Traditional stochastic models such as ARIMA family has been used as a standard approach in time series modeling and forecasting of hydrological variables. Due to the nonlinearity in hydrologic time series data, machine learning approaches has been studied with the advantage of discovering relevant features in a nonlinear relation among variables. This study aims to compare the predictability between the traditional stochastic model and the machine learning approach. Seasonal ARIMA model was used as the traditional time series model, and Random Forest model which consists of decision tree and ensemble method using multiple predictor approach was applied as the machine learning approach. In the application, monthly inflow data from 1986 to 2015 of Chungju dam in South Korea were used for modeling and forecasting. In order to evaluate the performances of the used models, one step ahead and multi-step ahead forecasting was applied. Root mean squared error and mean absolute error of two models were compared.

Forecasting Nonlinear Chaotic Time Series with Function Expression Method Based on an Improved Genetic-Simulated Annealing Algorithm

PubMed Central

Wang, Jun; Zhou, Bi-hua; Zhou, Shu-dao; Sheng, Zheng

2015-01-01

The paper proposes a novel function expression method to forecast chaotic time series, using an improved genetic-simulated annealing (IGSA) algorithm to establish the optimum function expression that describes the behavior of time series. In order to deal with the weakness associated with the genetic algorithm, the proposed algorithm incorporates the simulated annealing operation which has the strong local search ability into the genetic algorithm to enhance the performance of optimization; besides, the fitness function and genetic operators are also improved. Finally, the method is applied to the chaotic time series of Quadratic and Rossler maps for validation. The effect of noise in the chaotic time series is also studied numerically. The numerical results verify that the method can forecast chaotic time series with high precision and effectiveness, and the forecasting precision with certain noise is also satisfactory. It can be concluded that the IGSA algorithm is energy-efficient and superior. PMID:26000011

Forecasting nonlinear chaotic time series with function expression method based on an improved genetic-simulated annealing algorithm.

PubMed

Wang, Jun; Zhou, Bi-hua; Zhou, Shu-dao; Sheng, Zheng

2015-01-01

The paper proposes a novel function expression method to forecast chaotic time series, using an improved genetic-simulated annealing (IGSA) algorithm to establish the optimum function expression that describes the behavior of time series. In order to deal with the weakness associated with the genetic algorithm, the proposed algorithm incorporates the simulated annealing operation which has the strong local search ability into the genetic algorithm to enhance the performance of optimization; besides, the fitness function and genetic operators are also improved. Finally, the method is applied to the chaotic time series of Quadratic and Rossler maps for validation. The effect of noise in the chaotic time series is also studied numerically. The numerical results verify that the method can forecast chaotic time series with high precision and effectiveness, and the forecasting precision with certain noise is also satisfactory. It can be concluded that the IGSA algorithm is energy-efficient and superior.

Road safety forecasts in five European countries using structural time series models.

PubMed

Antoniou, Constantinos; Papadimitriou, Eleonora; Yannis, George

2014-01-01

Modeling road safety development is a complex task and needs to consider both the quantifiable impact of specific parameters as well as the underlying trends that cannot always be measured or observed. The objective of this research is to apply structural time series models for obtaining reliable medium- to long-term forecasts of road traffic fatality risk using data from 5 countries with different characteristics from all over Europe (Cyprus, Greece, Hungary, Norway, and Switzerland). Two structural time series models are considered: (1) the local linear trend model and the (2) latent risk time series model. Furthermore, a structured decision tree for the selection of the applicable model for each situation (developed within the Road Safety Data, Collection, Transfer and Analysis [DaCoTA] research project, cofunded by the European Commission) is outlined. First, the fatality and exposure data that are used for the development of the models are presented and explored. Then, the modeling process is presented, including the model selection process, introduction of intervention variables, and development of mobility scenarios. The forecasts using the developed models appear to be realistic and within acceptable confidence intervals. The proposed methodology is proved to be very efficient for handling different cases of data availability and quality, providing an appropriate alternative from the family of structural time series models in each country. A concluding section providing perspectives and directions for future research is presented.

Ridge Polynomial Neural Network with Error Feedback for Time Series Forecasting

PubMed Central

Ghazali, Rozaida; Herawan, Tutut

2016-01-01

Time series forecasting has gained much attention due to its many practical applications. Higher-order neural network with recurrent feedback is a powerful technique that has been used successfully for time series forecasting. It maintains fast learning and the ability to learn the dynamics of the time series over time. Network output feedback is the most common recurrent feedback for many recurrent neural network models. However, not much attention has been paid to the use of network error feedback instead of network output feedback. In this study, we propose a novel model, called Ridge Polynomial Neural Network with Error Feedback (RPNN-EF) that incorporates higher order terms, recurrence and error feedback. To evaluate the performance of RPNN-EF, we used four univariate time series with different forecasting horizons, namely star brightness, monthly smoothed sunspot numbers, daily Euro/Dollar exchange rate, and Mackey-Glass time-delay differential equation. We compared the forecasting performance of RPNN-EF with the ordinary Ridge Polynomial Neural Network (RPNN) and the Dynamic Ridge Polynomial Neural Network (DRPNN). Simulation results showed an average 23.34% improvement in Root Mean Square Error (RMSE) with respect to RPNN and an average 10.74% improvement with respect to DRPNN. That means that using network errors during training helps enhance the overall forecasting performance for the network. PMID:27959927

Ridge Polynomial Neural Network with Error Feedback for Time Series Forecasting.

PubMed

Waheeb, Waddah; Ghazali, Rozaida; Herawan, Tutut

2016-01-01

Time series forecasting has gained much attention due to its many practical applications. Higher-order neural network with recurrent feedback is a powerful technique that has been used successfully for time series forecasting. It maintains fast learning and the ability to learn the dynamics of the time series over time. Network output feedback is the most common recurrent feedback for many recurrent neural network models. However, not much attention has been paid to the use of network error feedback instead of network output feedback. In this study, we propose a novel model, called Ridge Polynomial Neural Network with Error Feedback (RPNN-EF) that incorporates higher order terms, recurrence and error feedback. To evaluate the performance of RPNN-EF, we used four univariate time series with different forecasting horizons, namely star brightness, monthly smoothed sunspot numbers, daily Euro/Dollar exchange rate, and Mackey-Glass time-delay differential equation. We compared the forecasting performance of RPNN-EF with the ordinary Ridge Polynomial Neural Network (RPNN) and the Dynamic Ridge Polynomial Neural Network (DRPNN). Simulation results showed an average 23.34% improvement in Root Mean Square Error (RMSE) with respect to RPNN and an average 10.74% improvement with respect to DRPNN. That means that using network errors during training helps enhance the overall forecasting performance for the network.

The Role of Model and Initial Condition Error in Numerical Weather Forecasting Investigated with an Observing System Simulation Experiment

NASA Technical Reports Server (NTRS)

Prive, Nikki C.; Errico, Ronald M.

2013-01-01

A series of experiments that explore the roles of model and initial condition error in numerical weather prediction are performed using an observing system simulation experiment (OSSE) framework developed at the National Aeronautics and Space Administration Global Modeling and Assimilation Office (NASA/GMAO). The use of an OSSE allows the analysis and forecast errors to be explicitly calculated, and different hypothetical observing networks can be tested with ease. In these experiments, both a full global OSSE framework and an 'identical twin' OSSE setup are utilized to compare the behavior of the data assimilation system and evolution of forecast skill with and without model error. The initial condition error is manipulated by varying the distribution and quality of the observing network and the magnitude of observation errors. The results show that model error has a strong impact on both the quality of the analysis field and the evolution of forecast skill, including both systematic and unsystematic model error components. With a realistic observing network, the analysis state retains a significant quantity of error due to systematic model error. If errors of the analysis state are minimized, model error acts to rapidly degrade forecast skill during the first 24-48 hours of forward integration. In the presence of model error, the impact of observation errors on forecast skill is small, but in the absence of model error, observation errors cause a substantial degradation of the skill of medium range forecasts.

Time Series Forecasting of Daily Reference Evapotranspiration by Neural Network Ensemble Learning for Irrigation System

NASA Astrophysics Data System (ADS)

Manikumari, N.; Murugappan, A.; Vinodhini, G.

2017-07-01

Time series forecasting has gained remarkable interest of researchers in the last few decades. Neural networks based time series forecasting have been employed in various application areas. Reference Evapotranspiration (ETO) is one of the most important components of the hydrologic cycle and its precise assessment is vital in water balance and crop yield estimation, water resources system design and management. This work aimed at achieving accurate time series forecast of ETO using a combination of neural network approaches. This work was carried out using data collected in the command area of VEERANAM Tank during the period 2004 - 2014 in India. In this work, the Neural Network (NN) models were combined by ensemble learning in order to improve the accuracy for forecasting Daily ETO (for the year 2015). Bagged Neural Network (Bagged-NN) and Boosted Neural Network (Boosted-NN) ensemble learning were employed. It has been proved that Bagged-NN and Boosted-NN ensemble models are better than individual NN models in terms of accuracy. Among the ensemble models, Boosted-NN reduces the forecasting errors compared to Bagged-NN and individual NNs. Regression co-efficient, Mean Absolute Deviation, Mean Absolute Percentage error and Root Mean Square Error also ascertain that Boosted-NN lead to improved ETO forecasting performance.

Extending nonlinear analysis to short ecological time series.

PubMed

Hsieh, Chih-hao; Anderson, Christian; Sugihara, George

2008-01-01

Nonlinearity is important and ubiquitous in ecology. Though detectable in principle, nonlinear behavior is often difficult to characterize, analyze, and incorporate mechanistically into models of ecosystem function. One obvious reason is that quantitative nonlinear analysis tools are data intensive (require long time series), and time series in ecology are generally short. Here we demonstrate a useful method that circumvents data limitation and reduces sampling error by combining ecologically similar multispecies time series into one long time series. With this technique, individual ecological time series containing as few as 20 data points can be mined for such important information as (1) significantly improved forecast ability, (2) the presence and location of nonlinearity, and (3) the effective dimensionality (the number of relevant variables) of an ecological system.

Application of time series analysis in modelling and forecasting emergency department visits in a medical centre in Southern Taiwan.

PubMed

Juang, Wang-Chuan; Huang, Sin-Jhih; Huang, Fong-Dee; Cheng, Pei-Wen; Wann, Shue-Ren

2017-12-01

Emergency department (ED) overcrowding is acknowledged as an increasingly important issue worldwide. Hospital managers are increasingly paying attention to ED crowding in order to provide higher quality medical services to patients. One of the crucial elements for a good management strategy is demand forecasting. Our study sought to construct an adequate model and to forecast monthly ED visits. We retrospectively gathered monthly ED visits from January 2009 to December 2016 to carry out a time series autoregressive integrated moving average (ARIMA) analysis. Initial development of the model was based on past ED visits from 2009 to 2016. A best-fit model was further employed to forecast the monthly data of ED visits for the next year (2016). Finally, we evaluated the predicted accuracy of the identified model with the mean absolute percentage error (MAPE). The software packages SAS/ETS V.9.4 and Office Excel 2016 were used for all statistical analyses. A series of statistical tests showed that six models, including ARIMA (0, 0, 1), ARIMA (1, 0, 0), ARIMA (1, 0, 1), ARIMA (2, 0, 1), ARIMA (3, 0, 1) and ARIMA (5, 0, 1), were candidate models. The model that gave the minimum Akaike information criterion and Schwartz Bayesian criterion and followed the assumptions of residual independence was selected as the adequate model. Finally, a suitable ARIMA (0, 0, 1) structure, yielding a MAPE of 8.91%, was identified and obtained as Visit t =7111.161+(a t +0.37462 a t -1). The ARIMA (0, 0, 1) model can be considered adequate for predicting future ED visits, and its forecast results can be used to aid decision-making processes. © Article author(s) (or their employer(s) unless otherwise stated in the text of the article) 2017. All rights reserved. No commercial use is permitted unless otherwise expressly granted.

Skilful rainfall forecasts from artificial neural networks with long duration series and single-month optimization

NASA Astrophysics Data System (ADS)

Abbot, John; Marohasy, Jennifer

2017-11-01

General circulation models, which forecast by first modelling actual conditions in the atmosphere and ocean, are used extensively for monthly rainfall forecasting. We show how more skilful monthly and seasonal rainfall forecasts can be achieved through the mining of historical climate data using artificial neural networks (ANNs). This technique is demonstrated for two agricultural regions of Australia: the wheat belt of Western Australia and the sugar growing region of coastal Queensland. The most skilful monthly rainfall forecasts measured in terms of Ideal Point Error (IPE), and a score relative to climatology, are consistently achieved through the use of ANNs optimized for each month individually, and also by choosing to input longer historical series of climate indices. Using the longer series restricts the number of climate indices that can be used.

Sufficient Forecasting Using Factor Models

PubMed Central

Fan, Jianqing; Xue, Lingzhou; Yao, Jiawei

2017-01-01

We consider forecasting a single time series when there is a large number of predictors and a possible nonlinear effect. The dimensionality was first reduced via a high-dimensional (approximate) factor model implemented by the principal component analysis. Using the extracted factors, we develop a novel forecasting method called the sufficient forecasting, which provides a set of sufficient predictive indices, inferred from high-dimensional predictors, to deliver additional predictive power. The projected principal component analysis will be employed to enhance the accuracy of inferred factors when a semi-parametric (approximate) factor model is assumed. Our method is also applicable to cross-sectional sufficient regression using extracted factors. The connection between the sufficient forecasting and the deep learning architecture is explicitly stated. The sufficient forecasting correctly estimates projection indices of the underlying factors even in the presence of a nonparametric forecasting function. The proposed method extends the sufficient dimension reduction to high-dimensional regimes by condensing the cross-sectional information through factor models. We derive asymptotic properties for the estimate of the central subspace spanned by these projection directions as well as the estimates of the sufficient predictive indices. We further show that the natural method of running multiple regression of target on estimated factors yields a linear estimate that actually falls into this central subspace. Our method and theory allow the number of predictors to be larger than the number of observations. We finally demonstrate that the sufficient forecasting improves upon the linear forecasting in both simulation studies and an empirical study of forecasting macroeconomic variables. PMID:29731537

Performance comparison of the Prophecy (forecasting) Algorithm in FFT form for unseen feature and time-series prediction

NASA Astrophysics Data System (ADS)

Jaenisch, Holger; Handley, James

2013-06-01

We introduce a generalized numerical prediction and forecasting algorithm. We have previously published it for malware byte sequence feature prediction and generalized distribution modeling for disparate test article analysis. We show how non-trivial non-periodic extrapolation of a numerical sequence (forecast and backcast) from the starting data is possible. Our ancestor-progeny prediction can yield new options for evolutionary programming. Our equations enable analytical integrals and derivatives to any order. Interpolation is controllable from smooth continuous to fractal structure estimation. We show how our generalized trigonometric polynomial can be derived using a Fourier transform.

Performance of time-series methods in forecasting the demand for red blood cell transfusion.

PubMed

Pereira, Arturo

2004-05-01

Planning the future blood collection efforts must be based on adequate forecasts of transfusion demand. In this study, univariate time-series methods were investigated for their performance in forecasting the monthly demand for RBCs at one tertiary-care, university hospital. Three time-series methods were investigated: autoregressive integrated moving average (ARIMA), the Holt-Winters family of exponential smoothing models, and one neural-network-based method. The time series consisted of the monthly demand for RBCs from January 1988 to December 2002 and was divided into two segments: the older one was used to fit or train the models, and the younger to test for the accuracy of predictions. Performance was compared across forecasting methods by calculating goodness-of-fit statistics, the percentage of months in which forecast-based supply would have met the RBC demand (coverage rate), and the outdate rate. The RBC transfusion series was best fitted by a seasonal ARIMA(0,1,1)(0,1,1)(12) model. Over 1-year time horizons, forecasts generated by ARIMA or exponential smoothing laid within the +/- 10 percent interval of the real RBC demand in 79 percent of months (62% in the case of neural networks). The coverage rate for the three methods was 89, 91, and 86 percent, respectively. Over 2-year time horizons, exponential smoothing largely outperformed the other methods. Predictions by exponential smoothing laid within the +/- 10 percent interval of real values in 75 percent of the 24 forecasted months, and the coverage rate was 87 percent. Over 1-year time horizons, predictions of RBC demand generated by ARIMA or exponential smoothing are accurate enough to be of help in the planning of blood collection efforts. For longer time horizons, exponential smoothing outperforms the other forecasting methods.

State-space based analysis and forecasting of macroscopic road safety trends in Greece.

PubMed

Antoniou, Constantinos; Yannis, George

2013-11-01

In this paper, macroscopic road safety trends in Greece are analyzed using state-space models and data for 52 years (1960-2011). Seemingly unrelated time series equations (SUTSE) models are developed first, followed by richer latent risk time-series (LRT) models. As reliable estimates of vehicle-kilometers are not available for Greece, the number of vehicles in circulation is used as a proxy to the exposure. Alternative considered models are presented and discussed, including diagnostics for the assessment of their model quality and recommendations for further enrichment of this model. Important interventions were incorporated in the models developed (1986 financial crisis, 1991 old-car exchange scheme, 1996 new road fatality definition) and found statistically significant. Furthermore, the forecasting results using data up to 2008 were compared with final actual data (2009-2011) indicating that the models perform properly, even in unusual situations, like the current strong financial crisis in Greece. Forecasting results up to 2020 are also presented and compared with the forecasts of a model that explicitly considers the currently on-going recession. Modeling the recession, and assuming that it will end by 2013, results in more reasonable estimates of risk and vehicle-kilometers for the 2020 horizon. This research demonstrates the benefits of using advanced state-space modeling techniques for modeling macroscopic road safety trends, such as allowing the explicit modeling of interventions. The challenges associated with the application of such state-of-the-art models for macroscopic phenomena, such as traffic fatalities in a region or country, are also highlighted. Furthermore, it is demonstrated that it is possible to apply such complex models using the relatively short time-series that are available in macroscopic road safety analysis. Copyright © 2013 Elsevier Ltd. All rights reserved.

KARMA4

DOE Office of Scientific and Technical Information (OSTI.GOV)

Khalil, Mohammad; Salloum, Maher; Lee, Jina

2017-07-10

KARMA4 is a C++ library for autoregressive moving average (ARMA) modeling and forecasting of time-series data while incorporating both process and observation error. KARMA4 is designed for fitting and forecasting of time-series data for predictive purposes.

Forecasting municipal solid waste generation using prognostic tools and regression analysis.

PubMed

Ghinea, Cristina; Drăgoi, Elena Niculina; Comăniţă, Elena-Diana; Gavrilescu, Marius; Câmpean, Teofil; Curteanu, Silvia; Gavrilescu, Maria

2016-11-01

For an adequate planning of waste management systems the accurate forecast of waste generation is an essential step, since various factors can affect waste trends. The application of predictive and prognosis models are useful tools, as reliable support for decision making processes. In this paper some indicators such as: number of residents, population age, urban life expectancy, total municipal solid waste were used as input variables in prognostic models in order to predict the amount of solid waste fractions. We applied Waste Prognostic Tool, regression analysis and time series analysis to forecast municipal solid waste generation and composition by considering the Iasi Romania case study. Regression equations were determined for six solid waste fractions (paper, plastic, metal, glass, biodegradable and other waste). Accuracy Measures were calculated and the results showed that S-curve trend model is the most suitable for municipal solid waste (MSW) prediction. Copyright © 2016 Elsevier Ltd. All rights reserved.

Preliminary analysis on hybrid Box-Jenkins - GARCH modeling in forecasting gold price

NASA Astrophysics Data System (ADS)

Yaziz, Siti Roslindar; Azizan, Noor Azlinna; Ahmad, Maizah Hura; Zakaria, Roslinazairimah; Agrawal, Manju; Boland, John

2015-02-01

Gold has been regarded as a valuable precious metal and the most popular commodity as a healthy return investment. Hence, the analysis and prediction of gold price become very significant to investors. This study is a preliminary analysis on gold price and its volatility that focuses on the performance of hybrid Box-Jenkins models together with GARCH in analyzing and forecasting gold price. The Box-Cox formula is used as the data transformation method due to its potential best practice in normalizing data, stabilizing variance and reduces heteroscedasticity using 41-year daily gold price data series starting 2nd January 1973. Our study indicates that the proposed hybrid model ARIMA-GARCH with t-innovation can be a new potential approach in forecasting gold price. This finding proves the strength of GARCH in handling volatility in the gold price as well as overcomes the non-linear limitation in the Box-Jenkins modeling.

A comparison of performance of several artificial intelligence methods for forecasting monthly discharge time series

NASA Astrophysics Data System (ADS)

Wang, Wen-Chuan; Chau, Kwok-Wing; Cheng, Chun-Tian; Qiu, Lin

2009-08-01

SummaryDeveloping a hydrological forecasting model based on past records is crucial to effective hydropower reservoir management and scheduling. Traditionally, time series analysis and modeling is used for building mathematical models to generate hydrologic records in hydrology and water resources. Artificial intelligence (AI), as a branch of computer science, is capable of analyzing long-series and large-scale hydrological data. In recent years, it is one of front issues to apply AI technology to the hydrological forecasting modeling. In this paper, autoregressive moving-average (ARMA) models, artificial neural networks (ANNs) approaches, adaptive neural-based fuzzy inference system (ANFIS) techniques, genetic programming (GP) models and support vector machine (SVM) method are examined using the long-term observations of monthly river flow discharges. The four quantitative standard statistical performance evaluation measures, the coefficient of correlation ( R), Nash-Sutcliffe efficiency coefficient ( E), root mean squared error (RMSE), mean absolute percentage error (MAPE), are employed to evaluate the performances of various models developed. Two case study river sites are also provided to illustrate their respective performances. The results indicate that the best performance can be obtained by ANFIS, GP and SVM, in terms of different evaluation criteria during the training and validation phases.

Statistical models and time series forecasting of sulfur dioxide: a case study Tehran.

PubMed

Hassanzadeh, S; Hosseinibalam, F; Alizadeh, R

2009-08-01

This study performed a time-series analysis, frequency distribution and prediction of SO(2) levels for five stations (Pardisan, Vila, Azadi, Gholhak and Bahman) in Tehran for the period of 2000-2005. Most sites show a quite similar characteristic with highest pollution in autumn-winter time and least pollution in spring-summer. The frequency distributions show higher peaks at two residential sites. The potential for SO(2) problems is high because of high emissions and the close geographical proximity of the major industrial and urban centers. The ACF and PACF are nonzero for several lags, indicating a mixed (ARMA) model, then at Bahman station an ARMA model was used for forecasting SO(2). The partial autocorrelations become close to 0 after about 5 lags while the autocorrelations remain strong through all the lags shown. The results proved that ARMA (2,2) model can provides reliable, satisfactory predictions for time series.

Forecast of Antarctic Sea Ice and Meteorological Fields

NASA Astrophysics Data System (ADS)

Barreira, S.; Orquera, F.

2017-12-01

Since 2001, we have been forecasting the climatic fields of the Antarctic sea ice (SI) and surface air temperature, surface pressure and precipitation anomalies for the Southern Hemisphere at the Meteorological Department of the Argentine Naval Hydrographic Service with different techniques that have evolved with the years. Forecast is based on the results of Principal Components Analysis applied to SI series (S-Mode) that gives patterns of temporal series with validity areas (these series are important to determine which areas in Antarctica will have positive or negative SI anomalies based on what happen in the atmosphere) and, on the other hand, to SI fields (T-Mode) that give us the form of the SI fields anomalies based on a classification of 16 patterns. Each T-Mode pattern has unique atmospheric fields associated to them. Therefore, it is possible to forecast whichever atmosphere variable we decide for the Southern Hemisphere. When the forecast is obtained, each pattern has a probability of occurrence and sometimes it is necessary to compose more than one of them to obtain the final result. S-Mode and T-Mode are monthly updated with new data, for that reason the forecasts improved with the increase of cases since 2001. We used the Monthly Polar Gridded Sea Ice Concentrations database derived from satellite information generated by NASA Team algorithm provided monthly by the National Snow and Ice Data Center of USA that begins in November 1978. Recently, we have been experimenting with multilayer Perceptron (neuronal network) with supervised learning and a back-propagation algorithm to improve the forecast. The Perceptron is the most common Artificial Neural Network topology dedicated to image pattern recognition. It was implemented through the use of temperature and pressure anomalies field images that were associated with a the different sea ice anomaly patterns. The variables analyzed included only composites of surface air temperature and pressure anomalies to simplify the density of input data and avoid a non-converging solution. Sea ice and atmospheric variables forecast can be checked every month at our web page http://www.hidro.gob.ar/smara/sb/sb.asp and at World Meteorological web page (Global Cryosphere Watch) http://globalcryospherewatch.org/state_of_cryo/seaice/.

Analysis of surface deformation during the eruptive process of El Hierro Island (Canary Islands, Spain): Detection, Evolution and Forecasting.

NASA Astrophysics Data System (ADS)

Berrocoso, M.; Fernandez-Ros, A.; Prates, G.; Martin, M.; Hurtado, R.; Pereda, J.; Garcia, M. J.; Garcia-Cañada, L.; Ortiz, R.; Garcia, A.

2012-04-01

The surface deformation has been an essential parameter for the onset and evolution of the eruptive process of the island of El Hierro (October 2011) as well as for forecasting changes in seismic and volcanic activity during the crisis period. From GNSS-GPS observations the reactivation is early detected by analizing the change in the deformation of the El Hierro Island regional geodynamics. It is found that the surface deformation changes are detected before the occurrence of seismic activity using the station FRON (GRAFCAN). The evolution of the process has been studied by the analysis of time series of topocentric coordinates and the variation of the distance between stations on the island of El Hierro (GRAFCAN station;IGN network; and UCA-CSIC points) and LPAL-IGS station on the island of La Palma. In this work the main methodologies and their results are shown: •The location (and its changes) of the litospheric pressure source obtained by applying the Mogi model. •Kalman filtering technique for high frequency time series, used to make the forecasts issued for volcanic emergency management. •Correlations between deformation of the different GPS stations and their relationship with seismovolcanic settings.

High Spatial Resolution Forecasting of Long-Term Monthly Precipitation and Mean Temperature Trends in Data Scarce Regions

NASA Astrophysics Data System (ADS)

Mosier, T. M.; Hill, D. F.; Sharp, K. V.

2013-12-01

High spatial resolution time-series data are critical for many hydrological and earth science studies. Multiple groups have developed historical and forecast datasets of high-resolution monthly time-series for regions of the world such as the United States (e.g. PRISM for hindcast data and MACA for long-term forecasts); however, analogous datasets have not been available for most data scarce regions. The current work fills this data need by producing and freely distributing hindcast and forecast time-series datasets of monthly precipitation and mean temperature for all global land surfaces, gridded at a 30 arc-second resolution. The hindcast data are constructed through a Delta downscaling method, using as inputs 0.5 degree monthly time-series and 30 arc-second climatology global weather datasets developed by Willmott & Matsuura and WorldClim, respectively. The forecast data are formulated using a similar downscaling method, but with an additional step to remove bias from the climate variable's probability distribution over each region of interest. The downscaling package is designed to be compatible with a number of general circulation models (GCM) (e.g. with GCMs developed for the IPCC AR4 report and CMIP5), and is presently implemented using time-series data from the NCAR CESM1 model in conjunction with 30 arc-second future decadal climatologies distributed by the Consultative Group on International Agricultural Research. The resulting downscaled datasets are 30 arc-second time-series forecasts of monthly precipitation and mean temperature available for all global land areas. As an example of these data, historical and forecast 30 arc-second monthly time-series from 1950 through 2070 are created and analyzed for the region encompassing Pakistan. For this case study, forecast datasets corresponding to the future representative concentration pathways 45 and 85 scenarios developed by the IPCC are presented and compared. This exercise highlights a range of potential meteorological trends for the Pakistan region and more broadly serves to demonstrate the utility of the presented 30 arc-second monthly precipitation and mean temperature datasets for use in data scarce regions.

Forecasting daily attendances at an emergency department to aid resource planning

PubMed Central

Sun, Yan; Heng, Bee Hoon; Seow, Yian Tay; Seow, Eillyne

2009-01-01

Background Accurate forecasting of emergency department (ED) attendances can be a valuable tool for micro and macro level planning. Methods Data for analysis was the counts of daily patient attendances at the ED of an acute care regional general hospital from July 2005 to Mar 2008. Patients were stratified into three acuity categories; i.e. P1, P2 and P3, with P1 being the most acute and P3 being the least acute. The autoregressive integrated moving average (ARIMA) method was separately applied to each of the three acuity categories and total patient attendances. Independent variables included in the model were public holiday (yes or no), ambient air quality measured by pollution standard index (PSI), daily ambient average temperature and daily relative humidity. The seasonal components of weekly and yearly periodicities in the time series of daily attendances were also studied. Univariate analysis by t-tests and multivariate time series analysis were carried out in SPSS version 15. Results By time series analyses, P1 attendances did not show any weekly or yearly periodicity and was only predicted by ambient air quality of PSI > 50. P2 and total attendances showed weekly periodicities, and were also significantly predicted by public holiday. P3 attendances were significantly correlated with day of the week, month of the year, public holiday, and ambient air quality of PSI > 50. After applying the developed models to validate the forecast, the MAPE of prediction by the models were 16.8%, 6.7%, 8.6% and 4.8% for P1, P2, P3 and total attendances, respectively. The models were able to account for most of the significant autocorrelations present in the data. Conclusion Time series analysis has been shown to provide a useful, readily available tool for predicting emergency department workload that can be used to plan staff roster and resource planning. PMID:19178716

Product demand forecasts using wavelet kernel support vector machine and particle swarm optimization in manufacture system

NASA Astrophysics Data System (ADS)

Wu, Qi

2010-03-01

Demand forecasts play a crucial role in supply chain management. The future demand for a certain product is the basis for the respective replenishment systems. Aiming at demand series with small samples, seasonal character, nonlinearity, randomicity and fuzziness, the existing support vector kernel does not approach the random curve of the sales time series in the space (quadratic continuous integral space). In this paper, we present a hybrid intelligent system combining the wavelet kernel support vector machine and particle swarm optimization for demand forecasting. The results of application in car sale series forecasting show that the forecasting approach based on the hybrid PSOWv-SVM model is effective and feasible, the comparison between the method proposed in this paper and other ones is also given, which proves that this method is, for the discussed example, better than hybrid PSOv-SVM and other traditional methods.

Weather Research and Forecasting Model Sensitivity Comparisons for Warm Season Convective Initiation

NASA Technical Reports Server (NTRS)

Watson, Leela R.

2007-01-01

This report describes the work done by the Applied Meteorology Unit (AMU) in assessing the success of different model configurations in predicting warm season convection over East-Central Florida. The Weather Research and Forecasting Environmental Modeling System (WRF EMS) software allows users to choose among two dynamical cores - the Advanced Research WRF (ARW) and the Non-hydrostatic Mesoscale Model (NMM). There are also data assimilation analysis packages available for the initialization of the WRF model - the Local Analysis and Prediction System (LAPS) and the Advanced Regional Prediction System (ARPS) Data Analysis System (ADAS). Besides model core and initialization options, the WRF model can be run with one- or two-way nesting. Having a series of initialization options and WRF cores, as well as many options within each core, creates challenges for local forecasters, such as determining which configuration options are best to address specific forecast concerns. This project assessed three different model intializations available to determine which configuration best predicts warm season convective initiation in East-Central Florida. The project also examined the use of one- and two-way nesting in predicting warm season convection.

Improving the long-lead predictability of El Niño using a novel forecasting scheme based on a dynamic components model

NASA Astrophysics Data System (ADS)

Petrova, Desislava; Koopman, Siem Jan; Ballester, Joan; Rodó, Xavier

2017-02-01

El Niño (EN) is a dominant feature of climate variability on inter-annual time scales driving changes in the climate throughout the globe, and having wide-spread natural and socio-economic consequences. In this sense, its forecast is an important task, and predictions are issued on a regular basis by a wide array of prediction schemes and climate centres around the world. This study explores a novel method for EN forecasting. In the state-of-the-art the advantageous statistical technique of unobserved components time series modeling, also known as structural time series modeling, has not been applied. Therefore, we have developed such a model where the statistical analysis, including parameter estimation and forecasting, is based on state space methods, and includes the celebrated Kalman filter. The distinguishing feature of this dynamic model is the decomposition of a time series into a range of stochastically time-varying components such as level (or trend), seasonal, cycles of different frequencies, irregular, and regression effects incorporated as explanatory covariates. These components are modeled separately and ultimately combined in a single forecasting scheme. Customary statistical models for EN prediction essentially use SST and wind stress in the equatorial Pacific. In addition to these, we introduce a new domain of regression variables accounting for the state of the subsurface ocean temperature in the western and central equatorial Pacific, motivated by our analysis, as well as by recent and classical research, showing that subsurface processes and heat accumulation there are fundamental for the genesis of EN. An important feature of the scheme is that different regression predictors are used at different lead months, thus capturing the dynamical evolution of the system and rendering more efficient forecasts. The new model has been tested with the prediction of all warm events that occurred in the period 1996-2015. Retrospective forecasts of these events were made for long lead times of at least two and a half years. Hence, the present study demonstrates that the theoretical limit of ENSO prediction should be sought much longer than the commonly accepted "Spring Barrier". The high correspondence between the forecasts and observations indicates that the proposed model outperforms all current operational statistical models, and behaves comparably to the best dynamical models used for EN prediction. Thus, the novel way in which the modeling scheme has been structured could also be used for improving other statistical and dynamical modeling systems.

Automation of energy demand forecasting

NASA Astrophysics Data System (ADS)

Siddique, Sanzad

Automation of energy demand forecasting saves time and effort by searching automatically for an appropriate model in a candidate model space without manual intervention. This thesis introduces a search-based approach that improves the performance of the model searching process for econometrics models. Further improvements in the accuracy of the energy demand forecasting are achieved by integrating nonlinear transformations within the models. This thesis introduces machine learning techniques that are capable of modeling such nonlinearity. Algorithms for learning domain knowledge from time series data using the machine learning methods are also presented. The novel search based approach and the machine learning models are tested with synthetic data as well as with natural gas and electricity demand signals. Experimental results show that the model searching technique is capable of finding an appropriate forecasting model. Further experimental results demonstrate an improved forecasting accuracy achieved by using the novel machine learning techniques introduced in this thesis. This thesis presents an analysis of how the machine learning techniques learn domain knowledge. The learned domain knowledge is used to improve the forecast accuracy.

Knowing what to expect, forecasting monthly emergency department visits: A time-series analysis.

PubMed

Bergs, Jochen; Heerinckx, Philipe; Verelst, Sandra

2014-04-01

To evaluate an automatic forecasting algorithm in order to predict the number of monthly emergency department (ED) visits one year ahead. We collected retrospective data of the number of monthly visiting patients for a 6-year period (2005-2011) from 4 Belgian Hospitals. We used an automated exponential smoothing approach to predict monthly visits during the year 2011 based on the first 5 years of the dataset. Several in- and post-sample forecasting accuracy measures were calculated. The automatic forecasting algorithm was able to predict monthly visits with a mean absolute percentage error ranging from 2.64% to 4.8%, indicating an accurate prediction. The mean absolute scaled error ranged from 0.53 to 0.68 indicating that, on average, the forecast was better compared with in-sample one-step forecast from the naïve method. The applied automated exponential smoothing approach provided useful predictions of the number of monthly visits a year in advance. Copyright © 2013 Elsevier Ltd. All rights reserved.

Non-linear forecasting in high-frequency financial time series

NASA Astrophysics Data System (ADS)

Strozzi, F.; Zaldívar, J. M.

2005-08-01

A new methodology based on state space reconstruction techniques has been developed for trading in financial markets. The methodology has been tested using 18 high-frequency foreign exchange time series. The results are in apparent contradiction with the efficient market hypothesis which states that no profitable information about future movements can be obtained by studying the past prices series. In our (off-line) analysis positive gain may be obtained in all those series. The trading methodology is quite general and may be adapted to other financial time series. Finally, the steps for its on-line application are discussed.

A time series model: First-order integer-valued autoregressive (INAR(1))

NASA Astrophysics Data System (ADS)

Simarmata, D. M.; Novkaniza, F.; Widyaningsih, Y.

2017-07-01

Nonnegative integer-valued time series arises in many applications. A time series model: first-order Integer-valued AutoRegressive (INAR(1)) is constructed by binomial thinning operator to model nonnegative integer-valued time series. INAR (1) depends on one period from the process before. The parameter of the model can be estimated by Conditional Least Squares (CLS). Specification of INAR(1) is following the specification of (AR(1)). Forecasting in INAR(1) uses median or Bayesian forecasting methodology. Median forecasting methodology obtains integer s, which is cumulative density function (CDF) until s, is more than or equal to 0.5. Bayesian forecasting methodology forecasts h-step-ahead of generating the parameter of the model and parameter of innovation term using Adaptive Rejection Metropolis Sampling within Gibbs sampling (ARMS), then finding the least integer s, where CDF until s is more than or equal to u . u is a value taken from the Uniform(0,1) distribution. INAR(1) is applied on pneumonia case in Penjaringan, Jakarta Utara, January 2008 until April 2016 monthly.

Time series behaviour of the number of Air Asia passengers: A distributional approach

NASA Astrophysics Data System (ADS)

Asrah, Norhaidah Mohd; Djauhari, Maman Abdurachman

2013-09-01

The common practice to time series analysis is by fitting a model and then further analysis is conducted on the residuals. However, if we know the distributional behavior of time series, the analyses in model identification, parameter estimation, and model checking are more straightforward. In this paper, we show that the number of Air Asia passengers can be represented as a geometric Brownian motion process. Therefore, instead of using the standard approach in model fitting, we use an appropriate transformation to come up with a stationary, normally distributed and even independent time series. An example in forecasting the number of Air Asia passengers will be given to illustrate the advantages of the method.

[The trial of business data analysis at the Department of Radiology by constructing the auto-regressive integrated moving-average (ARIMA) model].

PubMed

Tani, Yuji; Ogasawara, Katsuhiko

2012-01-01

This study aimed to contribute to the management of a healthcare organization by providing management information using time-series analysis of business data accumulated in the hospital information system, which has not been utilized thus far. In this study, we examined the performance of the prediction method using the auto-regressive integrated moving-average (ARIMA) model, using the business data obtained at the Radiology Department. We made the model using the data used for analysis, which was the number of radiological examinations in the past 9 years, and we predicted the number of radiological examinations in the last 1 year. Then, we compared the actual value with the forecast value. We were able to establish that the performance prediction method was simple and cost-effective by using free software. In addition, we were able to build the simple model by pre-processing the removal of trend components using the data. The difference between predicted values and actual values was 10%; however, it was more important to understand the chronological change rather than the individual time-series values. Furthermore, our method was highly versatile and adaptable compared to the general time-series data. Therefore, different healthcare organizations can use our method for the analysis and forecasting of their business data.

Validating the WRF-Chem model for wind energy applications using High Resolution Doppler Lidar data from a Utah 2012 field campaign

NASA Astrophysics Data System (ADS)

Mitchell, M. J.; Pichugina, Y. L.; Banta, R. M.

2015-12-01

Models are important tools for assessing potential of wind energy sites, but the accuracy of these projections has not been properly validated. In this study, High Resolution Doppler Lidar (HRDL) data obtained with high temporal and spatial resolution at heights of modern turbine rotors were compared to output from the WRF-chem model in order to help improve the performance of the model in producing accurate wind forecasts for the industry. HRDL data were collected from January 23-March 1, 2012 during the Uintah Basin Winter Ozone Study (UBWOS) field campaign. A model validation method was based on the qualitative comparison of the wind field images, time-series analysis and statistical analysis of the observed and modeled wind speed and direction, both for case studies and for the whole experiment. To compare the WRF-chem model output to the HRDL observations, the model heights and forecast times were interpolated to match the observed times and heights. Then, time-height cross-sections of the HRDL and WRF-Chem wind speed and directions were plotted to select case studies. Cross-sections of the differences between the observed and forecasted wind speed and directions were also plotted to visually analyze the model performance in different wind flow conditions. A statistical analysis includes the calculation of vertical profiles and time series of bias, correlation coefficient, root mean squared error, and coefficient of determination between two datasets. The results from this analysis reveals where and when the model typically struggles in forecasting winds at heights of modern turbine rotors so that in the future the model can be improved for the industry.

Towards seasonal forecasting of malaria in India.

PubMed

Lauderdale, Jonathan M; Caminade, Cyril; Heath, Andrew E; Jones, Anne E; MacLeod, David A; Gouda, Krushna C; Murty, Upadhyayula Suryanarayana; Goswami, Prashant; Mutheneni, Srinivasa R; Morse, Andrew P

2014-08-10

Malaria presents public health challenge despite extensive intervention campaigns. A 30-year hindcast of the climatic suitability for malaria transmission in India is presented, using meteorological variables from a state of the art seasonal forecast model to drive a process-based, dynamic disease model. The spatial distribution and seasonal cycles of temperature and precipitation from the forecast model are compared to three observationally-based meteorological datasets. These time series are then used to drive the disease model, producing a simulated forecast of malaria and three synthetic malaria time series that are qualitatively compared to contemporary and pre-intervention malaria estimates. The area under the Relative Operator Characteristic (ROC) curve is calculated as a quantitative metric of forecast skill, comparing the forecast to the meteorologically-driven synthetic malaria time series. The forecast shows probabilistic skill in predicting the spatial distribution of Plasmodium falciparum incidence when compared to the simulated meteorologically-driven malaria time series, particularly where modelled incidence shows high seasonal and interannual variability such as in Orissa, West Bengal, and Jharkhand (North-east India), and Gujarat, Rajastan, Madhya Pradesh and Maharashtra (North-west India). Focusing on these two regions, the malaria forecast is able to distinguish between years of "high", "above average" and "low" malaria incidence in the peak malaria transmission seasons, with more than 70% sensitivity and a statistically significant area under the ROC curve. These results are encouraging given that the three month forecast lead time used is well in excess of the target for early warning systems adopted by the World Health Organization. This approach could form the basis of an operational system to identify the probability of regional malaria epidemics, allowing advanced and targeted allocation of resources for combatting malaria in India.

Arima model and exponential smoothing method: A comparison

NASA Astrophysics Data System (ADS)

Wan Ahmad, Wan Kamarul Ariffin; Ahmad, Sabri

2013-04-01

This study shows the comparison between Autoregressive Moving Average (ARIMA) model and Exponential Smoothing Method in making a prediction. The comparison is focused on the ability of both methods in making the forecasts with the different number of data sources and the different length of forecasting period. For this purpose, the data from The Price of Crude Palm Oil (RM/tonne), Exchange Rates of Ringgit Malaysia (RM) in comparison to Great Britain Pound (GBP) and also The Price of SMR 20 Rubber Type (cents/kg) with three different time series are used in the comparison process. Then, forecasting accuracy of each model is measured by examinethe prediction error that producedby using Mean Squared Error (MSE), Mean Absolute Percentage Error (MAPE), and Mean Absolute deviation (MAD). The study shows that the ARIMA model can produce a better prediction for the long-term forecasting with limited data sources, butcannot produce a better prediction for time series with a narrow range of one point to another as in the time series for Exchange Rates. On the contrary, Exponential Smoothing Method can produce a better forecasting for Exchange Rates that has a narrow range of one point to another for its time series, while itcannot produce a better prediction for a longer forecasting period.

A Feature Fusion Based Forecasting Model for Financial Time Series

PubMed Central

Guo, Zhiqiang; Wang, Huaiqing; Liu, Quan; Yang, Jie

2014-01-01

Predicting the stock market has become an increasingly interesting research area for both researchers and investors, and many prediction models have been proposed. In these models, feature selection techniques are used to pre-process the raw data and remove noise. In this paper, a prediction model is constructed to forecast stock market behavior with the aid of independent component analysis, canonical correlation analysis, and a support vector machine. First, two types of features are extracted from the historical closing prices and 39 technical variables obtained by independent component analysis. Second, a canonical correlation analysis method is utilized to combine the two types of features and extract intrinsic features to improve the performance of the prediction model. Finally, a support vector machine is applied to forecast the next day's closing price. The proposed model is applied to the Shanghai stock market index and the Dow Jones index, and experimental results show that the proposed model performs better in the area of prediction than other two similar models. PMID:24971455

Empirical forecast of quiet time ionospheric Total Electron Content maps over Europe

NASA Astrophysics Data System (ADS)

Badeke, Ronny; Borries, Claudia; Hoque, Mainul M.; Minkwitz, David

2018-06-01

An accurate forecast of the atmospheric Total Electron Content (TEC) is helpful to investigate space weather influences on the ionosphere and technical applications like satellite-receiver radio links. The purpose of this work is to compare four empirical methods for a 24-h forecast of vertical TEC maps over Europe under geomagnetically quiet conditions. TEC map data are obtained from the Space Weather Application Center Ionosphere (SWACI) and the Universitat Politècnica de Catalunya (UPC). The time-series methods Standard Persistence Model (SPM), a 27 day median model (MediMod) and a Fourier Series Expansion are compared to maps for the entire year of 2015. As a representative of the climatological coefficient models the forecast performance of the Global Neustrelitz TEC model (NTCM-GL) is also investigated. Time periods of magnetic storms, which are identified with the Dst index, are excluded from the validation. By calculating the TEC values with the most recent maps, the time-series methods perform slightly better than the coefficient model NTCM-GL. The benefit of NTCM-GL is its independence on observational TEC data. Amongst the time-series methods mentioned, MediMod delivers the best overall performance regarding accuracy and data gap handling. Quiet-time SWACI maps can be forecasted accurately and in real-time by the MediMod time-series approach.

Automated time series forecasting for biosurveillance.

PubMed

Burkom, Howard S; Murphy, Sean Patrick; Shmueli, Galit

2007-09-30

For robust detection performance, traditional control chart monitoring for biosurveillance is based on input data free of trends, day-of-week effects, and other systematic behaviour. Time series forecasting methods may be used to remove this behaviour by subtracting forecasts from observations to form residuals for algorithmic input. We describe three forecast methods and compare their predictive accuracy on each of 16 authentic syndromic data streams. The methods are (1) a non-adaptive regression model using a long historical baseline, (2) an adaptive regression model with a shorter, sliding baseline, and (3) the Holt-Winters method for generalized exponential smoothing. Criteria for comparing the forecasts were the root-mean-square error, the median absolute per cent error (MedAPE), and the median absolute deviation. The median-based criteria showed best overall performance for the Holt-Winters method. The MedAPE measures over the 16 test series averaged 16.5, 11.6, and 9.7 for the non-adaptive regression, adaptive regression, and Holt-Winters methods, respectively. The non-adaptive regression forecasts were degraded by changes in the data behaviour in the fixed baseline period used to compute model coefficients. The mean-based criterion was less conclusive because of the effects of poor forecasts on a small number of calendar holidays. The Holt-Winters method was also most effective at removing serial autocorrelation, with most 1-day-lag autocorrelation coefficients below 0.15. The forecast methods were compared without tuning them to the behaviour of individual series. We achieved improved predictions with such tuning of the Holt-Winters method, but practical use of such improvements for routine surveillance will require reliable data classification methods.

A stochastic HMM-based forecasting model for fuzzy time series.

PubMed

Li, Sheng-Tun; Cheng, Yi-Chung

2010-10-01

Recently, fuzzy time series have attracted more academic attention than traditional time series due to their capability of dealing with the uncertainty and vagueness inherent in the data collected. The formulation of fuzzy relations is one of the key issues affecting forecasting results. Most of the present works adopt IF-THEN rules for relationship representation, which leads to higher computational overhead and rule redundancy. Sullivan and Woodall proposed a Markov-based formulation and a forecasting model to reduce computational overhead; however, its applicability is limited to handling one-factor problems. In this paper, we propose a novel forecasting model based on the hidden Markov model by enhancing Sullivan and Woodall's work to allow handling of two-factor forecasting problems. Moreover, in order to make the nature of conjecture and randomness of forecasting more realistic, the Monte Carlo method is adopted to estimate the outcome. To test the effectiveness of the resulting stochastic model, we conduct two experiments and compare the results with those from other models. The first experiment consists of forecasting the daily average temperature and cloud density in Taipei, Taiwan, and the second experiment is based on the Taiwan Weighted Stock Index by forecasting the exchange rate of the New Taiwan dollar against the U.S. dollar. In addition to improving forecasting accuracy, the proposed model adheres to the central limit theorem, and thus, the result statistically approximates to the real mean of the target value being forecast.

Work-related accidents among the Iranian population: a time series analysis, 2000–2011

PubMed Central

Karimlou, Masoud; Imani, Mehdi; Hosseini, Agha-Fatemeh; Dehnad, Afsaneh; Vahabi, Nasim; Bakhtiyari, Mahmood

2015-01-01

Background Work-related accidents result in human suffering and economic losses and are considered as a major health problem worldwide, especially in the economically developing world. Objectives To introduce seasonal autoregressive moving average (ARIMA) models for time series analysis of work-related accident data for workers insured by the Iranian Social Security Organization (ISSO) between 2000 and 2011. Methods In this retrospective study, all insured people experiencing at least one work-related accident during a 10-year period were included in the analyses. We used Box–Jenkins modeling to develop a time series model of the total number of accidents. Results There was an average of 1476 accidents per month (1476·05±458·77, mean±SD). The final ARIMA (p,d,q) (P,D,Q)s model for fitting to data was: ARIMA(1,1,1)×(0,1,1)12 consisting of the first ordering of the autoregressive, moving average and seasonal moving average parameters with 20·942 mean absolute percentage error (MAPE). Conclusions The final model showed that time series analysis of ARIMA models was useful for forecasting the number of work-related accidents in Iran. In addition, the forecasted number of work-related accidents for 2011 explained the stability of occurrence of these accidents in recent years, indicating a need for preventive occupational health and safety policies such as safety inspection. PMID:26119774

Work-related accidents among the Iranian population: a time series analysis, 2000-2011.

PubMed

Karimlou, Masoud; Salehi, Masoud; Imani, Mehdi; Hosseini, Agha-Fatemeh; Dehnad, Afsaneh; Vahabi, Nasim; Bakhtiyari, Mahmood

2015-01-01

Work-related accidents result in human suffering and economic losses and are considered as a major health problem worldwide, especially in the economically developing world. To introduce seasonal autoregressive moving average (ARIMA) models for time series analysis of work-related accident data for workers insured by the Iranian Social Security Organization (ISSO) between 2000 and 2011. In this retrospective study, all insured people experiencing at least one work-related accident during a 10-year period were included in the analyses. We used Box-Jenkins modeling to develop a time series model of the total number of accidents. There was an average of 1476 accidents per month (1476·05±458·77, mean±SD). The final ARIMA (p,d,q) (P,D,Q)s model for fitting to data was: ARIMA(1,1,1)×(0,1,1)12 consisting of the first ordering of the autoregressive, moving average and seasonal moving average parameters with 20·942 mean absolute percentage error (MAPE). The final model showed that time series analysis of ARIMA models was useful for forecasting the number of work-related accidents in Iran. In addition, the forecasted number of work-related accidents for 2011 explained the stability of occurrence of these accidents in recent years, indicating a need for preventive occupational health and safety policies such as safety inspection.

a system approach to the long term forecasting of the climat data in baikal region

NASA Astrophysics Data System (ADS)

Abasov, N.; Berezhnykh, T.

2003-04-01

The Angara river running from Baikal with a cascade of hydropower plants built on it plays a peculiar role in economy of the region. With view of high variability of water inflow into the rivers and lakes (long-term low water periods and catastrophic floods) that is due to climatic peculiarities of the water resource formation, a long-term forecasting is developed and applied for risk decreasing at hydropower plants. Methodology and methods of long-term forecasting of natural-climatic processes employs some ideas of the research schools by Academician I.P.Druzhinin and Prof. A.P.Reznikhov and consists in detailed investigation of cause-effect relations, finding out physical analogs and their application to formalized methods of long-term forecasting. They are divided into qualitative (background method; method of analogs based on solar activity), probabilistic and approximative methods (analog-similarity relations; discrete-continuous model). These forecasting methods have been implemented in the form of analytical aids of the information-forecasting software "GIPSAR" that provides for some elements of artificial intelligence. Background forecasts of the runoff of the Ob, the Yenisei, the Angara Rivers in the south of Siberia are based on space-time regularities that were revealed on taking account of the phase shifts in occurrence of secular maxima and minima on integral-difference curves of many-year hydrological processes in objects compared. Solar activity plays an essential role in investigations of global variations of climatic processes. Its consideration in the method of superimposed epochs has allowed a conclusion to be made on the higher probability of the low-water period in the actual inflow to Lake Baikal that takes place on the increasing branch of solar activity of its 11-year cycle. The higher probability of a high-water period is observed on the decreasing branch of solar activity from the 2nd to the 5th year after its maximum. Probabilistic method of forecasting (with a year in advance) is based on the property of alternation of series of years with increase and decrease in the observed indicators (characteristic indices) of natural processes. Most of the series (98.4-99.6%) are represented by series of one to three years. The problem of forecasting is divided into two parts: 1) qualitative forecast of the probability that the started series will either continue or be replaced by a new series during the next year that is based on the frequency characteristics of series of years with increase or decrease of the forecasted sequence); 2) quantitative estimate of the forecasted value in the form of a curve of conditional frequencies is made on the base of intra-sequence interrelations among hydrometeorological elements by their differentiation with respect to series of years of increase or decrease, by construction of particular curves of conditional frequencies of the runoff for each expected variant of series development and by subsequent construction a generalized curve. Approximative learning methods form forecasted trajectories of the studied process indices for a long-term perspective. The method of analog-similarity relations is based on the fact that long periods of observations reveal some similarities in the character of variability of indices for some fragments of the sequence x (t) by definite criteria. The idea of the method is to estimate similarity of such fragments of the sequence that have been called the analogs. The method applies multistage optimization of both external parameters (e.g. the number of iterations of the sliding averaging needed to decompose the sequence into two components: the smoothed one with isolated periodic oscillations and the residual or random one). The method is applicable to current terms of forecasts and ending with the double solar cycle. Using a special procedure of integration, it separates terms with the best results for the given optimization subsample. Several optimal vectors of parameters obtained are tested on the examination (verifying) subsample. If the procedure is successful, the forecast is immediately made by integration of several best solutions. Peculiarities of forecasting extreme processes. Methods of long-term forecasting allow the sufficiently reliable forecasts to be made within the interval of xmin+Δ_1, xmax - Δ_2 (i.e. in the interval of medium values of indices). Meanwhile, in the intervals close to extreme ones, reliability of forecasts is substantially lower. While for medium values the statistics of the100-year sequence gives acceptable results owing to a sufficiently large number of revealed analogs that correspond to prognostic samples, for extreme values the situation is quite different, first of all by virtue of poverty of statistical data. Decreasing the values of Δ_1,Δ_2: Δ_1,Δ_2 rightarrow 0 (by including them into optimization parameters of the considered forecasting methods) could be one of the ways to improve reliability of forecasts. Partially, such an approach has been realized in the method of analog-similarity relations, giving the possibility to form a range of possible forecasted trajectories in two variants - from the minimum possible trajectory to the maximum possible one. Reliability of long-term forecasts. Both the methodology and the methods considered above have been realized as the information-forecasting system "GIPSAR". The system includes some tools implementing several methods of forecasting, analysis of initial and forecasted information, a developed database, a set of tools for verification of algorithms, additional information on the algorithms of statistical processing of sequences (sliding averaging, integral-difference curves, etc.), aids to organize input of initial information (in its various forms) as well as aids to draw up output prognostic documents. Risk management. The normal functioning of the Angara cascade is periodically interrupted by risks of two types that take place in the Baikal, the Bratsk and Ust-Ilimsk reservoirs: long low-water periods and sudden periods of extremely high water levels. For example, low-water periods, observed in the reservoirs of the Angara cascade can be classified under four risk categories : 1 - acceptable (negligible reduction of electric power generation by hydropower plants; certain difficulty in meeting environmental and navigation requirements); 2 - significant (substantial reduction of electric power generation by hydropower plants; certain restriction on water releases for navigation; violation of environmental requirements in some years); 3 - emergency (big losses in electric power generation; limited electricity supply to large consumers; significant restriction of water releases for navigation; threat of exposure of drinkable water intake works; violation of environmental requirements for a number of years); 4 - catastrophic (energy crisis; social crisis exposure of drinkable water intake works; termination of navigation; environmental catastrophe). Management of energy systems consists in operative, many-year regulation and perspective planning and has to take into account the analysis of operative data (water reserves in reservoirs), long-term statistics and relations among natural processes and also forecasts - short-term (for a day, week, decade), long-term and/or super-long-term (from a month to several decades). Such natural processes as water inflow to reservoirs, air temperatures during heating periods depend in turn on external factors: prevailing types of atmospheric circulation, intensity of the 11- and 22-year cycles of solar activity, volcanic activity, interaction between the ocean and atmosphere, etc. Until recently despite the formed scientific schools on long-term forecasting (I.P.Druzhinin, A.P.Reznikhov) the energy system management has been based on specially drawn dispatching schedules and long-term hydrometeorological forecasts only without attraction of perspective forecasted indices. Insertion of a parallel block of forecast (based on the analysis of data on natural processes and special methods of forecasting) into the scheme can largely smooth unfavorable consequences from the impact of natural processes on sustainable development of energy systems and especially on its safe operation. However, the requirements to reliability and accuracy of long-term forecasts significantly increase. The considered approach to long term forecasting can be used for prediction: mean winter and summer air temperatures, droughts and wood fires.

Analysis of recurrent neural networks for short-term energy load forecasting

NASA Astrophysics Data System (ADS)

Di Persio, Luca; Honchar, Oleksandr

2017-11-01

Short-term forecasts have recently gained an increasing attention because of the rise of competitive electricity markets. In fact, short-terms forecast of possible future loads turn out to be fundamental to build efficient energy management strategies as well as to avoid energy wastage. Such type of challenges are difficult to tackle both from a theoretical and applied point of view. Latter tasks require sophisticated methods to manage multidimensional time series related to stochastic phenomena which are often highly interconnected. In the present work we first review novel approaches to energy load forecasting based on recurrent neural network, focusing our attention on long/short term memory architectures (LSTMs). Such type of artificial neural networks have been widely applied to problems dealing with sequential data such it happens, e.g., in socio-economics settings, for text recognition purposes, concerning video signals, etc., always showing their effectiveness to model complex temporal data. Moreover, we consider different novel variations of basic LSTMs, such as sequence-to-sequence approach and bidirectional LSTMs, aiming at providing effective models for energy load data. Last but not least, we test all the described algorithms on real energy load data showing not only that deep recurrent networks can be successfully applied to energy load forecasting, but also that this approach can be extended to other problems based on time series prediction.

Monthly forecasting of agricultural pests in Switzerland

NASA Astrophysics Data System (ADS)

Hirschi, M.; Dubrovsky, M.; Spirig, C.; Samietz, J.; Calanca, P.; Weigel, A. P.; Fischer, A. M.; Rotach, M. W.

2012-04-01

Given the repercussions of pests and diseases on agricultural production, detailed forecasting tools have been developed to simulate the degree of infestation depending on actual weather conditions. The life cycle of pests is most successfully predicted if the micro-climate of the immediate environment (habitat) of the causative organisms can be simulated. Sub-seasonal pest forecasts therefore require weather information for the relevant habitats and the appropriate time scale. The pest forecasting system SOPRA (www.sopra.info) currently in operation in Switzerland relies on such detailed weather information, using hourly weather observations up to the day the forecast is issued, but only a climatology for the forecasting period. Here, we aim at improving the skill of SOPRA forecasts by transforming the weekly information provided by ECMWF monthly forecasts (MOFCs) into hourly weather series as required for the prediction of upcoming life phases of the codling moth, the major insect pest in apple orchards worldwide. Due to the probabilistic nature of operational monthly forecasts and the limited spatial and temporal resolution, their information needs to be post-processed for use in a pest model. In this study, we developed a statistical downscaling approach for MOFCs that includes the following steps: (i) application of a stochastic weather generator to generate a large pool of daily weather series consistent with the climate at a specific location, (ii) a subsequent re-sampling of weather series from this pool to optimally represent the evolution of the weekly MOFC anomalies, and (iii) a final extension to hourly weather series suitable for the pest forecasting model. Results show a clear improvement in the forecast skill of occurrences of upcoming codling moth life phases when incorporating MOFCs as compared to the operational pest forecasting system. This is true both in terms of root mean squared errors and of the continuous rank probability scores of the probabilistic forecasts vs. the mean absolute errors of the deterministic system. Also, the application of the climate conserving recalibration (CCR, Weigel et al. 2009) technique allows for successful correction of the under-confidence in the forecasted occurrences of codling moth life phases. Reference: Weigel, A. P.; Liniger, M. A. & Appenzeller, C. (2009). Seasonal Ensemble Forecasts: Are Recalibrated Single Models Better than Multimodels? Mon. Wea. Rev., 137, 1460-1479.

Airfreight forecasting methodology and results

NASA Technical Reports Server (NTRS)

1978-01-01

A series of econometric behavioral equations was developed to explain and forecast the evolution of airfreight traffic demand for the total U.S. domestic airfreight system, the total U.S. international airfreight system, and the total scheduled international cargo traffic carried by the top 44 foreign airlines. The basic explanatory variables used in these macromodels were the real gross national products of the countries involved and a measure of relative transportation costs. The results of the econometric analysis reveal that the models explain more than 99 percent of the historical evolution of freight traffic. The long term traffic forecasts generated with these models are based on scenarios of the likely economic outlook in the United States and 31 major foreign countries.

Quantitative impact of aerosols on numerical weather prediction. Part II: Impacts to IR radiance assimilation

NASA Astrophysics Data System (ADS)

Marquis, J. W.; Campbell, J. R.; Oyola, M. I.; Ruston, B. C.; Zhang, J.

2017-12-01

This is part II of a two-part series examining the impacts of aerosol particles on weather forecasts. In this study, the aerosol indirect effects on weather forecasts are explored by examining the temperature and moisture analysis associated with assimilating dust contaminated hyperspectral infrared radiances. The dust induced temperature and moisture biases are quantified for different aerosol vertical distribution and loading scenarios. The overall impacts of dust contamination on temperature and moisture forecasts are quantified over the west coast of Africa, with the assistance of aerosol retrievals from AERONET, MPL, and CALIOP. At last, methods for improving hyperspectral infrared data assimilation in dust contaminated regions are proposed.

Hybrid Stochastic Forecasting Model for Management of Large Open Water Reservoir with Storage Function

NASA Astrophysics Data System (ADS)

Kozel, Tomas; Stary, Milos

2017-12-01

The main advantage of stochastic forecasting is fan of possible value whose deterministic method of forecasting could not give us. Future development of random process is described better by stochastic then deterministic forecasting. Discharge in measurement profile could be categorized as random process. Content of article is construction and application of forecasting model for managed large open water reservoir with supply function. Model is based on neural networks (NS) and zone models, which forecasting values of average monthly flow from inputs values of average monthly flow, learned neural network and random numbers. Part of data was sorted to one moving zone. The zone is created around last measurement average monthly flow. Matrix of correlation was assembled only from data belonging to zone. The model was compiled for forecast of 1 to 12 month with using backward month flows (NS inputs) from 2 to 11 months for model construction. Data was got ridded of asymmetry with help of Box-Cox rule (Box, Cox, 1964), value r was found by optimization. In next step were data transform to standard normal distribution. The data were with monthly step and forecast is not recurring. 90 years long real flow series was used for compile of the model. First 75 years were used for calibration of model (matrix input-output relationship), last 15 years were used only for validation. Outputs of model were compared with real flow series. For comparison between real flow series (100% successfully of forecast) and forecasts, was used application to management of artificially made reservoir. Course of water reservoir management using Genetic algorithm (GE) + real flow series was compared with Fuzzy model (Fuzzy) + forecast made by Moving zone model. During evaluation process was founding the best size of zone. Results show that the highest number of input did not give the best results and ideal size of zone is in interval from 25 to 35, when course of management was almost same for all numbers from interval. Resulted course of management was compared with course, which was obtained from using GE + real flow series. Comparing results showed that fuzzy model with forecasted values has been able to manage main malfunction and artificially disorders made by model were founded essential, after values of water volume during management were evaluated. Forecasting model in combination with fuzzy model provide very good results in management of water reservoir with storage function and can be recommended for this purpose.

Systems modeling and analysis for Saudi Arabian electric power requirements

DOE Office of Scientific and Technical Information (OSTI.GOV)

Al-Mohawes, N.A.

This thesis addresses the long-range generation planning problem in Saudi Arabia up to the year 2000. The first part presents various models for electric energy consumption in the residential and industrial sectors. These models can be used by the decision makers for the purposes of policy analysis, evaluation, and forecasting. Forecasts of energy in each sector are obtained from two different models for each sector. These models are based on two forecasting techniques: (1) Hybrid econometric/time series model. The idea of adaptive smoothing was utilized to produce forecasts under several scenarios. (2) Box-Jenkins time series technique. Box-Jenkins models and forecastsmore » are developed for the monthly number of electric consumers and the monthly energy consumption per consumer. The results obtained indicate that high energy consumption is expected during the coming two decades which necessitate serious energy assessment and optimization. Optimization of a mix of energy sources was considered using the group multiattribute utility (MAU) function. The results of MAU for three classes of decision makers (managerial, technical, and consumers) are developed through personal interactions. The computer package WASP was also used to develop a tentative optimum plan. According to this plan, four heavy-water nuclear power plants (800 MW) and four light-water nuclear power plants (1200 MW) have to be introduced by the year 2000 in addition to sixteen oil-fired power plants (400 MW) and nine gas turbines (100 MW).« less

Forecasting the Relative and Cumulative Effects of Multiple Stressors on At-risk Populations

DTIC Science & Technology

2011-08-01

Vitals (observed vital rates), Movement, Ranges, Barriers (barrier interactions), Stochasticity (a time series of stochasticity indices...Simulation Viewer are themselves stochastic . They can change each time it is run. B. 196 Analysis If multiple Census events are present in the life...30-year period. A monthly time series was generated for the 20th-century using monthly anomalies for temperature, precipitation, and percent

Time Series Analysis for Forecasting Hospital Census: Application to the Neonatal Intensive Care Unit

PubMed Central

Hoover, Stephen; Jackson, Eric V.; Paul, David; Locke, Robert

2016-01-01

Summary Background Accurate prediction of future patient census in hospital units is essential for patient safety, health outcomes, and resource planning. Forecasting census in the Neonatal Intensive Care Unit (NICU) is particularly challenging due to limited ability to control the census and clinical trajectories. The fixed average census approach, using average census from previous year, is a forecasting alternative used in clinical practice, but has limitations due to census variations. Objective Our objectives are to: (i) analyze the daily NICU census at a single health care facility and develop census forecasting models, (ii) explore models with and without patient data characteristics obtained at the time of admission, and (iii) evaluate accuracy of the models compared with the fixed average census approach. Methods We used five years of retrospective daily NICU census data for model development (January 2008 – December 2012, N=1827 observations) and one year of data for validation (January – December 2013, N=365 observations). Best-fitting models of ARIMA and linear regression were applied to various 7-day prediction periods and compared using error statistics. Results The census showed a slightly increasing linear trend. Best fitting models included a non-seasonal model, ARIMA(1,0,0), seasonal ARIMA models, ARIMA(1,0,0)x(1,1,2)7 and ARIMA(2,1,4)x(1,1,2)14, as well as a seasonal linear regression model. Proposed forecasting models resulted on average in 36.49% improvement in forecasting accuracy compared with the fixed average census approach. Conclusions Time series models provide higher prediction accuracy under different census conditions compared with the fixed average census approach. Presented methodology is easily applicable in clinical practice, can be generalized to other care settings, support short- and long-term census forecasting, and inform staff resource planning. PMID:27437040

Time Series Analysis for Forecasting Hospital Census: Application to the Neonatal Intensive Care Unit.

PubMed

Capan, Muge; Hoover, Stephen; Jackson, Eric V; Paul, David; Locke, Robert

2016-01-01

Accurate prediction of future patient census in hospital units is essential for patient safety, health outcomes, and resource planning. Forecasting census in the Neonatal Intensive Care Unit (NICU) is particularly challenging due to limited ability to control the census and clinical trajectories. The fixed average census approach, using average census from previous year, is a forecasting alternative used in clinical practice, but has limitations due to census variations. Our objectives are to: (i) analyze the daily NICU census at a single health care facility and develop census forecasting models, (ii) explore models with and without patient data characteristics obtained at the time of admission, and (iii) evaluate accuracy of the models compared with the fixed average census approach. We used five years of retrospective daily NICU census data for model development (January 2008 - December 2012, N=1827 observations) and one year of data for validation (January - December 2013, N=365 observations). Best-fitting models of ARIMA and linear regression were applied to various 7-day prediction periods and compared using error statistics. The census showed a slightly increasing linear trend. Best fitting models included a non-seasonal model, ARIMA(1,0,0), seasonal ARIMA models, ARIMA(1,0,0)x(1,1,2)7 and ARIMA(2,1,4)x(1,1,2)14, as well as a seasonal linear regression model. Proposed forecasting models resulted on average in 36.49% improvement in forecasting accuracy compared with the fixed average census approach. Time series models provide higher prediction accuracy under different census conditions compared with the fixed average census approach. Presented methodology is easily applicable in clinical practice, can be generalized to other care settings, support short- and long-term census forecasting, and inform staff resource planning.

Forecasting electric vehicles sales with univariate and multivariate time series models: The case of China.

PubMed

Zhang, Yong; Zhong, Miner; Geng, Nana; Jiang, Yunjian

2017-01-01

The market demand for electric vehicles (EVs) has increased in recent years. Suitable models are necessary to understand and forecast EV sales. This study presents a singular spectrum analysis (SSA) as a univariate time-series model and vector autoregressive model (VAR) as a multivariate model. Empirical results suggest that SSA satisfactorily indicates the evolving trend and provides reasonable results. The VAR model, which comprised exogenous parameters related to the market on a monthly basis, can significantly improve the prediction accuracy. The EV sales in China, which are categorized into battery and plug-in EVs, are predicted in both short term (up to December 2017) and long term (up to 2020), as statistical proofs of the growth of the Chinese EV industry.

Forecasting electric vehicles sales with univariate and multivariate time series models: The case of China

PubMed Central

Zhang, Yong; Zhong, Miner; Geng, Nana; Jiang, Yunjian

2017-01-01

The market demand for electric vehicles (EVs) has increased in recent years. Suitable models are necessary to understand and forecast EV sales. This study presents a singular spectrum analysis (SSA) as a univariate time-series model and vector autoregressive model (VAR) as a multivariate model. Empirical results suggest that SSA satisfactorily indicates the evolving trend and provides reasonable results. The VAR model, which comprised exogenous parameters related to the market on a monthly basis, can significantly improve the prediction accuracy. The EV sales in China, which are categorized into battery and plug-in EVs, are predicted in both short term (up to December 2017) and long term (up to 2020), as statistical proofs of the growth of the Chinese EV industry. PMID:28459872

Nonlinear time series modeling and forecasting the seismic data of the Hindu Kush region

NASA Astrophysics Data System (ADS)

Khan, Muhammad Yousaf; Mittnik, Stefan

2018-01-01

In this study, we extended the application of linear and nonlinear time models in the field of earthquake seismology and examined the out-of-sample forecast accuracy of linear Autoregressive (AR), Autoregressive Conditional Duration (ACD), Self-Exciting Threshold Autoregressive (SETAR), Threshold Autoregressive (TAR), Logistic Smooth Transition Autoregressive (LSTAR), Additive Autoregressive (AAR), and Artificial Neural Network (ANN) models for seismic data of the Hindu Kush region. We also extended the previous studies by using Vector Autoregressive (VAR) and Threshold Vector Autoregressive (TVAR) models and compared their forecasting accuracy with linear AR model. Unlike previous studies that typically consider the threshold model specifications by using internal threshold variable, we specified these models with external transition variables and compared their out-of-sample forecasting performance with the linear benchmark AR model. The modeling results show that time series models used in the present study are capable of capturing the dynamic structure present in the seismic data. The point forecast results indicate that the AR model generally outperforms the nonlinear models. However, in some cases, threshold models with external threshold variables specification produce more accurate forecasts, indicating that specification of threshold time series models is of crucial importance. For raw seismic data, the ACD model does not show an improved out-of-sample forecasting performance over the linear AR model. The results indicate that the AR model is the best forecasting device to model and forecast the raw seismic data of the Hindu Kush region.

An autoregressive integrated moving average model for short-term prediction of hepatitis C virus seropositivity among male volunteer blood donors in Karachi, Pakistan

PubMed Central

Akhtar, Saeed; Rozi, Shafquat

2009-01-01

AIM: To identify the stochastic autoregressive integrated moving average (ARIMA) model for short term forecasting of hepatitis C virus (HCV) seropositivity among volunteer blood donors in Karachi, Pakistan. METHODS: Ninety-six months (1998-2005) data on HCV seropositive cases (1000-1 × month-1) among male volunteer blood donors tested at four major blood banks in Karachi, Pakistan were subjected to ARIMA modeling. Subsequently, a fitted ARIMA model was used to forecast HCV seropositive donors for 91-96 mo to contrast with observed series of the same months. To assess the forecast accuracy, the mean absolute error rate (%) between the observed and predicted HCV seroprevalence was calculated. Finally, a fitted ARIMA model was used for short-term forecasts beyond the observed series. RESULTS: The goodness-of-fit test of the optimum ARIMA (2,1,7) model showed non-significant autocorrelations in the residuals of the model. The forecasts by ARIMA for 91-96 mo closely followed the pattern of observed series for the same months, with mean monthly absolute forecast errors (%) over 6 mo of 6.5%. The short-term forecasts beyond the observed series adequately captured the pattern in the data and showed increasing tendency of HCV seropositivity with a mean ± SD HCV seroprevalence (1000-1 × month-1) of 24.3 ± 1.4 over the forecast interval. CONCLUSION: To curtail HCV spread, public health authorities need to educate communities and health care providers about HCV transmission routes based on known HCV epidemiology in Pakistan and its neighboring countries. Future research may focus on factors associated with hyperendemic levels of HCV infection. PMID:19340903

Why didn't Box-Jenkins win (again)

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pack, D.J.; Downing, D.J.

This paper focuses on the forecasting performance of the Box-Jenkins methodology applied to the 111 time series of the Makridakis competition. It considers the influence of the following factors: (1) time series length, (2) time-series information (autocorrelation) content, (3) time-series outliers or structural changes, (4) averaging results over time series, and (5) forecast time origin choice. It is found that the 111 time series contain substantial numbers of very short series, series with obvious structural change, and series whose histories are relatively uninformative. If these series are typical of those that one must face in practice, the real message ofmore » the competition is that univariate time series extrapolations will frequently fail regardless of the methodology employed to produce them.« less

Time series regression and ARIMAX for forecasting currency flow at Bank Indonesia in Sulawesi region

NASA Astrophysics Data System (ADS)

Suharsono, Agus; Suhartono, Masyitha, Aulia; Anuravega, Arum

2015-12-01

The purpose of the study is to forecast the outflow and inflow of currency at Indonesian Central Bank or Bank Indonesia (BI) in Sulawesi Region. The currency outflow and inflow data tend to have a trend pattern which is influenced by calendar variation effects. Therefore, this research focuses to apply some forecasting methods that could handle calendar variation effects, i.e. Time Series Regression (TSR) and ARIMAX models, and compare the forecast accuracy with ARIMA model. The best model is selected based on the lowest of Root Mean Squares Errors (RMSE) at out-sample dataset. The results show that ARIMA is the best model for forecasting the currency outflow and inflow at South Sulawesi. Whereas, the best model for forecasting the currency outflow at Central Sulawesi and Southeast Sulawesi, and for forecasting the currency inflow at South Sulawesi and North Sulawesi is TSR. Additionally, ARIMAX is the best model for forecasting the currency outflow at North Sulawesi. Hence, the results show that more complex models do not neccessary yield more accurate forecast than the simpler one.

Predictability of monthly temperature and precipitation using automatic time series forecasting methods

NASA Astrophysics Data System (ADS)

Papacharalampous, Georgia; Tyralis, Hristos; Koutsoyiannis, Demetris

2018-02-01

We investigate the predictability of monthly temperature and precipitation by applying automatic univariate time series forecasting methods to a sample of 985 40-year-long monthly temperature and 1552 40-year-long monthly precipitation time series. The methods include a naïve one based on the monthly values of the last year, as well as the random walk (with drift), AutoRegressive Fractionally Integrated Moving Average (ARFIMA), exponential smoothing state-space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components (BATS), simple exponential smoothing, Theta and Prophet methods. Prophet is a recently introduced model inspired by the nature of time series forecasted at Facebook and has not been applied to hydrometeorological time series before, while the use of random walk, BATS, simple exponential smoothing and Theta is rare in hydrology. The methods are tested in performing multi-step ahead forecasts for the last 48 months of the data. We further investigate how different choices of handling the seasonality and non-normality affect the performance of the models. The results indicate that: (a) all the examined methods apart from the naïve and random walk ones are accurate enough to be used in long-term applications; (b) monthly temperature and precipitation can be forecasted to a level of accuracy which can barely be improved using other methods; (c) the externally applied classical seasonal decomposition results mostly in better forecasts compared to the automatic seasonal decomposition used by the BATS and Prophet methods; and (d) Prophet is competitive, especially when it is combined with externally applied classical seasonal decomposition.

Hierarchical time series bottom-up approach for forecast the export value in Central Java

NASA Astrophysics Data System (ADS)

Mahkya, D. A.; Ulama, B. S.; Suhartono

2017-10-01

The purpose of this study is Getting the best modeling and predicting the export value of Central Java using a Hierarchical Time Series. The export value is one variable injection in the economy of a country, meaning that if the export value of the country increases, the country’s economy will increase even more. Therefore, it is necessary appropriate modeling to predict the export value especially in Central Java. Export Value in Central Java are grouped into 21 commodities with each commodity has a different pattern. One approach that can be used time series is a hierarchical approach. Hierarchical Time Series is used Buttom-up. To Forecast the individual series at all levels using Autoregressive Integrated Moving Average (ARIMA), Radial Basis Function Neural Network (RBFNN), and Hybrid ARIMA-RBFNN. For the selection of the best models used Symmetric Mean Absolute Percentage Error (sMAPE). Results of the analysis showed that for the Export Value of Central Java, Bottom-up approach with Hybrid ARIMA-RBFNN modeling can be used for long-term predictions. As for the short and medium-term predictions, it can be used a bottom-up approach RBFNN modeling. Overall bottom-up approach with RBFNN modeling give the best result.

Forecasting of natural gas consumption with neural network and neuro fuzzy system

NASA Astrophysics Data System (ADS)

Kaynar, Oguz; Yilmaz, Isik; Demirkoparan, Ferhan

2010-05-01

The prediction of natural gas consumption is crucial for Turkey which follows foreign-dependent policy in point of providing natural gas and whose stock capacity is only 5% of internal total consumption. Prediction accuracy of demand is one of the elements which has an influence on sectored investments and agreements about obtaining natural gas, so on development of sector. In recent years, new techniques, such as artificial neural networks and fuzzy inference systems, have been widely used in natural gas consumption prediction in addition to classical time series analysis. In this study, weekly natural gas consumption of Turkey has been predicted by means of three different approaches. The first one is Autoregressive Integrated Moving Average (ARIMA), which is classical time series analysis method. The second approach is the Artificial Neural Network. Two different ANN models, which are Multi Layer Perceptron (MLP) and Radial Basis Function Network (RBFN), are employed to predict natural gas consumption. The last is Adaptive Neuro Fuzzy Inference System (ANFIS), which combines ANN and Fuzzy Inference System. Different prediction models have been constructed and one model, which has the best forecasting performance, is determined for each method. Then predictions are made by using these models and results are compared. Keywords: ANN, ANFIS, ARIMA, Natural Gas, Forecasting

Evaluation of the Impact of AIRS Radiance and Profile Data Assimilation in Partly Cloudy Regions

NASA Technical Reports Server (NTRS)

Zavodsky, Bradley; Srikishen, Jayanthi; Jedlovec, Gary

2013-01-01

Improvements to global and regional numerical weather prediction have been demonstrated through assimilation of data from NASA s Atmospheric Infrared Sounder (AIRS). Current operational data assimilation systems use AIRS radiances, but impact on regional forecasts has been much smaller than for global forecasts. Retrieved profiles from AIRS contain much of the information that is contained in the radiances and may be able to reveal reasons for this reduced impact. Assimilating AIRS retrieved profiles in an identical analysis configuration to the radiances, tracking the quantity and quality of the assimilated data in each technique, and examining analysis increments and forecast impact from each data type can yield clues as to the reasons for the reduced impact. By doing this with regional scale models individual synoptic features (and the impact of AIRS on these features) can be more easily tracked. This project examines the assimilation of hyperspectral sounder data used in operational numerical weather prediction by comparing operational techniques used for AIRS radiances and research techniques used for AIRS retrieved profiles. Parallel versions of a configuration of the Weather Research and Forecasting (WRF) model with Gridpoint Statistical Interpolation (GSI) are run to examine the impact AIRS radiances and retrieved profiles. Statistical evaluation of a long-term series of forecast runs will be compared along with preliminary results of in-depth investigations for select case comparing the analysis increments in partly cloudy regions and short-term forecast impacts.

Short-term forecasts gain in accuracy. [Regression technique using ''Box-Jenkins'' analysis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Not Available

Box-Jenkins time-series models offer accuracy for short-term forecasts that compare with large-scale macroeconomic forecasts. Utilities need to be able to forecast peak demand in order to plan their generating, transmitting, and distribution systems. This new method differs from conventional models by not assuming specific data patterns, but by fitting available data into a tentative pattern on the basis of auto-correlations. Three types of models (autoregressive, moving average, or mixed autoregressive/moving average) can be used according to which provides the most appropriate combination of autocorrelations and related derivatives. Major steps in choosing a model are identifying potential models, estimating the parametersmore » of the problem, and running a diagnostic check to see if the model fits the parameters. The Box-Jenkins technique is well suited for seasonal patterns, which makes it possible to have as short as hourly forecasts of load demand. With accuracy up to two years, the method will allow electricity price-elasticity forecasting that can be applied to facility planning and rate design. (DCK)« less

Beat the Instructor: An Introductory Forecasting Game

ERIC Educational Resources Information Center

Snider, Brent R.; Eliasson, Janice B.

2013-01-01

This teaching brief describes a 30-minute game where student groups compete in-class in an introductory time-series forecasting exercise. The students are challenged to "beat the instructor" who competes using forecasting techniques that will be subsequently taught. All forecasts are graphed prior to revealing the randomly generated…

Modeling and forecasting of KLCI weekly return using WT-ANN integrated model

NASA Astrophysics Data System (ADS)

Liew, Wei-Thong; Liong, Choong-Yeun; Hussain, Saiful Izzuan; Isa, Zaidi

2013-04-01

The forecasting of weekly return is one of the most challenging tasks in investment since the time series are volatile and non-stationary. In this study, an integrated model of wavelet transform and artificial neural network, WT-ANN is studied for modeling and forecasting of KLCI weekly return. First, the WT is applied to decompose the weekly return time series in order to eliminate noise. Then, a mathematical model of the time series is constructed using the ANN. The performance of the suggested model will be evaluated by root mean squared error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE). The result shows that the WT-ANN model can be considered as a feasible and powerful model for time series modeling and prediction.

Researches on High Accuracy Prediction Methods of Earth Orientation Parameters

NASA Astrophysics Data System (ADS)

Xu, X. Q.

2015-09-01

The Earth rotation reflects the coupling process among the solid Earth, atmosphere, oceans, mantle, and core of the Earth on multiple spatial and temporal scales. The Earth rotation can be described by the Earth's orientation parameters, which are abbreviated as EOP (mainly including two polar motion components PM_X and PM_Y, and variation in the length of day ΔLOD). The EOP is crucial in the transformation between the terrestrial and celestial reference systems, and has important applications in many areas such as the deep space exploration, satellite precise orbit determination, and astrogeodynamics. However, the EOP products obtained by the space geodetic technologies generally delay by several days to two weeks. The growing demands for modern space navigation make high-accuracy EOP prediction be a worthy topic. This thesis is composed of the following three aspects, for the purpose of improving the EOP forecast accuracy. (1) We analyze the relation between the length of the basic data series and the EOP forecast accuracy, and compare the EOP prediction accuracy for the linear autoregressive (AR) model and the nonlinear artificial neural network (ANN) method by performing the least squares (LS) extrapolations. The results show that the high precision forecast of EOP can be realized by appropriate selection of the basic data series length according to the required time span of EOP prediction: for short-term prediction, the basic data series should be shorter, while for the long-term prediction, the series should be longer. The analysis also showed that the LS+AR model is more suitable for the short-term forecasts, while the LS+ANN model shows the advantages in the medium- and long-term forecasts. (2) We develop for the first time a new method which combines the autoregressive model and Kalman filter (AR+Kalman) in short-term EOP prediction. The equations of observation and state are established using the EOP series and the autoregressive coefficients respectively, which are used to improve/re-evaluate the AR model. Comparing to the single AR model, the AR+Kalman method performs better in the prediction of UT1-UTC and ΔLOD, and the improvement in the prediction of the polar motion is significant. (3) Following the successful Earth Orientation Parameter Prediction Comparison Campaign (EOP PCC), the Earth Orientation Parameter Combination of Prediction Pilot Project (EOPC PPP) was sponsored in 2010. As one of the participants from China, we update and submit the short- and medium-term (1 to 90 days) EOP predictions every day. From the current comparative statistics, our prediction accuracy is on the medium international level. We will carry out more innovative researches to improve the EOP forecast accuracy and enhance our level in EOP forecast.

Methods for forecasting freight in uncertainty : time series analysis of multiple factors.

DOT National Transportation Integrated Search

2011-01-31

The main goal of this research was to analyze and more accurately model freight movement in : Alabama. Ultimately, the goal of this project was to provide an overall approach to the : integration of accurate freight models into transportation plans a...

Scenario Generation and Assessment Framework Solution in Support of the Comprehensive Approach

DTIC Science & Technology

2010-04-01

attention, stress, fatigue etc.) and neurofeedback tracking for evaluation in a qualitative manner the real involvement of the trained participants in CAX...Series, Softrade, 2006 (in Bulgarian). [11] Minchev Z., Dukov G., Georgiev S. EEG Spectral Analysis in Serious Gaming: An Ad Hoc Experimental...Nonlinear and linear forecasting of the EEG time series, Biological Cybernetics, 66, 221-259, 1991. [20] Schubert, J., Svenson, P., and Mårtenson, Ch

Fast Algorithms for Mining Co-evolving Time Series

DTIC Science & Technology

2011-09-01

Keogh et al., 2001, 2004] and (b) forecasting, like an autoregressive integrated moving average model ( ARIMA ) and related meth- ods [Box et al., 1994...computing hardware? We develop models to mine time series with missing values, to extract compact representation from time sequences, to segment the...sequences, and to do forecasting. For large scale data, we propose algorithms for learning time series models , in particular, including Linear Dynamical

Development of temporal modelling for forecasting and prediction of malaria infections using time-series and ARIMAX analyses: a case study in endemic districts of Bhutan.

PubMed

Wangdi, Kinley; Singhasivanon, Pratap; Silawan, Tassanee; Lawpoolsri, Saranath; White, Nicholas J; Kaewkungwal, Jaranit

2010-09-03

Malaria still remains a public health problem in some districts of Bhutan despite marked reduction of cases in last few years. To strengthen the country's prevention and control measures, this study was carried out to develop forecasting and prediction models of malaria incidence in the endemic districts of Bhutan using time series and ARIMAX. This study was carried out retrospectively using the monthly reported malaria cases from the health centres to Vector-borne Disease Control Programme (VDCP) and the meteorological data from Meteorological Unit, Department of Energy, Ministry of Economic Affairs. Time series analysis was performed on monthly malaria cases, from 1994 to 2008, in seven malaria endemic districts. The time series models derived from a multiplicative seasonal autoregressive integrated moving average (ARIMA) was deployed to identify the best model using data from 1994 to 2006. The best-fit model was selected for each individual district and for the overall endemic area was developed and the monthly cases from January to December 2009 and 2010 were forecasted. In developing the prediction model, the monthly reported malaria cases and the meteorological factors from 1996 to 2008 of the seven districts were analysed. The method of ARIMAX modelling was employed to determine predictors of malaria of the subsequent month. It was found that the ARIMA (p, d, q) (P, D, Q)s model (p and P representing the auto regressive and seasonal autoregressive; d and D representing the non-seasonal differences and seasonal differencing; and q and Q the moving average parameters and seasonal moving average parameters, respectively and s representing the length of the seasonal period) for the overall endemic districts was (2,1,1)(0,1,1)12; the modelling data from each district revealed two most common ARIMA models including (2,1,1)(0,1,1)12 and (1,1,1)(0,1,1)12. The forecasted monthly malaria cases from January to December 2009 and 2010 varied from 15 to 82 cases in 2009 and 67 to 149 cases in 2010, where population in 2009 was 285,375 and the expected population of 2010 to be 289,085. The ARIMAX model of monthly cases and climatic factors showed considerable variations among the different districts. In general, the mean maximum temperature lagged at one month was a strong positive predictor of an increased malaria cases for four districts. The monthly number of cases of the previous month was also a significant predictor in one district, whereas no variable could predict malaria cases for two districts. The ARIMA models of time-series analysis were useful in forecasting the number of cases in the endemic areas of Bhutan. There was no consistency in the predictors of malaria cases when using ARIMAX model with selected lag times and climatic predictors. The ARIMA forecasting models could be employed for planning and managing malaria prevention and control programme in Bhutan.

Daily air quality index forecasting with hybrid models: A case in China.

PubMed

Zhu, Suling; Lian, Xiuyuan; Liu, Haixia; Hu, Jianming; Wang, Yuanyuan; Che, Jinxing

2017-12-01

Air quality is closely related to quality of life. Air pollution forecasting plays a vital role in air pollution warnings and controlling. However, it is difficult to attain accurate forecasts for air pollution indexes because the original data are non-stationary and chaotic. The existing forecasting methods, such as multiple linear models, autoregressive integrated moving average (ARIMA) and support vector regression (SVR), cannot fully capture the information from series of pollution indexes. Therefore, new effective techniques need to be proposed to forecast air pollution indexes. The main purpose of this research is to develop effective forecasting models for regional air quality indexes (AQI) to address the problems above and enhance forecasting accuracy. Therefore, two hybrid models (EMD-SVR-Hybrid and EMD-IMFs-Hybrid) are proposed to forecast AQI data. The main steps of the EMD-SVR-Hybrid model are as follows: the data preprocessing technique EMD (empirical mode decomposition) is utilized to sift the original AQI data to obtain one group of smoother IMFs (intrinsic mode functions) and a noise series, where the IMFs contain the important information (level, fluctuations and others) from the original AQI series. LS-SVR is applied to forecast the sum of the IMFs, and then, S-ARIMA (seasonal ARIMA) is employed to forecast the residual sequence of LS-SVR. In addition, EMD-IMFs-Hybrid first separately forecasts the IMFs via statistical models and sums the forecasting results of the IMFs as EMD-IMFs. Then, S-ARIMA is employed to forecast the residuals of EMD-IMFs. To certify the proposed hybrid model, AQI data from June 2014 to August 2015 collected from Xingtai in China are utilized as a test case to investigate the empirical research. In terms of some of the forecasting assessment measures, the AQI forecasting results of Xingtai show that the two proposed hybrid models are superior to ARIMA, SVR, GRNN, EMD-GRNN, Wavelet-GRNN and Wavelet-SVR. Therefore, the proposed hybrid models can be used as effective and simple tools for air pollution forecasting and warning as well as for management. Copyright © 2017 Elsevier Ltd. All rights reserved.

Ensemble Bayesian forecasting system Part I: Theory and algorithms

NASA Astrophysics Data System (ADS)

Herr, Henry D.; Krzysztofowicz, Roman

2015-05-01

The ensemble Bayesian forecasting system (EBFS), whose theory was published in 2001, is developed for the purpose of quantifying the total uncertainty about a discrete-time, continuous-state, non-stationary stochastic process such as a time series of stages, discharges, or volumes at a river gauge. The EBFS is built of three components: an input ensemble forecaster (IEF), which simulates the uncertainty associated with random inputs; a deterministic hydrologic model (of any complexity), which simulates physical processes within a river basin; and a hydrologic uncertainty processor (HUP), which simulates the hydrologic uncertainty (an aggregate of all uncertainties except input). It works as a Monte Carlo simulator: an ensemble of time series of inputs (e.g., precipitation amounts) generated by the IEF is transformed deterministically through a hydrologic model into an ensemble of time series of outputs, which is next transformed stochastically by the HUP into an ensemble of time series of predictands (e.g., river stages). Previous research indicated that in order to attain an acceptable sampling error, the ensemble size must be on the order of hundreds (for probabilistic river stage forecasts and probabilistic flood forecasts) or even thousands (for probabilistic stage transition forecasts). The computing time needed to run the hydrologic model this many times renders the straightforward simulations operationally infeasible. This motivates the development of the ensemble Bayesian forecasting system with randomization (EBFSR), which takes full advantage of the analytic meta-Gaussian HUP and generates multiple ensemble members after each run of the hydrologic model; this auxiliary randomization reduces the required size of the meteorological input ensemble and makes it operationally feasible to generate a Bayesian ensemble forecast of large size. Such a forecast quantifies the total uncertainty, is well calibrated against the prior (climatic) distribution of predictand, possesses a Bayesian coherence property, constitutes a random sample of the predictand, and has an acceptable sampling error-which makes it suitable for rational decision making under uncertainty.

Numerical prediction of the Mid-Atlantic states cyclone of 18-19 February 1979

NASA Technical Reports Server (NTRS)

Atlas, R.; Rosenberg, R.

1982-01-01

A series of forecast experiments was conducted to assess the accuracy of the GLAS model, and to determine the importance of large scale dynamical processes and diabatic heating to the cyclogenesis. The GLAS model correctly predicted intense coastal cyclogenesis and heavy precipitation. Repeated without surface heat and moisture fluxes, the model failed to predict any cyclone development. An extended range forecast, a forecast from the NMC analysis interpolated to the GLAS grid, and a forecast from the GLAS analysis with the surface moisture flux excluded predicted weak coastal low development. Diabatic heating resulting from oceanic fluxes significantly contributed to the generation of low level cyclonic vorticity and the intensification and slow rate of movement of an upper level ridge over the western Atlantic. As an upper level short wave trough approached this ridge, diabatic heating associated with the release of latent heat intensified, and the gradient of vorticity, vorticity advection and upper level divergence in advance of the trough were greatly increased, providing strong large scale forcing for the surface cyclogenesis.

Adaptive Anchoring Model: How Static and Dynamic Presentations of Time Series Influence Judgments and Predictions.

PubMed

Kusev, Petko; van Schaik, Paul; Tsaneva-Atanasova, Krasimira; Juliusson, Asgeir; Chater, Nick

2018-01-01

When attempting to predict future events, people commonly rely on historical data. One psychological characteristic of judgmental forecasting of time series, established by research, is that when people make forecasts from series, they tend to underestimate future values for upward trends and overestimate them for downward ones, so-called trend-damping (modeled by anchoring on, and insufficient adjustment from, the average of recent time series values). Events in a time series can be experienced sequentially (dynamic mode), or they can also be retrospectively viewed simultaneously (static mode), not experienced individually in real time. In one experiment, we studied the influence of presentation mode (dynamic and static) on two sorts of judgment: (a) predictions of the next event (forecast) and (b) estimation of the average value of all the events in the presented series (average estimation). Participants' responses in dynamic mode were anchored on more recent events than in static mode for all types of judgment but with different consequences; hence, dynamic presentation improved prediction accuracy, but not estimation. These results are not anticipated by existing theoretical accounts; we develop and present an agent-based model-the adaptive anchoring model (ADAM)-to account for the difference between processing sequences of dynamically and statically presented stimuli (visually presented data). ADAM captures how variation in presentation mode produces variation in responses (and the accuracy of these responses) in both forecasting and judgment tasks. ADAM's model predictions for the forecasting and judgment tasks fit better with the response data than a linear-regression time series model. Moreover, ADAM outperformed autoregressive-integrated-moving-average (ARIMA) and exponential-smoothing models, while neither of these models accounts for people's responses on the average estimation task. Copyright © 2017 The Authors. Cognitive Science published by Wiley Periodicals, Inc. on behalf of Cognitive Science Society.

Forecasting electricity usage using univariate time series models

NASA Astrophysics Data System (ADS)

Hock-Eam, Lim; Chee-Yin, Yip

2014-12-01

Electricity is one of the important energy sources. A sufficient supply of electricity is vital to support a country's development and growth. Due to the changing of socio-economic characteristics, increasing competition and deregulation of electricity supply industry, the electricity demand forecasting is even more important than before. It is imperative to evaluate and compare the predictive performance of various forecasting methods. This will provide further insights on the weakness and strengths of each method. In literature, there are mixed evidences on the best forecasting methods of electricity demand. This paper aims to compare the predictive performance of univariate time series models for forecasting the electricity demand using a monthly data of maximum electricity load in Malaysia from January 2003 to December 2013. Results reveal that the Box-Jenkins method produces the best out-of-sample predictive performance. On the other hand, Holt-Winters exponential smoothing method is a good forecasting method for in-sample predictive performance.

Dynamics of electricity market correlations

NASA Astrophysics Data System (ADS)

Alvarez-Ramirez, J.; Escarela-Perez, R.; Espinosa-Perez, G.; Urrea, R.

2009-06-01

Electricity market participants rely on demand and price forecasts to decide their bidding strategies, allocate assets, negotiate bilateral contracts, hedge risks, and plan facility investments. However, forecasting is hampered by the non-linear and stochastic nature of price time series. Diverse modeling strategies, from neural networks to traditional transfer functions, have been explored. These approaches are based on the assumption that price series contain correlations that can be exploited for model-based prediction purposes. While many works have been devoted to the demand and price modeling, a limited number of reports on the nature and dynamics of electricity market correlations are available. This paper uses detrended fluctuation analysis to study correlations in the demand and price time series and takes the Australian market as a case study. The results show the existence of correlations in both demand and prices over three orders of magnitude in time ranging from hours to months. However, the Hurst exponent is not constant over time, and its time evolution was computed over a subsample moving window of 250 observations. The computations, also made for two Canadian markets, show that the correlations present important fluctuations over a seasonal one-year cycle. Interestingly, non-linearities (measured in terms of a multifractality index) and reduced price predictability are found for the June-July periods, while the converse behavior is displayed during the December-January period. In terms of forecasting models, our results suggest that non-linear recursive models should be considered for accurate day-ahead price estimation. On the other hand, linear models seem to suffice for demand forecasting purposes.

Forecasting of Information Security Related Incidents: Amount of Spam Messages as a Case Study

NASA Astrophysics Data System (ADS)

Romanov, Anton; Okamoto, Eiji

With the increasing demand for services provided by communication networks, quality and reliability of such services as well as confidentiality of data transfer are becoming ones of the highest concerns. At the same time, because of growing hacker's activities, quality of provided content and reliability of its continuous delivery strongly depend on integrity of data transmission and availability of communication infrastructure, thus on information security of a given IT landscape. But, the amount of resources allocated to provide information security (like security staff, technical countermeasures and etc.) must be reasonable from the economic point of view. This fact, in turn, leads to the need to employ a forecasting technique in order to make planning of IT budget and short-term planning of potential bottlenecks. In this paper we present an approach to make such a forecasting for a wide class of information security related incidents (ISRI) — unambiguously detectable ISRI. This approach is based on different auto regression models which are widely used in financial time series analysis but can not be directly applied to ISRI time series due to specifics related to information security. We investigate and address this specifics by proposing rules (special conditions) of collection and storage of ISRI time series, adherence to which improves forecasting in this subject field. We present an application of our approach to one type of unambiguously detectable ISRI — amount of spam messages which, if not mitigated properly, could create additional load on communication infrastructure and consume significant amounts of network capacity. Finally we evaluate our approach by simulation and actual measurement.

Scaling forecast models for wind turbulence and wind turbine power intermittency

NASA Astrophysics Data System (ADS)

Duran Medina, Olmo; Schmitt, Francois G.; Calif, Rudy

2017-04-01

The intermittency of the wind turbine power remains an important issue for the massive development of this renewable energy. The energy peaks injected in the electric grid produce difficulties in the energy distribution management. Hence, a correct forecast of the wind power in the short and middle term is needed due to the high unpredictability of the intermittency phenomenon. We consider a statistical approach through the analysis and characterization of stochastic fluctuations. The theoretical framework is the multifractal modelisation of wind velocity fluctuations. Here, we consider three wind turbine data where two possess a direct drive technology. Those turbines are producing energy in real exploitation conditions and allow to test our forecast models of power production at a different time horizons. Two forecast models were developed based on two physical principles observed in the wind and the power time series: the scaling properties on the one hand and the intermittency in the wind power increments on the other. The first tool is related to the intermittency through a multifractal lognormal fit of the power fluctuations. The second tool is based on an analogy of the power scaling properties with a fractional brownian motion. Indeed, an inner long-term memory is found in both time series. Both models show encouraging results since a correct tendency of the signal is respected over different time scales. Those tools are first steps to a search of efficient forecasting approaches for grid adaptation facing the wind energy fluctuations.

Performance of the 'material Failure Forecast Method' in real-time situations: A Bayesian approach applied on effusive and explosive eruptions

NASA Astrophysics Data System (ADS)

Boué, A.; Lesage, P.; Cortés, G.; Valette, B.; Reyes-Dávila, G.; Arámbula-Mendoza, R.; Budi-Santoso, A.

2016-11-01

Most attempts of deterministic eruption forecasting are based on the material Failure Forecast Method (FFM). This method assumes that a precursory observable, such as the rate of seismic activity, can be described by a simple power law which presents a singularity at a time close to the eruption onset. Until now, this method has been applied only in a small number of cases, generally for forecasts in hindsight. In this paper, a rigorous Bayesian approach of the FFM designed for real-time applications is applied. Using an automatic recognition system, seismo-volcanic events are detected and classified according to their physical mechanism and time series of probability distributions of the rates of events are calculated. At each time of observation, a Bayesian inversion provides estimations of the exponent of the power law and of the time of eruption, together with their probability density functions. Two criteria are defined in order to evaluate the quality and reliability of the forecasts. Our automated procedure has allowed the analysis of long, continuous seismic time series: 13 years from Volcán de Colima, Mexico, 10 years from Piton de la Fournaise, Reunion Island, France, and several months from Merapi volcano, Java, Indonesia. The new forecasting approach has been applied to 64 pre-eruptive sequences which present various types of dominant seismic activity (volcano-tectonic or long-period events) and patterns of seismicity with different level of complexity. This has allowed us to test the FFM assumptions, to determine in which conditions the method can be applied, and to quantify the success rate of the forecasts. 62% of the precursory sequences analysed are suitable for the application of FFM and half of the total number of eruptions are successfully forecast in hindsight. In real-time, the method allows for the successful forecast of 36% of all the eruptions considered. Nevertheless, real-time forecasts are successful for 83% of the cases that fulfil the reliability criteria. Therefore, good confidence on the method is obtained when the reliability criteria are met.

Research on light rail electric load forecasting based on ARMA model

NASA Astrophysics Data System (ADS)

Huang, Yifan

2018-04-01

The article compares a variety of time series models and combines the characteristics of power load forecasting. Then, a light load forecasting model based on ARMA model is established. Based on this model, a light rail system is forecasted. The prediction results show that the accuracy of the model prediction is high.

The response of numerical weather prediction analysis systems to FGGE 2b data

NASA Technical Reports Server (NTRS)

Hollingsworth, A.; Lorenc, A.; Tracton, S.; Arpe, K.; Cats, G.; Uppala, S.; Kallberg, P.

1985-01-01

An intercomparison of analyses of the main PGGE Level IIb data set is presented with three advanced analysis systems. The aims of the work are to estimate the extent and magnitude of the differences between the analyses, to identify the reasons for the differences, and finally to estimate the significance of the differences. Extratropical analyses only are considered. Objective evaluations of analysis quality, such as fit to observations, statistics of analysis differences, and mean fields are discussed. In addition, substantial emphasis is placed on subjective evaluation of a series of case studies that were selected to illustrate the importance of different aspects of the analysis procedures, such as quality control, data selection, resolution, dynamical balance, and the role of the assimilating forecast model. In some cases, the forecast models are used as selective amplifiers of analysis differences to assist in deciding which analysis was more nearly correct in the treatment of particular data.

California motor vehicle stock, travel and fuel forecast.

DOT National Transportation Integrated Search

2009-06-01

This is the twenty-fourth in a series of reports that forecasts Vehicle Miles of Travel (VMT) in California. This report is intended for transportation planning, travel forecasting, air quality modeling, and fuel tax revenue projection. : This report...

California motor vehicle stock, travel, and fuel forecasts documents

DOT National Transportation Integrated Search

2005-12-30

This is the twenty-first of a series of California Motor Vehicle Stock, Travel and Fuel : Forecast (MVSTAFF) reports. These reports provide historical estimates and forecasts of : the number of registered vehicles, miles of travel, fuel consumption, ...

Empirical Mode Decomposition and k-Nearest Embedding Vectors for Timely Analyses of Antibiotic Resistance Trends

PubMed Central

Teodoro, Douglas; Lovis, Christian

2013-01-01

Background Antibiotic resistance is a major worldwide public health concern. In clinical settings, timely antibiotic resistance information is key for care providers as it allows appropriate targeted treatment or improved empirical treatment when the specific results of the patient are not yet available. Objective To improve antibiotic resistance trend analysis algorithms by building a novel, fully data-driven forecasting method from the combination of trend extraction and machine learning models for enhanced biosurveillance systems. Methods We investigate a robust model for extraction and forecasting of antibiotic resistance trends using a decade of microbiology data. Our method consists of breaking down the resistance time series into independent oscillatory components via the empirical mode decomposition technique. The resulting waveforms describing intrinsic resistance trends serve as the input for the forecasting algorithm. The algorithm applies the delay coordinate embedding theorem together with the k-nearest neighbor framework to project mappings from past events into the future dimension and estimate the resistance levels. Results The algorithms that decompose the resistance time series and filter out high frequency components showed statistically significant performance improvements in comparison with a benchmark random walk model. We present further qualitative use-cases of antibiotic resistance trend extraction, where empirical mode decomposition was applied to highlight the specificities of the resistance trends. Conclusion The decomposition of the raw signal was found not only to yield valuable insight into the resistance evolution, but also to produce novel models of resistance forecasters with boosted prediction performance, which could be utilized as a complementary method in the analysis of antibiotic resistance trends. PMID:23637796

NCEP Air Quality Forecast(AQF) Verification. NOAA/NWS/NCEP/EMC

Science.gov Websites

average Select forecast four: Day 1 AOD skill for all thresholds Day 1 Time series for AOD GT 0 Day 2 AOD skill for all thresholds Day 2 Time series for AOD GT 0 Diurnal plots for AOD GT 0 Select statistic type

A Method for Oscillation Errors Restriction of SINS Based on Forecasted Time Series.

PubMed

Zhao, Lin; Li, Jiushun; Cheng, Jianhua; Jia, Chun; Wang, Qiufan

2015-07-17

Continuity, real-time, and accuracy are the key technical indexes of evaluating comprehensive performance of a strapdown inertial navigation system (SINS). However, Schuler, Foucault, and Earth periodic oscillation errors significantly cut down the real-time accuracy of SINS. A method for oscillation error restriction of SINS based on forecasted time series is proposed by analyzing the characteristics of periodic oscillation errors. The innovative method gains multiple sets of navigation solutions with different phase delays in virtue of the forecasted time series acquired through the measurement data of the inertial measurement unit (IMU). With the help of curve-fitting based on least square method, the forecasted time series is obtained while distinguishing and removing small angular motion interference in the process of initial alignment. Finally, the periodic oscillation errors are restricted on account of the principle of eliminating the periodic oscillation signal with a half-wave delay by mean value. Simulation and test results show that the method has good performance in restricting the Schuler, Foucault, and Earth oscillation errors of SINS.

A Method for Oscillation Errors Restriction of SINS Based on Forecasted Time Series

PubMed Central

Zhao, Lin; Li, Jiushun; Cheng, Jianhua; Jia, Chun; Wang, Qiufan

2015-01-01

Continuity, real-time, and accuracy are the key technical indexes of evaluating comprehensive performance of a strapdown inertial navigation system (SINS). However, Schuler, Foucault, and Earth periodic oscillation errors significantly cut down the real-time accuracy of SINS. A method for oscillation error restriction of SINS based on forecasted time series is proposed by analyzing the characteristics of periodic oscillation errors. The innovative method gains multiple sets of navigation solutions with different phase delays in virtue of the forecasted time series acquired through the measurement data of the inertial measurement unit (IMU). With the help of curve-fitting based on least square method, the forecasted time series is obtained while distinguishing and removing small angular motion interference in the process of initial alignment. Finally, the periodic oscillation errors are restricted on account of the principle of eliminating the periodic oscillation signal with a half-wave delay by mean value. Simulation and test results show that the method has good performance in restricting the Schuler, Foucault, and Earth oscillation errors of SINS. PMID:26193283

Smoothing strategies combined with ARIMA and neural networks to improve the forecasting of traffic accidents.

PubMed

Barba, Lida; Rodríguez, Nibaldo; Montt, Cecilia

2014-01-01

Two smoothing strategies combined with autoregressive integrated moving average (ARIMA) and autoregressive neural networks (ANNs) models to improve the forecasting of time series are presented. The strategy of forecasting is implemented using two stages. In the first stage the time series is smoothed using either, 3-point moving average smoothing, or singular value Decomposition of the Hankel matrix (HSVD). In the second stage, an ARIMA model and two ANNs for one-step-ahead time series forecasting are used. The coefficients of the first ANN are estimated through the particle swarm optimization (PSO) learning algorithm, while the coefficients of the second ANN are estimated with the resilient backpropagation (RPROP) learning algorithm. The proposed models are evaluated using a weekly time series of traffic accidents of Valparaíso, Chilean region, from 2003 to 2012. The best result is given by the combination HSVD-ARIMA, with a MAPE of 0:26%, followed by MA-ARIMA with a MAPE of 1:12%; the worst result is given by the MA-ANN based on PSO with a MAPE of 15:51%.

Hospital daily outpatient visits forecasting using a combinatorial model based on ARIMA and SES models.

PubMed

Luo, Li; Luo, Le; Zhang, Xinli; He, Xiaoli

2017-07-10

Accurate forecasting of hospital outpatient visits is beneficial for the reasonable planning and allocation of healthcare resource to meet the medical demands. In terms of the multiple attributes of daily outpatient visits, such as randomness, cyclicity and trend, time series methods, ARIMA, can be a good choice for outpatient visits forecasting. On the other hand, the hospital outpatient visits are also affected by the doctors' scheduling and the effects are not pure random. Thinking about the impure specialty, this paper presents a new forecasting model that takes cyclicity and the day of the week effect into consideration. We formulate a seasonal ARIMA (SARIMA) model on a daily time series and then a single exponential smoothing (SES) model on the day of the week time series, and finally establish a combinatorial model by modifying them. The models are applied to 1 year of daily visits data of urban outpatients in two internal medicine departments of a large hospital in Chengdu, for forecasting the daily outpatient visits about 1 week ahead. The proposed model is applied to forecast the cross-sectional data for 7 consecutive days of daily outpatient visits over an 8-weeks period based on 43 weeks of observation data during 1 year. The results show that the two single traditional models and the combinatorial model are simplicity of implementation and low computational intensiveness, whilst being appropriate for short-term forecast horizons. Furthermore, the combinatorial model can capture the comprehensive features of the time series data better. Combinatorial model can achieve better prediction performance than the single model, with lower residuals variance and small mean of residual errors which needs to be optimized deeply on the next research step.

Solar flux forecasting using mutual information with an optimal delay

NASA Technical Reports Server (NTRS)

Ashrafi, S.; Conway, D.; Rokni, M.; Sperling, R.; Roszman, L.; Cooley, J.

1993-01-01

Solar flux F(sub 10.7) directly affects the atmospheric density, thereby changing the lifetime and prediction of satellite orbits. For this reason, accurate forecasting of F(sub 10.7) is crucial for orbit determination of spacecraft. Our attempts to model and forecast F(sub 10.7) uncovered highly entangled dynamics. We concluded that the general lack of predictability in solar activity arises from its nonlinear nature. Nonlinear dynamics allow us to predict F(sub 10.7) more accurately than is possible using stochastic methods for time scales shorter than a characteristic horizon, and with about the same accuracy as using stochastic techniques when the forecasted data exceed this horizon. The forecast horizon is a function of two dynamical invariants: the attractor dimension and the Lyapunov exponent. In recent years, estimation of the attractor dimension reconstructed from a time series has become an important tool in data analysis. In calculating the invariants of the system, the first necessary step is the reconstruction of the attractor for the system from the time-delayed values of the time series. The choice of the time delay is critical for this reconstruction. For an infinite amount of noise-free data, the time delay can, in principle, be chosen almost arbitrarily. However, the quality of the phase portraits produced using the time-delay technique is determined by the value chosen for the delay time. Fraser and Swinney have shown that a good choice for this time delay is the one suggested by Shaw, which uses the first local minimum of the mutual information rather than the autocorrelation function to determine the time delay. This paper presents a refinement of this criterion and applies the refined technique to solar flux data to produce a forecast of the solar activity.

Sensitivity of monthly streamflow forecasts to the quality of rainfall forcing: When do dynamical climate forecasts outperform the Ensemble Streamflow Prediction (ESP) method?

NASA Astrophysics Data System (ADS)

Tanguy, M.; Prudhomme, C.; Harrigan, S.; Smith, K. A.; Parry, S.

2017-12-01

Forecasting hydrological extremes is challenging, especially at lead times over 1 month for catchments with limited hydrological memory and variable climates. One simple way to derive monthly or seasonal hydrological forecasts is to use historical climate data to drive hydrological models using the Ensemble Streamflow Prediction (ESP) method. This gives a range of possible future streamflow given known initial hydrologic conditions alone. The degree of skill of ESP depends highly on the forecast initialisation month and catchment type. Using dynamic rainfall forecasts as driving data instead of historical data could potentially improve streamflow predictions. A lot of effort is being invested within the meteorological community to improve these forecasts. However, while recent progress shows promise (e.g. NAO in winter), the skill of these forecasts at monthly to seasonal timescales is generally still limited, and the extent to which they might lead to improved hydrological forecasts is an area of active research. Additionally, these meteorological forecasts are currently being produced at 1 month or seasonal time-steps in the UK, whereas hydrological models require forcings at daily or sub-daily time-steps. Keeping in mind these limitations of available rainfall forecasts, the objectives of this study are to find out (i) how accurate monthly dynamical rainfall forecasts need to be to outperform ESP, and (ii) how the method used to disaggregate monthly rainfall forecasts into daily rainfall time series affects results. For the first objective, synthetic rainfall time series were created by increasingly degrading observed data (proxy for a `perfect forecast') from 0 % to +/-50 % error. For the second objective, three different methods were used to disaggregate monthly rainfall data into daily time series. These were used to force a simple lumped hydrological model (GR4J) to generate streamflow predictions at a one-month lead time for over 300 catchments representative of the range of UK's hydro-climatic conditions. These forecasts were then benchmarked against the traditional ESP method. It is hoped that the results of this work will help the meteorological community to identify where to focus their efforts in order to increase the usefulness of their forecasts within hydrological forecasting systems.

Time Series Data Analysis of Wireless Sensor Network Measurements of Temperature.

PubMed

Bhandari, Siddhartha; Bergmann, Neil; Jurdak, Raja; Kusy, Branislav

2017-05-26

Wireless sensor networks have gained significant traction in environmental signal monitoring and analysis. The cost or lifetime of the system typically depends on the frequency at which environmental phenomena are monitored. If sampling rates are reduced, energy is saved. Using empirical datasets collected from environmental monitoring sensor networks, this work performs time series analyses of measured temperature time series. Unlike previous works which have concentrated on suppressing the transmission of some data samples by time-series analysis but still maintaining high sampling rates, this work investigates reducing the sampling rate (and sensor wake up rate) and looks at the effects on accuracy. Results show that the sampling period of the sensor can be increased up to one hour while still allowing intermediate and future states to be estimated with interpolation RMSE less than 0.2 °C and forecasting RMSE less than 1 °C.

Coping with Changes in International Classifications of Sectors and Occupations: Application in Skills Forecasting. Research Paper No 43

ERIC Educational Resources Information Center

Kvetan, Vladimir, Ed.

2014-01-01

Reliable and consistent time series are essential to any kind of economic forecasting. Skills forecasting needs to combine data from national accounts and labour force surveys, with the pan-European dimension of Cedefop's skills supply and demand forecasts, relying on different international classification standards. Sectoral classification (NACE)…

Forecasting daily emergency department visits using calendar variables and ambient temperature readings.

PubMed

Marcilio, Izabel; Hajat, Shakoor; Gouveia, Nelson

2013-08-01

This study aimed to develop different models to forecast the daily number of patients seeking emergency department (ED) care in a general hospital according to calendar variables and ambient temperature readings and to compare the models in terms of forecasting accuracy. The authors developed and tested six different models of ED patient visits using total daily counts of patient visits to an ED in Sao Paulo, Brazil, from January 1, 2008, to December 31, 2010. The first 33 months of the data set were used to develop the ED patient visits forecasting models (the training set), leaving the last 3 months to measure each model's forecasting accuracy by the mean absolute percentage error (MAPE). Forecasting models were developed using three different time-series analysis methods: generalized linear models (GLM), generalized estimating equations (GEE), and seasonal autoregressive integrated moving average (SARIMA). For each method, models were explored with and without the effect of mean daily temperature as a predictive variable. The daily mean number of ED visits was 389, ranging from 166 to 613. Data showed a weekly seasonal distribution, with highest patient volumes on Mondays and lowest patient volumes on weekends. There was little variation in daily visits by month. GLM and GEE models showed better forecasting accuracy than SARIMA models. For instance, the MAPEs from GLM models and GEE models at the first month of forecasting (October 2012) were 11.5 and 10.8% (models with and without control for the temperature effect, respectively), while the MAPEs from SARIMA models were 12.8 and 11.7%. For all models, controlling for the effect of temperature resulted in worse or similar forecasting ability than models with calendar variables alone, and forecasting accuracy was better for the short-term horizon (7 days in advance) than for the longer term (30 days in advance). This study indicates that time-series models can be developed to provide forecasts of daily ED patient visits, and forecasting ability was dependent on the type of model employed and the length of the time horizon being predicted. In this setting, GLM and GEE models showed better accuracy than SARIMA models. Including information about ambient temperature in the models did not improve forecasting accuracy. Forecasting models based on calendar variables alone did in general detect patterns of daily variability in ED volume and thus could be used for developing an automated system for better planning of personnel resources. © 2013 by the Society for Academic Emergency Medicine.

Forecasting Electricity Prices in an Optimization Hydrothermal Problem

NASA Astrophysics Data System (ADS)

Matías, J. M.; Bayón, L.; Suárez, P.; Argüelles, A.; Taboada, J.

2007-12-01

This paper presents an economic dispatch algorithm in a hydrothermal system within the framework of a competitive and deregulated electricity market. The optimization problem of one firm is described, whose objective function can be defined as its profit maximization. Since next-day price forecasting is an aspect crucial, this paper proposes an efficient yet highly accurate next-day price new forecasting method using a functional time series approach trying to exploit the daily seasonal structure of the series of prices. For the optimization problem, an optimal control technique is applied and Pontryagin's theorem is employed.

Application of empirical mode decomposition with local linear quantile regression in financial time series forecasting.

PubMed

Jaber, Abobaker M; Ismail, Mohd Tahir; Altaher, Alsaidi M

2014-01-01

This paper mainly forecasts the daily closing price of stock markets. We propose a two-stage technique that combines the empirical mode decomposition (EMD) with nonparametric methods of local linear quantile (LLQ). We use the proposed technique, EMD-LLQ, to forecast two stock index time series. Detailed experiments are implemented for the proposed method, in which EMD-LPQ, EMD, and Holt-Winter methods are compared. The proposed EMD-LPQ model is determined to be superior to the EMD and Holt-Winter methods in predicting the stock closing prices.

Tracking signal test to monitor an intelligent time series forecasting model

NASA Astrophysics Data System (ADS)

Deng, Yan; Jaraiedi, Majid; Iskander, Wafik H.

2004-03-01

Extensive research has been conducted on the subject of Intelligent Time Series forecasting, including many variations on the use of neural networks. However, investigation of model adequacy over time, after the training processes is completed, remains to be fully explored. In this paper we demonstrate a how a smoothed error tracking signals test can be incorporated into a neuro-fuzzy model to monitor the forecasting process and as a statistical measure for keeping the forecasting model up-to-date. The proposed monitoring procedure is effective in the detection of nonrandom changes, due to model inadequacy or lack of unbiasedness in the estimation of model parameters and deviations from the existing patterns. This powerful detection device will result in improved forecast accuracy in the long run. An example data set has been used to demonstrate the application of the proposed method.

Small area population forecasting: some experience with British models.

PubMed

Openshaw, S; Van Der Knaap, G A

1983-01-01

This study is concerned with the evaluation of the various models including time-series forecasts, extrapolation, and projection procedures, that have been developed to prepare population forecasts for planning purposes. These models are evaluated using data for the Netherlands. "As part of a research project at the Erasmus University, space-time population data has been assembled in a geographically consistent way for the period 1950-1979. These population time series are of sufficient length for the first 20 years to be used to build models and then evaluate the performance of the model for the next 10 years. Some 154 different forecasting models for 832 municipalities have been evaluated. It would appear that the best forecasts are likely to be provided by either a Holt-Winters model, or a ratio-correction model, or a low order exponential-smoothing model." excerpt

Stochastic demographic forecasting.

PubMed

Lee, R D

1992-11-01

"This paper describes a particular approach to stochastic population forecasting, which is implemented for the U.S.A. through 2065. Statistical time series methods are combined with demographic models to produce plausible long run forecasts of vital rates, with probability distributions. The resulting mortality forecasts imply gains in future life expectancy that are roughly twice as large as those forecast by the Office of the Social Security Actuary.... Resulting stochastic forecasts of the elderly population, elderly dependency ratios, and payroll tax rates for health, education and pensions are presented." excerpt

Future mission studies: Forecasting solar flux directly from its chaotic time series

NASA Technical Reports Server (NTRS)

Ashrafi, S.

1991-01-01

The mathematical structure of the programs written to construct a nonlinear predictive model to forecast solar flux directly from its time series without reference to any underlying solar physics is presented. This method and the programs are written so that one could apply the same technique to forecast other chaotic time series, such as geomagnetic data, attitude and orbit data, and even financial indexes and stock market data. Perhaps the most important application of this technique to flight dynamics is to model Goddard Trajectory Determination System (GTDS) output of residues between observed position of spacecraft and calculated position with no drag (drag flag = off). This would result in a new model of drag working directly from observed data.

Treatment of Outliers via Interpolation Method with Neural Network Forecast Performances

NASA Astrophysics Data System (ADS)

Wahir, N. A.; Nor, M. E.; Rusiman, M. S.; Gopal, K.

2018-04-01

Outliers often lurk in many datasets, especially in real data. Such anomalous data can negatively affect statistical analyses, primarily normality, variance, and estimation aspects. Hence, handling the occurrences of outliers require special attention. Therefore, it is important to determine the suitable ways in treating outliers so as to ensure that the quality of the analyzed data is indeed high. As such, this paper discusses an alternative method to treat outliers via linear interpolation method. In fact, assuming outlier as a missing value in the dataset allows the application of the interpolation method to interpolate the outliers thus, enabling the comparison of data series using forecast accuracy before and after outlier treatment. With that, the monthly time series of Malaysian tourist arrivals from January 1998 until December 2015 had been used to interpolate the new series. The results indicated that the linear interpolation method, which was comprised of improved time series data, displayed better results, when compared to the original time series data in forecasting from both Box-Jenkins and neural network approaches.

Introducing an operational method to forecast long-term regional drought based on the application of artificial intelligence capabilities

NASA Astrophysics Data System (ADS)

Kousari, Mohammad Reza; Hosseini, Mitra Esmaeilzadeh; Ahani, Hossein; Hakimelahi, Hemila

2017-01-01

An effective forecast of the drought definitely gives lots of advantages in regard to the management of water resources being used in agriculture, industry, and households consumption. To introduce such a model applying simple data inputs, in this study a regional drought forecast method on the basis of artificial intelligence capabilities (artificial neural networks) and Standardized Precipitation Index (SPI in 3, 6, 9, 12, 18, and 24 monthly series) has been presented in Fars Province of Iran. The precipitation data of 41 rain gauge stations were applied for computing SPI values. Besides, weather signals including Multivariate ENSO Index (MEI), North Atlantic Oscillation (NAO), Southern Oscillation Index (SOI), NINO1+2, anomaly NINO1+2, NINO3, anomaly NINO3, NINO4, anomaly NINO4, NINO3.4, and anomaly NINO3.4 were also used as the predictor variables for SPI time series forecast the next 12 months. Frequent testing and validating steps were considered to obtain the best artificial neural networks (ANNs) models. The forecasted values were mapped in verification sector then they were compared with the observed maps at the same dates. Results showed considerable spatial and temporal relationships even among the maps of different SPI time series. Also, the first 6 months forecasted maps showed an average of 73 % agreements with the observed ones. The most important finding and the strong point of this study was the fact that although drought forecast in each station and time series was completely independent, the relationships between spatial and temporal predictions remained. This strong point mainly referred to frequent testing and validating steps in order to explore the best drought forecast models from plenty of produced ANNs models. Finally, wherever the precipitation data are available, the practical application of the presented method is possible.

Development and evaluation of a data-adaptive alerting algorithm for univariate temporal biosurveillance data.

PubMed

Elbert, Yevgeniy; Burkom, Howard S

2009-11-20

This paper discusses further advances in making robust predictions with the Holt-Winters forecasts for a variety of syndromic time series behaviors and introduces a control-chart detection approach based on these forecasts. Using three collections of time series data, we compare biosurveillance alerting methods with quantified measures of forecast agreement, signal sensitivity, and time-to-detect. The study presents practical rules for initialization and parameterization of biosurveillance time series. Several outbreak scenarios are used for detection comparison. We derive an alerting algorithm from forecasts using Holt-Winters-generalized smoothing for prospective application to daily syndromic time series. The derived algorithm is compared with simple control-chart adaptations and to more computationally intensive regression modeling methods. The comparisons are conducted on background data from both authentic and simulated data streams. Both types of background data include time series that vary widely by both mean value and cyclic or seasonal behavior. Plausible, simulated signals are added to the background data for detection performance testing at signal strengths calculated to be neither too easy nor too hard to separate the compared methods. Results show that both the sensitivity and the timeliness of the Holt-Winters-based algorithm proved to be comparable or superior to that of the more traditional prediction methods used for syndromic surveillance.

Trend time-series modeling and forecasting with neural networks.

PubMed

Qi, Min; Zhang, G Peter

2008-05-01

Despite its great importance, there has been no general consensus on how to model the trends in time-series data. Compared to traditional approaches, neural networks (NNs) have shown some promise in time-series forecasting. This paper investigates how to best model trend time series using NNs. Four different strategies (raw data, raw data with time index, detrending, and differencing) are used to model various trend patterns (linear, nonlinear, deterministic, stochastic, and breaking trend). We find that with NNs differencing often gives meritorious results regardless of the underlying data generating processes (DGPs). This finding is also confirmed by the real gross national product (GNP) series.

Addressing forecast uncertainty impact on CSP annual performance

NASA Astrophysics Data System (ADS)

Ferretti, Fabio; Hogendijk, Christopher; Aga, Vipluv; Ehrsam, Andreas

2017-06-01

This work analyzes the impact of weather forecast uncertainty on the annual performance of a Concentrated Solar Power (CSP) plant. Forecast time series has been produced by a commercial forecast provider using the technique of hindcasting for the full year 2011 in hourly resolution for Ouarzazate, Morocco. Impact of forecast uncertainty has been measured on three case studies, representing typical tariff schemes observed in recent CSP projects plus a spot market price scenario. The analysis has been carried out using an annual performance model and a standard dispatch optimization algorithm based on dynamic programming. The dispatch optimizer has been demonstrated to be a key requisite to maximize the annual revenues depending on the price scenario, harvesting the maximum potential out of the CSP plant. Forecasting uncertainty affects the revenue enhancement outcome of a dispatch optimizer depending on the error level and the price function. Results show that forecasting accuracy of direct solar irradiance (DNI) is important to make best use of an optimized dispatch but also that a higher number of calculation updates can partially compensate this uncertainty. Improvement in revenues can be significant depending on the price profile and the optimal operation strategy. Pathways to achieve better performance are presented by having more updates both by repeatedly generating new optimized trajectories but also more often updating weather forecasts. This study shows the importance of working on DNI weather forecasting for revenue enhancement as well as selecting weather services that can provide multiple updates a day and probabilistic forecast information.

Valuing year-to-go hydrologic forecast improvements for a peaking hydropower system in the Sierra Nevada

NASA Astrophysics Data System (ADS)

Rheinheimer, David E.; Bales, Roger C.; Oroza, Carlos A.; Lund, Jay R.; Viers, Joshua H.

2016-05-01

We assessed the potential value of hydrologic forecasting improvements for a snow-dominated high-elevation hydropower system in the Sierra Nevada of California, using a hydropower optimization model. To mimic different forecasting skill levels for inflow time series, rest-of-year inflows from regression-based forecasts were blended in different proportions with representative inflows from a spatially distributed hydrologic model. The statistical approach mimics the simpler, historical forecasting approach that is still widely used. Revenue was calculated using historical electricity prices, with perfect price foresight assumed. With current infrastructure and operations, perfect hydrologic forecasts increased annual hydropower revenue by 0.14 to 1.6 million, with lower values in dry years and higher values in wet years, or about $0.8 million (1.2%) on average, representing overall willingness-to-pay for perfect information. A second sensitivity analysis found a wider range of annual revenue gain or loss using different skill levels in snow measurement in the regression-based forecast, mimicking expected declines in skill as the climate warms and historical snow measurements no longer represent current conditions. The value of perfect forecasts was insensitive to storage capacity for small and large reservoirs, relative to average inflow, and modestly sensitive to storage capacity with medium (current) reservoir storage. The value of forecasts was highly sensitive to powerhouse capacity, particularly for the range of capacities in the northern Sierra Nevada. The approach can be extended to multireservoir, multipurpose systems to help guide investments in forecasting.

Chaos and Forecasting - Proceedings of the Royal Society Discussion Meeting

NASA Astrophysics Data System (ADS)

Tong, Howell

1995-04-01

The Table of Contents for the full book PDF is as follows: * Preface * Orthogonal Projection, Embedding Dimension and Sample Size in Chaotic Time Series from a Statistical Perspective * A Theory of Correlation Dimension for Stationary Time Series * On Prediction and Chaos in Stochastic Systems * Locally Optimized Prediction of Nonlinear Systems: Stochastic and Deterministic * A Poisson Distribution for the BDS Test Statistic for Independence in a Time Series * Chaos and Nonlinear Forecastability in Economics and Finance * Paradigm Change in Prediction * Predicting Nonuniform Chaotic Attractors in an Enzyme Reaction * Chaos in Geophysical Fluids * Chaotic Modulation of the Solar Cycle * Fractal Nature in Earthquake Phenomena and its Simple Models * Singular Vectors and the Predictability of Weather and Climate * Prediction as a Criterion for Classifying Natural Time Series * Measuring and Characterising Spatial Patterns, Dynamics and Chaos in Spatially-Extended Dynamical Systems and Ecologies * Non-Linear Forecasting and Chaos in Ecology and Epidemiology: Measles as a Case Study

Development of temporal modelling for forecasting and prediction of malaria infections using time-series and ARIMAX analyses: A case study in endemic districts of Bhutan

PubMed Central

2010-01-01

Background Malaria still remains a public health problem in some districts of Bhutan despite marked reduction of cases in last few years. To strengthen the country's prevention and control measures, this study was carried out to develop forecasting and prediction models of malaria incidence in the endemic districts of Bhutan using time series and ARIMAX. Methods This study was carried out retrospectively using the monthly reported malaria cases from the health centres to Vector-borne Disease Control Programme (VDCP) and the meteorological data from Meteorological Unit, Department of Energy, Ministry of Economic Affairs. Time series analysis was performed on monthly malaria cases, from 1994 to 2008, in seven malaria endemic districts. The time series models derived from a multiplicative seasonal autoregressive integrated moving average (ARIMA) was deployed to identify the best model using data from 1994 to 2006. The best-fit model was selected for each individual district and for the overall endemic area was developed and the monthly cases from January to December 2009 and 2010 were forecasted. In developing the prediction model, the monthly reported malaria cases and the meteorological factors from 1996 to 2008 of the seven districts were analysed. The method of ARIMAX modelling was employed to determine predictors of malaria of the subsequent month. Results It was found that the ARIMA (p, d, q) (P, D, Q)s model (p and P representing the auto regressive and seasonal autoregressive; d and D representing the non-seasonal differences and seasonal differencing; and q and Q the moving average parameters and seasonal moving average parameters, respectively and s representing the length of the seasonal period) for the overall endemic districts was (2,1,1)(0,1,1)12; the modelling data from each district revealed two most common ARIMA models including (2,1,1)(0,1,1)12 and (1,1,1)(0,1,1)12. The forecasted monthly malaria cases from January to December 2009 and 2010 varied from 15 to 82 cases in 2009 and 67 to 149 cases in 2010, where population in 2009 was 285,375 and the expected population of 2010 to be 289,085. The ARIMAX model of monthly cases and climatic factors showed considerable variations among the different districts. In general, the mean maximum temperature lagged at one month was a strong positive predictor of an increased malaria cases for four districts. The monthly number of cases of the previous month was also a significant predictor in one district, whereas no variable could predict malaria cases for two districts. Conclusions The ARIMA models of time-series analysis were useful in forecasting the number of cases in the endemic areas of Bhutan. There was no consistency in the predictors of malaria cases when using ARIMAX model with selected lag times and climatic predictors. The ARIMA forecasting models could be employed for planning and managing malaria prevention and control programme in Bhutan. PMID:20813066

Flood forecasting using non-stationarity in a river with tidal influence - a feasibility study

NASA Astrophysics Data System (ADS)

Killick, Rebecca; Kretzschmar, Ann; Ilic, Suzi; Tych, Wlodek

2017-04-01

Flooding is the most common natural hazard causing damage, disruption and loss of life worldwide. Despite improvements in modelling and forecasting of water levels and flood inundation (Kretzschmar et al., 2014; Hoitink and Jay, 2016), there are still large discrepancies between predictions and observations particularly during storm events when accurate predictions are most important. Many models exist for forecasting river levels (Smith et al., 2013; Leedal et al., 2013) however they commonly assume that the errors in the data are independent, stationary and normally distributed. This is generally not the case especially during storm events suggesting that existing models are not describing the drivers of river level in an appropriate fashion. Further challenges exist in the lower sections of a river influenced by both river and tidal flows and their interaction and there is scope for improvement in prediction. This paper investigates the use of a powerful statistical technique to adaptively forecast river levels by modelling the process as locally stationary. The proposed methodology takes information on both upstream and downstream river levels and incorporates meteorological information (rainfall forecasts) and tidal levels when required to forecast river levels at a specified location. Using this approach, a single model will be capable of predicting water levels in both tidal and non-tidal river reaches. In this pilot project, the methodology of Smith et al. (2013) using harmonic tidal analysis and data based mechanistic modelling is compared with the methodology developed by Killick et al. (2016) utilising data-driven wavelet decomposition to account for the information contained in the upstream and downstream river data to forecast a non-stationary time-series. Preliminary modelling has been carried out using the tidal stretch of the River Lune in North-west England and initial results are presented here. Future work includes expanding the methodology to forecast river levels at a network of locations simultaneously. References Hoitink, A. J. F., and D. A. Jay (2016), Tidal river dynamics: Implications for deltas, Rev. Geophys., 54, 240-272 Killick, R., Knight, M., Nason, G.P., Eckley, I.A. (2016) The Local Partial Autocorrelation Function and its Application to the Forecasting of Locally Stationary Time Series. Submitted Kretzschmar, Ann and Tych, Wlodek and Chappell, Nick A (2014) Reversing hydrology: estimation of sub-hourly rainfall time-series from streamflow. Env. Modell Softw., 60. pp. 290-301 D. Leedal, A. H. Weerts, P. J. Smith, & K. J. Beven. (2013). Application of data-based mechanistic modelling for flood forecasting at multiple locations in the Eden catchment in the National Flood Forecasting System (England and Wales). HESS, 17(1), 177-185. Smith, P., Beven, K., Horsburgh, K., Hardaker, P., & Collier, C. (2013). Data-based mechanistic modelling of tidally affected river reaches for flood warning purposes: An example on the River Dee, UK. , Q.J.R. Meteorol. Soc. 139(671), 340-349.

Social Indicators and Social Forecasting.

ERIC Educational Resources Information Center

Johnston, Denis F.

The paper identifies major types of social indicators and explains how they can be used in social forecasting. Social indicators are defined as statistical measures relating to major areas of social concern and/or individual well being. Examples of social indicators are projections, forecasts, outlook statements, time-series statistics, and…

Smoothing Strategies Combined with ARIMA and Neural Networks to Improve the Forecasting of Traffic Accidents

PubMed Central

Rodríguez, Nibaldo

2014-01-01

Two smoothing strategies combined with autoregressive integrated moving average (ARIMA) and autoregressive neural networks (ANNs) models to improve the forecasting of time series are presented. The strategy of forecasting is implemented using two stages. In the first stage the time series is smoothed using either, 3-point moving average smoothing, or singular value Decomposition of the Hankel matrix (HSVD). In the second stage, an ARIMA model and two ANNs for one-step-ahead time series forecasting are used. The coefficients of the first ANN are estimated through the particle swarm optimization (PSO) learning algorithm, while the coefficients of the second ANN are estimated with the resilient backpropagation (RPROP) learning algorithm. The proposed models are evaluated using a weekly time series of traffic accidents of Valparaíso, Chilean region, from 2003 to 2012. The best result is given by the combination HSVD-ARIMA, with a MAPE of 0 : 26%, followed by MA-ARIMA with a MAPE of 1 : 12%; the worst result is given by the MA-ANN based on PSO with a MAPE of 15 : 51%. PMID:25243200

A comparison of multivariate and univariate time series approaches to modelling and forecasting emergency department demand in Western Australia.

PubMed

Aboagye-Sarfo, Patrick; Mai, Qun; Sanfilippo, Frank M; Preen, David B; Stewart, Louise M; Fatovich, Daniel M

2015-10-01

To develop multivariate vector-ARMA (VARMA) forecast models for predicting emergency department (ED) demand in Western Australia (WA) and compare them to the benchmark univariate autoregressive moving average (ARMA) and Winters' models. Seven-year monthly WA state-wide public hospital ED presentation data from 2006/07 to 2012/13 were modelled. Graphical and VARMA modelling methods were used for descriptive analysis and model fitting. The VARMA models were compared to the benchmark univariate ARMA and Winters' models to determine their accuracy to predict ED demand. The best models were evaluated by using error correction methods for accuracy. Descriptive analysis of all the dependent variables showed an increasing pattern of ED use with seasonal trends over time. The VARMA models provided a more precise and accurate forecast with smaller confidence intervals and better measures of accuracy in predicting ED demand in WA than the ARMA and Winters' method. VARMA models are a reliable forecasting method to predict ED demand for strategic planning and resource allocation. While the ARMA models are a closely competing alternative, they under-estimated future ED demand. Copyright © 2015 Elsevier Inc. All rights reserved.

Past and projected trends of body mass index and weight status in South Australia: 2003 to 2019.

PubMed

Hendrie, Gilly A; Ullah, Shahid; Scott, Jane A; Gray, John; Berry, Narelle; Booth, Sue; Carter, Patricia; Cobiac, Lynne; Coveney, John

2015-12-01

Functional data analysis (FDA) is a forecasting approach that, to date, has not been applied to obesity, and that may provide more accurate forecasting analysis to manage uncertainty in public health. This paper uses FDA to provide projections of Body Mass Index (BMI), overweight and obesity in an Australian population through to 2019. Data from the South Australian Monitoring and Surveillance System (January 2003 to December 2012, n=51,618 adults) were collected via telephone interview survey. FDA was conducted in four steps: 1) age-gender specific BMIs for each year were smoothed using a weighted regression; 2) the functional principal components decomposition was applied to estimate the basis functions; 3) an exponential smoothing state space model was used for forecasting the coefficient series; and 4) forecast coefficients were combined with the basis function. The forecast models suggest that between 2012 and 2019 average BMI will increase from 27.2 kg/m(2) to 28.0 kg/m(2) in males and 26.4 kg/m(2) to 27.6 kg/m(2) in females. The prevalence of obesity is forecast to increase by 6-7 percentage points by 2019 (to 28.7% in males and 29.2% in females). Projections identify age-gender groups at greatest risk of obesity over time. The novel approach will be useful to facilitate more accurate planning and policy development. © 2015 Public Health Association of Australia.

Short-Term Enrollment Forecasting for Accurate Budget Planning.

ERIC Educational Resources Information Center

Salley, Charles D.

1979-01-01

Reliance on enrollment trend models for revenue projections has led to a scenario of alternating overbudgeted and underbudgeted years. A study of a large, public university indicates that time series analysis should be used instead to anticipate the orderly seasonal and cyclical patterns that are visible in a period of moderate trend growth.…

On the limits of probabilistic forecasting in nonlinear time series analysis II: Differential entropy.

PubMed

Amigó, José M; Hirata, Yoshito; Aihara, Kazuyuki

2017-08-01

In a previous paper, the authors studied the limits of probabilistic prediction in nonlinear time series analysis in a perfect model scenario, i.e., in the ideal case that the uncertainty of an otherwise deterministic model is due to only the finite precision of the observations. The model consisted of the symbolic dynamics of a measure-preserving transformation with respect to a finite partition of the state space, and the quality of the predictions was measured by the so-called ignorance score, which is a conditional entropy. In practice, though, partitions are dispensed with by considering numerical and experimental data to be continuous, which prompts us to trade off in this paper the Shannon entropy for the differential entropy. Despite technical differences, we show that the core of the previous results also hold in this extended scenario for sufficiently high precision. The corresponding imperfect model scenario will be revisited too because it is relevant for the applications. The theoretical part and its application to probabilistic forecasting are illustrated with numerical simulations and a new prediction algorithm.

Fuzzy time series forecasting model with natural partitioning length approach for predicting the unemployment rate under different degree of confidence

NASA Astrophysics Data System (ADS)

Ramli, Nazirah; Mutalib, Siti Musleha Ab; Mohamad, Daud

2017-08-01

Fuzzy time series forecasting model has been proposed since 1993 to cater for data in linguistic values. Many improvement and modification have been made to the model such as enhancement on the length of interval and types of fuzzy logical relation. However, most of the improvement models represent the linguistic term in the form of discrete fuzzy sets. In this paper, fuzzy time series model with data in the form of trapezoidal fuzzy numbers and natural partitioning length approach is introduced for predicting the unemployment rate. Two types of fuzzy relations are used in this study which are first order and second order fuzzy relation. This proposed model can produce the forecasted values under different degree of confidence.

A quality assessment of the MARS crop yield forecasting system for the European Union

NASA Astrophysics Data System (ADS)

van der Velde, Marijn; Bareuth, Bettina

2015-04-01

Timely information on crop production forecasts can become of increasing importance as commodity markets are more and more interconnected. Impacts across large crop production areas due to (e.g.) extreme weather and pest outbreaks can create ripple effects that may affect food prices and availability elsewhere. The MARS Unit (Monitoring Agricultural ResourceS), DG Joint Research Centre, European Commission, has been providing forecasts of European crop production levels since 1993. The operational crop production forecasting is carried out with the MARS Crop Yield Forecasting System (M-CYFS). The M-CYFS is used to monitor crop growth development, evaluate short-term effects of anomalous meteorological events, and provide monthly forecasts of crop yield at national and European Union level. The crop production forecasts are published in the so-called MARS bulletins. Forecasting crop yield over large areas in the operational context requires quality benchmarks. Here we present an analysis of the accuracy and skill of past crop yield forecasts of the main crops (e.g. soft wheat, grain maize), throughout the growing season, and specifically for the final forecast before harvest. Two simple benchmarks to assess the skill of the forecasts were defined as comparing the forecasts to 1) a forecast equal to the average yield and 2) a forecast using a linear trend established through the crop yield time-series. These reveal a variability in performance as a function of crop and Member State. In terms of production, the yield forecasts of 67% of the EU-28 soft wheat production and 80% of the EU-28 maize production have been forecast superior to both benchmarks during the 1993-2013 period. In a changing and increasingly variable climate crop yield forecasts can become increasingly valuable - provided they are used wisely. We end our presentation by discussing research activities that could contribute to this goal.

A Short-Term Forecasting Procedure for Institution Enrollments.

ERIC Educational Resources Information Center

Pfitzner, Charles Barry

1987-01-01

Applies the Box-Jenkins time series methodology to enrollment data for the Virginia community college system. Describes the enrollment data set, the Box-Jenkins approach, and the forecasting results. Discusses the value of one-quarter ahead enrollment forecasts and implications for practice. Provides a technical discussion of the model. (DMM)

Accuracy evaluation of Fourier series analysis and singular spectrum analysis for predicting the volume of motorcycle sales in Indonesia

NASA Astrophysics Data System (ADS)

Sasmita, Yoga; Darmawan, Gumgum

2017-08-01

This research aims to evaluate the performance of forecasting by Fourier Series Analysis (FSA) and Singular Spectrum Analysis (SSA) which are more explorative and not requiring parametric assumption. Those methods are applied to predicting the volume of motorcycle sales in Indonesia from January 2005 to December 2016 (monthly). Both models are suitable for seasonal and trend component data. Technically, FSA defines time domain as the result of trend and seasonal component in different frequencies which is difficult to identify in the time domain analysis. With the hidden period is 2,918 ≈ 3 and significant model order is 3, FSA model is used to predict testing data. Meanwhile, SSA has two main processes, decomposition and reconstruction. SSA decomposes the time series data into different components. The reconstruction process starts with grouping the decomposition result based on similarity period of each component in trajectory matrix. With the optimum of window length (L = 53) and grouping effect (r = 4), SSA predicting testing data. Forecasting accuracy evaluation is done based on Mean Absolute Percentage Error (MAPE), Mean Absolute Error (MAE) and Root Mean Square Error (RMSE). The result shows that in the next 12 month, SSA has MAPE = 13.54 percent, MAE = 61,168.43 and RMSE = 75,244.92 and FSA has MAPE = 28.19 percent, MAE = 119,718.43 and RMSE = 142,511.17. Therefore, to predict volume of motorcycle sales in the next period should use SSA method which has better performance based on its accuracy.

Forecasting models for sugi (Cryptomeria japonica D. Don) pollen count showing an alternate dispersal rhythm.

PubMed

Ito, Yukiko; Hattori, Reiko; Mase, Hiroki; Watanabe, Masako; Shiotani, Itaru

2008-12-01

Pollen information is indispensable for allergic individuals and clinicians. This study aimed to develop forecasting models for the total annual count of airborne pollen grains based on data monitored over the last 20 years at the Mie Chuo Medical Center, Tsu, Mie, Japan. Airborne pollen grains were collected using a Durham sampler. Total annual pollen count and pollen count from October to December (OD pollen count) of the previous year were transformed to logarithms. Regression analysis of the total pollen count was performed using variables such as the OD pollen count and the maximum temperature for mid-July of the previous year. Time series analysis revealed an alternate rhythm of the series of total pollen count. The alternate rhythm consisted of a cyclic alternation of an "on" year (high pollen count) and an "off" year (low pollen count). This rhythm was used as a dummy variable in regression equations. Of the three models involving the OD pollen count, a multiple regression equation that included the alternate rhythm variable and the interaction of this rhythm with OD pollen count showed a high coefficient of determination (0.844). Of the three models involving the maximum temperature for mid-July, those including the alternate rhythm variable and the interaction of this rhythm with maximum temperature had the highest coefficient of determination (0.925). An alternate pollen dispersal rhythm represented by a dummy variable in the multiple regression analysis plays a key role in improving forecasting models for the total annual sugi pollen count.

State-space forecasting of Schistosoma haematobium time-series in Niono, Mali.

PubMed

Medina, Daniel C; Findley, Sally E; Doumbia, Seydou

2008-08-13

Much of the developing world, particularly sub-Saharan Africa, exhibits high levels of morbidity and mortality associated with infectious diseases. The incidence of Schistosoma sp.-which are neglected tropical diseases exposing and infecting more than 500 and 200 million individuals in 77 countries, respectively-is rising because of 1) numerous irrigation and hydro-electric projects, 2) steady shifts from nomadic to sedentary existence, and 3) ineffective control programs. Notwithstanding the colossal scope of these parasitic infections, less than 0.5% of Schistosoma sp. investigations have attempted to predict their spatial and or temporal distributions. Undoubtedly, public health programs in developing countries could benefit from parsimonious forecasting and early warning systems to enhance management of these parasitic diseases. In this longitudinal retrospective (01/1996-06/2004) investigation, the Schistosoma haematobium time-series for the district of Niono, Mali, was fitted with general-purpose exponential smoothing methods to generate contemporaneous on-line forecasts. These methods, which are encapsulated within a state-space framework, accommodate seasonal and inter-annual time-series fluctuations. Mean absolute percentage error values were circa 25% for 1- to 5-month horizon forecasts. The exponential smoothing state-space framework employed herein produced reasonably accurate forecasts for this time-series, which reflects the incidence of S. haematobium-induced terminal hematuria. It obliquely captured prior non-linear interactions between disease dynamics and exogenous covariates (e.g., climate, irrigation, and public health interventions), thus obviating the need for more complex forecasting methods in the district of Niono, Mali. Therefore, this framework could assist with managing and assessing S. haematobium transmission and intervention impact, respectively, in this district and potentially elsewhere in the Sahel.

State–Space Forecasting of Schistosoma haematobium Time-Series in Niono, Mali

PubMed Central

Medina, Daniel C.; Findley, Sally E.; Doumbia, Seydou

2008-01-01

Background Much of the developing world, particularly sub-Saharan Africa, exhibits high levels of morbidity and mortality associated with infectious diseases. The incidence of Schistosoma sp.—which are neglected tropical diseases exposing and infecting more than 500 and 200 million individuals in 77 countries, respectively—is rising because of 1) numerous irrigation and hydro-electric projects, 2) steady shifts from nomadic to sedentary existence, and 3) ineffective control programs. Notwithstanding the colossal scope of these parasitic infections, less than 0.5% of Schistosoma sp. investigations have attempted to predict their spatial and or temporal distributions. Undoubtedly, public health programs in developing countries could benefit from parsimonious forecasting and early warning systems to enhance management of these parasitic diseases. Methodology/Principal Findings In this longitudinal retrospective (01/1996–06/2004) investigation, the Schistosoma haematobium time-series for the district of Niono, Mali, was fitted with general-purpose exponential smoothing methods to generate contemporaneous on-line forecasts. These methods, which are encapsulated within a state–space framework, accommodate seasonal and inter-annual time-series fluctuations. Mean absolute percentage error values were circa 25% for 1- to 5-month horizon forecasts. Conclusions/Significance The exponential smoothing state–space framework employed herein produced reasonably accurate forecasts for this time-series, which reflects the incidence of S. haematobium–induced terminal hematuria. It obliquely captured prior non-linear interactions between disease dynamics and exogenous covariates (e.g., climate, irrigation, and public health interventions), thus obviating the need for more complex forecasting methods in the district of Niono, Mali. Therefore, this framework could assist with managing and assessing S. haematobium transmission and intervention impact, respectively, in this district and potentially elsewhere in the Sahel. PMID:18698361

Streamflow characterization using functional data analysis of the Potomac River

NASA Astrophysics Data System (ADS)

Zelmanow, A.; Maslova, I.; Ticlavilca, A. M.; McKee, M.

2013-12-01

Flooding and droughts are extreme hydrological events that affect the United States economically and socially. The severity and unpredictability of flooding has caused billions of dollars in damage and the loss of lives in the eastern United States. In this context, there is an urgent need to build a firm scientific basis for adaptation by developing and applying new modeling techniques for accurate streamflow characterization and reliable hydrological forecasting. The goal of this analysis is to use numerical streamflow characteristics in order to classify, model, and estimate the likelihood of extreme events in the eastern United States, mainly the Potomac River. Functional data analysis techniques are used to study yearly streamflow patterns, with the extreme streamflow events characterized via functional principal component analysis. These methods are merged with more classical techniques such as cluster analysis, classification analysis, and time series modeling. The developed functional data analysis approach is used to model continuous streamflow hydrographs. The forecasting potential of this technique is explored by incorporating climate factors to produce a yearly streamflow outlook.

Economic indicators selection for crime rates forecasting using cooperative feature selection

NASA Astrophysics Data System (ADS)

Alwee, Razana; Shamsuddin, Siti Mariyam Hj; Salleh Sallehuddin, Roselina

2013-04-01

Features selection in multivariate forecasting model is very important to ensure that the model is accurate. The purpose of this study is to apply the Cooperative Feature Selection method for features selection. The features are economic indicators that will be used in crime rate forecasting model. The Cooperative Feature Selection combines grey relational analysis and artificial neural network to establish a cooperative model that can rank and select the significant economic indicators. Grey relational analysis is used to select the best data series to represent each economic indicator and is also used to rank the economic indicators according to its importance to the crime rate. After that, the artificial neural network is used to select the significant economic indicators for forecasting the crime rates. In this study, we used economic indicators of unemployment rate, consumer price index, gross domestic product and consumer sentiment index, as well as data rates of property crime and violent crime for the United States. Levenberg-Marquardt neural network is used in this study. From our experiments, we found that consumer price index is an important economic indicator that has a significant influence on the violent crime rate. While for property crime rate, the gross domestic product, unemployment rate and consumer price index are the influential economic indicators. The Cooperative Feature Selection is also found to produce smaller errors as compared to Multiple Linear Regression in forecasting property and violent crime rates.

Precipitable water vapour forecasting: a tool for optimizing IR observations at Roque de los Muchachos Observatory

NASA Astrophysics Data System (ADS)

Pérez-Jordán, wG; Castro-Almazán, J. A.; Muñoz-Tuñón, C.

2018-07-01

We validate the Weather Research and Forecasting (WRF) model for precipitable water vapour (PWV) forecasting as a fully operational tool for optimizing astronomical infrared observations at Roque de los Muchachos Observatory (ORM). For the model validation, we used GNSS-based (Global Navigation Satellite System) data from the PWV monitor located at the ORM. We have run WRF every 24 h for near two months, with a horizon of 48 h (hourly forecasts), from 2016 January 11 to March 04. These runs represent 1296 hourly forecast points. The validation is carried out using different approaches: performance as a function of the forecast range, time horizon accuracy, performance as a function of the PWV value, and performance of the operational WRF time series with 24- and 48-h horizons. Excellent agreement was found between the model forecasts and observations, with R = 0.951 and 0.904 for the 24- and 48-h forecast time series, respectively. The 48-h forecast was further improved by correcting a time lag of 2 h found in the predictions. The final errors, taking into account all the uncertainties involved, are 1.75 mm for the 24-h forecasts and 1.99 mm for 48 h. We found linear trends in both the correlation and root-mean-square error of the residuals (measurements - forecasts) as a function of the forecast range within the horizons analysed (up to 48 h). In summary, the WRF performance is excellent and accurate, thus allowing it to be implemented as an operational tool at the ORM.

Precipitable water vapour forecasting: a tool for optimizing IR observations at Roque de los Muchachos Observatory.

NASA Astrophysics Data System (ADS)

Pérez-Jordán, G.; Castro-Almazán, J. A.; Muñoz-Tuñón, C.

2018-04-01

We validate the Weather Research and Forecasting (WRF) model for precipitable water vapour (PWV) forecasting as a fully operational tool for optimizing astronomical infrared (IR) observations at Roque de los Muchachos Observatory (ORM). For the model validation we used GNSS-based (Global Navigation Satellite System) data from the PWV monitor located at the ORM. We have run WRF every 24 h for near two months, with a horizon of 48 hours (hourly forecasts), from 2016 January 11 to 2016 March 4. These runs represent 1296 hourly forecast points. The validation is carried out using different approaches: performance as a function of the forecast range, time horizon accuracy, performance as a function of the PWV value, and performance of the operational WRF time series with 24- and 48-hour horizons. Excellent agreement was found between the model forecasts and observations, with R =0.951 and R =0.904 for the 24- and 48-h forecast time series respectively. The 48-h forecast was further improved by correcting a time lag of 2 h found in the predictions. The final errors, taking into account all the uncertainties involved, are 1.75 mm for the 24-h forecasts and 1.99 mm for 48 h. We found linear trends in both the correlation and RMSE of the residuals (measurements - forecasts) as a function of the forecast range within the horizons analysed (up to 48 h). In summary, the WRF performance is excellent and accurate, thus allowing it to be implemented as an operational tool at the ORM.

Inflow forecasting model construction with stochastic time series for coordinated dam operation

NASA Astrophysics Data System (ADS)

Kim, T.; Jung, Y.; Kim, H.; Heo, J. H.

2014-12-01

Dam inflow forecasting is one of the most important tasks in dam operation for an effective water resources management and control. In general, dam inflow forecasting with stochastic time series model is possible to apply when the data is stationary because most of stochastic process based on stationarity. However, recent hydrological data cannot be satisfied the stationarity anymore because of climate change. Therefore a stochastic time series model, which can consider seasonality and trend in the data series, named SARIMAX(Seasonal Autoregressive Integrated Average with eXternal variable) model were constructed in this study. This SARIMAX model could increase the performance of stochastic time series model by considering the nonstationarity components and external variable such as precipitation. For application, the models were constructed for four coordinated dams on Han river in South Korea with monthly time series data. As a result, the models of each dam have similar performance and it would be possible to use the model for coordinated dam operation.Acknowledgement This research was supported by a grant 'Establishing Active Disaster Management System of Flood Control Structures by using 3D BIM Technique' [NEMA-NH-12-57] from the Natural Hazard Mitigation Research Group, National Emergency Management Agency of Korea.

Increased performance in the short-term water demand forecasting through the use of a parallel adaptive weighting strategy

NASA Astrophysics Data System (ADS)

Sardinha-Lourenço, A.; Andrade-Campos, A.; Antunes, A.; Oliveira, M. S.

2018-03-01

Recent research on water demand short-term forecasting has shown that models using univariate time series based on historical data are useful and can be combined with other prediction methods to reduce errors. The behavior of water demands in drinking water distribution networks focuses on their repetitive nature and, under meteorological conditions and similar consumers, allows the development of a heuristic forecast model that, in turn, combined with other autoregressive models, can provide reliable forecasts. In this study, a parallel adaptive weighting strategy of water consumption forecast for the next 24-48 h, using univariate time series of potable water consumption, is proposed. Two Portuguese potable water distribution networks are used as case studies where the only input data are the consumption of water and the national calendar. For the development of the strategy, the Autoregressive Integrated Moving Average (ARIMA) method and a short-term forecast heuristic algorithm are used. Simulations with the model showed that, when using a parallel adaptive weighting strategy, the prediction error can be reduced by 15.96% and the average error by 9.20%. This reduction is important in the control and management of water supply systems. The proposed methodology can be extended to other forecast methods, especially when it comes to the availability of multiple forecast models.

Time series modelling to forecast prehospital EMS demand for diabetic emergencies.

PubMed

Villani, Melanie; Earnest, Arul; Nanayakkara, Natalie; Smith, Karen; de Courten, Barbora; Zoungas, Sophia

2017-05-05

Acute diabetic emergencies are often managed by prehospital Emergency Medical Services (EMS). The projected growth in prevalence of diabetes is likely to result in rising demand for prehospital EMS that are already under pressure. The aims of this study were to model the temporal trends and provide forecasts of prehospital attendances for diabetic emergencies. A time series analysis on monthly cases of hypoglycemia and hyperglycemia was conducted using data from the Ambulance Victoria (AV) electronic database between 2009 and 2015. Using the seasonal autoregressive integrated moving average (SARIMA) modelling process, different models were evaluated. The most parsimonious model with the highest accuracy was selected. Forty-one thousand four hundred fifty-four prehospital diabetic emergencies were attended over a seven-year period with an increase in the annual median monthly caseload between 2009 (484.5) and 2015 (549.5). Hypoglycemia (70%) and people with type 1 diabetes (48%) accounted for most attendances. The SARIMA (0,1,0,12) model provided the best fit, with a MAPE of 4.2% and predicts a monthly caseload of approximately 740 by the end of 2017. Prehospital EMS demand for diabetic emergencies is increasing. SARIMA time series models are a valuable tool to allow forecasting of future caseload with high accuracy and predict increasing cases of prehospital diabetic emergencies into the future. The model generated by this study may be used by service providers to allow appropriate planning and resource allocation of EMS for diabetic emergencies.

Effects of Forecasts on the Revisions of Concurrent Seasonally Adjusted Data Using the X-11 Seasonal Adjustment Procedure.

ERIC Educational Resources Information Center

Bobbitt, Larry; Otto, Mark

Three Autoregressive Integrated Moving Averages (ARIMA) forecast procedures for Census Bureau X-11 concurrent seasonal adjustment were empirically tested. Forty time series from three Census Bureau economic divisions (business, construction, and industry) were analyzed. Forecasts were obtained from fitted seasonal ARIMA models augmented with…

Assessing the Skill of Chlorophyll Forecasts: Latest Development and Challenges Ahead Using the Case of the Equatorial Pacific

NASA Technical Reports Server (NTRS)

Rousseaux, Cecile S.; Gregg, Watson W.

2018-01-01

Using a global ocean biogeochemical model combined with a forecast of physical oceanic and atmospheric variables from the NASA Global Modeling and Assimilation Office, we assess the skill of a chlorophyll concentrations forecast in the Equatorial Pacific for the period 2012-2015 with a focus on the forecast of the onset of the 2015 El Nino event. Using a series of retrospective 9-month hindcasts, we assess the uncertainties of the forecasted chlorophyll by comparing the monthly total chlorophyll concentration from the forecast with the corresponding monthly ocean chlorophyll data from the Suomi-National Polar-orbiting Partnership Visible Infrared Imaging Radiometer Suite (S-NPP VIIRS) satellite. The forecast was able to reproduce the phasing of the variability in chlorophyll concentration in the Equatorial Pacific, including the beginning of the 2015-2016 El Nino. The anomaly correlation coefficient (ACC) was significant (p less than 0.05) for forecast at 1-month (R=0.33), 8-month (R=0.42) and 9-month (R=0.41) lead times. The root mean square error (RMSE) increased from 0.0399 microgram chl L(exp -1) for the 1-month lead forecast to a maximum of 0.0472 microgram chl L(exp -1) for the 9-month lead forecast indicating that the forecast of the amplitude of chlorophyll concentration variability was getting worse. Forecasts with a 3-month lead time were on average the closest to the S-NPP VIIRS data (23% or 0.033 microgram chl L(exp -1)) while the forecast with a 9-month lead time were the furthest (31% or 0.042 microgram chl L(exp -1)). These results indicate the potential for forecasting chlorophyll concentration in this region but also highlights various deficiencies and suggestions for improvements to the current biogeochemical forecasting system. This system provides an initial basis for future applications including the effects of El Nino events on fisheries and other ocean resources given improvements identified in the analysis of these results.

Forecasting Ocean Chlorophyll in the Equatorial Pacific.

PubMed

Rousseaux, Cecile S; Gregg, Watson W

2017-01-01

Using a global ocean biogeochemical model combined with a forecast of physical oceanic and atmospheric variables from the NASA Global Modeling and Assimilation Office, we assess the skill of a chlorophyll concentrations forecast in the Equatorial Pacific for the period 2012-2015 with a focus on the forecast of the onset of the 2015 El Niño event. Using a series of retrospective 9-month hindcasts, we assess the uncertainties of the forecasted chlorophyll by comparing the monthly total chlorophyll concentration from the forecast with the corresponding monthly ocean chlorophyll data from the Suomi-National Polar-orbiting Partnership Visible Infrared Imaging Radiometer Suite (S-NPP VIIRS) satellite. The forecast was able to reproduce the phasing of the variability in chlorophyll concentration in the Equatorial Pacific, including the beginning of the 2015-2016 El Niño. The anomaly correlation coefficient (ACC) was significant ( p < 0.05) for forecast at 1-month ( R = 0.33), 8-month ( R = 0.42) and 9-month ( R = 0.41) lead times. The root mean square error (RMSE) increased from 0.0399 μg chl L -1 for the 1-month lead forecast to a maximum of 0.0472 μg chl L -1 for the 9-month lead forecast indicating that the forecast of the amplitude of chlorophyll concentration variability was getting worse. Forecasts with a 3-month lead time were on average the closest to the S-NPP VIIRS data (23% or 0.033 μg chl L -1 ) while the forecast with a 9-month lead time were the furthest (31% or 0.042 μg chl L -1 ). These results indicate the potential for forecasting chlorophyll concentration in this region but also highlights various deficiencies and suggestions for improvements to the current biogeochemical forecasting system. This system provides an initial basis for future applications including the effects of El Niño events on fisheries and other ocean resources given improvements identified in the analysis of these results.

The climatic effect of explosive volcanic activity: Analysis of the historical data

NASA Technical Reports Server (NTRS)

Bryson, R. A.; Goodman, B. M.

1982-01-01

By using the most complete available records of direct beam radiation and volcanic eruptions, an historical analysis of the role of the latter in modulating the former was made. A very simple fallout and dispersion model was applied to the historical chronology of explosive eruptions. The resulting time series explains about 77 percent of the radiation variance, as well as suggests that tropical and subpolar eruptions are more important than mid-latitude eruptions in their impact on the stratospheric aerosol optical depth. The simpler climatic models indicate that past hemispheric temperature can be stimulated very well with volcanic and CO2 inputs and suggest that climate forecasting will also require volcano forecasting. There is some evidence that this is possible some years in advance.

Fractal analysis on human dynamics of library loans

NASA Astrophysics Data System (ADS)

Fan, Chao; Guo, Jin-Li; Zha, Yi-Long

2012-12-01

In this paper, the fractal characteristic of human behaviors is investigated from the perspective of time series constructed with the amount of library loans. The values of the Hurst exponent and length of non-periodic cycle calculated through rescaled range analysis indicate that the time series of human behaviors and their sub-series are fractal with self-similarity and long-range dependence. Then the time series are converted into complex networks by the visibility algorithm. The topological properties of the networks such as scale-free property and small-world effect imply that there is a close relationship among the numbers of repetitious behaviors performed by people during certain periods of time. Our work implies that there is intrinsic regularity in the human collective repetitious behaviors. The conclusions may be helpful to develop some new approaches to investigate the fractal feature and mechanism of human dynamics, and provide some references for the management and forecast of human collective behaviors.

National Utilization and Forecasting of Ototopical Antibiotics: Medicaid Data Versus "Dr. Google".

PubMed

Crowson, Matthew G; Schulz, Kristine; Tucci, Debara L

2016-09-01

To forecast national Medicaid prescription volumes for common ototopical antibiotics, and correlate prescription volumes with internet user search interest using Google Trends (GT). National United States Medicaid prescription and GT user search database analysis. Quarterly national Medicaid summary drug utilization data and weekly GT search engine data for ciprofloxacin-dexamethasone (CD), ofloxacin (OF), and Cortisporin (CS) ototopicals were obtained from January 2008 to July 2014. Time series analysis was used to assess prescription seasonality, Holt-Winter's method for forecasting quarterly prescription volumes, and Pearson correlations to compare GT and Medicaid data. Medicaid prescription volumes demonstrated sinusoidal seasonality for OF (r = 0.91), CS (r = 0.71), and CD (r = 0.62) with annual peaks in July, August, and September. In 2017, OF was forecasted to be the most widely prescribed ototopical, followed by CD. CS was the least prescribed, and volumes were forecasted to decrease 9.0% by 2017 from 2014. GT user search interest demonstrated analogous sinusoidal seasonality and significant correlations with Medicaid data prescriptions for CD (r = 0.38, p = 0.046), OF (r = 0.74, p < 0.001), CS (r = 0.49, p = 0.008). We found that OF, CD, and CS ototopicals have sinusoidal seasonal variation with Medicaid prescription volume peaks occurring in the summer. After 2012, OF was the most commonly prescribed ototopical, and this trend was forecasted to continue. CS use was forecasted to decrease. Google user search interest in these ototopical agents demonstrated analogous seasonal variation. Analyses of GT for interest in ototopical antibiotics may be useful for health care providers and administrators as a complementary method for assessing healthcare utilization trends.

Pole-Zero Modeling of Transient Waveforms: A Comparison of Methods with Application to Acoustic Signals

DTIC Science & Technology

1991-03-01

forecasting and control, rev. ed., Holden Day, San Francisco , 1976. 2. John M. Gottman, Time-series analysis, a comprehensive introduction for social...Vol. ASSP-28. No. 3. pp. 292-:303, .June 1980. .58. Luis Vergara - Dominguez, -New insights into the high-order Yule-Walker equa- tions," IEEE Trans

Long-range prediction of the low-frequency mode in the low-level Indian monsoon circulation with a simple statistical method

NASA Astrophysics Data System (ADS)

Chen, Tsing-Chang; Yen, Ming-Cheng; Wu, Kuang-Der; Ng, Thomas

1992-08-01

The time evolution of the Indian monsoon is closely related to locations of the northward migrating monsoon troughs and ridges which can be well depicted with the 30 60day filtered 850-mb streamfunction. Thus, long-range forecasts of the large-scale low-level monsoon can be obtained from those of the filtered 850-mb streamfunction. These long-range forecasts were made in this study in terms of the Auto Regressive (AR) Moving-Average process. The historical series of the AR model were constructed with the 30 60day filtered 850-mb streamfunction [˜ψ (850mb)] time series of 4months. However, the phase of the last low-frequency cycle in the ˜ψ (850mb) time series can be skewed by the bandpass filtering. To reduce this phase skewness, a simple scheme is introduced. With this phase modification of the filtered 850-mb streamfunction, we performed the pilot forecast experiments of three summers with the AR forecast process. The forecast errors in the positions of the northward propagating monsoon troughs and ridges at Day 20 are generally within the range of 12days behind the observed, except in some extreme cases.

The Betting Odds Rating System: Using soccer forecasts to forecast soccer.

PubMed

Wunderlich, Fabian; Memmert, Daniel

2018-01-01

Betting odds are frequently found to outperform mathematical models in sports related forecasting tasks, however the factors contributing to betting odds are not fully traceable and in contrast to rating-based forecasts no straightforward measure of team-specific quality is deducible from the betting odds. The present study investigates the approach of combining the methods of mathematical models and the information included in betting odds. A soccer forecasting model based on the well-known ELO rating system and taking advantage of betting odds as a source of information is presented. Data from almost 15.000 soccer matches (seasons 2007/2008 until 2016/2017) are used, including both domestic matches (English Premier League, German Bundesliga, Spanish Primera Division and Italian Serie A) and international matches (UEFA Champions League, UEFA Europe League). The novel betting odds based ELO model is shown to outperform classic ELO models, thus demonstrating that betting odds prior to a match contain more relevant information than the result of the match itself. It is shown how the novel model can help to gain valuable insights into the quality of soccer teams and its development over time, thus having a practical benefit in performance analysis. Moreover, it is argued that network based approaches might help in further improving rating and forecasting methods.

The Betting Odds Rating System: Using soccer forecasts to forecast soccer

PubMed Central

Memmert, Daniel

2018-01-01

Betting odds are frequently found to outperform mathematical models in sports related forecasting tasks, however the factors contributing to betting odds are not fully traceable and in contrast to rating-based forecasts no straightforward measure of team-specific quality is deducible from the betting odds. The present study investigates the approach of combining the methods of mathematical models and the information included in betting odds. A soccer forecasting model based on the well-known ELO rating system and taking advantage of betting odds as a source of information is presented. Data from almost 15.000 soccer matches (seasons 2007/2008 until 2016/2017) are used, including both domestic matches (English Premier League, German Bundesliga, Spanish Primera Division and Italian Serie A) and international matches (UEFA Champions League, UEFA Europe League). The novel betting odds based ELO model is shown to outperform classic ELO models, thus demonstrating that betting odds prior to a match contain more relevant information than the result of the match itself. It is shown how the novel model can help to gain valuable insights into the quality of soccer teams and its development over time, thus having a practical benefit in performance analysis. Moreover, it is argued that network based approaches might help in further improving rating and forecasting methods. PMID:29870554

Comparison of Conventional and ANN Models for River Flow Forecasting

NASA Astrophysics Data System (ADS)

Jain, A.; Ganti, R.

2011-12-01

Hydrological models are useful in many water resources applications such as flood control, irrigation and drainage, hydro power generation, water supply, erosion and sediment control, etc. Estimates of runoff are needed in many water resources planning, design development, operation and maintenance activities. River flow is generally estimated using time series or rainfall-runoff models. Recently, soft artificial intelligence tools such as Artificial Neural Networks (ANNs) have become popular for research purposes but have not been extensively adopted in operational hydrological forecasts. There is a strong need to develop ANN models based on real catchment data and compare them with the conventional models. In this paper, a comparative study has been carried out for river flow forecasting using the conventional and ANN models. Among the conventional models, multiple linear, and non linear regression, and time series models of auto regressive (AR) type have been developed. Feed forward neural network model structure trained using the back propagation algorithm, a gradient search method, was adopted. The daily river flow data derived from Godavari Basin @ Polavaram, Andhra Pradesh, India have been employed to develop all the models included here. Two inputs, flows at two past time steps, (Q(t-1) and Q(t-2)) were selected using partial auto correlation analysis for forecasting flow at time t, Q(t). A wide range of error statistics have been used to evaluate the performance of all the models developed in this study. It has been found that the regression and AR models performed comparably, and the ANN model performed the best amongst all the models investigated in this study. It is concluded that ANN model should be adopted in real catchments for hydrological modeling and forecasting.

Forecasting currency circulation data of Bank Indonesia by using hybrid ARIMAX-ANN model

NASA Astrophysics Data System (ADS)

Prayoga, I. Gede Surya Adi; Suhartono, Rahayu, Santi Puteri

2017-05-01

The purpose of this study is to forecast currency inflow and outflow data of Bank Indonesia. Currency circulation in Indonesia is highly influenced by the presence of Eid al-Fitr. One way to forecast the data with Eid al-Fitr effect is using autoregressive integrated moving average with exogenous input (ARIMAX) model. However, ARIMAX is a linear model, which cannot handle nonlinear correlation structures of the data. In the field of forecasting, inaccurate predictions can be considered caused by the existence of nonlinear components that are uncaptured by the model. In this paper, we propose a hybrid model of ARIMAX and artificial neural networks (ANN) that can handle both linear and nonlinear correlation. This method was applied for 46 series of currency inflow and 46 series of currency outflow. The results showed that based on out-of-sample root mean squared error (RMSE), the hybrid models are up to10.26 and 10.65 percent better than ARIMAX for inflow and outflow series, respectively. It means that ANN performs well in modeling nonlinear correlation of the data and can increase the accuracy of linear model.

Climate Cycles and Forecasts of Cutaneous Leishmaniasis, a Nonstationary Vector-Borne Disease

PubMed Central

Chaves, Luis Fernando; Pascual, Mercedes

2006-01-01

Background Cutaneous leishmaniasis (CL) is one of the main emergent diseases in the Americas. As in other vector-transmitted diseases, its transmission is sensitive to the physical environment, but no study has addressed the nonstationary nature of such relationships or the interannual patterns of cycling of the disease. Methods and Findings We studied monthly data, spanning from 1991 to 2001, of CL incidence in Costa Rica using several approaches for nonstationary time series analysis in order to ensure robustness in the description of CL's cycles. Interannual cycles of the disease and the association of these cycles to climate variables were described using frequency and time-frequency techniques for time series analysis. We fitted linear models to the data using climatic predictors, and tested forecasting accuracy for several intervals of time. Forecasts were evaluated using “out of fit” data (i.e., data not used to fit the models). We showed that CL has cycles of approximately 3 y that are coherent with those of temperature and El Niño Southern Oscillation indices (Sea Surface Temperature 4 and Multivariate ENSO Index). Conclusions Linear models using temperature and MEI can predict satisfactorily CL incidence dynamics up to 12 mo ahead, with an accuracy that varies from 72% to 77% depending on prediction time. They clearly outperform simpler models with no climate predictors, a finding that further supports a dynamical link between the disease and climate. PMID:16903778

Impact of GFZ's Effective Angular Momentum Forecasts on Polar Motion Prediction

NASA Astrophysics Data System (ADS)

Dill, Robert; Dobslaw, Henryk

2017-04-01

The Earth System Modelling group at GeoForschungsZentrum (GFZ) Potsdam offers now 6-day forecasts of Earth rotation excitation due to atmospheric, oceanic, and hydrologic angular momentum changes that are consistent with its 40 years-long EAM series. Those EAM forecasts are characterized by an improved long-term consistency due to the introduction of a time-invariant high-resolution reference topography into the AAM processing that accounts for occasional NWP model changes. In addition, all tidal signals from both atmosphere and ocean have been separated, and the temporal resolution of both AAM and OAM has been increased to 3 hours. Analysis of an extended set of EAM short-term hindcasts revealed positive prediction skills for up to 6 days into the future when compared to a persistent forecast. Whereas UT1 predictions in particular rely on an accurate AAM forecast, skillfull polar motion prediction requires high-quality OAM forecasts as well. We will present in this contribution the results from a multi-year hindcast experiment, demonstrating that the polar motion prediction as currently available from Bulletin A can be improved in particular for lead-times between 2 and 5 days by incorporating OAM forecasts. We will also report about early results obtained at Observatoire de Paris to predict polar motion from the integration of GFZ's 6-day EAM forecasts into the Liouville equation in a routine setting, that fully takes into account the operational latencies of all required input products.

Use of EOS Data in AWIPS for Weather Forecasting

NASA Technical Reports Server (NTRS)

Jedlovec, Gary J.; Haines, Stephanie L.; Suggs, Ron J.; Bradshaw, Tom; Darden, Chris; Burks, Jason

2003-01-01

Operational weather forecasting relies heavily on real time data and modeling products for forecast preparation and dissemination of significant weather information to the public. The synthesis of this information (observations and model products) by the meteorologist is facilitated by a decision support system to display and integrate the information in a useful fashion. For the NWS this system is called Advanced Weather Interactive Processing System (AWIPS). Over the last few years NASA has launched a series of new Earth Observation Satellites (EOS) for climate monitoring that include several instruments that provide high-resolution measurements of atmospheric and surface features important for weather forecasting and analysis. The key to the utilization of these unique new measurements by the NWS is the real time integration of the EOS data into the AWIPS system. This is currently being done in the Huntsville and Birmingham NWS Forecast Offices under the NASA Short-term Prediction Research and Transition (SPORT) Program. This paper describes the use of near real time MODIS and AIRS data in AWIPS to improve the detection of clouds, moisture variations, atmospheric stability, and thermal signatures that can lead to significant weather development. The paper and the conference presentation will focus on several examples where MODIS and AIRS data have made a positive impact on forecast accuracy. The results of an assessment of the utility of these products for weather forecast improvement made at the Huntsville NWS Forecast Office will be presented.

Dynamic reusable workflows for ocean science

USGS Publications Warehouse

Signell, Richard; Fernandez, Filipe; Wilcox, Kyle

2016-01-01

Digital catalogs of ocean data have been available for decades, but advances in standardized services and software for catalog search and data access make it now possible to create catalog-driven workflows that automate — end-to-end — data search, analysis and visualization of data from multiple distributed sources. Further, these workflows may be shared, reused and adapted with ease. Here we describe a workflow developed within the US Integrated Ocean Observing System (IOOS) which automates the skill-assessment of water temperature forecasts from multiple ocean forecast models, allowing improved forecast products to be delivered for an open water swim event. A series of Jupyter Notebooks are used to capture and document the end-to-end workflow using a collection of Python tools that facilitate working with standardized catalog and data services. The workflow first searches a catalog of metadata using the Open Geospatial Consortium (OGC) Catalog Service for the Web (CSW), then accesses data service endpoints found in the metadata records using the OGC Sensor Observation Service (SOS) for in situ sensor data and OPeNDAP services for remotely-sensed and model data. Skill metrics are computed and time series comparisons of forecast model and observed data are displayed interactively, leveraging the capabilities of modern web browsers. The resulting workflow not only solves a challenging specific problem, but highlights the benefits of dynamic, reusable workflows in general. These workflows adapt as new data enters the data system, facilitate reproducible science, provide templates from which new scientific workflows can be developed, and encourage data providers to use standardized services. As applied to the ocean swim event, the workflow exposed problems with two of the ocean forecast products which led to improved regional forecasts once errors were corrected. While the example is specific, the approach is general, and we hope to see increased use of dynamic notebooks across the geoscience domains.

Suicide Mortality Trends in Four Provinces of Iran with the Highest Mortality, from 2006-2016.

PubMed

Nazari Kangavari, Hajar; Shojaei, Ahmad; Hashemi Nazari, Seyed Saeed

2017-06-14

Suicide is a major cause of unnatural deaths in the world. Its incidence is higher in western provinces of Iran. So far, there has not been any time series analysis of suicide in western provinces. The purpose of this study was to analyze suicide mortality data from 2006 to 2016 as well as to forecast the number of suicides for 2017 in four provinces of Iran (Ilam, Kermanshah and Lorestan and Kohgiluyeh and Boyer-Ahmad). Descriptive-analytic study. Data were analyzed by time- series analysis using R software. Three automatic methods (Auto.arima, ETS (Error Transitional Seasonality) and time series linear model (TSLM)) were fitted on the data. The best model after cross validation according to the mean absolute error measure was selected for forecasting. Totally, 7004 suicidal deaths occurred of which, 4259 were male and 2745 were female. The mean age of the study population was (32.05 ± 15.48 yr). Hanging and self-immolation were the most frequent types of suicide in men and women, respectively. The maximum and minimum number of suicides was occurred in July and August as well as January respectively. It is suggested that intervention measures should be designed in order to decrease the suicide rate particularly in the age group of 15-29 yr, and implemented as a pilot study, especially in these four provinces of Iran, which have a relatively high suicide rate.

Forecasting air quality time series using deep learning.

PubMed

Freeman, Brian S; Taylor, Graham; Gharabaghi, Bahram; Thé, Jesse

2018-04-13

This paper presents one of the first applications of deep learning (DL) techniques to predict air pollution time series. Air quality management relies extensively on time series data captured at air monitoring stations as the basis of identifying population exposure to airborne pollutants and determining compliance with local ambient air standards. In this paper, 8 hr averaged surface ozone (O 3 ) concentrations were predicted using deep learning consisting of a recurrent neural network (RNN) with long short-term memory (LSTM). Hourly air quality and meteorological data were used to train and forecast values up to 72 hours with low error rates. The LSTM was able to forecast the duration of continuous O 3 exceedances as well. Prior to training the network, the dataset was reviewed for missing data and outliers. Missing data were imputed using a novel technique that averaged gaps less than eight time steps with incremental steps based on first-order differences of neighboring time periods. Data were then used to train decision trees to evaluate input feature importance over different time prediction horizons. The number of features used to train the LSTM model was reduced from 25 features to 5 features, resulting in improved accuracy as measured by Mean Absolute Error (MAE). Parameter sensitivity analysis identified look-back nodes associated with the RNN proved to be a significant source of error if not aligned with the prediction horizon. Overall, MAE's less than 2 were calculated for predictions out to 72 hours. Novel deep learning techniques were used to train an 8-hour averaged ozone forecast model. Missing data and outliers within the captured data set were replaced using a new imputation method that generated calculated values closer to the expected value based on the time and season. Decision trees were used to identify input variables with the greatest importance. The methods presented in this paper allow air managers to forecast long range air pollution concentration while only monitoring key parameters and without transforming the data set in its entirety, thus allowing real time inputs and continuous prediction.

Forecasting hourly PM(10) concentration in Cyprus through artificial neural networks and multiple regression models: implications to local environmental management.

PubMed

Paschalidou, Anastasia K; Karakitsios, Spyridon; Kleanthous, Savvas; Kassomenos, Pavlos A

2011-02-01

In the present work, two types of artificial neural network (NN) models using the multilayer perceptron (MLP) and the radial basis function (RBF) techniques, as well as a model based on principal component regression analysis (PCRA), are employed to forecast hourly PM(10) concentrations in four urban areas (Larnaca, Limassol, Nicosia and Paphos) in Cyprus. The model development is based on a variety of meteorological and pollutant parameters corresponding to the 2-year period between July 2006 and June 2008, and the model evaluation is achieved through the use of a series of well-established evaluation instruments and methodologies. The evaluation reveals that the MLP NN models display the best forecasting performance with R (2) values ranging between 0.65 and 0.76, whereas the RBF NNs and the PCRA models reveal a rather weak performance with R (2) values between 0.37-0.43 and 0.33-0.38, respectively. The derived MLP models are also used to forecast Saharan dust episodes with remarkable success (probability of detection ranging between 0.68 and 0.71). On the whole, the analysis shows that the models introduced here could provide local authorities with reliable and precise predictions and alarms about air quality if used on an operational basis.

Weather Research and Forecasting Model Sensitivity Comparisons for Warm Season Convective Initiation

NASA Technical Reports Server (NTRS)

Watson, Leela R.; Hoeth, Brian; Blottman, Peter F.

2007-01-01

Mesoscale weather conditions can significantly affect the space launch and landing operations at Kennedy Space Center (KSC) and Cape Canaveral Air Force Station (CCAFS). During the summer months, land-sea interactions that occur across KSC and CCAFS lead to the formation of a sea breeze, which can then spawn deep convection. These convective processes often last 60 minutes or less and pose a significant challenge to the forecasters at the National Weather Service (NWS) Spaceflight Meteorology Group (SMG). The main challenge is that a "GO" forecast for thunderstorms and precipitation at the Shuttle Landing Facility is required at the 90 minute deorbit decision for End Of Mission (EOM) and at the 30 minute Return To Launch Site (RTLS) decision. Convective initiation, timing, and mode also present a forecast challenge for the NWS in Melbourne, FL (MLB). The NWS MLB issues such tactical forecast information as Terminal Aerodrome Forecasts (TAF5), Spot Forecasts for fire weather and hazardous materials incident support, and severe/hazardous weather Watches, Warnings, and Advisories. Lastly, these forecasting challenges can also affect the 45th Weather Squadron (45 WS), which provides comprehensive weather forecasts for shuttle launch, as well as ground operations, at KSC and CCAFS. The need for accurate mesoscale model forecasts to aid in their decision making is crucial. This study specifically addresses the skill of different model configurations in forecasting warm season convective initiation. Numerous factors influence the development of convection over the Florida peninsula. These factors include sea breezes, river and lake breezes, the prevailing low-level flow, and convergent flow due to convex coastlines that enhance the sea breeze. The interaction of these processes produces the warm season convective patterns seen over the Florida peninsula. However, warm season convection remains one of the most poorly forecast meteorological parameters. To determine which configuration options are best to address this specific forecast concern, the Weather Research and Forecasting (WRF) model, which has two dynamical cores - the Advanced Research WRF (ARW) and the Non-hydrostatic Mesoscale Model (NMM) was employed. In addition to the two dynamical cores, there are also two options for a "hot-start" initialization of the WRF model - the Local Analysis and Prediction System (LAPS; McGinley 1995) and the Advanced Regional Prediction System (ARPS) Data Analysis System (ADAS; Brewster 1996). Both LAPS and ADAS are 3- dimensional weather analysis systems that integrate multiple meteorological data sources into one consistent analysis over the user's domain of interest. This allows mesoscale models to benefit from the addition of highresolution data sources. Having a series of initialization options and WRF cores, as well as many options within each core, provides SMG and MLB with considerable flexibility as well as challenges. It is the goal of this study to assess the different configurations available and to determine which configuration will best predict warm season convective initiation.

A multimodel approach to interannual and seasonal prediction of Danube discharge anomalies

NASA Astrophysics Data System (ADS)

Rimbu, Norel; Ionita, Monica; Patrut, Simona; Dima, Mihai

2010-05-01

Interannual and seasonal predictability of Danube river discharge is investigated using three model types: 1) time series models 2) linear regression models of discharge with large-scale climate mode indices and 3) models based on stable teleconnections. All models are calibrated using discharge and climatic data for the period 1901-1977 and validated for the period 1978-2008 . Various time series models, like autoregressive (AR), moving average (MA), autoregressive and moving average (ARMA) or singular spectrum analysis and autoregressive moving average (SSA+ARMA) models have been calibrated and their skills evaluated. The best results were obtained using SSA+ARMA models. SSA+ARMA models proved to have the highest forecast skill also for other European rivers (Gamiz-Fortis et al. 2008). Multiple linear regression models using large-scale climatic mode indices as predictors have a higher forecast skill than the time series models. The best predictors for Danube discharge are the North Atlantic Oscillation (NAO) and the East Atlantic/Western Russia patterns during winter and spring. Other patterns, like Polar/Eurasian or Tropical Northern Hemisphere (TNH) are good predictors for summer and autumn discharge. Based on stable teleconnection approach (Ionita et al. 2008) we construct prediction models through a combination of sea surface temperature (SST), temperature (T) and precipitation (PP) from the regions where discharge and SST, T and PP variations are stable correlated. Forecast skills of these models are higher than forecast skills of the time series and multiple regression models. The models calibrated and validated in our study can be used for operational prediction of interannual and seasonal Danube discharge anomalies. References Gamiz-Fortis, S., D. Pozo-Vazquez, R.M. Trigo, and Y. Castro-Diez, Quantifying the predictability of winter river flow in Iberia. Part I: intearannual predictability. J. Climate, 2484-2501, 2008. Gamiz-Fortis, S., D. Pozo-Vazquez, R.M. Trigo, and Y. Castro-Diez, Quantifying the predictability of winter river flow in Iberia. Part II: seasonal predictability. J. Climate, 2503-2518, 2008. Ionita, M., G. Lohmann, and N. Rimbu, Prediction of spring Elbe river discharge based on stable teleconnections with global temperature and precipitation. J. Climate. 6215-6226, 2008.

Financial Time Series Prediction Using Elman Recurrent Random Neural Networks

PubMed Central

Wang, Jie; Wang, Jun; Fang, Wen; Niu, Hongli

2016-01-01

In recent years, financial market dynamics forecasting has been a focus of economic research. To predict the price indices of stock markets, we developed an architecture which combined Elman recurrent neural networks with stochastic time effective function. By analyzing the proposed model with the linear regression, complexity invariant distance (CID), and multiscale CID (MCID) analysis methods and taking the model compared with different models such as the backpropagation neural network (BPNN), the stochastic time effective neural network (STNN), and the Elman recurrent neural network (ERNN), the empirical results show that the proposed neural network displays the best performance among these neural networks in financial time series forecasting. Further, the empirical research is performed in testing the predictive effects of SSE, TWSE, KOSPI, and Nikkei225 with the established model, and the corresponding statistical comparisons of the above market indices are also exhibited. The experimental results show that this approach gives good performance in predicting the values from the stock market indices. PMID:27293423

Analysis of forecasting malaria case with climatic factors as predictor in Mandailing Natal Regency: a time series study

NASA Astrophysics Data System (ADS)

Aulia, D.; Ayu, S. F.; Matondang, A.

2018-01-01

Malaria is the most contagious global concern. As a public health problem with outbreaks, affect the quality of life and economy, also could lead to death. Therefore, this research is to forecast malaria cases with climatic factors as predictors in Mandailing Natal Regency. The total number of positive malaria cases on January 2008 to December 2016 were taken from health department of Mandailing Natal Regency. Climates data such as rainfall, humidity, and temperature were taken from Center of Statistic Department of Mandailing Natal Regency. E-views ver. 9 is used to analyze this study. Autoregressive integrated average, ARIMA (0,1,1) (1,0,0)12 is the best model to explain the 67,2% variability data in time series study. Rainfall (P value = 0.0005), temperature (P value = 0,0029) and humidity (P value = 0.0001) are significant predictors for malaria transmission. Seasonal adjusted factor (SAF) in November and March shows peak for malaria cases.

Financial Time Series Prediction Using Elman Recurrent Random Neural Networks.

PubMed

Wang, Jie; Wang, Jun; Fang, Wen; Niu, Hongli

2016-01-01

In recent years, financial market dynamics forecasting has been a focus of economic research. To predict the price indices of stock markets, we developed an architecture which combined Elman recurrent neural networks with stochastic time effective function. By analyzing the proposed model with the linear regression, complexity invariant distance (CID), and multiscale CID (MCID) analysis methods and taking the model compared with different models such as the backpropagation neural network (BPNN), the stochastic time effective neural network (STNN), and the Elman recurrent neural network (ERNN), the empirical results show that the proposed neural network displays the best performance among these neural networks in financial time series forecasting. Further, the empirical research is performed in testing the predictive effects of SSE, TWSE, KOSPI, and Nikkei225 with the established model, and the corresponding statistical comparisons of the above market indices are also exhibited. The experimental results show that this approach gives good performance in predicting the values from the stock market indices.

Non-parametric characterization of long-term rainfall time series

NASA Astrophysics Data System (ADS)

Tiwari, Harinarayan; Pandey, Brij Kishor

2018-03-01

The statistical study of rainfall time series is one of the approaches for efficient hydrological system design. Identifying, and characterizing long-term rainfall time series could aid in improving hydrological systems forecasting. In the present study, eventual statistics was applied for the long-term (1851-2006) rainfall time series under seven meteorological regions of India. Linear trend analysis was carried out using Mann-Kendall test for the observed rainfall series. The observed trend using the above-mentioned approach has been ascertained using the innovative trend analysis method. Innovative trend analysis has been found to be a strong tool to detect the general trend of rainfall time series. Sequential Mann-Kendall test has also been carried out to examine nonlinear trends of the series. The partial sum of cumulative deviation test is also found to be suitable to detect the nonlinear trend. Innovative trend analysis, sequential Mann-Kendall test and partial cumulative deviation test have potential to detect the general as well as nonlinear trend for the rainfall time series. Annual rainfall analysis suggests that the maximum changes in mean rainfall is 11.53% for West Peninsular India, whereas the maximum fall in mean rainfall is 7.8% for the North Mountainous Indian region. The innovative trend analysis method is also capable of finding the number of change point available in the time series. Additionally, we have performed von Neumann ratio test and cumulative deviation test to estimate the departure from homogeneity. Singular spectrum analysis has been applied in this study to evaluate the order of departure from homogeneity in the rainfall time series. Monsoon season (JS) of North Mountainous India and West Peninsular India zones has higher departure from homogeneity and singular spectrum analysis shows the results to be in coherence with the same.

Hybrid intelligent methodology to design translation invariant morphological operators for Brazilian stock market prediction.

PubMed

Araújo, Ricardo de A

2010-12-01

This paper presents a hybrid intelligent methodology to design increasing translation invariant morphological operators applied to Brazilian stock market prediction (overcoming the random walk dilemma). The proposed Translation Invariant Morphological Robust Automatic phase-Adjustment (TIMRAA) method consists of a hybrid intelligent model composed of a Modular Morphological Neural Network (MMNN) with a Quantum-Inspired Evolutionary Algorithm (QIEA), which searches for the best time lags to reconstruct the phase space of the time series generator phenomenon and determines the initial (sub-optimal) parameters of the MMNN. Each individual of the QIEA population is further trained by the Back Propagation (BP) algorithm to improve the MMNN parameters supplied by the QIEA. Also, for each prediction model generated, it uses a behavioral statistical test and a phase fix procedure to adjust time phase distortions observed in stock market time series. Furthermore, an experimental analysis is conducted with the proposed method through four Brazilian stock market time series, and the achieved results are discussed and compared to results found with random walk models and the previously introduced Time-delay Added Evolutionary Forecasting (TAEF) and Morphological-Rank-Linear Time-lag Added Evolutionary Forecasting (MRLTAEF) methods. Copyright © 2010 Elsevier Ltd. All rights reserved.

Effect of initial conditions of a catchment on seasonal streamflow prediction using ensemble streamflow prediction (ESP) technique for the Rangitata and Waitaki River basins on the South Island of New Zealand

NASA Astrophysics Data System (ADS)

Singh, Shailesh Kumar; Zammit, Christian; Hreinsson, Einar; Woods, Ross; Clark, Martyn; Hamlet, Alan

2013-04-01

Increased access to water is a key pillar of the New Zealand government plan for economic growths. Variable climatic conditions coupled with market drivers and increased demand on water resource result in critical decision made by water managers based on climate and streamflow forecast. Because many of these decisions have serious economic implications, accurate forecast of climate and streamflow are of paramount importance (eg irrigated agriculture and electricity generation). New Zealand currently does not have a centralized, comprehensive, and state-of-the-art system in place for providing operational seasonal to interannual streamflow forecasts to guide water resources management decisions. As a pilot effort, we implement and evaluate an experimental ensemble streamflow forecasting system for the Waitaki and Rangitata River basins on New Zealand's South Island using a hydrologic simulation model (TopNet) and the familiar ensemble streamflow prediction (ESP) paradigm for estimating forecast uncertainty. To provide a comprehensive database for evaluation of the forecasting system, first a set of retrospective model states simulated by the hydrologic model on the first day of each month were archived from 1972-2009. Then, using the hydrologic simulation model, each of these historical model states was paired with the retrospective temperature and precipitation time series from each historical water year to create a database of retrospective hindcasts. Using the resulting database, the relative importance of initial state variables (such as soil moisture and snowpack) as fundamental drivers of uncertainties in forecasts were evaluated for different seasons and lead times. The analysis indicate that the sensitivity of flow forecast to initial condition uncertainty is depend on the hydrological regime and season of forecast. However initial conditions do not have a large impact on seasonal flow uncertainties for snow dominated catchments. Further analysis indicates that this result is valid when the hindcast database is conditioned by ENSO classification. As a result hydrological forecasts based on ESP technique, where present initial conditions with histological forcing data are used may be plausible for New Zealand catchments.

Integrated Warfighter Biodefense Program (IWBP)

DTIC Science & Technology

2011-05-26

empower the non-statistical subject matter expert to rapidly obtain insight into their data for discovery, forecasting and decision making. LeapWorks...Support for Time Series Pattern discovery in temporal data environments is important for many forecasting types of applications. For example, does the...as well as the forecasting horizon for the purposes of patterns discovery. Beta Testing During the period of performance for this report

Plant calendar pattern based on rainfall forecast and the probability of its success in Deli Serdang regency of Indonesia

NASA Astrophysics Data System (ADS)

Darnius, O.; Sitorus, S.

2018-03-01

The objective of this study was to determine the pattern of plant calendar of three types of crops; namely, palawija, rice, andbanana, based on rainfall in Deli Serdang Regency. In the first stage, we forecasted rainfall by using time series analysis, and obtained appropriate model of ARIMA (1,0,0) (1,1,1)12. Based on the forecast result, we designed a plant calendar pattern for the three types of plant. Furthermore, the probability of success in the plant types following the plant calendar pattern was calculated by using the Markov process by discretizing the continuous rainfall data into three categories; namely, Below Normal (BN), Normal (N), and Above Normal (AN) to form the probability transition matrix. Finally, the combination of rainfall forecasting models and the Markov process were used to determine the pattern of cropping calendars and the probability of success in the three crops. This research used rainfall data of Deli Serdang Regency taken from the office of BMKG (Meteorologist Climatology and Geophysics Agency), Sampali Medan, Indonesia.

Foreign currency rate forecasting using neural networks

NASA Astrophysics Data System (ADS)

Pandya, Abhijit S.; Kondo, Tadashi; Talati, Amit; Jayadevappa, Suryaprasad

2000-03-01

Neural networks are increasingly being used as a forecasting tool in many forecasting problems. This paper discusses the application of neural networks in predicting daily foreign exchange rates between the USD, GBP as well as DEM. We approach the problem from a time-series analysis framework - where future exchange rates are forecasted solely using past exchange rates. This relies on the belief that the past prices and future prices are very close related, and interdependent. We present the result of training a neural network with historical USD-GBP data. The methodology used in explained, as well as the training process. We discuss the selection of inputs to the network, and present a comparison of using the actual exchange rates and the exchange rate differences as inputs. Price and rate differences are the preferred way of training neural network in financial applications. Results of both approaches are present together for comparison. We show that the network is able to learn the trends in the exchange rate movements correctly, and present the results of the prediction over several periods of time.

Tourism demand in the Algarve region: Evolution and forecast using SVARMA models

NASA Astrophysics Data System (ADS)

Lopes, Isabel Cristina; Soares, Filomena; Silva, Eliana Costa e.

2017-06-01

Tourism is one of the Portuguese economy's key sectors, and its relative weight has grown over recent years. The Algarve region is particularly focused on attracting foreign tourists and has built over the years a large offer of diversified hotel units. In this paper we present multivariate time series approach to forecast the number of overnight stays in hotel units (hotels, guesthouses or hostels, and tourist apartments) in Algarve. We adjust a seasonal vector autoregressive and moving averages model (SVARMA) to monthly data between 2006 and 2016. The forecast values were compared with the actual values of the overnight stays in Algarve in 2016 and led to a MAPE of 15.1% and RMSE= 53847.28. The MAPE for the Hotel series was merely 4.56%. These forecast values can be used by a hotel manager to predict their occupancy and to determine the best pricing policy.

The development of a combined mathematical model to forecast the incidence of hepatitis E in Shanghai, China.

PubMed

Ren, Hong; Li, Jian; Yuan, Zheng-An; Hu, Jia-Yu; Yu, Yan; Lu, Yi-Han

2013-09-08

Sporadic hepatitis E has become an important public health concern in China. Accurate forecasting of the incidence of hepatitis E is needed to better plan future medical needs. Few mathematical models can be used because hepatitis E morbidity data has both linear and nonlinear patterns. We developed a combined mathematical model using an autoregressive integrated moving average model (ARIMA) and a back propagation neural network (BPNN) to forecast the incidence of hepatitis E. The morbidity data of hepatitis E in Shanghai from 2000 to 2012 were retrieved from the China Information System for Disease Control and Prevention. The ARIMA-BPNN combined model was trained with 144 months of morbidity data from January 2000 to December 2011, validated with 12 months of data January 2012 to December 2012, and then employed to forecast hepatitis E incidence January 2013 to December 2013 in Shanghai. Residual analysis, Root Mean Square Error (RMSE), normalized Bayesian Information Criterion (BIC), and stationary R square methods were used to compare the goodness-of-fit among ARIMA models. The Bayesian regularization back-propagation algorithm was used to train the network. The mean error rate (MER) was used to assess the validity of the combined model. A total of 7,489 hepatitis E cases was reported in Shanghai from 2000 to 2012. Goodness-of-fit (stationary R2=0.531, BIC= -4.768, Ljung-Box Q statistics=15.59, P=0.482) and parameter estimates were used to determine the best-fitting model as ARIMA (0,1,1)×(0,1,1)12. Predicted morbidity values in 2012 from best-fitting ARIMA model and actual morbidity data from 2000 to 2011 were used to further construct the combined model. The MER of the ARIMA model and the ARIMA-BPNN combined model were 0.250 and 0.176, respectively. The forecasted incidence of hepatitis E in 2013 was 0.095 to 0.372 per 100,000 population. There was a seasonal variation with a peak during January-March and a nadir during August-October. Time series analysis suggested a seasonal pattern of hepatitis E morbidity in Shanghai, China. An ARIMA-BPNN combined model was used to fit the linear and nonlinear patterns of time series data, and accurately forecast hepatitis E infections.

Multidimensional k-nearest neighbor model based on EEMD for financial time series forecasting

NASA Astrophysics Data System (ADS)

Zhang, Ningning; Lin, Aijing; Shang, Pengjian

2017-07-01

In this paper, we propose a new two-stage methodology that combines the ensemble empirical mode decomposition (EEMD) with multidimensional k-nearest neighbor model (MKNN) in order to forecast the closing price and high price of the stocks simultaneously. The modified algorithm of k-nearest neighbors (KNN) has an increasingly wide application in the prediction of all fields. Empirical mode decomposition (EMD) decomposes a nonlinear and non-stationary signal into a series of intrinsic mode functions (IMFs), however, it cannot reveal characteristic information of the signal with much accuracy as a result of mode mixing. So ensemble empirical mode decomposition (EEMD), an improved method of EMD, is presented to resolve the weaknesses of EMD by adding white noise to the original data. With EEMD, the components with true physical meaning can be extracted from the time series. Utilizing the advantage of EEMD and MKNN, the new proposed ensemble empirical mode decomposition combined with multidimensional k-nearest neighbor model (EEMD-MKNN) has high predictive precision for short-term forecasting. Moreover, we extend this methodology to the case of two-dimensions to forecast the closing price and high price of the four stocks (NAS, S&P500, DJI and STI stock indices) at the same time. The results indicate that the proposed EEMD-MKNN model has a higher forecast precision than EMD-KNN, KNN method and ARIMA.

Hydrological time series modeling: A comparison between adaptive neuro-fuzzy, neural network and autoregressive techniques

NASA Astrophysics Data System (ADS)

Lohani, A. K.; Kumar, Rakesh; Singh, R. D.

2012-06-01

SummaryTime series modeling is necessary for the planning and management of reservoirs. More recently, the soft computing techniques have been used in hydrological modeling and forecasting. In this study, the potential of artificial neural networks and neuro-fuzzy system in monthly reservoir inflow forecasting are examined by developing and comparing monthly reservoir inflow prediction models, based on autoregressive (AR), artificial neural networks (ANNs) and adaptive neural-based fuzzy inference system (ANFIS). To take care the effect of monthly periodicity in the flow data, cyclic terms are also included in the ANN and ANFIS models. Working with time series flow data of the Sutlej River at Bhakra Dam, India, several ANN and adaptive neuro-fuzzy models are trained with different input vectors. To evaluate the performance of the selected ANN and adaptive neural fuzzy inference system (ANFIS) models, comparison is made with the autoregressive (AR) models. The ANFIS model trained with the input data vector including previous inflows and cyclic terms of monthly periodicity has shown a significant improvement in the forecast accuracy in comparison with the ANFIS models trained with the input vectors considering only previous inflows. In all cases ANFIS gives more accurate forecast than the AR and ANN models. The proposed ANFIS model coupled with the cyclic terms is shown to provide better representation of the monthly inflow forecasting for planning and operation of reservoir.

Semi-Cooperative Learning in Smart Grid Agents

DTIC Science & Technology

2013-12-01

2009 HOEP and its ACF/PACF diagnostic functions. . . 37 2.21 Residuals from multiplicative seasonal ARIMA model fit on 2009 HOEP. . . . . . . . . . 38...2.22 Typical forecast for the next 72 hours based on the ARIMA model of Eq. 2.14. . . . . . . 40 3.1 Consumption capacity of two small villages over...1 (the training series). . 49 3.4 ARIMA model (Eq. 3.1) forecasts based on the full village 1 time series (top subfigure) and the first 24 hours of

A Time Series Model for Assessing the Trend and Forecasting the Road Traffic Accident Mortality

PubMed Central

Yousefzadeh-Chabok, Shahrokh; Ranjbar-Taklimie, Fatemeh; Malekpouri, Reza; Razzaghi, Alireza

2016-01-01

Background Road traffic accident (RTA) is one of the main causes of trauma and known as a growing public health concern worldwide, especially in developing countries. Assessing the trend of fatalities in the past years and forecasting it enables us to make the appropriate planning for prevention and control. Objectives This study aimed to assess the trend of RTAs and forecast it in the next years by using time series modeling. Materials and Methods In this historical analytical study, the RTA mortalities in Zanjan Province, Iran, were evaluated during 2007 - 2013. The time series analyses including Box-Jenkins models were used to assess the trend of accident fatalities in previous years and forecast it for the next 4 years. Results The mean age of the victims was 37.22 years (SD = 20.01). From a total of 2571 deaths, 77.5% (n = 1992) were males and 22.5% (n = 579) were females. The study models showed a descending trend of fatalities in the study years. The SARIMA (1, 1, 3) (0, 1, 0) 12 model was recognized as a best fit model in forecasting the trend of fatalities. Forecasting model also showed a descending trend of traffic accident mortalities in the next 4 years. Conclusions There was a decreasing trend in the study and the future years. It seems that implementation of some interventions in the recent decade has had a positive effect on the decline of RTA fatalities. Nevertheless, there is still a need to pay more attention in order to prevent the occurrence and the mortalities related to traffic accidents. PMID:27800467

A Time Series Model for Assessing the Trend and Forecasting the Road Traffic Accident Mortality.

PubMed

Yousefzadeh-Chabok, Shahrokh; Ranjbar-Taklimie, Fatemeh; Malekpouri, Reza; Razzaghi, Alireza

2016-09-01

Road traffic accident (RTA) is one of the main causes of trauma and known as a growing public health concern worldwide, especially in developing countries. Assessing the trend of fatalities in the past years and forecasting it enables us to make the appropriate planning for prevention and control. This study aimed to assess the trend of RTAs and forecast it in the next years by using time series modeling. In this historical analytical study, the RTA mortalities in Zanjan Province, Iran, were evaluated during 2007 - 2013. The time series analyses including Box-Jenkins models were used to assess the trend of accident fatalities in previous years and forecast it for the next 4 years. The mean age of the victims was 37.22 years (SD = 20.01). From a total of 2571 deaths, 77.5% (n = 1992) were males and 22.5% (n = 579) were females. The study models showed a descending trend of fatalities in the study years. The SARIMA (1, 1, 3) (0, 1, 0) 12 model was recognized as a best fit model in forecasting the trend of fatalities. Forecasting model also showed a descending trend of traffic accident mortalities in the next 4 years. There was a decreasing trend in the study and the future years. It seems that implementation of some interventions in the recent decade has had a positive effect on the decline of RTA fatalities. Nevertheless, there is still a need to pay more attention in order to prevent the occurrence and the mortalities related to traffic accidents.

Neural network based short-term load forecasting using weather compensation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chow, T.W.S.; Leung, C.T.

This paper presents a novel technique for electric load forecasting based on neural weather compensation. The proposed method is a nonlinear generalization of Box and Jenkins approach for nonstationary time-series prediction. A weather compensation neural network is implemented for one-day ahead electric load forecasting. The weather compensation neural network can accurately predict the change of actual electric load consumption from the previous day. The results, based on Hong Kong Island historical load demand, indicate that this methodology is capable of providing a more accurate load forecast with a 0.9% reduction in forecast error.

Forecasting the portuguese stock market time series by using artificial neural networks

NASA Astrophysics Data System (ADS)

Isfan, Monica; Menezes, Rui; Mendes, Diana A.

2010-04-01

In this paper, we show that neural networks can be used to uncover the non-linearity that exists in the financial data. First, we follow a traditional approach by analysing the deterministic/stochastic characteristics of the Portuguese stock market data and some typical features are studied, like the Hurst exponents, among others. We also simulate a BDS test to investigate nonlinearities and the results are as expected: the financial time series do not exhibit linear dependence. Secondly, we trained four types of neural networks for the stock markets and used the models to make forecasts. The artificial neural networks were obtained using a three-layer feed-forward topology and the back-propagation learning algorithm. The quite large number of parameters that must be selected to develop a neural network forecasting model involves some trial and as a consequence the error is not small enough. In order to improve this we use a nonlinear optimization algorithm to minimize the error. Finally, the output of the 4 models is quite similar, leading to a qualitative forecast that we compare with the results of the application of k-nearest-neighbor for the same time series.

Multivariate time series modeling of short-term system scale irrigation demand

NASA Astrophysics Data System (ADS)

Perera, Kushan C.; Western, Andrew W.; George, Biju; Nawarathna, Bandara

2015-12-01

Travel time limits the ability of irrigation system operators to react to short-term irrigation demand fluctuations that result from variations in weather, including very hot periods and rainfall events, as well as the various other pressures and opportunities that farmers face. Short-term system-wide irrigation demand forecasts can assist in system operation. Here we developed a multivariate time series (ARMAX) model to forecast irrigation demands with respect to aggregated service points flows (IDCGi, ASP) and off take regulator flows (IDCGi, OTR) based across 5 command areas, which included area covered under four irrigation channels and the study area. These command area specific ARMAX models forecast 1-5 days ahead daily IDCGi, ASP and IDCGi, OTR using the real time flow data recorded at the service points and the uppermost regulators and observed meteorological data collected from automatic weather stations. The model efficiency and the predictive performance were quantified using the root mean squared error (RMSE), Nash-Sutcliffe model efficiency coefficient (NSE), anomaly correlation coefficient (ACC) and mean square skill score (MSSS). During the evaluation period, NSE for IDCGi, ASP and IDCGi, OTR across 5 command areas were ranged 0.98-0.78. These models were capable of generating skillful forecasts (MSSS ⩾ 0.5 and ACC ⩾ 0.6) of IDCGi, ASP and IDCGi, OTR for all 5 lead days and IDCGi, ASP and IDCGi, OTR forecasts were better than using the long term monthly mean irrigation demand. Overall these predictive performance from the ARMAX time series models were higher than almost all the previous studies we are aware. Further, IDCGi, ASP and IDCGi, OTR forecasts have improved the operators' ability to react for near future irrigation demand fluctuations as the developed ARMAX time series models were self-adaptive to reflect the short-term changes in the irrigation demand with respect to various pressures and opportunities that farmers' face, such as changing water policy, continued development of water markets, drought and changing technology.

A comparative verification of high resolution precipitation forecasts using model output statistics

NASA Astrophysics Data System (ADS)

van der Plas, Emiel; Schmeits, Maurice; Hooijman, Nicolien; Kok, Kees

2017-04-01

Verification of localized events such as precipitation has become even more challenging with the advent of high-resolution meso-scale numerical weather prediction (NWP). The realism of a forecast suggests that it should compare well against precipitation radar imagery with similar resolution, both spatially and temporally. Spatial verification methods solve some of the representativity issues that point verification gives rise to. In this study a verification strategy based on model output statistics is applied that aims to address both double penalty and resolution effects that are inherent to comparisons of NWP models with different resolutions. Using predictors based on spatial precipitation patterns around a set of stations, an extended logistic regression (ELR) equation is deduced, leading to a probability forecast distribution of precipitation for each NWP model, analysis and lead time. The ELR equations are derived for predictands based on areal calibrated radar precipitation and SYNOP observations. The aim is to extract maximum information from a series of precipitation forecasts, like a trained forecaster would. The method is applied to the non-hydrostatic model Harmonie (2.5 km resolution), Hirlam (11 km resolution) and the ECMWF model (16 km resolution), overall yielding similar Brier skill scores for the 3 post-processed models, but larger differences for individual lead times. Besides, the Fractions Skill Score is computed using the 3 deterministic forecasts, showing somewhat better skill for the Harmonie model. In other words, despite the realism of Harmonie precipitation forecasts, they only perform similarly or somewhat better than precipitation forecasts from the 2 lower resolution models, at least in the Netherlands.

Analysis and prediction of aperiodic hydrodynamic oscillatory time series by feed-forward neural networks, fuzzy logic, and a local nonlinear predictor

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gentili, Pier Luigi, E-mail: pierluigi.gentili@unipg.it; Gotoda, Hiroshi; Dolnik, Milos

Forecasting of aperiodic time series is a compelling challenge for science. In this work, we analyze aperiodic spectrophotometric data, proportional to the concentrations of two forms of a thermoreversible photochromic spiro-oxazine, that are generated when a cuvette containing a solution of the spiro-oxazine undergoes photoreaction and convection due to localized ultraviolet illumination. We construct the phase space for the system using Takens' theorem and we calculate the Lyapunov exponents and the correlation dimensions to ascertain the chaotic character of the time series. Finally, we predict the time series using three distinct methods: a feed-forward neural network, fuzzy logic, and amore » local nonlinear predictor. We compare the performances of these three methods.« less

Applications of functional data analysis: A systematic review.

PubMed

Ullah, Shahid; Finch, Caroline F

2013-03-19

Functional data analysis (FDA) is increasingly being used to better analyze, model and predict time series data. Key aspects of FDA include the choice of smoothing technique, data reduction, adjustment for clustering, functional linear modeling and forecasting methods. A systematic review using 11 electronic databases was conducted to identify FDA application studies published in the peer-review literature during 1995-2010. Papers reporting methodological considerations only were excluded, as were non-English articles. In total, 84 FDA application articles were identified; 75.0% of the reviewed articles have been published since 2005. Application of FDA has appeared in a large number of publications across various fields of sciences; the majority is related to biomedicine applications (21.4%). Overall, 72 studies (85.7%) provided information about the type of smoothing techniques used, with B-spline smoothing (29.8%) being the most popular. Functional principal component analysis (FPCA) for extracting information from functional data was reported in 51 (60.7%) studies. One-quarter (25.0%) of the published studies used functional linear models to describe relationships between explanatory and outcome variables and only 8.3% used FDA for forecasting time series data. Despite its clear benefits for analyzing time series data, full appreciation of the key features and value of FDA have been limited to date, though the applications show its relevance to many public health and biomedical problems. Wider application of FDA to all studies involving correlated measurements should allow better modeling of, and predictions from, such data in the future especially as FDA makes no a priori age and time effects assumptions.

Applications of functional data analysis: A systematic review

PubMed Central

2013-01-01

Background Functional data analysis (FDA) is increasingly being used to better analyze, model and predict time series data. Key aspects of FDA include the choice of smoothing technique, data reduction, adjustment for clustering, functional linear modeling and forecasting methods. Methods A systematic review using 11 electronic databases was conducted to identify FDA application studies published in the peer-review literature during 1995–2010. Papers reporting methodological considerations only were excluded, as were non-English articles. Results In total, 84 FDA application articles were identified; 75.0% of the reviewed articles have been published since 2005. Application of FDA has appeared in a large number of publications across various fields of sciences; the majority is related to biomedicine applications (21.4%). Overall, 72 studies (85.7%) provided information about the type of smoothing techniques used, with B-spline smoothing (29.8%) being the most popular. Functional principal component analysis (FPCA) for extracting information from functional data was reported in 51 (60.7%) studies. One-quarter (25.0%) of the published studies used functional linear models to describe relationships between explanatory and outcome variables and only 8.3% used FDA for forecasting time series data. Conclusions Despite its clear benefits for analyzing time series data, full appreciation of the key features and value of FDA have been limited to date, though the applications show its relevance to many public health and biomedical problems. Wider application of FDA to all studies involving correlated measurements should allow better modeling of, and predictions from, such data in the future especially as FDA makes no a priori age and time effects assumptions. PMID:23510439

Statistical and Machine Learning forecasting methods: Concerns and ways forward

PubMed Central

Makridakis, Spyros; Assimakopoulos, Vassilios

2018-01-01

Machine Learning (ML) methods have been proposed in the academic literature as alternatives to statistical ones for time series forecasting. Yet, scant evidence is available about their relative performance in terms of accuracy and computational requirements. The purpose of this paper is to evaluate such performance across multiple forecasting horizons using a large subset of 1045 monthly time series used in the M3 Competition. After comparing the post-sample accuracy of popular ML methods with that of eight traditional statistical ones, we found that the former are dominated across both accuracy measures used and for all forecasting horizons examined. Moreover, we observed that their computational requirements are considerably greater than those of statistical methods. The paper discusses the results, explains why the accuracy of ML models is below that of statistical ones and proposes some possible ways forward. The empirical results found in our research stress the need for objective and unbiased ways to test the performance of forecasting methods that can be achieved through sizable and open competitions allowing meaningful comparisons and definite conclusions. PMID:29584784

Determination of sample size for higher volatile data using new framework of Box-Jenkins model with GARCH: A case study on gold price

NASA Astrophysics Data System (ADS)

Roslindar Yaziz, Siti; Zakaria, Roslinazairimah; Hura Ahmad, Maizah

2017-09-01

The model of Box-Jenkins - GARCH has been shown to be a promising tool for forecasting higher volatile time series. In this study, the framework of determining the optimal sample size using Box-Jenkins model with GARCH is proposed for practical application in analysing and forecasting higher volatile data. The proposed framework is employed to daily world gold price series from year 1971 to 2013. The data is divided into 12 different sample sizes (from 30 to 10200). Each sample is tested using different combination of the hybrid Box-Jenkins - GARCH model. Our study shows that the optimal sample size to forecast gold price using the framework of the hybrid model is 1250 data of 5-year sample. Hence, the empirical results of model selection criteria and 1-step-ahead forecasting evaluations suggest that the latest 12.25% (5-year data) of 10200 data is sufficient enough to be employed in the model of Box-Jenkins - GARCH with similar forecasting performance as by using 41-year data.

Exploiting teleconnection indices for probabilistic forecasting of drought class transitions in Sicily region (Italy)

NASA Astrophysics Data System (ADS)

Bonaccorso, Brunella; Cancelliere, Antonino

2015-04-01

In the present study two probabilistic models for short-medium term drought forecasting able to include information provided by teleconnection indices are proposed and applied to Sicily region (Italy). Drought conditions are expressed in terms of the Standardized Precipitation-Evapotranspiration Index (SPEI) at different aggregation time scales. More specifically, a multivariate approach based on normal distribution is developed in order to estimate: 1) on the one hand transition probabilities to future SPEI drought classes and 2) on the other hand, SPEI forecasts at a generic time horizon M, as functions of past values of SPEI and the selected teleconnection index. To this end, SPEI series at 3, 4 and 6 aggregation time scales for Sicily region are extracted from the Global SPEI database, SPEIbase , available at Web repository of the Spanish National Research Council (http://sac.csic.es/spei/database.html), and averaged over the study area. In particular, SPEIbase v2.3 with spatial resolution of 0.5° lat/lon and temporal coverage between January 1901 and December 2013 is used. A preliminary correlation analysis is carried out to investigate the link between the drought index and different teleconnection patterns, namely: the North Atlantic Oscillation (NAO), the Scandinavian (SCA) and the East Atlantic-West Russia (EA-WR) patterns. Results of such analysis indicate a strongest influence of NAO on drought conditions in Sicily with respect to other teleconnection indices. Then, the proposed forecasting methodology is applied and the skill in forecasting of the proposed models is quantitatively assessed through the application of a simple score approach and of performance indices. Results indicate that inclusion of NAO index generally enhance model performance thus confirming the suitability of the models for short- medium term forecast of drought conditions.

The Impact of Ocean Data Assimilation on Seasonal-to-Interannual Forecasts: A Case Study of the 2006 El Nino Event

NASA Technical Reports Server (NTRS)

Yang, Shu-Chih; Rienecker, Michele; Keppenne, Christian

2010-01-01

This study investigates the impact of four different ocean analyses on coupled forecasts of the 2006 El Nino event. Forecasts initialized in June 2006 using ocean analyses from an assimilation that uses flow-dependent background error covariances are compared with those using static error covariances that are not flow dependent. The flow-dependent error covariances reflect the error structures related to the background ENSO instability and are generated by the coupled breeding method. The ocean analyses used in this study result from the assimilation of temperature and salinity, with the salinity data available from Argo floats. Of the analyses, the one using information from the coupled bred vectors (BV) replicates the observed equatorial long wave propagation best and exhibits more warming features leading to the 2006 El Nino event. The forecasts initialized from the BV-based analysis agree best with the observations in terms of the growth of the warm anomaly through two warming phases. This better performance is related to the impact of the salinity analysis on the state evolution in the equatorial thermocline. The early warming is traced back to salinity differences in the upper ocean of the equatorial central Pacific, while the second warming, corresponding to the mature phase, is associated with the effect of the salinity assimilation on the depth of the thermocline in the western equatorial Pacific. The series of forecast experiments conducted here show that the structure of the salinity in the initial conditions is important to the forecasts of the extension of the warm pool and the evolution of the 2006 El Ni o event.

One hundred and fifty years of sprint and distance running – Past trends and future prospects

PubMed Central

Weiss, Martin; Newman, Alexandra; Whitmore, Ceri; Weiss, Stephan

2016-01-01

Abstract Sprint and distance running have experienced remarkable performance improvements over the past century. Attempts to forecast running performances share an almost similarly long history but have relied so far on relatively short data series. Here, we compile a comprehensive set of season-best performances for eight Olympically contested running events. With this data set, we conduct (1) an exponential time series analysis and (2) a power-law experience curve analysis to quantify the rate of past performance improvements and to forecast future performances until the year 2100. We find that the sprint and distance running performances of women and men improve exponentially with time and converge at yearly rates of 4% ± 3% and 2% ± 2%, respectively, towards their asymptotic limits. Running performances can also be modelled with the experience curve approach, yielding learning rates of 3% ± 1% and 6% ± 2% for the women's and men's events, respectively. Long-term trends suggest that: (1) women will continue to run 10–20% slower than men, (2) 9.50 s over 100 m dash may only be broken at the end of this century and (3) several middle- and long-distance records may be broken within the next two to three decades. The prospects of witnessing a sub-2 hour marathon before 2100 remain inconclusive. Our results should be interpreted cautiously as forecasting human behaviour is intrinsically uncertain. The future season-best sprint and distance running performances will continue to scatter around the trends identified here and may yield unexpected improvements of standing world records. PMID:26088705

Predicting critical transitions in dynamical systems from time series using nonstationary probability density modeling.

PubMed

Kwasniok, Frank

2013-11-01

A time series analysis method for predicting the probability density of a dynamical system is proposed. A nonstationary parametric model of the probability density is estimated from data within a maximum likelihood framework and then extrapolated to forecast the future probability density and explore the system for critical transitions or tipping points. A full systematic account of parameter uncertainty is taken. The technique is generic, independent of the underlying dynamics of the system. The method is verified on simulated data and then applied to prediction of Arctic sea-ice extent.

Modeling Periodic Impulsive Effects on Online TV Series Diffusion.

PubMed

Fu, Peihua; Zhu, Anding; Fang, Qiwen; Wang, Xi

Online broadcasting substantially affects the production, distribution, and profit of TV series. In addition, online word-of-mouth significantly affects the diffusion of TV series. Because on-demand streaming rates are the most important factor that influences the earnings of online video suppliers, streaming statistics and forecasting trends are valuable. In this paper, we investigate the effects of periodic impulsive stimulation and pre-launch promotion on on-demand streaming dynamics. We consider imbalanced audience feverish distribution using an impulsive susceptible-infected-removed(SIR)-like model. In addition, we perform a correlation analysis of online buzz volume based on Baidu Index data. We propose a PI-SIR model to evolve audience dynamics and translate them into on-demand streaming fluctuations, which can be observed and comprehended by online video suppliers. Six South Korean TV series datasets are used to test the model. We develop a coarse-to-fine two-step fitting scheme to estimate the model parameters, first by fitting inter-period accumulation and then by fitting inner-period feverish distribution. We find that audience members display similar viewing habits. That is, they seek new episodes every update day but fade away. This outcome means that impulsive intensity plays a crucial role in on-demand streaming diffusion. In addition, the initial audience size and online buzz are significant factors. On-demand streaming fluctuation is highly correlated with online buzz fluctuation. To stimulate audience attention and interpersonal diffusion, it is worthwhile to invest in promotion near update days. Strong pre-launch promotion is also a good marketing tool to improve overall performance. It is not advisable for online video providers to promote several popular TV series on the same update day. Inter-period accumulation is a feasible forecasting tool to predict the future trend of the on-demand streaming amount. The buzz in public social communities also represents a highly correlated analysis tool to evaluate the advertising value of TV series.

Modeling Periodic Impulsive Effects on Online TV Series Diffusion

PubMed Central

Fang, Qiwen; Wang, Xi

2016-01-01

Background Online broadcasting substantially affects the production, distribution, and profit of TV series. In addition, online word-of-mouth significantly affects the diffusion of TV series. Because on-demand streaming rates are the most important factor that influences the earnings of online video suppliers, streaming statistics and forecasting trends are valuable. In this paper, we investigate the effects of periodic impulsive stimulation and pre-launch promotion on on-demand streaming dynamics. We consider imbalanced audience feverish distribution using an impulsive susceptible-infected-removed(SIR)-like model. In addition, we perform a correlation analysis of online buzz volume based on Baidu Index data. Methods We propose a PI-SIR model to evolve audience dynamics and translate them into on-demand streaming fluctuations, which can be observed and comprehended by online video suppliers. Six South Korean TV series datasets are used to test the model. We develop a coarse-to-fine two-step fitting scheme to estimate the model parameters, first by fitting inter-period accumulation and then by fitting inner-period feverish distribution. Results We find that audience members display similar viewing habits. That is, they seek new episodes every update day but fade away. This outcome means that impulsive intensity plays a crucial role in on-demand streaming diffusion. In addition, the initial audience size and online buzz are significant factors. On-demand streaming fluctuation is highly correlated with online buzz fluctuation. Conclusion To stimulate audience attention and interpersonal diffusion, it is worthwhile to invest in promotion near update days. Strong pre-launch promotion is also a good marketing tool to improve overall performance. It is not advisable for online video providers to promote several popular TV series on the same update day. Inter-period accumulation is a feasible forecasting tool to predict the future trend of the on-demand streaming amount. The buzz in public social communities also represents a highly correlated analysis tool to evaluate the advertising value of TV series. PMID:27669520

Real-time forecasting at weekly timescales of the SST and SLA of the Ligurian Sea with a satellite-based ocean forecasting (SOFT) system

NASA Astrophysics Data System (ADS)

ÁLvarez, A.; Orfila, A.; Tintoré, J.

2004-03-01

Satellites are the only systems able to provide continuous information on the spatiotemporal variability of vast areas of the ocean. Relatively long-term time series of satellite data are nowadays available. These spatiotemporal time series of satellite observations can be employed to build empirical models, called satellite-based ocean forecasting (SOFT) systems, to forecast certain aspects of future ocean states. SOFT systems can predict satellite-observed fields at different timescales. The forecast skill of SOFT systems forecasting the sea surface temperature (SST) at monthly timescales has been extensively explored in previous works. In this work we study the performance of two SOFT systems forecasting, respectively, the SST and sea level anomaly (SLA) at weekly timescales, that is, providing forecasts of the weekly averaged SST and SLA fields with 1 week in advance. The SOFT systems were implemented in the Ligurian Sea (Western Mediterranean Sea). Predictions from the SOFT systems are compared with observations and with the predictions obtained from persistence models. Results indicate that the SOFT system forecasting the SST field is always superior in terms of predictability to persistence. Minimum prediction errors in the SST are obtained during winter and spring seasons. On the other hand, the biggest differences between the performance of SOFT and persistence models are found during summer and autumn. These changes in the predictability are explained on the basis of the particular variability of the SST field in the Ligurian Sea. Concerning the SLA field, no improvements with respect to persistence have been found for the SOFT system forecasting the SLA field.

Unorganized machines for seasonal streamflow series forecasting.

PubMed

Siqueira, Hugo; Boccato, Levy; Attux, Romis; Lyra, Christiano

2014-05-01

Modern unorganized machines--extreme learning machines and echo state networks--provide an elegant balance between processing capability and mathematical simplicity, circumventing the difficulties associated with the conventional training approaches of feedforward/recurrent neural networks (FNNs/RNNs). This work performs a detailed investigation of the applicability of unorganized architectures to the problem of seasonal streamflow series forecasting, considering scenarios associated with four Brazilian hydroelectric plants and four distinct prediction horizons. Experimental results indicate the pertinence of these models to the focused task.

Nonlinear techniques for forecasting solar activity directly from its time series

NASA Technical Reports Server (NTRS)

Ashrafi, S.; Roszman, L.; Cooley, J.

1992-01-01

Numerical techniques for constructing nonlinear predictive models to forecast solar flux directly from its time series are presented. This approach makes it possible to extract dynamical invariants of our system without reference to any underlying solar physics. We consider the dynamical evolution of solar activity in a reconstructed phase space that captures the attractor (strange), given a procedure for constructing a predictor of future solar activity, and discuss extraction of dynamical invariants such as Lyapunov exponents and attractor dimension.

Nonlinear techniques for forecasting solar activity directly from its time series

NASA Technical Reports Server (NTRS)

Ashrafi, S.; Roszman, L.; Cooley, J.

1993-01-01

This paper presents numerical techniques for constructing nonlinear predictive models to forecast solar flux directly from its time series. This approach makes it possible to extract dynamical in variants of our system without reference to any underlying solar physics. We consider the dynamical evolution of solar activity in a reconstructed phase space that captures the attractor (strange), give a procedure for constructing a predictor of future solar activity, and discuss extraction of dynamical invariants such as Lyapunov exponents and attractor dimension.

AIRS associated accomplishments at the JCSDA: First use of full spatial resolution hyperspectral data show significant improvements in global forecasts

NASA Astrophysics Data System (ADS)

Le Marshall, J.; Jung, J.; Lord, S. J.; Derber, J. C.; Treadon, R.; Joiner, J.; Goldberg, M.; Wolf, W.; Liu, H. C.

2005-08-01

The National Aeronautics and Space Administration (NASA), National Oceanic and Atmospheric Administration (NOAA), and Department of Defense (DoD), Joint Center for Satellite Data Assimilation (JCSDA) was established in 2000/2001. The goal of the JCSDA is to accelerate the use of observations from earth-orbiting satellites into operational numerical environmental analysis and prediction systems for the purpose of improving weather and oceanic forecasts, seasonal climate forecasts and the accuracy of climate data sets. As a result, a series of data assimilation experiments were undertaken at the JCSDA as part of the preparations for the operational assimilation of AIRS data by its partner organizations1,2. Here, for the first time full spatial resolution radiance data, available in real-time from the AIRS instrument, were used at the JCSDA in data assimilation studies over the globe utilizing the operational NCEP Global Forecast System (GFS). The radiance data from each channel of the instrument were carefully screened for cloud effects and those radiances which were deemed to be clear of cloud effects were used by the GFS forecast system. The result of these assimilation trials has been a first demonstration of significant improvements in forecast skill over both the Northern and Southern Hemisphere compared to the operational system without AIRS data. The experimental system was designed in a way that rendered it feasible for operational application, and that constraint involved using the subset of AIRS channels chosen for operational distribution and an analysis methodology close to the current analysis practice, with particular consideration given to time limitations. As a result, operational application of these AIRS data was enabled by the recent NCEP operational upgrade. In addition, because of the improved impact resulting from use of this enhanced data set compared to that used operationally to date, provision of a realtime "warmest field" of view data set has been established for use by international NWP Centers.

Spatio-Temporal Change Modeling of Lulc: a Semantic Kriging Approach

NASA Astrophysics Data System (ADS)

Bhattacharjee, S.; Ghosh, S. K.

2015-07-01

Spatio-temporal land-use/ land-cover (LULC) change modeling is important to forecast the future LULC distribution, which may facilitate natural resource management, urban planning, etc. The spatio-temporal change in LULC trend often exhibits non-linear behavior, due to various dynamic factors, such as, human intervention (e.g., urbanization), environmental factors, etc. Hence, proper forecasting of LULC distribution should involve the study and trend modeling of historical data. Existing literatures have reported that the meteorological attributes (e.g., NDVI, LST, MSI), are semantically related to the terrain. Being influenced by the terrestrial dynamics, the temporal changes of these attributes depend on the LULC properties. Hence, incorporating meteorological knowledge into the temporal prediction process may help in developing an accurate forecasting model. This work attempts to study the change in inter-annual LULC pattern and the distribution of different meteorological attributes of a region in Kolkata (a metropolitan city in India) during the years 2000-2010 and forecast the future spread of LULC using semantic kriging (SemK) approach. A new variant of time-series SemK is proposed, namely Rev-SemKts to capture the multivariate semantic associations between different attributes. From empirical analysis, it may be observed that the augmentation of semantic knowledge in spatio-temporal modeling of meteorological attributes facilitate more precise forecasting of LULC pattern.

An integrated weather and sea-state forecasting system for the Arabian Peninsula (WASSF)

NASA Astrophysics Data System (ADS)

Kallos, George; Galanis, George; Spyrou, Christos; Mitsakou, Christina; Solomos, Stavros; Bartsotas, Nikolaos; Kalogrei, Christina; Athanaselis, Ioannis; Sofianos, Sarantis; Vervatis, Vassios; Axaopoulos, Panagiotis; Papapostolou, Alexandros; Qahtani, Jumaan Al; Alaa, Elyas; Alexiou, Ioannis; Beard, Daniel

2013-04-01

Nowadays, large industrial conglomerates such as the Saudi ARAMCO, require a series of weather and sea state forecasting products that cannot be found in state meteorological offices or even commercial data providers. The two major objectives of the system is prevention and mitigation of environmental problems and of course early warning of local conditions associated with extreme weather events. The management and operations part is related to early warning of weather and sea-state events that affect operations of various facilities. The environmental part is related to air quality and especially the desert dust levels in the atmosphere. The components of the integrated system include: (i) a weather and desert dust prediction system with forecasting horizon of 5 days, (ii) a wave analysis and prediction component for Red Sea and Arabian Gulf, (iii) an ocean circulation and tidal analysis and prediction of both Red Sea and Arabian Gulf and (iv) an Aviation part specializing in the vertical structure of the atmosphere and extreme events that affect air transport and other operations. Specialized data sets required for on/offshore operations are provided ate regular basis. State of the art modeling components are integrated to a unique system that distributes the produced analysis and forecasts to each department. The weather and dust prediction system is SKIRON/Dust, the wave analysis and prediction system is based on WAM cycle 4 model from ECMWF, the ocean circulation model is MICOM while the tidal analysis and prediction is a development of the Ocean Physics and Modeling Group of University of Athens, incorporating the Tidal Model Driver. A nowcasting subsystem is included. An interactive system based on Google Maps gives the capability to extract and display the necessary information for any location of the Arabian Peninsula, the Red Sea and Arabian Gulf.

Use of forecasting signatures to help distinguish periodicity, randomness, and chaos in ripples and other spatial patterns

USGS Publications Warehouse

Rubin, D.M.

1992-01-01

Forecasting of one-dimensional time series previously has been used to help distinguish periodicity, chaos, and noise. This paper presents two-dimensional generalizations for making such distinctions for spatial patterns. The techniques are evaluated using synthetic spatial patterns and then are applied to a natural example: ripples formed in sand by blowing wind. Tests with the synthetic patterns demonstrate that the forecasting techniques can be applied to two-dimensional spatial patterns, with the same utility and limitations as when applied to one-dimensional time series. One limitation is that some combinations of periodicity and randomness exhibit forecasting signatures that mimic those of chaos. For example, sine waves distorted with correlated phase noise have forecasting errors that increase with forecasting distance, errors that, are minimized using nonlinear models at moderate embedding dimensions, and forecasting properties that differ significantly between the original and surrogates. Ripples formed in sand by flowing air or water typically vary in geometry from one to another, even when formed in a flow that is uniform on a large scale; each ripple modifies the local flow or sand-transport field, thereby influencing the geometry of the next ripple downcurrent. Spatial forecasting was used to evaluate the hypothesis that such a deterministic process - rather than randomness or quasiperiodicity - is responsible for the variation between successive ripples. This hypothesis is supported by a forecasting error that increases with forecasting distance, a greater accuracy of nonlinear relative to linear models, and significant differences between forecasts made with the original ripples and those made with surrogate patterns. Forecasting signatures cannot be used to distinguish ripple geometry from sine waves with correlated phase noise, but this kind of structure can be ruled out by two geometric properties of the ripples: Successive ripples are highly correlated in wavelength, and ripple crests display dislocations such as branchings and mergers. ?? 1992 American Institute of Physics.

Flash flood forecasting using simplified hydrological models, radar rainfall forecasts and data assimilation

NASA Astrophysics Data System (ADS)

Smith, P. J.; Beven, K.; Panziera, L.

2012-04-01

The issuing of timely flood alerts may be dependant upon the ability to predict future values of water level or discharge at locations where observations are available. Catchments at risk of flash flooding often have a rapid natural response time, typically less then the forecast lead time desired for issuing alerts. This work focuses on the provision of short-range (up to 6 hours lead time) predictions of discharge in small catchments based on utilising radar forecasts to drive a hydrological model. An example analysis based upon the Verzasca catchment (Ticino, Switzerland) is presented. Parsimonious time series models with a mechanistic interpretation (so called Data-Based Mechanistic model) have been shown to provide reliable accurate forecasts in many hydrological situations. In this study such a model is developed to predict the discharge at an observed location from observed precipitation data. The model is shown to capture the snow melt response at this site. Observed discharge data is assimilated to improve the forecasts, of up to two hours lead time, that can be generated from observed precipitation. To generate forecasts with greater lead time ensemble precipitation forecasts are utilised. In this study the Nowcasting ORographic precipitation in the Alps (NORA) product outlined in more detail elsewhere (Panziera et al. Q. J. R. Meteorol. Soc. 2011; DOI:10.1002/qj.878) is utilised. NORA precipitation forecasts are derived from historical analogues based on the radar field and upper atmospheric conditions. As such, they avoid the need to explicitly model the evolution of the rainfall field through for example Lagrangian diffusion. The uncertainty in the forecasts is represented by characterisation of the joint distribution of the observed discharge, the discharge forecast using the (in operational conditions unknown) future observed precipitation and that forecast utilising the NORA ensembles. Constructing the joint distribution in this way allows the full historic record of data at the site to inform the predictive distribution. It is shown that, in part due to the limited availability of forecasts, the uncertainty in the relationship between the NORA based forecasts and other variates dominated the resulting predictive uncertainty.

Artificial neural networks applied to forecasting time series.

PubMed

Montaño Moreno, Juan J; Palmer Pol, Alfonso; Muñoz Gracia, Pilar

2011-04-01

This study offers a description and comparison of the main models of Artificial Neural Networks (ANN) which have proved to be useful in time series forecasting, and also a standard procedure for the practical application of ANN in this type of task. The Multilayer Perceptron (MLP), Radial Base Function (RBF), Generalized Regression Neural Network (GRNN), and Recurrent Neural Network (RNN) models are analyzed. With this aim in mind, we use a time series made up of 244 time points. A comparative study establishes that the error made by the four neural network models analyzed is less than 10%. In accordance with the interpretation criteria of this performance, it can be concluded that the neural network models show a close fit regarding their forecasting capacity. The model with the best performance is the RBF, followed by the RNN and MLP. The GRNN model is the one with the worst performance. Finally, we analyze the advantages and limitations of ANN, the possible solutions to these limitations, and provide an orientation towards future research.

The Tracking Meteogram, an AWIPS II Tool for Time-Series Analysis

NASA Technical Reports Server (NTRS)

Burks, Jason Eric; Sperow, Ken

2015-01-01

A new tool has been developed for the National Weather Service (NWS) Advanced Weather Interactive Processing System (AWIPS) II through collaboration between NASA's Short-term Prediction Research and Transition (SPoRT) and the NWS Meteorological Development Laboratory (MDL). Referred to as the "Tracking Meteogram", the tool aids NWS forecasters in assessing meteorological parameters associated with moving phenomena. The tool aids forecasters in severe weather situations by providing valuable satellite and radar derived trends such as cloud top cooling rates, radial velocity couplets, reflectivity, and information from ground-based lightning networks. The Tracking Meteogram tool also aids in synoptic and mesoscale analysis by tracking parameters such as the deepening of surface low pressure systems, changes in surface or upper air temperature, and other properties. The tool provides a valuable new functionality and demonstrates the flexibility and extensibility of the NWS AWIPS II architecture. In 2014, the operational impact of the tool was formally evaluated through participation in the NOAA/NWS Operations Proving Ground (OPG), a risk reduction activity to assess performance and operational impact of new forecasting concepts, tools, and applications. Performance of the Tracking Meteogram Tool during the OPG assessment confirmed that it will be a valuable asset to the operational forecasters. This presentation reviews development of the Tracking Meteogram tool, performance and feedback acquired during the OPG activity, and future goals for continued support and extension to other application areas.

Working papers: applicability of Box Jenkins techniques to gasoline consumption forecasting

DOE Office of Scientific and Technical Information (OSTI.GOV)

Not Available

Reliable consumption forecasts are needed, however, traditional linear time-series techniques don't adequately account for an environment so subject to change. This report evaluates the use of Box Jenkins techniques for gasoline consumption forecasting. Box Jenkins methods were applied to data obtained from the Colorado Petroleum Association and the Colorado Highway Users Fund to ''predict'' 1978 and 1979 consumption. These results prove the Box Jenkins techniques to be quite effective. Forecasts for 1980-81 are included along with suggestions for continuous use of the technique to monitor consumption.

Performance of univariate forecasting on seasonal diseases: the case of tuberculosis.

PubMed

Permanasari, Adhistya Erna; Rambli, Dayang Rohaya Awang; Dominic, P Dhanapal Durai

2011-01-01

The annual disease incident worldwide is desirable to be predicted for taking appropriate policy to prevent disease outbreak. This chapter considers the performance of different forecasting method to predict the future number of disease incidence, especially for seasonal disease. Six forecasting methods, namely linear regression, moving average, decomposition, Holt-Winter's, ARIMA, and artificial neural network (ANN), were used for disease forecasting on tuberculosis monthly data. The model derived met the requirement of time series with seasonality pattern and downward trend. The forecasting performance was compared using similar error measure in the base of the last 5 years forecast result. The findings indicate that ARIMA model was the most appropriate model since it obtained the less relatively error than the other model.

Bayesian Population Forecasting: Extending the Lee-Carter Method.

PubMed

Wiśniowski, Arkadiusz; Smith, Peter W F; Bijak, Jakub; Raymer, James; Forster, Jonathan J

2015-06-01

In this article, we develop a fully integrated and dynamic Bayesian approach to forecast populations by age and sex. The approach embeds the Lee-Carter type models for forecasting the age patterns, with associated measures of uncertainty, of fertility, mortality, immigration, and emigration within a cohort projection model. The methodology may be adapted to handle different data types and sources of information. To illustrate, we analyze time series data for the United Kingdom and forecast the components of population change to the year 2024. We also compare the results obtained from different forecast models for age-specific fertility, mortality, and migration. In doing so, we demonstrate the flexibility and advantages of adopting the Bayesian approach for population forecasting and highlight areas where this work could be extended.

Structural Time Series Model for El Niño Prediction

NASA Astrophysics Data System (ADS)

Petrova, Desislava; Koopman, Siem Jan; Ballester, Joan; Rodo, Xavier

2015-04-01

ENSO is a dominant feature of climate variability on inter-annual time scales destabilizing weather patterns throughout the globe, and having far-reaching socio-economic consequences. It does not only lead to extensive rainfall and flooding in some regions of the world, and anomalous droughts in others, thus ruining local agriculture, but also substantially affects the marine ecosystems and the sustained exploitation of marine resources in particular coastal zones, especially the Pacific South American coast. As a result, forecasting of ENSO and especially of the warm phase of the oscillation (El Niño/EN) has long been a subject of intense research and improvement. Thus, the present study explores a novel method for the prediction of the Niño 3.4 index. In the state-of-the-art the advantageous statistical modeling approach of Structural Time Series Analysis has not been applied. Therefore, we have developed such a model using a State Space approach for the unobserved components of the time series. Its distinguishing feature is that observations consist of various components - level, seasonality, cycle, disturbance, and regression variables incorporated as explanatory covariates. These components are aimed at capturing the various modes of variability of the N3.4 time series. They are modeled separately, then combined in a single model for analysis and forecasting. Customary statistical ENSO prediction models essentially use SST, SLP and wind stress in the equatorial Pacific. We introduce new regression variables - subsurface ocean temperature in the western equatorial Pacific, motivated by recent (Ramesh and Murtugudde, 2012) and classical research (Jin, 1997), (Wyrtki, 1985), showing that subsurface processes and heat accumulation there are fundamental for initiation of an El Niño event; and a southern Pacific temperature-difference tracer, the Rossbell dipole, leading EN by about nine months (Ballester, 2011).

A hybrid least squares support vector machines and GMDH approach for river flow forecasting

NASA Astrophysics Data System (ADS)

Samsudin, R.; Saad, P.; Shabri, A.

2010-06-01

This paper proposes a novel hybrid forecasting model, which combines the group method of data handling (GMDH) and the least squares support vector machine (LSSVM), known as GLSSVM. The GMDH is used to determine the useful input variables for LSSVM model and the LSSVM model which works as time series forecasting. In this study the application of GLSSVM for monthly river flow forecasting of Selangor and Bernam River are investigated. The results of the proposed GLSSVM approach are compared with the conventional artificial neural network (ANN) models, Autoregressive Integrated Moving Average (ARIMA) model, GMDH and LSSVM models using the long term observations of monthly river flow discharge. The standard statistical, the root mean square error (RMSE) and coefficient of correlation (R) are employed to evaluate the performance of various models developed. Experiment result indicates that the hybrid model was powerful tools to model discharge time series and can be applied successfully in complex hydrological modeling.

Research and application of a novel hybrid decomposition-ensemble learning paradigm with error correction for daily PM10 forecasting

NASA Astrophysics Data System (ADS)

Luo, Hongyuan; Wang, Deyun; Yue, Chenqiang; Liu, Yanling; Guo, Haixiang

2018-03-01

In this paper, a hybrid decomposition-ensemble learning paradigm combining error correction is proposed for improving the forecast accuracy of daily PM10 concentration. The proposed learning paradigm is consisted of the following two sub-models: (1) PM10 concentration forecasting model; (2) error correction model. In the proposed model, fast ensemble empirical mode decomposition (FEEMD) and variational mode decomposition (VMD) are applied to disassemble original PM10 concentration series and error sequence, respectively. The extreme learning machine (ELM) model optimized by cuckoo search (CS) algorithm is utilized to forecast the components generated by FEEMD and VMD. In order to prove the effectiveness and accuracy of the proposed model, two real-world PM10 concentration series respectively collected from Beijing and Harbin located in China are adopted to conduct the empirical study. The results show that the proposed model performs remarkably better than all other considered models without error correction, which indicates the superior performance of the proposed model.

Influence of characteristics of time series on short-term forecasting error parameter changes in real time

NASA Astrophysics Data System (ADS)

Klevtsov, S. I.

2018-05-01

The impact of physical factors, such as temperature and others, leads to a change in the parameters of the technical object. Monitoring the change of parameters is necessary to prevent a dangerous situation. The control is carried out in real time. To predict the change in the parameter, a time series is used in this paper. Forecasting allows one to determine the possibility of a dangerous change in a parameter before the moment when this change occurs. The control system in this case has more time to prevent a dangerous situation. A simple time series was chosen. In this case, the algorithm is simple. The algorithm is executed in the microprocessor module in the background. The efficiency of using the time series is affected by its characteristics, which must be adjusted. In the work, the influence of these characteristics on the error of prediction of the controlled parameter was studied. This takes into account the behavior of the parameter. The values of the forecast lag are determined. The results of the research, in the case of their use, will improve the efficiency of monitoring the technical object during its operation.

Evaluation of Satellite and Model Precipitation Products Over Turkey

NASA Astrophysics Data System (ADS)

Yilmaz, M. T.; Amjad, M.

2017-12-01

Satellite-based remote sensing, gauge stations, and models are the three major platforms to acquire precipitation dataset. Among them satellites and models have the advantage of retrieving spatially and temporally continuous and consistent datasets, while the uncertainty estimates of these retrievals are often required for many hydrological studies to understand the source and the magnitude of the uncertainty in hydrological response parameters. In this study, satellite and model precipitation data products are validated over various temporal scales (daily, 3-daily, 7-daily, 10-daily and monthly) using in-situ measured precipitation observations from a network of 733 gauges from all over the Turkey. Tropical Rainfall Measurement Mission (TRMM) Multi-satellite Precipitation Analysis (TMPA) 3B42 version 7 and European Center of Medium-Range Weather Forecast (ECMWF) model estimates (daily, 3-daily, 7-daily and 10-daily accumulated forecast) are used in this study. Retrievals are evaluated for their mean and standard deviation and their accuracies are evaluated via bias, root mean square error, error standard deviation and correlation coefficient statistics. Intensity vs frequency analysis and some contingency table statistics like percent correct, probability of detection, false alarm ratio and critical success index are determined using daily time-series. Both ECMWF forecasts and TRMM observations, on average, overestimate the precipitation compared to gauge estimates; wet biases are 10.26 mm/month and 8.65 mm/month, respectively for ECMWF and TRMM. RMSE values of ECMWF forecasts and TRMM estimates are 39.69 mm/month and 41.55 mm/month, respectively. Monthly correlations between Gauges-ECMWF, Gauges-TRMM and ECMWF-TRMM are 0.76, 0.73 and 0.81, respectively. The model and the satellite error statistics are further compared against the gauges error statistics based on inverse distance weighting (IWD) analysis. Both the model and satellite data have less IWD errors (14.72 mm/month and 10.75 mm/month, respectively) compared to gauges IWD error (21.58 mm/month). These results show that, on average, ECMWF forecast data have higher skill than TRMM observations. Overall, both ECMWF forecast data and TRMM observations show good potential for catchment scale hydrological analysis.

An application of ensemble/multi model approach for wind power production forecast.

NASA Astrophysics Data System (ADS)

Alessandrini, S.; Decimi, G.; Hagedorn, R.; Sperati, S.

2010-09-01

The wind power forecast of the 3 days ahead period are becoming always more useful and important in reducing the problem of grid integration and energy price trading due to the increasing wind power penetration. Therefore it's clear that the accuracy of this forecast is one of the most important requirements for a successful application. The wind power forecast is based on a mesoscale meteorological models that provides the 3 days ahead wind data. A Model Output Statistic correction is then performed to reduce systematic error caused, for instance, by a wrong representation of surface roughness or topography in the meteorological models. The corrected wind data are then used as input in the wind farm power curve to obtain the power forecast. These computations require historical time series of wind measured data (by an anemometer located in the wind farm or on the nacelle) and power data in order to be able to perform the statistical analysis on the past. For this purpose a Neural Network (NN) is trained on the past data and then applied in the forecast task. Considering that the anemometer measurements are not always available in a wind farm a different approach has also been adopted. A training of the NN to link directly the forecasted meteorological data and the power data has also been performed. The normalized RMSE forecast error seems to be lower in most cases by following the second approach. We have examined two wind farms, one located in Denmark on flat terrain and one located in a mountain area in the south of Italy (Sicily). In both cases we compare the performances of a prediction based on meteorological data coming from a single model with those obtained by using two or more models (RAMS, ECMWF deterministic, LAMI, HIRLAM). It is shown that the multi models approach reduces the day-ahead normalized RMSE forecast error of at least 1% compared to the singles models approach. Moreover the use of a deterministic global model, (e.g. ECMWF deterministic model) seems to reach similar level of accuracy of those of the mesocale models (LAMI and RAMS). Finally we have focused on the possibility of using the ensemble model (ECMWF) to estimate the hourly, three days ahead, power forecast accuracy. Contingency diagram between RMSE of the deterministic power forecast and the ensemble members spread of wind forecast have been produced. From this first analysis it seems that ensemble spread could be used as an indicator of the forecast's accuracy at least for the first day ahead period. In fact low spreads often correspond to low forecast error. For longer forecast horizon the correlation between RMSE and ensemble spread decrease becoming too low to be used for this purpose.

Improved ensemble-mean forecasting of ENSO events by a zero-mean stochastic error model of an intermediate coupled model

NASA Astrophysics Data System (ADS)

Zheng, Fei; Zhu, Jiang

2017-04-01

How to design a reliable ensemble prediction strategy with considering the major uncertainties of a forecasting system is a crucial issue for performing an ensemble forecast. In this study, a new stochastic perturbation technique is developed to improve the prediction skills of El Niño-Southern Oscillation (ENSO) through using an intermediate coupled model. We first estimate and analyze the model uncertainties from the ensemble Kalman filter analysis results through assimilating the observed sea surface temperatures. Then, based on the pre-analyzed properties of model errors, we develop a zero-mean stochastic model-error model to characterize the model uncertainties mainly induced by the missed physical processes of the original model (e.g., stochastic atmospheric forcing, extra-tropical effects, Indian Ocean Dipole). Finally, we perturb each member of an ensemble forecast at each step by the developed stochastic model-error model during the 12-month forecasting process, and add the zero-mean perturbations into the physical fields to mimic the presence of missing processes and high-frequency stochastic noises. The impacts of stochastic model-error perturbations on ENSO deterministic predictions are examined by performing two sets of 21-yr hindcast experiments, which are initialized from the same initial conditions and differentiated by whether they consider the stochastic perturbations. The comparison results show that the stochastic perturbations have a significant effect on improving the ensemble-mean prediction skills during the entire 12-month forecasting process. This improvement occurs mainly because the nonlinear terms in the model can form a positive ensemble-mean from a series of zero-mean perturbations, which reduces the forecasting biases and then corrects the forecast through this nonlinear heating mechanism.

Technical Note: Initial assessment of a multi-method approach to spring-flood forecasting in Sweden

NASA Astrophysics Data System (ADS)

Olsson, J.; Uvo, C. B.; Foster, K.; Yang, W.

2016-02-01

Hydropower is a major energy source in Sweden, and proper reservoir management prior to the spring-flood onset is crucial for optimal production. This requires accurate forecasts of the accumulated discharge in the spring-flood period (i.e. the spring-flood volume, SFV). Today's SFV forecasts are generated using a model-based climatological ensemble approach, where time series of precipitation and temperature from historical years are used to force a calibrated and initialized set-up of the HBV model. In this study, a number of new approaches to spring-flood forecasting that reflect the latest developments with respect to analysis and modelling on seasonal timescales are presented and evaluated. Three main approaches, represented by specific methods, are evaluated in SFV hindcasts for the Swedish river Vindelälven over a 10-year period with lead times between 0 and 4 months. In the first approach, historically analogue years with respect to the climate in the period preceding the spring flood are identified and used to compose a reduced ensemble. In the second, seasonal meteorological ensemble forecasts are used to drive the HBV model over the spring-flood period. In the third approach, statistical relationships between SFV and the large-sale atmospheric circulation are used to build forecast models. None of the new approaches consistently outperform the climatological ensemble approach, but for early forecasts improvements of up to 25 % are found. This potential is reasonably well realized in a multi-method system, which over all forecast dates reduced the error in SFV by ˜ 4 %. This improvement is limited but potentially significant for e.g. energy trading.

The Eruption Forecasting Information System: Volcanic Eruption Forecasting Using Databases

NASA Astrophysics Data System (ADS)

Ogburn, S. E.; Harpel, C. J.; Pesicek, J. D.; Wellik, J.

2016-12-01

Forecasting eruptions, including the onset size, duration, location, and impacts, is vital for hazard assessment and risk mitigation. The Eruption Forecasting Information System (EFIS) project is a new initiative of the US Geological Survey-USAID Volcano Disaster Assistance Program (VDAP) and will advance VDAP's ability to forecast the outcome of volcanic unrest. The project supports probability estimation for eruption forecasting by creating databases useful for pattern recognition, identifying monitoring data thresholds beyond which eruptive probabilities increase, and for answering common forecasting questions. A major component of the project is a global relational database, which contains multiple modules designed to aid in the construction of probabilistic event trees and to answer common questions that arise during volcanic crises. The primary module contains chronologies of volcanic unrest. This module allows us to query eruption chronologies, monitoring data, descriptive information, operational data, and eruptive phases alongside other global databases, such as WOVOdat and the Global Volcanism Program. The EFIS database is in the early stages of development and population; thus, this contribution also is a request for feedback from the community. Preliminary data are already benefitting several research areas. For example, VDAP provided a forecast of the likely remaining eruption duration for Sinabung volcano, Indonesia, using global data taken from similar volcanoes in the DomeHaz database module, in combination with local monitoring time-series data. In addition, EFIS seismologists used a beta-statistic test and empirically-derived thresholds to identify distal volcano-tectonic earthquake anomalies preceding Alaska volcanic eruptions during 1990-2015 to retrospectively evaluate Alaska Volcano Observatory eruption precursors. This has identified important considerations for selecting analog volcanoes for global data analysis, such as differences between closed and open system volcanoes.

The multi temporal/multi-model approach to predictive uncertainty assessment in real-time flood forecasting

NASA Astrophysics Data System (ADS)

Barbetta, Silvia; Coccia, Gabriele; Moramarco, Tommaso; Brocca, Luca; Todini, Ezio

2017-08-01

This work extends the multi-temporal approach of the Model Conditional Processor (MCP-MT) to the multi-model case and to the four Truncated Normal Distributions (TNDs) approach, demonstrating the improvement on the single-temporal one. The study is framed in the context of probabilistic Bayesian decision-making that is appropriate to take rational decisions on uncertain future outcomes. As opposed to the direct use of deterministic forecasts, the probabilistic forecast identifies a predictive probability density function that represents a fundamental knowledge on future occurrences. The added value of MCP-MT is the identification of the probability that a critical situation will happen within the forecast lead-time and when, more likely, it will occur. MCP-MT is thoroughly tested for both single-model and multi-model configurations at a gauged site on the Tiber River, central Italy. The stages forecasted by two operative deterministic models, STAFOM-RCM and MISDc, are considered for the study. The dataset used for the analysis consists of hourly data from 34 flood events selected on a time series of six years. MCP-MT improves over the original models' forecasts: the peak overestimation and the rising limb delayed forecast, characterizing MISDc and STAFOM-RCM respectively, are significantly mitigated, with a reduced mean error on peak stage from 45 to 5 cm and an increased coefficient of persistence from 0.53 up to 0.75. The results show that MCP-MT outperforms the single-temporal approach and is potentially useful for supporting decision-making because the exceedance probability of hydrometric thresholds within a forecast horizon and the most probable flooding time can be estimated.

Data-driven strategies for robust forecast of continuous glucose monitoring time-series.

PubMed

Fiorini, Samuele; Martini, Chiara; Malpassi, Davide; Cordera, Renzo; Maggi, Davide; Verri, Alessandro; Barla, Annalisa

2017-07-01

Over the past decade, continuous glucose monitoring (CGM) has proven to be a very resourceful tool for diabetes management. To date, CGM devices are employed for both retrospective and online applications. Their use allows to better describe the patients' pathology as well as to achieve a better control of patients' level of glycemia. The analysis of CGM sensor data makes possible to observe a wide range of metrics, such as the glycemic variability during the day or the amount of time spent below or above certain glycemic thresholds. However, due to the high variability of the glycemic signals among sensors and individuals, CGM data analysis is a non-trivial task. Standard signal filtering solutions fall short when an appropriate model personalization is not applied. State-of-the-art data-driven strategies for online CGM forecasting rely upon the use of recursive filters. Each time a new sample is collected, such models need to adjust their parameters in order to predict the next glycemic level. In this paper we aim at demonstrating that the problem of online CGM forecasting can be successfully tackled by personalized machine learning models, that do not need to recursively update their parameters.

An Analysis on the Unemployment Rate in the Philippines: A Time Series Data Approach

NASA Astrophysics Data System (ADS)

Urrutia, J. D.; Tampis, R. L.; E Atienza, JB

2017-03-01

This study aims to formulate a mathematical model for forecasting and estimating unemployment rate in the Philippines. Also, factors which can predict the unemployment is to be determined among the considered variables namely Labor Force Rate, Population, Inflation Rate, Gross Domestic Product, and Gross National Income. Granger-causal relationship and integration among the dependent and independent variables are also examined using Pairwise Granger-causality test and Johansen Cointegration Test. The data used were acquired from the Philippine Statistics Authority, National Statistics Office, and Bangko Sentral ng Pilipinas. Following the Box-Jenkins method, the formulated model for forecasting the unemployment rate is SARIMA (6, 1, 5) × (0, 1, 1)4 with a coefficient of determination of 0.79. The actual values are 99 percent identical to the predicted values obtained through the model, and are 72 percent closely relative to the forecasted ones. According to the results of the regression analysis, Labor Force Rate and Population are the significant factors of unemployment rate. Among the independent variables, Population, GDP, and GNI showed to have a granger-causal relationship with unemployment. It is also found that there are at least four cointegrating relations between the dependent and independent variables.

Forecasting success via early adoptions analysis: A data-driven study

PubMed Central

Milli, Letizia; Giannotti, Fosca; Pedreschi, Dino

2017-01-01

Innovations are continuously launched over markets, such as new products over the retail market or new artists over the music scene. Some innovations become a success; others don’t. Forecasting which innovations will succeed at the beginning of their lifecycle is hard. In this paper, we provide a data-driven, large-scale account of the existence of a special niche among early adopters, individuals that consistently tend to adopt successful innovations before they reach success: we will call them Hit-Savvy. Hit-Savvy can be discovered in very different markets and retain over time their ability to anticipate the success of innovations. As our second contribution, we devise a predictive analytical process, exploiting Hit-Savvy as signals, which achieves high accuracy in the early-stage prediction of successful innovations, far beyond the reach of state-of-the-art time series forecasting models. Indeed, our findings and predictive model can be fruitfully used to support marketing strategies and product placement. PMID:29216255

Forecasting success via early adoptions analysis: A data-driven study.

PubMed

Rossetti, Giulio; Milli, Letizia; Giannotti, Fosca; Pedreschi, Dino

2017-01-01

Innovations are continuously launched over markets, such as new products over the retail market or new artists over the music scene. Some innovations become a success; others don't. Forecasting which innovations will succeed at the beginning of their lifecycle is hard. In this paper, we provide a data-driven, large-scale account of the existence of a special niche among early adopters, individuals that consistently tend to adopt successful innovations before they reach success: we will call them Hit-Savvy. Hit-Savvy can be discovered in very different markets and retain over time their ability to anticipate the success of innovations. As our second contribution, we devise a predictive analytical process, exploiting Hit-Savvy as signals, which achieves high accuracy in the early-stage prediction of successful innovations, far beyond the reach of state-of-the-art time series forecasting models. Indeed, our findings and predictive model can be fruitfully used to support marketing strategies and product placement.

Development of a satellite-based nowcasting system for surface solar radiation

NASA Astrophysics Data System (ADS)

Limbach, Sebastian; Hungershoefer, Katja; Müller, Richard; Trentmann, Jörg; Asmus, Jörg; Schömer, Elmar; Groß, André

2014-05-01

The goal of the RadNowCast project was the development of a tool-chain for a satellite-based nowcasting of the all sky global and direct surface solar radiation. One important application of such short-term forecasts is the computation of the expected energy yield of photovoltaic systems. This information is of great importance for an efficient balancing of power generation and consumption in large, decentralized power grids. Our nowcasting approach is based on an optical-flow analysis of a series of Meteosat SEVIRI satellite images. For this, we extended and combined several existing software tools and set up a series of benchmarks for determining the optimal forecasting parameters. The first step in our processing-chain is the determination of the cloud albedo from the HRV (High Resolution Visible)-satellite images using a Heliosat-type method. The actual nowcasting is then performed by a commercial software system in two steps: First, vector fields characterizing the movement of the clouds are derived from the cloud albedo data from the previous 15 min to 2 hours. Next, these vector fields are combined with the most recent cloud albedo data in order to extrapolate the cloud albedo in the near future. In the last step of the processing, the Gnu-Magic software is used to calculate the global and direct solar radiation based on the forecasted cloud albedo data. For an evaluation of the strengths and weaknesses of our nowcastig system, we analyzed four different benchmarks, each of which covered different weather conditions. We compared the forecasted data with radiation data derived from the real satellite images of the corresponding time steps. The impact of different parameters on the cloud albedo nowcasting and the surface radiation computation has been analysed. Additionally, we could show that our cloud-albedo-based forecasts outperform forecasts based on the original HRV images. Possible future extension are the incorporation of additional data sources, for example NWC-SAF high resolution wind fields, in order to improve the quality of the atmospheric motion fields, and experiments with custom, optimized software components for the optical-flow estimation and the nowcasting.

The application of a Grey Markov Model to forecasting annual maximum water levels at hydrological stations

NASA Astrophysics Data System (ADS)

Dong, Sheng; Chi, Kun; Zhang, Qiyi; Zhang, Xiangdong

2012-03-01

Compared with traditional real-time forecasting, this paper proposes a Grey Markov Model (GMM) to forecast the maximum water levels at hydrological stations in the estuary area. The GMM combines the Grey System and Markov theory into a higher precision model. The GMM takes advantage of the Grey System to predict the trend values and uses the Markov theory to forecast fluctuation values, and thus gives forecast results involving two aspects of information. The procedure for forecasting annul maximum water levels with the GMM contains five main steps: 1) establish the GM (1, 1) model based on the data series; 2) estimate the trend values; 3) establish a Markov Model based on relative error series; 4) modify the relative errors caused in step 2, and then obtain the relative errors of the second order estimation; 5) compare the results with measured data and estimate the accuracy. The historical water level records (from 1960 to 1992) at Yuqiao Hydrological Station in the estuary area of the Haihe River near Tianjin, China are utilized to calibrate and verify the proposed model according to the above steps. Every 25 years' data are regarded as a hydro-sequence. Eight groups of simulated results show reasonable agreement between the predicted values and the measured data. The GMM is also applied to the 10 other hydrological stations in the same estuary. The forecast results for all of the hydrological stations are good or acceptable. The feasibility and effectiveness of this new forecasting model have been proved in this paper.

Measuring The cmb Polarization At 94 GHz With The QUIET Pseudo-cL Pipeline

NASA Astrophysics Data System (ADS)

Buder, Immanuel; QUIET Collaboration

2012-01-01

The Q/U Imaging ExperimenT (QUIET) aims to limit or detect cosmic microwave background (CMB) B-mode polarization from inflation. This talk is part of a 3-talk series on QUIET. The previous talk describes the QUIET science and instrument. QUIET has two parallel analysis pipelines which are part of an effort to validate the analysis and confirm the result. In this talk, I will describe the analysis methods of one of these: the pseudo-Cl pipeline. Calibration, noise modeling, filtering, and data-selection choices are made following a blind-analysis strategy. Central to this strategy is a suite of 30 null tests, each motivated by a possible instrumental problem or systematic effect. The systematic errors are also evaluated through full-season simulations in the blind stage of the analysis before the result is known. The CMB power spectra are calculated using a pseudo-Cl cross-correlation technique which suppresses contamination and makes the result insensitive to noise bias. QUIET will detect the first three peaks of the even-parity (E-mode) spectrum at high significance. I will show forecasts of the systematic errors for these results and for the upper limit on B-mode polarization. The very low systematic errors in these forecasts show that the technology is ready to be applied in a more sensitive next-generation experiment. The next and final talk in this series covers the other parallel analysis pipeline, based on maximum likelihood methods. This work was supported by NSF and the Department of Education.

Some Advances in Downscaling Probabilistic Climate Forecasts for Agricultural Decision Support

NASA Astrophysics Data System (ADS)

Han, E.; Ines, A.

2015-12-01

Seasonal climate forecasts, commonly provided in tercile-probabilities format (below-, near- and above-normal), need to be translated into more meaningful information for decision support of practitioners in agriculture. In this paper, we will present two new novel approaches to temporally downscale probabilistic seasonal climate forecasts: one non-parametric and another parametric method. First, the non-parametric downscaling approach called FResampler1 uses the concept of 'conditional block sampling' of weather data to create daily weather realizations of a tercile-based seasonal climate forecasts. FResampler1 randomly draws time series of daily weather parameters (e.g., rainfall, maximum and minimum temperature and solar radiation) from historical records, for the season of interest from years that belong to a certain rainfall tercile category (e.g., being below-, near- and above-normal). In this way, FResampler1 preserves the covariance between rainfall and other weather parameters as if conditionally sampling maximum and minimum temperature and solar radiation if that day is wet or dry. The second approach called predictWTD is a parametric method based on a conditional stochastic weather generator. The tercile-based seasonal climate forecast is converted into a theoretical forecast cumulative probability curve. Then the deviates for each percentile is converted into rainfall amount or frequency or intensity to downscale the 'full' distribution of probabilistic seasonal climate forecasts. Those seasonal deviates are then disaggregated on a monthly basis and used to constrain the downscaling of forecast realizations at different percentile values of the theoretical forecast curve. As well as the theoretical basis of the approaches we will discuss sensitivity analysis (length of data and size of samples) of them. In addition their potential applications for managing climate-related risks in agriculture will be shown through a couple of case studies based on actual seasonal climate forecasts for: rice cropping in the Philippines and maize cropping in India and Kenya.

GEOS S2S-2_1: GMAO's New High Resolution Seasonal Prediction System

NASA Technical Reports Server (NTRS)

Molod, Andrea; Akella, Santha; Andrews, Lauren; Barahona, Donifan; Borovikov, Anna; Chang, Yehui; Cullather, Richard; Hackert, Eric; Kovach, Robin; Koster, Randal;

Intelligent Soft Computing on Forex: Exchange Rates Forecasting with Hybrid Radial Basis Neural Network

PubMed Central

Marcek, Dusan; Durisova, Maria

2016-01-01

This paper deals with application of quantitative soft computing prediction models into financial area as reliable and accurate prediction models can be very helpful in management decision-making process. The authors suggest a new hybrid neural network which is a combination of the standard RBF neural network, a genetic algorithm, and a moving average. The moving average is supposed to enhance the outputs of the network using the error part of the original neural network. Authors test the suggested model on high-frequency time series data of USD/CAD and examine the ability to forecast exchange rate values for the horizon of one day. To determine the forecasting efficiency, they perform a comparative statistical out-of-sample analysis of the tested model with autoregressive models and the standard neural network. They also incorporate genetic algorithm as an optimizing technique for adapting parameters of ANN which is then compared with standard backpropagation and backpropagation combined with K-means clustering algorithm. Finally, the authors find out that their suggested hybrid neural network is able to produce more accurate forecasts than the standard models and can be helpful in eliminating the risk of making the bad decision in decision-making process. PMID:26977450

Intelligent Soft Computing on Forex: Exchange Rates Forecasting with Hybrid Radial Basis Neural Network.

PubMed

Falat, Lukas; Marcek, Dusan; Durisova, Maria

2016-01-01

This paper deals with application of quantitative soft computing prediction models into financial area as reliable and accurate prediction models can be very helpful in management decision-making process. The authors suggest a new hybrid neural network which is a combination of the standard RBF neural network, a genetic algorithm, and a moving average. The moving average is supposed to enhance the outputs of the network using the error part of the original neural network. Authors test the suggested model on high-frequency time series data of USD/CAD and examine the ability to forecast exchange rate values for the horizon of one day. To determine the forecasting efficiency, they perform a comparative statistical out-of-sample analysis of the tested model with autoregressive models and the standard neural network. They also incorporate genetic algorithm as an optimizing technique for adapting parameters of ANN which is then compared with standard backpropagation and backpropagation combined with K-means clustering algorithm. Finally, the authors find out that their suggested hybrid neural network is able to produce more accurate forecasts than the standard models and can be helpful in eliminating the risk of making the bad decision in decision-making process.

Climate science and famine early warning

USGS Publications Warehouse

Verdin, James P.; Funk, Chris; Senay, Gabriel B.; Choularton, R.

2005-01-01

Food security assessment in sub-Saharan Africa requires simultaneous consideration of multiple socio-economic and environmental variables. Early identification of populations at risk enables timely and appropriate action. Since large and widely dispersed populations depend on rainfed agriculture and pastoralism, climate monitoring and forecasting are important inputs to food security analysis. Satellite rainfall estimates (RFE) fill in gaps in station observations, and serve as input to drought index maps and crop water balance models. Gridded rainfall time-series give historical context, and provide a basis for quantitative interpretation of seasonal precipitation forecasts. RFE are also used to characterize flood hazards, in both simple indices and stream flow models. In the future, many African countries are likely to see negative impacts on subsistence agriculture due to the effects of global warming. Increased climate variability is forecast, with more frequent extreme events. Ethiopia requires special attention. Already facing a food security emergency, troubling persistent dryness has been observed in some areas, associated with a positive trend in Indian Ocean sea surface temperatures. Increased African capacity for rainfall observation, forecasting, data management and modelling applications is urgently needed. Managing climate change and increased climate variability require these fundamental technical capacities if creative coping strategies are to be devised.

Climate science and famine early warning.

PubMed

Verdin, James; Funk, Chris; Senay, Gabriel; Choularton, Richard

2005-11-29

Food security assessment in sub-Saharan Africa requires simultaneous consideration of multiple socio-economic and environmental variables. Early identification of populations at risk enables timely and appropriate action. Since large and widely dispersed populations depend on rainfed agriculture and pastoralism, climate monitoring and forecasting are important inputs to food security analysis. Satellite rainfall estimates (RFE) fill in gaps in station observations, and serve as input to drought index maps and crop water balance models. Gridded rainfall time-series give historical context, and provide a basis for quantitative interpretation of seasonal precipitation forecasts. RFE are also used to characterize flood hazards, in both simple indices and stream flow models. In the future, many African countries are likely to see negative impacts on subsistence agriculture due to the effects of global warming. Increased climate variability is forecast, with more frequent extreme events. Ethiopia requires special attention. Already facing a food security emergency, troubling persistent dryness has been observed in some areas, associated with a positive trend in Indian Ocean sea surface temperatures. Increased African capacity for rainfall observation, forecasting, data management and modelling applications is urgently needed. Managing climate change and increased climate variability require these fundamental technical capacities if creative coping strategies are to be devised.

Climate science and famine early warning

PubMed Central

Verdin, James; Funk, Chris; Senay, Gabriel; Choularton, Richard

2005-01-01

Food security assessment in sub-Saharan Africa requires simultaneous consideration of multiple socio-economic and environmental variables. Early identification of populations at risk enables timely and appropriate action. Since large and widely dispersed populations depend on rainfed agriculture and pastoralism, climate monitoring and forecasting are important inputs to food security analysis. Satellite rainfall estimates (RFE) fill in gaps in station observations, and serve as input to drought index maps and crop water balance models. Gridded rainfall time-series give historical context, and provide a basis for quantitative interpretation of seasonal precipitation forecasts. RFE are also used to characterize flood hazards, in both simple indices and stream flow models. In the future, many African countries are likely to see negative impacts on subsistence agriculture due to the effects of global warming. Increased climate variability is forecast, with more frequent extreme events. Ethiopia requires special attention. Already facing a food security emergency, troubling persistent dryness has been observed in some areas, associated with a positive trend in Indian Ocean sea surface temperatures. Increased African capacity for rainfall observation, forecasting, data management and modelling applications is urgently needed. Managing climate change and increased climate variability require these fundamental technical capacities if creative coping strategies are to be devised. PMID:16433101

GEOS S2S-2_1: The GMAO new high resolution Seasonal Prediction System

NASA Astrophysics Data System (ADS)

Molod, A.; Vikhliaev, Y. V.; Hackert, E. C.; Kovach, R. M.; Zhao, B.; Cullather, R. I.; Marshak, J.; Borovikov, A.; Li, Z.; Barahona, D.; Andrews, L. C.; Chang, Y.; Schubert, S. D.; Koster, R. D.; Suarez, M.; Akella, S.

2017-12-01

A new version of the modeling and analysis system used to produce subseasonalto seasonal forecasts has just been released by the NASA/Goddard GlobalModeling and Assimilation Office. The new version runs at higher atmospheric resolution (approximately 1/2 degree globally), contains a subtantially improvedmodel description of the cryosphere, and includes additional interactive earth system model components (aerosol model). In addition, the Ocean data assimilationsystem has been replaced with a Local Ensemble Transform Kalman Filter.Here will describe the new system, along with the plans for the future (GEOS S2S-3_0) which will include a higher resolution ocean model and more interactive earth system model components (interactive vegetation, biomass burning from fires). We will alsopresent results from a free-running coupled simulation with the new system and resultsfrom a series of retrospective seasonal forecasts.Results from retrospective forecasts show significant improvements in surface temperaturesover much of the northern hemisphere and a much improved prediction of sea ice extent in bothhemispheres. The precipitation forecast skill is comparable to previous S2S systems, andthe only tradeoff is an increased "double ITCZ", which is expected as we go to higher atmospheric resolution.

Forecasting ESKAPE infections through a time-varying auto-adaptive algorithm using laboratory-based surveillance data.

PubMed

Ballarin, Antonio; Posteraro, Brunella; Demartis, Giuseppe; Gervasi, Simona; Panzarella, Fabrizio; Torelli, Riccardo; Paroni Sterbini, Francesco; Morandotti, Grazia; Posteraro, Patrizia; Ricciardi, Walter; Gervasi Vidal, Kristian A; Sanguinetti, Maurizio

2014-12-06

Mathematical or statistical tools are capable to provide a valid help to improve surveillance systems for healthcare and non-healthcare-associated bacterial infections. The aim of this work is to evaluate the time-varying auto-adaptive (TVA) algorithm-based use of clinical microbiology laboratory database to forecast medically important drug-resistant bacterial infections. Using TVA algorithm, six distinct time series were modelled, each one representing the number of episodes per single 'ESKAPE' (E nterococcus faecium, S taphylococcus aureus, K lebsiella pneumoniae, A cinetobacter baumannii, P seudomonas aeruginosa and E nterobacter species) infecting pathogen, that had occurred monthly between 2002 and 2011 calendar years at the Università Cattolica del Sacro Cuore general hospital. Monthly moving averaged numbers of observed and forecasted ESKAPE infectious episodes were found to show a complete overlapping of their respective smoothed time series curves. Overall good forecast accuracy was observed, with percentages ranging from 82.14% for E. faecium infections to 90.36% for S. aureus infections. Our approach may regularly provide physicians with forecasted bacterial infection rates to alert them about the spread of antibiotic-resistant bacterial species, especially when clinical microbiological results of patients' specimens are delayed.

Forecasting outpatient visits using empirical mode decomposition coupled with back-propagation artificial neural networks optimized by particle swarm optimization

PubMed Central

Huang, Daizheng; Wu, Zhihui

2017-01-01

Accurately predicting the trend of outpatient visits by mathematical modeling can help policy makers manage hospitals effectively, reasonably organize schedules for human resources and finances, and appropriately distribute hospital material resources. In this study, a hybrid method based on empirical mode decomposition and back-propagation artificial neural networks optimized by particle swarm optimization is developed to forecast outpatient visits on the basis of monthly numbers. The data outpatient visits are retrieved from January 2005 to December 2013 and first obtained as the original time series. Second, the original time series is decomposed into a finite and often small number of intrinsic mode functions by the empirical mode decomposition technique. Third, a three-layer back-propagation artificial neural network is constructed to forecast each intrinsic mode functions. To improve network performance and avoid falling into a local minimum, particle swarm optimization is employed to optimize the weights and thresholds of back-propagation artificial neural networks. Finally, the superposition of forecasting results of the intrinsic mode functions is regarded as the ultimate forecasting value. Simulation indicates that the proposed method attains a better performance index than the other four methods. PMID:28222194

Forecasting outpatient visits using empirical mode decomposition coupled with back-propagation artificial neural networks optimized by particle swarm optimization.

PubMed

Huang, Daizheng; Wu, Zhihui

2017-01-01

Accurately predicting the trend of outpatient visits by mathematical modeling can help policy makers manage hospitals effectively, reasonably organize schedules for human resources and finances, and appropriately distribute hospital material resources. In this study, a hybrid method based on empirical mode decomposition and back-propagation artificial neural networks optimized by particle swarm optimization is developed to forecast outpatient visits on the basis of monthly numbers. The data outpatient visits are retrieved from January 2005 to December 2013 and first obtained as the original time series. Second, the original time series is decomposed into a finite and often small number of intrinsic mode functions by the empirical mode decomposition technique. Third, a three-layer back-propagation artificial neural network is constructed to forecast each intrinsic mode functions. To improve network performance and avoid falling into a local minimum, particle swarm optimization is employed to optimize the weights and thresholds of back-propagation artificial neural networks. Finally, the superposition of forecasting results of the intrinsic mode functions is regarded as the ultimate forecasting value. Simulation indicates that the proposed method attains a better performance index than the other four methods.

Semiparametric modeling: Correcting low-dimensional model error in parametric models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Berry, Tyrus, E-mail: thb11@psu.edu; Harlim, John, E-mail: jharlim@psu.edu; Department of Meteorology, the Pennsylvania State University, 503 Walker Building, University Park, PA 16802-5013

2016-03-01

In this paper, a semiparametric modeling approach is introduced as a paradigm for addressing model error arising from unresolved physical phenomena. Our approach compensates for model error by learning an auxiliary dynamical model for the unknown parameters. Practically, the proposed approach consists of the following steps. Given a physics-based model and a noisy data set of historical observations, a Bayesian filtering algorithm is used to extract a time-series of the parameter values. Subsequently, the diffusion forecast algorithm is applied to the retrieved time-series in order to construct the auxiliary model for the time evolving parameters. The semiparametric forecasting algorithm consistsmore » of integrating the existing physics-based model with an ensemble of parameters sampled from the probability density function of the diffusion forecast. To specify initial conditions for the diffusion forecast, a Bayesian semiparametric filtering method that extends the Kalman-based filtering framework is introduced. In difficult test examples, which introduce chaotically and stochastically evolving hidden parameters into the Lorenz-96 model, we show that our approach can effectively compensate for model error, with forecasting skill comparable to that of the perfect model.« less

Time series analysis of malaria in Afghanistan: using ARIMA models to predict future trends in incidence.

PubMed

Anwar, Mohammad Y; Lewnard, Joseph A; Parikh, Sunil; Pitzer, Virginia E

2016-11-22

Malaria remains endemic in Afghanistan. National control and prevention strategies would be greatly enhanced through a better ability to forecast future trends in disease incidence. It is, therefore, of interest to develop a predictive tool for malaria patterns based on the current passive and affordable surveillance system in this resource-limited region. This study employs data from Ministry of Public Health monthly reports from January 2005 to September 2015. Malaria incidence in Afghanistan was forecasted using autoregressive integrated moving average (ARIMA) models in order to build a predictive tool for malaria surveillance. Environmental and climate data were incorporated to assess whether they improve predictive power of models. Two models were identified, each appropriate for different time horizons. For near-term forecasts, malaria incidence can be predicted based on the number of cases in the four previous months and 12 months prior (Model 1); for longer-term prediction, malaria incidence can be predicted using the rates 1 and 12 months prior (Model 2). Next, climate and environmental variables were incorporated to assess whether the predictive power of proposed models could be improved. Enhanced vegetation index was found to have increased the predictive accuracy of longer-term forecasts. Results indicate ARIMA models can be applied to forecast malaria patterns in Afghanistan, complementing current surveillance systems. The models provide a means to better understand malaria dynamics in a resource-limited context with minimal data input, yielding forecasts that can be used for public health planning at the national level.

Equation-free mechanistic ecosystem forecasting using empirical dynamic modeling

PubMed Central

Ye, Hao; Beamish, Richard J.; Glaser, Sarah M.; Grant, Sue C. H.; Hsieh, Chih-hao; Richards, Laura J.; Schnute, Jon T.; Sugihara, George

2015-01-01

It is well known that current equilibrium-based models fall short as predictive descriptions of natural ecosystems, and particularly of fisheries systems that exhibit nonlinear dynamics. For example, model parameters assumed to be fixed constants may actually vary in time, models may fit well to existing data but lack out-of-sample predictive skill, and key driving variables may be misidentified due to transient (mirage) correlations that are common in nonlinear systems. With these frailties, it is somewhat surprising that static equilibrium models continue to be widely used. Here, we examine empirical dynamic modeling (EDM) as an alternative to imposed model equations and that accommodates both nonequilibrium dynamics and nonlinearity. Using time series from nine stocks of sockeye salmon (Oncorhynchus nerka) from the Fraser River system in British Columbia, Canada, we perform, for the the first time to our knowledge, real-data comparison of contemporary fisheries models with equivalent EDM formulations that explicitly use spawning stock and environmental variables to forecast recruitment. We find that EDM models produce more accurate and precise forecasts, and unlike extensions of the classic Ricker spawner–recruit equation, they show significant improvements when environmental factors are included. Our analysis demonstrates the strategic utility of EDM for incorporating environmental influences into fisheries forecasts and, more generally, for providing insight into how environmental factors can operate in forecast models, thus paving the way for equation-free mechanistic forecasting to be applied in management contexts. PMID:25733874

First in new environmental spacecraft series to be launched

NASA Technical Reports Server (NTRS)

1978-01-01

A series of operational meteorological monitoring satellites (TIROS-N) is described. Emphasis is placed on environmental monitoring instruments onboard the satellites that provide technological advances over previous sensors. Benefits in the areas of weather forecasting, oceanography, water resource management, and flood forecasting are discussed along with the operational capability to collect and transmit environmental data from platforms on land, at sea, and airborne, and to track stations motion. The participation of Canada, Great Britain, and France is mentioned and a description of the launch vehicle is included.

Forecasting extinction risk with nonstationary matrix models.

PubMed

Gotelli, Nicholas J; Ellison, Aaron M

2006-02-01

Matrix population growth models are standard tools for forecasting population change and for managing rare species, but they are less useful for predicting extinction risk in the face of changing environmental conditions. Deterministic models provide point estimates of lambda, the finite rate of increase, as well as measures of matrix sensitivity and elasticity. Stationary matrix models can be used to estimate extinction risk in a variable environment, but they assume that the matrix elements are randomly sampled from a stationary (i.e., non-changing) distribution. Here we outline a method for using nonstationary matrix models to construct realistic forecasts of population fluctuation in changing environments. Our method requires three pieces of data: (1) field estimates of transition matrix elements, (2) experimental data on the demographic responses of populations to altered environmental conditions, and (3) forecasting data on environmental drivers. These three pieces of data are combined to generate a series of sequential transition matrices that emulate a pattern of long-term change in environmental drivers. Realistic estimates of population persistence and extinction risk can be derived from stochastic permutations of such a model. We illustrate the steps of this analysis with data from two populations of Sarracenia purpurea growing in northern New England. Sarracenia purpurea is a perennial carnivorous plant that is potentially at risk of local extinction because of increased nitrogen deposition. Long-term monitoring records or models of environmental change can be used to generate time series of driver variables under different scenarios of changing environments. Both manipulative and natural experiments can be used to construct a linking function that describes how matrix parameters change as a function of the environmental driver. This synthetic modeling approach provides quantitative estimates of extinction probability that have an explicit mechanistic basis.

Water balance models in one-month-ahead streamflow forecasting

USGS Publications Warehouse

Alley, William M.

1985-01-01

Techniques are tested that incorporate information from water balance models in making 1-month-ahead streamflow forecasts in New Jersey. The results are compared to those based on simple autoregressive time series models. The relative performance of the models is dependent on the month of the year in question. The water balance models are most useful for forecasts of April and May flows. For the stations in northern New Jersey, the April and May forecasts were made in order of decreasing reliability using the water-balance-based approaches, using the historical monthly means, and using simple autoregressive models. The water balance models were useful to a lesser extent for forecasts during the fall months. For the rest of the year the improvements in forecasts over those obtained using the simpler autoregressive models were either very small or the simpler models provided better forecasts. When using the water balance models, monthly corrections for bias are found to improve minimum mean-square-error forecasts as well as to improve estimates of the forecast conditional distributions.

Stochastic univariate and multivariate time series analysis of PM2.5 and PM10 air pollution: A comparative case study for Plovdiv and Asenovgrad, Bulgaria

NASA Astrophysics Data System (ADS)

Gocheva-Ilieva, S.; Stoimenova, M.; Ivanov, A.; Voynikova, D.; Iliev, I.

2016-10-01

Fine particulate matter PM2.5 and PM10 air pollutants are a serious problem in many urban areas affecting both the health of the population and the environment as a whole. The availability of large data arrays for the levels of these pollutants makes it possible to perform statistical analysis, to obtain relevant information, and to find patterns within the data. Research in this field is particularly topical for a number of Bulgarian cities, European country, where in recent years regulatory air pollution health limits are constantly being exceeded. This paper examines average daily data for air pollution with PM2.5 and PM10, collected by 3 monitoring stations in the cities of Plovdiv and Asenovgrad between 2011 and 2016. The goal is to find and analyze actual relationships in data time series, to build adequate mathematical models, and to develop short-term forecasts. Modeling is carried out by stochastic univariate and multivariate time series analysis, based on Box-Jenkins methodology. The best models are selected following initial transformation of the data and using a set of standard and robust statistical criteria. The Mathematica and SPSS software were used to perform calculations. This examination showed measured concentrations of PM2.5 and PM10 in the region of Plovdiv and Asenovgrad regularly exceed permissible European and national health and safety thresholds. We obtained adequate stochastic models with high statistical fit with the data and good quality forecasting when compared against actual measurements. The mathematical approach applied provides an independent alternative to standard official monitoring and control means for air pollution in urban areas.

Analog-Based Postprocessing of Navigation-Related Hydrological Ensemble Forecasts

NASA Astrophysics Data System (ADS)

Hemri, S.; Klein, B.

2017-11-01

Inland waterway transport benefits from probabilistic forecasts of water levels as they allow to optimize the ship load and, hence, to minimize the transport costs. Probabilistic state-of-the-art hydrologic ensemble forecasts inherit biases and dispersion errors from the atmospheric ensemble forecasts they are driven with. The use of statistical postprocessing techniques like ensemble model output statistics (EMOS) allows for a reduction of these systematic errors by fitting a statistical model based on training data. In this study, training periods for EMOS are selected based on forecast analogs, i.e., historical forecasts that are similar to the forecast to be verified. Due to the strong autocorrelation of water levels, forecast analogs have to be selected based on entire forecast hydrographs in order to guarantee similar hydrograph shapes. Custom-tailored measures of similarity for forecast hydrographs comprise hydrological series distance (SD), the hydrological matching algorithm (HMA), and dynamic time warping (DTW). Verification against observations reveals that EMOS forecasts for water level at three gauges along the river Rhine with training periods selected based on SD, HMA, and DTW compare favorably with reference EMOS forecasts, which are based on either seasonal training periods or on training periods obtained by dividing the hydrological forecast trajectories into runoff regimes.

Documentation of volume 3 of the 1978 Energy Information Administration annual report to congress

NASA Astrophysics Data System (ADS)

1980-02-01

In a preliminary overview of the projection process, the relationship between energy prices, supply, and demand is addressed. Topics treated in detail include a description of energy economic interactions, assumptions regarding world oil prices, and energy modeling in the long term beyond 1995. Subsequent sections present the general approach and methodology underlying the forecasts, and define and describe the alternative projection series and their associated assumptions. Short term forecasting, midterm forecasting, long term forecasting of petroleum, coal, and gas supplies are included. The role of nuclear power as an energy source is also discussed.

Climate change and precipitation evolution in Ifran region (Middle Atlas of Morocco).

NASA Astrophysics Data System (ADS)

Reddad, H.; Bakhat, M.; Damnati, B.

2012-04-01

Climate variability and extreme climatic events pose significant risks to human beings and generate terrestrial ecosystem dysfunctions. These effects are usually amplified by an inappropriate use of the existing natural resources. To face the new context of climate change, a rational and efficient use of these resources - particularly, water resource - on a global and regional scale must be implemented. Annual precipitation provides an overall amount of water, the assessment and management of this water is complicated due to the spatio-temporal variation of disturbance (aridity, rainfall intensity, length of dry season...). Therefore, understanding rainfall behavior would at least help to plan interventions to manage this resource and protect ecosystems that depend on it. Time-series analysis has become one of the major tools in hydrology. It is used for building mathematical models to detect trends and shifts in hydrologic records and to forecast hydrologic events. In this paper we present a case study of IFRAN region, which is situated in the Middle Atlas Mountains in Morocco. This study deals with modeling and forecasting rainfall time series using monthly rainfall data for the period 1970-2005. To determine the seasonal properties of this series we used first the Box-Jenkins methodology to build ARIMA model, and we expended the analysis with the Hylleberg-Engle-Granger-Yoo (HEGY) tests. The results of time series modeling showed the presence of significant deterministic seasonal pattern and no seasonal unit roots. This means that the series is stationary in all frequencies. The model can be used to predict rainfall in IFRAN and near sites; this prediction is not without interest in so far as any information about these random variables could provide a contribution to the researches made in domain for fighting against climate change. It doesn't give solutions to eradicate the precipitation variability phenomenon, but just to adapt to it.

National Centers for Environmental Prediction

Science.gov Websites

Modeling Center continuously monitors its NWP model performance against different performance measures, and AIRCFT GFS SSI and forecast fits to RAOBS for last 7 days spatial bias maps for different regions different regions GFS SSI and forecast fits to RAOBS for calendar months (time series, spatial and vertical

Nonlinear Prediction Model for Hydrologic Time Series Based on Wavelet Decomposition

NASA Astrophysics Data System (ADS)

Kwon, H.; Khalil, A.; Brown, C.; Lall, U.; Ahn, H.; Moon, Y.

2005-12-01

Traditionally forecasting and characterizations of hydrologic systems is performed utilizing many techniques. Stochastic linear methods such as AR and ARIMA and nonlinear ones such as statistical learning theory based tools have been extensively used. The common difficulty to all methods is the determination of sufficient and necessary information and predictors for a successful prediction. Relationships between hydrologic variables are often highly nonlinear and interrelated across the temporal scale. A new hybrid approach is proposed for the simulation of hydrologic time series combining both the wavelet transform and the nonlinear model. The present model employs some merits of wavelet transform and nonlinear time series model. The Wavelet Transform is adopted to decompose a hydrologic nonlinear process into a set of mono-component signals, which are simulated by nonlinear model. The hybrid methodology is formulated in a manner to improve the accuracy of a long term forecasting. The proposed hybrid model yields much better results in terms of capturing and reproducing the time-frequency properties of the system at hand. Prediction results are promising when compared to traditional univariate time series models. An application of the plausibility of the proposed methodology is provided and the results conclude that wavelet based time series model can be utilized for simulating and forecasting of hydrologic variable reasonably well. This will ultimately serve the purpose of integrated water resources planning and management.

Support vector machine for day ahead electricity price forecasting

NASA Astrophysics Data System (ADS)

Razak, Intan Azmira binti Wan Abdul; Abidin, Izham bin Zainal; Siah, Yap Keem; Rahman, Titik Khawa binti Abdul; Lada, M. Y.; Ramani, Anis Niza binti; Nasir, M. N. M.; Ahmad, Arfah binti

2015-05-01

Electricity price forecasting has become an important part of power system operation and planning. In a pool- based electric energy market, producers submit selling bids consisting in energy blocks and their corresponding minimum selling prices to the market operator. Meanwhile, consumers submit buying bids consisting in energy blocks and their corresponding maximum buying prices to the market operator. Hence, both producers and consumers use day ahead price forecasts to derive their respective bidding strategies to the electricity market yet reduce the cost of electricity. However, forecasting electricity prices is a complex task because price series is a non-stationary and highly volatile series. Many factors cause for price spikes such as volatility in load and fuel price as well as power import to and export from outside the market through long term contract. This paper introduces an approach of machine learning algorithm for day ahead electricity price forecasting with Least Square Support Vector Machine (LS-SVM). Previous day data of Hourly Ontario Electricity Price (HOEP), generation's price and demand from Ontario power market are used as the inputs for training data. The simulation is held using LSSVMlab in Matlab with the training and testing data of 2004. SVM that widely used for classification and regression has great generalization ability with structured risk minimization principle rather than empirical risk minimization. Moreover, same parameter settings in trained SVM give same results that absolutely reduce simulation process compared to other techniques such as neural network and time series. The mean absolute percentage error (MAPE) for the proposed model shows that SVM performs well compared to neural network.

Data Assimilation and Regional Forecasts Using Atmospheric InfraRed Sounder (AIRS) Profiles

NASA Technical Reports Server (NTRS)

Chou, Shih-Hung; Zavodsky, Bradley; Jedlovec, Gary

2009-01-01

In data sparse regions, remotely-sensed observations can be used to improve analyses, which in turn should lead to better forecasts. One such source comes from the Atmospheric Infrared Sounder (AIRS), which together with the Advanced Microwave Sounding Unit (AMSU), provides temperature and moisture profiles with an accuracy comparable to that of radiosondes. The purpose of this paper is to describe a procedure to optimally assimilate AIRS thermodynamic profiles--obtained from the version 5.0 Earth Observing System (EOS) science team retrieval algorithm-into a regional configuration of the Weather Research and Forecasting (WRF) model using WRF-Var. The paper focuses on development of background error covariances for the regional domain and background field type, a methodology for ingesting AIRS profiles as separate over-land and over-water retrievals with different error characteristics, and utilization of level-by-level quality indicators to select only the highest quality data. The assessment of the impact of the AIRS profiles on WRF-Var analyses will focus on intelligent use of the quality indicators, optimized tuning of the WRF-Var, and comparison of analysis soundings to radiosondes. The analyses will be used to conduct a month-long series of regional forecasts over the continental U.S. The long-tern1 impact of AIRS profiles on forecast will be assessed against verifying radiosonde and stage IV precipitation data.

Data Assimilation and Regional Forecasts using Atmospheric InfraRed Sounder (AIRS) Profiles

NASA Technical Reports Server (NTRS)

Zabodsky, Brad; Chou, Shih-Hung; Jedlovec, Gary J.

2009-01-01

In data sparse regions, remotely-sensed observations can be used to improve analyses, which in turn should lead to better forecasts. One such source comes from the Atmospheric Infrared Sounder (AIRS), which, together with the Advanced Microwave Sounding Unit (AMSU), provides temperature and moisture profiles with an accuracy comparable to that of radionsondes. The purpose of this poster is to describe a procedure to optimally assimilate AIRS thermodynamic profiles, obtained from the version 5.0 Earth Observing System (EOS) science team retrieval algorithm, into a regional configuration of the Weather Research and Forecasting (WRF) model using WRF-Var. The poster focuses on development of background error covariances for the regional domain and background field type, a methodology for ingesting AIRS profiles as separate over-land and over-water retrievals with different error characteristics, and utilization of level-by-level quality indicators to select only the highest quality data. The assessment of the impact of the AIRS profiles on WRF-Var analyses will focus on intelligent use of the quality indicators, optimized tuning of the WRF-Var, and comparison of analysis soundings to radiosondes. The analyses are used to conduct a month-long series of regional forecasts over the continental U.S. The long-term impact of AIRS profiles on forecast will be assessed against NAM analyses and stage IV precipitation data.

Forecasting short-term data center network traffic load with convolutional neural networks.

PubMed

Mozo, Alberto; Ordozgoiti, Bruno; Gómez-Canaval, Sandra

2018-01-01

Efficient resource management in data centers is of central importance to content service providers as 90 percent of the network traffic is expected to go through them in the coming years. In this context we propose the use of convolutional neural networks (CNNs) to forecast short-term changes in the amount of traffic crossing a data center network. This value is an indicator of virtual machine activity and can be utilized to shape the data center infrastructure accordingly. The behaviour of network traffic at the seconds scale is highly chaotic and therefore traditional time-series-analysis approaches such as ARIMA fail to obtain accurate forecasts. We show that our convolutional neural network approach can exploit the non-linear regularities of network traffic, providing significant improvements with respect to the mean absolute and standard deviation of the data, and outperforming ARIMA by an increasingly significant margin as the forecasting granularity is above the 16-second resolution. In order to increase the accuracy of the forecasting model, we exploit the architecture of the CNNs using multiresolution input distributed among separate channels of the first convolutional layer. We validate our approach with an extensive set of experiments using a data set collected at the core network of an Internet Service Provider over a period of 5 months, totalling 70 days of traffic at the one-second resolution.

Forecasting short-term data center network traffic load with convolutional neural networks

PubMed Central

Ordozgoiti, Bruno; Gómez-Canaval, Sandra

2018-01-01

Efficient resource management in data centers is of central importance to content service providers as 90 percent of the network traffic is expected to go through them in the coming years. In this context we propose the use of convolutional neural networks (CNNs) to forecast short-term changes in the amount of traffic crossing a data center network. This value is an indicator of virtual machine activity and can be utilized to shape the data center infrastructure accordingly. The behaviour of network traffic at the seconds scale is highly chaotic and therefore traditional time-series-analysis approaches such as ARIMA fail to obtain accurate forecasts. We show that our convolutional neural network approach can exploit the non-linear regularities of network traffic, providing significant improvements with respect to the mean absolute and standard deviation of the data, and outperforming ARIMA by an increasingly significant margin as the forecasting granularity is above the 16-second resolution. In order to increase the accuracy of the forecasting model, we exploit the architecture of the CNNs using multiresolution input distributed among separate channels of the first convolutional layer. We validate our approach with an extensive set of experiments using a data set collected at the core network of an Internet Service Provider over a period of 5 months, totalling 70 days of traffic at the one-second resolution. PMID:29408936

Multi-Step Time Series Forecasting with an Ensemble of Varied Length Mixture Models.

PubMed

Ouyang, Yicun; Yin, Hujun

2018-05-01

Many real-world problems require modeling and forecasting of time series, such as weather temperature, electricity demand, stock prices and foreign exchange (FX) rates. Often, the tasks involve predicting over a long-term period, e.g. several weeks or months. Most existing time series models are inheritably for one-step prediction, that is, predicting one time point ahead. Multi-step or long-term prediction is difficult and challenging due to the lack of information and uncertainty or error accumulation. The main existing approaches, iterative and independent, either use one-step model recursively or treat the multi-step task as an independent model. They generally perform poorly in practical applications. In this paper, as an extension of the self-organizing mixture autoregressive (AR) model, the varied length mixture (VLM) models are proposed to model and forecast time series over multi-steps. The key idea is to preserve the dependencies between the time points within the prediction horizon. Training data are segmented to various lengths corresponding to various forecasting horizons, and the VLM models are trained in a self-organizing fashion on these segments to capture these dependencies in its component AR models of various predicting horizons. The VLM models form a probabilistic mixture of these varied length models. A combination of short and long VLM models and an ensemble of them are proposed to further enhance the prediction performance. The effectiveness of the proposed methods and their marked improvements over the existing methods are demonstrated through a number of experiments on synthetic data, real-world FX rates and weather temperatures.

Research on Nonlinear Time Series Forecasting of Time-Delay NN Embedded with Bayesian Regularization

NASA Astrophysics Data System (ADS)

Jiang, Weijin; Xu, Yusheng; Xu, Yuhui; Wang, Jianmin

Based on the idea of nonlinear prediction of phase space reconstruction, this paper presented a time delay BP neural network model, whose generalization capability was improved by Bayesian regularization. Furthermore, the model is applied to forecast the imp&exp trades in one industry. The results showed that the improved model has excellent generalization capabilities, which not only learned the historical curve, but efficiently predicted the trend of business. Comparing with common evaluation of forecasts, we put on a conclusion that nonlinear forecast can not only focus on data combination and precision improvement, it also can vividly reflect the nonlinear characteristic of the forecasting system. While analyzing the forecasting precision of the model, we give a model judgment by calculating the nonlinear characteristic value of the combined serial and original serial, proved that the forecasting model can reasonably 'catch' the dynamic characteristic of the nonlinear system which produced the origin serial.

Identification of market trends with string and D2-brane maps

NASA Astrophysics Data System (ADS)

Bartoš, Erik; Pinčák, Richard

2017-08-01

The multidimensional string objects are introduced as a new alternative for an application of string models for time series forecasting in trading on financial markets. The objects are represented by open string with 2-endpoints and D2-brane, which are continuous enhancement of 1-endpoint open string model. We show how new object properties can change the statistics of the predictors, which makes them the candidates for modeling a wide range of time series systems. String angular momentum is proposed as another tool to analyze the stability of currency rates except the historical volatility. To show the reliability of our approach with application of string models for time series forecasting we present the results of real demo simulations for four currency exchange pairs.

A recurrence-weighted prediction algorithm for musical analysis

NASA Astrophysics Data System (ADS)

Colucci, Renato; Leguizamon Cucunuba, Juan Sebastián; Lloyd, Simon

2018-03-01

Forecasting the future behaviour of a system using past data is an important topic. In this article we apply nonlinear time series analysis in the context of music, and present new algorithms for extending a sample of music, while maintaining characteristics similar to the original piece. By using ideas from ergodic theory, we adapt the classical prediction method of Lorenz analogues so as to take into account recurrence times, and demonstrate with examples, how the new algorithm can produce predictions with a high degree of similarity to the original sample.

Forecasting of monthly inflow and outflow currency using time series regression and ARIMAX: The Idul Fitri effect

NASA Astrophysics Data System (ADS)

Ahmad, Imam Safawi; Setiawan, Suhartono, Masun, Nunun Hilyatul

2015-12-01

Currency plays an important role in economic transactions of Indonesian society. In order to guarantee the availability of currency, Bank Indonesia needs to develop demand and supply planning of currency. The purpose of this study is to get model and predict inflow and outflow of currency in KPW BI Region IV (East Java) with ARIMA method, time series regression and ARIMAX. The data of monthly inflow and outflow is used of currency in KPW BI Surabaya, Malang, Kediri and Jember.The observation period starting from January 2003 to December 2014. Based on the smallest values of out-sample RMSE and SMAPE, ARIMA is the best model to predict the outflow of currency in KPW BI Surabaya and ARIMAX for KPW BI Malang, Kediri and Jember. The best forecasting model for inflow of currency in KPW BI Surabaya, Malang, Kediri and Jember chronologically as follows are calendar variation model, transfer function, ARIMA, and time series regression. These results indicates that the more complex models may not necessarily produce a more accurate forecast as the result of M3-Competition.

Recursive least squares background prediction of univariate syndromic surveillance data

PubMed Central

2009-01-01

Background Surveillance of univariate syndromic data as a means of potential indicator of developing public health conditions has been used extensively. This paper aims to improve the performance of detecting outbreaks by using a background forecasting algorithm based on the adaptive recursive least squares method combined with a novel treatment of the Day of the Week effect. Methods Previous work by the first author has suggested that univariate recursive least squares analysis of syndromic data can be used to characterize the background upon which a prediction and detection component of a biosurvellance system may be built. An adaptive implementation is used to deal with data non-stationarity. In this paper we develop and implement the RLS method for background estimation of univariate data. The distinctly dissimilar distribution of data for different days of the week, however, can affect filter implementations adversely, and so a novel procedure based on linear transformations of the sorted values of the daily counts is introduced. Seven-days ahead daily predicted counts are used as background estimates. A signal injection procedure is used to examine the integrated algorithm's ability to detect synthetic anomalies in real syndromic time series. We compare the method to a baseline CDC forecasting algorithm known as the W2 method. Results We present detection results in the form of Receiver Operating Characteristic curve values for four different injected signal to noise ratios using 16 sets of syndromic data. We find improvements in the false alarm probabilities when compared to the baseline W2 background forecasts. Conclusion The current paper introduces a prediction approach for city-level biosurveillance data streams such as time series of outpatient clinic visits and sales of over-the-counter remedies. This approach uses RLS filters modified by a correction for the weekly patterns often seen in these data series, and a threshold detection algorithm from the residuals of the RLS forecasts. We compare the detection performance of this algorithm to the W2 method recently implemented at CDC. The modified RLS method gives consistently better sensitivity at multiple background alert rates, and we recommend that it should be considered for routine application in bio-surveillance systems. PMID:19149886

Recursive least squares background prediction of univariate syndromic surveillance data.

PubMed

Najmi, Amir-Homayoon; Burkom, Howard

2009-01-16

Surveillance of univariate syndromic data as a means of potential indicator of developing public health conditions has been used extensively. This paper aims to improve the performance of detecting outbreaks by using a background forecasting algorithm based on the adaptive recursive least squares method combined with a novel treatment of the Day of the Week effect. Previous work by the first author has suggested that univariate recursive least squares analysis of syndromic data can be used to characterize the background upon which a prediction and detection component of a biosurvellance system may be built. An adaptive implementation is used to deal with data non-stationarity. In this paper we develop and implement the RLS method for background estimation of univariate data. The distinctly dissimilar distribution of data for different days of the week, however, can affect filter implementations adversely, and so a novel procedure based on linear transformations of the sorted values of the daily counts is introduced. Seven-days ahead daily predicted counts are used as background estimates. A signal injection procedure is used to examine the integrated algorithm's ability to detect synthetic anomalies in real syndromic time series. We compare the method to a baseline CDC forecasting algorithm known as the W2 method. We present detection results in the form of Receiver Operating Characteristic curve values for four different injected signal to noise ratios using 16 sets of syndromic data. We find improvements in the false alarm probabilities when compared to the baseline W2 background forecasts. The current paper introduces a prediction approach for city-level biosurveillance data streams such as time series of outpatient clinic visits and sales of over-the-counter remedies. This approach uses RLS filters modified by a correction for the weekly patterns often seen in these data series, and a threshold detection algorithm from the residuals of the RLS forecasts. We compare the detection performance of this algorithm to the W2 method recently implemented at CDC. The modified RLS method gives consistently better sensitivity at multiple background alert rates, and we recommend that it should be considered for routine application in bio-surveillance systems.

Time series analysis of contaminant transport in the subsurface: applications to conservative tracer and engineered nanomaterials.

PubMed

Bai, Chunmei; Li, Yusong

2014-08-01

Accurately predicting the transport of contaminants in the field is subject to multiple sources of uncertainty due to the variability of geological settings, the complexity of field measurements, and the scarcity of data. Such uncertainties can be amplified when modeling some emerging contaminants, such as engineered nanomaterials, when a fundamental understanding of their fate and transport is lacking. Typical field work includes collecting concentration at a certain location for an extended period of time, or measuring the movement of plume for an extended period time, which would result in a time series of observation data. This work presents an effort to evaluate the possibility of applying time series analysis, particularly, autoregressive integrated moving average (ARIMA) models, to forecast contaminant transport and distribution in the subsurface environment. ARIMA modeling was first assessed in terms of its capability to forecast tracer transport at two field sites, which had different levels of heterogeneity. After that, this study evaluated the applicability of ARIMA modeling to predict the transport of engineered nanomaterials at field sites, including field measured data of nanoscale zero valent iron and (nZVI) and numerically generated data for the transport of nano-fullerene aggregates (nC60). This proof-of-concept effort demonstrates the possibility of applying ARIMA to predict the contaminant transport in the subsurface environment. Like many other statistical models, ARIMA modeling is only descriptive and not explanatory. The limitation and the challenge associated with applying ARIMA modeling to contaminant transport in the subsurface are also discussed. Copyright © 2014 Elsevier B.V. All rights reserved.

Time series analysis of contaminant transport in the subsurface: Applications to conservative tracer and engineered nanomaterials

NASA Astrophysics Data System (ADS)

Bai, Chunmei; Li, Yusong

2014-08-01

Accurately predicting the transport of contaminants in the field is subject to multiple sources of uncertainty due to the variability of geological settings, the complexity of field measurements, and the scarcity of data. Such uncertainties can be amplified when modeling some emerging contaminants, such as engineered nanomaterials, when a fundamental understanding of their fate and transport is lacking. Typical field work includes collecting concentration at a certain location for an extended period of time, or measuring the movement of plume for an extended period time, which would result in a time series of observation data. This work presents an effort to evaluate the possibility of applying time series analysis, particularly, autoregressive integrated moving average (ARIMA) models, to forecast contaminant transport and distribution in the subsurface environment. ARIMA modeling was first assessed in terms of its capability to forecast tracer transport at two field sites, which had different levels of heterogeneity. After that, this study evaluated the applicability of ARIMA modeling to predict the transport of engineered nanomaterials at field sites, including field measured data of nanoscale zero valent iron and (nZVI) and numerically generated data for the transport of nano-fullerene aggregates (nC60). This proof-of-concept effort demonstrates the possibility of applying ARIMA to predict the contaminant transport in the subsurface environment. Like many other statistical models, ARIMA modeling is only descriptive and not explanatory. The limitation and the challenge associated with applying ARIMA modeling to contaminant transport in the subsurface are also discussed.

Spatiotemporal drought forecasting using nonlinear models

NASA Astrophysics Data System (ADS)

Vasiliades, Lampros; Loukas, Athanasios

2010-05-01

Spatiotemporal data mining is the extraction of unknown and implicit knowledge, structures, spatiotemporal relationships, or patterns not explicitly stored in spatiotemporal databases. As one of data mining techniques, forecasting is widely used to predict the unknown future based upon the patterns hidden in the current and past data. In order to achieve spatiotemporal forecasting, some mature analysis tools, e.g., time series and spatial statistics are extended to the spatial dimension and the temporal dimension, respectively. Drought forecasting plays an important role in the planning and management of natural resources and water resource systems in a river basin. Early and timelines forecasting of a drought event can help to take proactive measures and set out drought mitigation strategies to alleviate the impacts of drought. Despite the widespread application of nonlinear mathematical models, comparative studies on spatiotemporal drought forecasting using different models are still a huge task for modellers. This study uses a promising approach, the Gamma Test (GT), to select the input variables and the training data length, so that the trial and error workload could be greatly reduced. The GT enables to quickly evaluate and estimate the best mean squared error that can be achieved by a smooth model on any unseen data for a given selection of inputs, prior to model construction. The GT is applied to forecast droughts using monthly Standardized Precipitation Index (SPI) timeseries at multiple timescales in several precipitation stations at Pinios river basin in Thessaly region, Greece. Several nonlinear models have been developed efficiently, with the aid of the GT, for 1-month up to 12-month ahead forecasting. Several temporal and spatial statistical indices were considered for the performance evaluation of the models. The predicted results show reasonably good agreement with the actual data for short lead times, whereas the forecasting accuracy decreases with increase in lead time. Finally, the developed nonlinear models could be used in an early warning system for risk and decision analyses at the study area.

Temporal modelling and forecasting of the airborne pollen of Cupressaceae on the southwestern Iberian Peninsula.

PubMed

Silva-Palacios, Inmaculada; Fernández-Rodríguez, Santiago; Durán-Barroso, Pablo; Tormo-Molina, Rafael; Maya-Manzano, José María; Gonzalo-Garijo, Ángela

2016-02-01

Cupressaceae includes species cultivated as ornamentals in the urban environment. This study aims to investigate airborne pollen data for Cupressaceae on the southwestern Iberian Peninsula over a 21-year period and to analyse the trends in these data and their relationship with meteorological parameters using time series analysis. Aerobiological sampling was conducted from 1993 to 2013 in Badajoz (SW Spain). The main pollen season for Cupressaceae lasted, on average, 58 days, ranging from 55 to 112 days, from 24 January to 22 March. Furthermore, a short-term forecasting model has been developed for daily pollen concentrations. The model proposed to forecast the airborne pollen concentration is described by one equation. This expression is composed of two terms: the first term represents the pollen concentration trend in the air according to the average concentration of the previous 10 days; the second term is obtained from considering the actual pollen concentration value, which is calculated based on the most representative meteorological parameters multiplied by a fitting coefficient. Temperature was the main meteorological factor by its influence over daily pollen forecast, being the rain the second most important factor. This model represents a good approach to a continuous balance model of Cupressaceae pollen concentration and is supported by a close agreement between the observed and predicted mean concentrations. The novelty of the proposed model is the analysis of meteorological parameters that are not frequently used in Aerobiology.

A forecasting model for dengue incidence in the District of Gampaha, Sri Lanka.

PubMed

Withanage, Gayan P; Viswakula, Sameera D; Nilmini Silva Gunawardena, Y I; Hapugoda, Menaka D

2018-04-24

Dengue is one of the major health problems in Sri Lanka causing an enormous social and economic burden to the country. An accurate early warning system can enhance the efficiency of preventive measures. The aim of the study was to develop and validate a simple accurate forecasting model for the District of Gampaha, Sri Lanka. Three time-series regression models were developed using monthly rainfall, rainy days, temperature, humidity, wind speed and retrospective dengue incidences over the period January 2012 to November 2015 for the District of Gampaha, Sri Lanka. Various lag times were analyzed to identify optimum forecasting periods including interactions of multiple lags. The models were validated using epidemiological data from December 2015 to November 2017. Prepared models were compared based on Akaike's information criterion, Bayesian information criterion and residual analysis. The selected model forecasted correctly with mean absolute errors of 0.07 and 0.22, and root mean squared errors of 0.09 and 0.28, for training and validation periods, respectively. There were no dengue epidemics observed in the district during the training period and nine outbreaks occurred during the forecasting period. The proposed model captured five outbreaks and correctly rejected 14 within the testing period of 24 months. The Pierce skill score of the model was 0.49, with a receiver operating characteristic of 86% and 92% sensitivity. The developed weather based forecasting model allows warnings of impending dengue outbreaks and epidemics in advance of one month with high accuracy. Depending upon climatic factors, the previous month's dengue cases had a significant effect on the dengue incidences of the current month. The simple, precise and understandable forecasting model developed could be used to manage limited public health resources effectively for patient management, vector surveillance and intervention programmes in the district.

Initial assessment of a multi-model approach to spring flood forecasting in Sweden

NASA Astrophysics Data System (ADS)

Olsson, J.; Uvo, C. B.; Foster, K.; Yang, W.

2015-06-01

Hydropower is a major energy source in Sweden and proper reservoir management prior to the spring flood onset is crucial for optimal production. This requires useful forecasts of the accumulated discharge in the spring flood period (i.e. the spring-flood volume, SFV). Today's SFV forecasts are generated using a model-based climatological ensemble approach, where time series of precipitation and temperature from historical years are used to force a calibrated and initialised set-up of the HBV model. In this study, a number of new approaches to spring flood forecasting, that reflect the latest developments with respect to analysis and modelling on seasonal time scales, are presented and evaluated. Three main approaches, represented by specific methods, are evaluated in SFV hindcasts for three main Swedish rivers over a 10-year period with lead times between 0 and 4 months. In the first approach, historically analogue years with respect to the climate in the period preceding the spring flood are identified and used to compose a reduced ensemble. In the second, seasonal meteorological ensemble forecasts are used to drive the HBV model over the spring flood period. In the third approach, statistical relationships between SFV and the large-sale atmospheric circulation are used to build forecast models. None of the new approaches consistently outperform the climatological ensemble approach, but for specific locations and lead times improvements of 20-30 % are found. When combining all forecasts in a weighted multi-model approach, a mean improvement over all locations and lead times of nearly 10 % was indicated. This demonstrates the potential of the approach and further development and optimisation into an operational system is ongoing.

Evaluating Snow Data Assimilation Framework for Streamflow Forecasting Applications Using Hindcast Verification

NASA Astrophysics Data System (ADS)

Barik, M. G.; Hogue, T. S.; Franz, K. J.; He, M.

2012-12-01

Snow water equivalent (SWE) estimation is a key factor in producing reliable streamflow simulations and forecasts in snow dominated areas. However, measuring or predicting SWE has significant uncertainty. Sequential data assimilation, which updates states using both observed and modeled data based on error estimation, has been shown to reduce streamflow simulation errors but has had limited testing for forecasting applications. In the current study, a snow data assimilation framework integrated with the National Weather System River Forecasting System (NWSRFS) is evaluated for use in ensemble streamflow prediction (ESP). Seasonal water supply ESP hindcasts are generated for the North Fork of the American River Basin (NFARB) in northern California. Parameter sets from the California Nevada River Forecast Center (CNRFC), the Differential Evolution Adaptive Metropolis (DREAM) algorithm and the Multistep Automated Calibration Scheme (MACS) are tested both with and without sequential data assimilation. The traditional ESP method considers uncertainty in future climate conditions using historical temperature and precipitation time series to generate future streamflow scenarios conditioned on the current basin state. We include data uncertainty analysis in the forecasting framework through the DREAM-based parameter set which is part of a recently developed Integrated Uncertainty and Ensemble-based data Assimilation framework (ICEA). Extensive verification of all tested approaches is undertaken using traditional forecast verification measures, including root mean square error (RMSE), Nash-Sutcliffe efficiency coefficient (NSE), volumetric bias, joint distribution, rank probability score (RPS), and discrimination and reliability plots. In comparison to the RFC parameters, the DREAM and MACS sets show significant improvement in volumetric bias in flow. Use of assimilation improves hindcasts of higher flows but does not significantly improve performance in the mid flow and low flow categories.

Developing a Markov Model for Forecasting End Strength of Selected Marine Corps Reserve (SMCR) Officers

DTIC Science & Technology

2013-03-01

moving average ( ARIMA ) model because the data is not a times series. The best a manpower planner can do at this point is to make an educated assumption...MARKOV MODEL FOR FORECASTING END STRENGTH OF SELECTED MARINE CORPS RESERVE (SMCR) OFFICERS by Anthony D. Licari March 2013 Thesis Advisor...March 2013 3. REPORT TYPE AND DATES COVERED Master’s Thesis 4. TITLE AND SUBTITLE DEVELOPING A MARKOV MODEL FOR FORECASTING END STRENGTH OF

Earth Remote Sensing for Weather Forecasting and Disaster Applications

NASA Technical Reports Server (NTRS)

Molthan, Andrew; Bell, Jordan; Case, Jonathan; Cole, Tony; Elmer, Nicholas; McGrath, Kevin; Schultz, Lori; Zavodsky, Brad

2016-01-01

NASA's constellation of current missions provide several opportunities to apply satellite remote sensing observations to weather forecasting and disaster response applications. Examples include: Using NASA's Terra and Aqua MODIS, and the NASA/NOAA Suomi-NPP VIIRS missions to prepare weather forecasters for capabilities of GOES-R; Incorporating other NASA remote sensing assets for improving aspects of numerical weather prediction; Using NASA, NOAA, and international partner resources (e.g. ESA/Sentinel Series); and commercial platforms (high-res, or UAV) to support disaster mapping.

Time series forecasting using ERNN and QR based on Bayesian model averaging

NASA Astrophysics Data System (ADS)

Pwasong, Augustine; Sathasivam, Saratha

2017-08-01

The Bayesian model averaging technique is a multi-model combination technique. The technique was employed to amalgamate the Elman recurrent neural network (ERNN) technique with the quadratic regression (QR) technique. The amalgamation produced a hybrid technique known as the hybrid ERNN-QR technique. The potentials of forecasting with the hybrid technique are compared with the forecasting capabilities of individual techniques of ERNN and QR. The outcome revealed that the hybrid technique is superior to the individual techniques in the mean square error sense.

Improvements in approaches to forecasting and evaluation techniques

NASA Astrophysics Data System (ADS)

Weatherhead, Elizabeth

2014-05-01

The US is embarking on an experiment to make significant and sustained improvements in weather forecasting. The effort stems from a series of community conversations that recognized the rapid advancements in observations, modeling and computing techniques in the academic, governmental and private sectors. The new directions and initial efforts will be summarized, including information on possibilities for international collaboration. Most new projects are scheduled to start in the last half of 2014. Several advancements include ensemble forecasting with global models, and new sharing of computing resources. Newly developed techniques for evaluating weather forecast models will be presented in detail. The approaches use statistical techniques that incorporate pair-wise comparisons of forecasts with observations and account for daily auto-correlation to assess appropriate uncertainty in forecast changes. Some of the new projects allow for international collaboration, particularly on the research components of the projects.

Smoothing Forecasting Methods for Academic Library Circulations: An Evaluation and Recommendation.

ERIC Educational Resources Information Center

Brooks, Terrence A.; Forys, John W., Jr.

1986-01-01

Circulation time-series data from 50 midwest academic libraries were used to test 110 variants of 8 smoothing forecasting methods. Data and methodologies and illustrations of two recommended methods--the single exponential smoothing method and Brown's one-parameter linear exponential smoothing method--are given. Eight references are cited. (EJS)

Balancing Act: The U. S. Military’s Reliance on Contractors to Fulfill Operational-Level Logistical Requirements

DTIC Science & Technology

2014-05-15

Military Sealift Command. Combat Logistics Force (PM1), 1. 40 Ibid. 41 Michael Marquez, Richard Rayos, and John Mercado . Standard Port-Visit Forecasting...Series no. 8 (2012). Marquez, Michael, John Mercado , and Richard Rayos. Standard Port-Visit Forecasting Model for U.S. Navy Husbanding

Results on SSH neural network forecasting in the Mediterranean Sea

NASA Astrophysics Data System (ADS)

Rixen, Michel; Beckers, Jean-Marie; Alvarez, Alberto; Tintore, Joaquim

2002-01-01

Nowadays, satellites are the only monitoring systems that cover almost continuously all possible ocean areas and are now an essential part of operational oceanography. A novel approach based on artificial intelligence (AI) concepts, exploits pasts time series of satellite images to infer near future ocean conditions at the surface by neural networks and genetic algorithms. The size of the AI problem is drastically reduced by splitting the spatio-temporal variability contained in the remote sensing data by using empirical orthogonal function (EOF) decomposition. The problem of forecasting the dynamics of a 2D surface field can thus be reduced by selecting the most relevant empirical modes, and non-linear time series predictors are then applied on the amplitudes only. In the present case study, we use altimetric maps of the Mediterranean Sea, combining TOPEX-POSEIDON and ERS-1/2 data for the period 1992 to 1997. The learning procedure is applied to each mode individually. The final forecast is then reconstructed form the EOFs and the forecasted amplitudes and compared to the real observed field for validation of the method.

Forecasting incidence of dengue in Rajasthan, using time series analyses.

PubMed

Bhatnagar, Sunil; Lal, Vivek; Gupta, Shiv D; Gupta, Om P

2012-01-01

To develop a prediction model for dengue fever/dengue haemorrhagic fever (DF/DHF) using time series data over the past decade in Rajasthan and to forecast monthly DF/DHF incidence for 2011. Seasonal autoregressive integrated moving average (SARIMA) model was used for statistical modeling. During January 2001 to December 2010, the reported DF/DHF cases showed a cyclical pattern with seasonal variation. SARIMA (0,0,1) (0,1,1) 12 model had the lowest normalized Bayesian information criteria (BIC) of 9.426 and mean absolute percentage error (MAPE) of 263.361 and appeared to be the best model. The proportion of variance explained by the model was 54.3%. Adequacy of the model was established through Ljung-Box test (Q statistic 4.910 and P-value 0.996), which showed no significant correlation between residuals at different lag times. The forecast for the year 2011 showed a seasonal peak in the month of October with an estimated 546 cases. Application of SARIMA model may be useful for forecast of cases and impending outbreaks of DF/DHF and other infectious diseases, which exhibit seasonal pattern.

A Novel Multilevel-SVD Method to Improve Multistep Ahead Forecasting in Traffic Accidents Domain.

PubMed

Barba, Lida; Rodríguez, Nibaldo

2017-01-01

Here is proposed a novel method for decomposing a nonstationary time series in components of low and high frequency. The method is based on Multilevel Singular Value Decomposition (MSVD) of a Hankel matrix. The decomposition is used to improve the forecasting accuracy of Multiple Input Multiple Output (MIMO) linear and nonlinear models. Three time series coming from traffic accidents domain are used. They represent the number of persons with injuries in traffic accidents of Santiago, Chile. The data were continuously collected by the Chilean Police and were weekly sampled from 2000:1 to 2014:12. The performance of MSVD is compared with the decomposition in components of low and high frequency of a commonly accepted method based on Stationary Wavelet Transform (SWT). SWT in conjunction with the Autoregressive model (SWT + MIMO-AR) and SWT in conjunction with an Autoregressive Neural Network (SWT + MIMO-ANN) were evaluated. The empirical results have shown that the best accuracy was achieved by the forecasting model based on the proposed decomposition method MSVD, in comparison with the forecasting models based on SWT.

A Novel Multilevel-SVD Method to Improve Multistep Ahead Forecasting in Traffic Accidents Domain

PubMed Central

Rodríguez, Nibaldo

2017-01-01

Here is proposed a novel method for decomposing a nonstationary time series in components of low and high frequency. The method is based on Multilevel Singular Value Decomposition (MSVD) of a Hankel matrix. The decomposition is used to improve the forecasting accuracy of Multiple Input Multiple Output (MIMO) linear and nonlinear models. Three time series coming from traffic accidents domain are used. They represent the number of persons with injuries in traffic accidents of Santiago, Chile. The data were continuously collected by the Chilean Police and were weekly sampled from 2000:1 to 2014:12. The performance of MSVD is compared with the decomposition in components of low and high frequency of a commonly accepted method based on Stationary Wavelet Transform (SWT). SWT in conjunction with the Autoregressive model (SWT + MIMO-AR) and SWT in conjunction with an Autoregressive Neural Network (SWT + MIMO-ANN) were evaluated. The empirical results have shown that the best accuracy was achieved by the forecasting model based on the proposed decomposition method MSVD, in comparison with the forecasting models based on SWT. PMID:28261267

Configuring calendar variation based on time series regression method for forecasting of monthly currency inflow and outflow in Central Java

NASA Astrophysics Data System (ADS)

Setiawan, Suhartono, Ahmad, Imam Safawi; Rahmawati, Noorgam Ika

2015-12-01

Bank Indonesia (BI) as the central bank of Republic Indonesiahas a single overarching objective to establish and maintain rupiah stability. This objective could be achieved by monitoring traffic of inflow and outflow money currency. Inflow and outflow are related to stock and distribution of money currency around Indonesia territory. It will effect of economic activities. Economic activities of Indonesia,as one of Moslem country, absolutely related to Islamic Calendar (lunar calendar), that different with Gregorian calendar. This research aims to forecast the inflow and outflow money currency of Representative Office (RO) of BI Semarang Central Java region. The results of the analysis shows that the characteristics of inflow and outflow money currency influenced by the effects of the calendar variations, that is the day of Eid al-Fitr (moslem holyday) as well as seasonal patterns. In addition, the period of a certain week during Eid al-Fitr also affect the increase of inflow and outflow money currency. The best model based on the value of the smallestRoot Mean Square Error (RMSE) for inflow data is ARIMA model. While the best model for predicting the outflow data in RO of BI Semarang is ARIMAX model or Time Series Regression, because both of them have the same model. The results forecast in a period of 2015 shows an increase of inflow money currency happened in August, while the increase in outflow money currency happened in July.

Beyond Rating Curves: Time Series Models for in-Stream Turbidity Prediction

NASA Astrophysics Data System (ADS)

Wang, L.; Mukundan, R.; Zion, M.; Pierson, D. C.

2012-12-01

The New York City Department of Environmental Protection (DEP) manages New York City's water supply, which is comprised of over 20 reservoirs and supplies over 1 billion gallons of water per day to more than 9 million customers. DEP's "West of Hudson" reservoirs located in the Catskill Mountains are unfiltered per a renewable filtration avoidance determination granted by the EPA. While water quality is usually pristine, high volume storm events occasionally cause the reservoirs to become highly turbid. A logical strategy for turbidity control is to temporarily remove the turbid reservoirs from service. While effective in limiting delivery of turbid water and reducing the need for in-reservoir alum flocculation, this strategy runs the risk of negatively impacting water supply reliability. Thus, it is advantageous for DEP to understand how long a particular turbidity event will affect their system. In order to understand the duration, intensity and total load of a turbidity event, predictions of future in-stream turbidity values are important. Traditionally, turbidity predictions have been carried out by applying streamflow observations/forecasts to a flow-turbidity rating curve. However, predictions from rating curves are often inaccurate due to inter- and intra-event variability in flow-turbidity relationships. Predictions can be improved by applying an autoregressive moving average (ARMA) time series model in combination with a traditional rating curve. Since 2003, DEP and the Upstate Freshwater Institute have compiled a relatively consistent set of 15-minute turbidity observations at various locations on Esopus Creek above Ashokan Reservoir. Using daily averages of this data and streamflow observations at nearby USGS gauges, flow-turbidity rating curves were developed via linear regression. Time series analysis revealed that the linear regression residuals may be represented using an ARMA(1,2) process. Based on this information, flow-turbidity regressions with ARMA(1,2) errors were fit to the observations. Preliminary model validation exercises at a 30-day forecast horizon show that the ARMA error models generally improve the predictive skill of the linear regression rating curves. Skill seems to vary based on the ambient hydrologic conditions at the onset of the forecast. For example, ARMA error model forecasts issued before a high flow/turbidity event do not show significant improvements over the rating curve approach. However, ARMA error model forecasts issued during the "falling limb" of the hydrograph are significantly more accurate than rating curves for both single day and accumulated event predictions. In order to assist in reservoir operations decisions associated with turbidity events and general water supply reliability, DEP has initiated design of an Operations Support Tool (OST). OST integrates a reservoir operations model with 2D hydrodynamic water quality models and a database compiling near-real-time data sources and hydrologic forecasts. Currently, OST uses conventional flow-turbidity rating curves and hydrologic forecasts for predictive turbidity inputs. Given the improvements in predictive skill over traditional rating curves, the ARMA error models are currently being evaluated as an addition to DEP's Operations Support Tool.

Time-Series Approaches for Forecasting the Number of Hospital Daily Discharged Inpatients.

PubMed

Ting Zhu; Li Luo; Xinli Zhang; Yingkang Shi; Wenwu Shen

2017-03-01

For hospitals where decisions regarding acceptable rates of elective admissions are made in advance based on expected available bed capacity and emergency requests, accurate predictions of inpatient bed capacity are especially useful for capacity reservation purposes. As given, the remaining unoccupied beds at the end of each day, bed capacity of the next day can be obtained by examining the forecasts of the number of discharged patients during the next day. The features of fluctuations in daily discharges like trend, seasonal cycles, special-day effects, and autocorrelation complicate decision optimizing, while time-series models can capture these features well. This research compares three models: a model combining seasonal regression and ARIMA, a multiplicative seasonal ARIMA (MSARIMA) model, and a combinatorial model based on MSARIMA and weighted Markov Chain models in generating forecasts of daily discharges. The models are applied to three years of discharge data of an entire hospital. Several performance measures like the direction of the symmetry value, normalized mean squared error, and mean absolute percentage error are utilized to capture the under- and overprediction in model selection. The findings indicate that daily discharges can be forecast by using the proposed models. A number of important practical implications are discussed, such as the use of accurate forecasts in discharge planning, admission scheduling, and capacity reservation.

AE Geomagnetic Index Predictability for High Speed Solar Wind Streams: A Wavelet Decomposition Technique

NASA Technical Reports Server (NTRS)

Guarnieri, Fernando L.; Tsurutani, Bruce T.; Hajra, Rajkumar; Echer, Ezequiel; Gonzalez, Walter D.; Mannucci, Anthony J.

2014-01-01

High speed solar wind streams cause geomagnetic activity at Earth. In this study we have applied a wavelet interactive filtering and reconstruction technique on the solar wind magnetic field components and AE index series to allowed us to investigate the relationship between the two. The IMF Bz component was found as the most significant solar wind parameter responsible by the control of the AE activity. Assuming magnetic reconnection associated to southward directed Bz is the main mechanism transferring energy into the magnetosphere, we adjust parameters to forecast the AE index. The adjusted routine is able to forecast AE, based only on the Bz measured at the L1 Lagrangian point. This gives a prediction approximately 30-70 minutes in advance of the actual geomagnetic activity. The correlation coefficient between the observed AE data and the forecasted series reached values higher than 0.90. In some cases the forecast reproduced particularities observed in the signal very well.The high correlation values observed and the high efficacy of the forecasting can be taken as a confirmation that reconnection is the main physical mechanism responsible for the energy transfer during HILDCAAs. The study also shows that the IMF Bz component low frequencies are most important for AE prediction.

Forecasting Natural Rubber Price In Malaysia Using Arima

NASA Astrophysics Data System (ADS)

Zahari, Fatin Z.; Khalid, Kamil; Roslan, Rozaini; Sufahani, Suliadi; Mohamad, Mahathir; Saifullah Rusiman, Mohd; Ali, Maselan

2018-04-01

This paper contains introduction, materials and methods, results and discussions, conclusions and references. Based on the title mentioned, high volatility of the price of natural rubber nowadays will give the significant risk to the producers, traders, consumers, and others parties involved in the production of natural rubber. To help them in making decisions, forecasting is needed to predict the price of natural rubber. The main objective of the research is to forecast the upcoming price of natural rubber by using the reliable statistical method. The data are gathered from Malaysia Rubber Board which the data are from January 2000 until December 2015. In this research, average monthly price of Standard Malaysia Rubber 20 (SMR20) will be forecast by using Box-Jenkins approach. Time series plot is used to determine the pattern of the data. The data have trend pattern which indicates the data is non-stationary data and the data need to be transformed. By using the Box-Jenkins method, the best fit model for the time series data is ARIMA (1, 1, 0) which this model satisfy all the criteria needed. Hence, ARIMA (1, 1, 0) is the best fitted model and the model will be used to forecast the average monthly price of Standard Malaysia Rubber 20 (SMR20) for twelve months ahead.

Online time and resource management based on surgical workflow time series analysis.

PubMed

Maktabi, M; Neumuth, T

2017-02-01

Hospitals' effectiveness and efficiency can be enhanced by automating the resource and time management of the most cost-intensive unit in the hospital: the operating room (OR). The key elements required for the ideal organization of hospital staff and technical resources (such as instruments in the OR) are an exact online forecast of both the surgeon's resource usage and the remaining intervention time. This paper presents a novel online approach relying on time series analysis and the application of a linear time-variant system. We calculated the power spectral density and the spectrogram of surgical perspectives (e.g., used instrument) of interest to compare several surgical workflows. Considering only the use of the surgeon's right hand during an intervention, we were able to predict the remaining intervention time online with an error of 21 min 45 s ±9 min 59 s for lumbar discectomy. Furthermore, the performance of forecasting of technical resource usage in the next 20 min was calculated for a combination of spectral analysis and the application of a linear time-variant system (sensitivity: 74 %; specificity: 75 %) focusing on just the use of surgeon's instrument in question. The outstanding benefit of these methods is that the automated recording of surgical workflows has minimal impact during interventions since the whole set of surgical perspectives need not be recorded. The resulting predictions can help various stakeholders such as OR staff and hospital technicians. Moreover, reducing resource conflicts could well improve patient care.

New Approach To Hour-By-Hour Weather Forecast

NASA Astrophysics Data System (ADS)

Liao, Q. Q.; Wang, B.

2017-12-01

Fine hourly forecast in single station weather forecast is required in many human production and life application situations. Most previous MOS (Model Output Statistics) which used a linear regression model are hard to solve nonlinear natures of the weather prediction and forecast accuracy has not been sufficient at high temporal resolution. This study is to predict the future meteorological elements including temperature, precipitation, relative humidity and wind speed in a local region over a relatively short period of time at hourly level. By means of hour-to-hour NWP (Numeral Weather Prediction)meteorological field from Forcastio (https://darksky.net/dev/docs/forecast) and real-time instrumental observation including 29 stations in Yunnan and 3 stations in Tianjin of China from June to October 2016, predictions are made of the 24-hour hour-by-hour ahead. This study presents an ensemble approach to combine the information of instrumental observation itself and NWP. Use autoregressive-moving-average (ARMA) model to predict future values of the observation time series. Put newest NWP products into the equations derived from the multiple linear regression MOS technique. Handle residual series of MOS outputs with autoregressive (AR) model for the linear property presented in time series. Due to the complexity of non-linear property of atmospheric flow, support vector machine (SVM) is also introduced . Therefore basic data quality control and cross validation makes it able to optimize the model function parameters , and do 24 hours ahead residual reduction with AR/SVM model. Results show that AR model technique is better than corresponding multi-variant MOS regression method especially at the early 4 hours when the predictor is temperature. MOS-AR combined model which is comparable to MOS-SVM model outperform than MOS. Both of their root mean square error and correlation coefficients for 2 m temperature are reduced to 1.6 degree Celsius and 0.91 respectively. The forecast accuracy of 24- hour forecast deviation no more than 2 degree Celsius is 78.75 % for MOS-AR model and 81.23 % for AR model.

Using a cross correlation technique to refine the accuracy of the Failure Forecast Method: Application to Soufrière Hills volcano, Montserrat

NASA Astrophysics Data System (ADS)

Salvage, R. O.; Neuberg, J. W.

2016-09-01

Prior to many volcanic eruptions, an acceleration in seismicity has been observed, suggesting the potential for this as a forecasting tool. The Failure Forecast Method (FFM) relates an accelerating precursor to the timing of failure by an empirical power law, with failure being defined in this context as the onset of an eruption. Previous applications of the FFM have used a wide variety of accelerating time series, often generating questionable forecasts with large misfits between data and the forecast, as well as the generation of a number of different forecasts from the same data series. Here, we show an alternative approach applying the FFM in combination with a cross correlation technique which identifies seismicity from a single active source mechanism and location at depth. Isolating a single system at depth avoids additional uncertainties introduced by averaging data over a number of different accelerating phenomena, and consequently reduces the misfit between the data and the forecast. Similar seismic waveforms were identified in the precursory accelerating seismicity to dome collapses at Soufrière Hills volcano, Montserrat in June 1997, July 2003 and February 2010. These events were specifically chosen since they represent a spectrum of collapse scenarios at this volcano. The cross correlation technique generates a five-fold increase in the number of seismic events which could be identified from continuous seismic data rather than using triggered data, thus providing a more holistic understanding of the ongoing seismicity at the time. The use of similar seismicity as a forecasting tool for collapses in 1997 and 2003 greatly improved the forecasted timing of the dome collapse, as well as improving the confidence in the forecast, thereby outperforming the classical application of the FFM. We suggest that focusing on a single active seismic system at depth allows a more accurate forecast of some of the major dome collapses from the ongoing eruption at Soufrière Hills volcano, and provides a simple addition to the well-used methodology of the FFM.

Ocean rogue waves and their phase space dynamics in the limit of a linear interference model.

PubMed

Birkholz, Simon; Brée, Carsten; Veselić, Ivan; Demircan, Ayhan; Steinmeyer, Günter

2016-10-12

We reanalyse the probability for formation of extreme waves using the simple model of linear interference of a finite number of elementary waves with fixed amplitude and random phase fluctuations. Under these model assumptions no rogue waves appear when less than 10 elementary waves interfere with each other. Above this threshold rogue wave formation becomes increasingly likely, with appearance frequencies that may even exceed long-term observations by an order of magnitude. For estimation of the effective number of interfering waves, we suggest the Grassberger-Procaccia dimensional analysis of individual time series. For the ocean system, it is further shown that the resulting phase space dimension may vary, such that the threshold for rogue wave formation is not always reached. Time series analysis as well as the appearance of particular focusing wind conditions may enable an effective forecast of such rogue-wave prone situations. In particular, extracting the dimension from ocean time series allows much more specific estimation of the rogue wave probability.

Ocean rogue waves and their phase space dynamics in the limit of a linear interference model

PubMed Central

Birkholz, Simon; Brée, Carsten; Veselić, Ivan; Demircan, Ayhan; Steinmeyer, Günter

2016-01-01

We reanalyse the probability for formation of extreme waves using the simple model of linear interference of a finite number of elementary waves with fixed amplitude and random phase fluctuations. Under these model assumptions no rogue waves appear when less than 10 elementary waves interfere with each other. Above this threshold rogue wave formation becomes increasingly likely, with appearance frequencies that may even exceed long-term observations by an order of magnitude. For estimation of the effective number of interfering waves, we suggest the Grassberger-Procaccia dimensional analysis of individual time series. For the ocean system, it is further shown that the resulting phase space dimension may vary, such that the threshold for rogue wave formation is not always reached. Time series analysis as well as the appearance of particular focusing wind conditions may enable an effective forecast of such rogue-wave prone situations. In particular, extracting the dimension from ocean time series allows much more specific estimation of the rogue wave probability. PMID:27731411

Time series modeling and forecasting using memetic algorithms for regime-switching models.

PubMed

Bergmeir, Christoph; Triguero, Isaac; Molina, Daniel; Aznarte, José Luis; Benitez, José Manuel

2012-11-01

In this brief, we present a novel model fitting procedure for the neuro-coefficient smooth transition autoregressive model (NCSTAR), as presented by Medeiros and Veiga. The model is endowed with a statistically founded iterative building procedure and can be interpreted in terms of fuzzy rule-based systems. The interpretability of the generated models and a mathematically sound building procedure are two very important properties of forecasting models. The model fitting procedure employed by the original NCSTAR is a combination of initial parameter estimation by a grid search procedure with a traditional local search algorithm. We propose a different fitting procedure, using a memetic algorithm, in order to obtain more accurate models. An empirical evaluation of the method is performed, applying it to various real-world time series originating from three forecasting competitions. The results indicate that we can significantly enhance the accuracy of the models, making them competitive to models commonly used in the field.

A deep learning framework for financial time series using stacked autoencoders and long-short term memory.

PubMed

Bao, Wei; Yue, Jun; Rao, Yulei

2017-01-01

The application of deep learning approaches to finance has received a great deal of attention from both investors and researchers. This study presents a novel deep learning framework where wavelet transforms (WT), stacked autoencoders (SAEs) and long-short term memory (LSTM) are combined for stock price forecasting. The SAEs for hierarchically extracted deep features is introduced into stock price forecasting for the first time. The deep learning framework comprises three stages. First, the stock price time series is decomposed by WT to eliminate noise. Second, SAEs is applied to generate deep high-level features for predicting the stock price. Third, high-level denoising features are fed into LSTM to forecast the next day's closing price. Six market indices and their corresponding index futures are chosen to examine the performance of the proposed model. Results show that the proposed model outperforms other similar models in both predictive accuracy and profitability performance.

Forecasting stochastic neural network based on financial empirical mode decomposition.

PubMed

Wang, Jie; Wang, Jun

2017-06-01

In an attempt to improve the forecasting accuracy of stock price fluctuations, a new one-step-ahead model is developed in this paper which combines empirical mode decomposition (EMD) with stochastic time strength neural network (STNN). The EMD is a processing technique introduced to extract all the oscillatory modes embedded in a series, and the STNN model is established for considering the weight of occurrence time of the historical data. The linear regression performs the predictive availability of the proposed model, and the effectiveness of EMD-STNN is revealed clearly through comparing the predicted results with the traditional models. Moreover, a new evaluated method (q-order multiscale complexity invariant distance) is applied to measure the predicted results of real stock index series, and the empirical results show that the proposed model indeed displays a good performance in forecasting stock market fluctuations. Copyright © 2017 Elsevier Ltd. All rights reserved.

Forecasting monthly inflow discharge of the Iffezheim reservoir using data-driven models

NASA Astrophysics Data System (ADS)

Zhang, Qing; Aljoumani, Basem; Hillebrand, Gudrun; Hoffmann, Thomas; Hinkelmann, Reinhard

2017-04-01

River stream flow is an essential element in hydrology study fields, especially for reservoir management, since it defines input into reservoirs. Forecasting this stream flow plays an important role in short or long-term planning and management in the reservoir, e.g. optimized reservoir and hydroelectric operation or agricultural irrigation. Highly accurate flow forecasting can significantly reduce economic losses and is always pursued by reservoir operators. Therefore, hydrologic time series forecasting has received tremendous attention of researchers. Many models have been proposed to improve the hydrological forecasting. Due to the fact that most natural phenomena occurring in environmental systems appear to behave in random or probabilistic ways, different cases may need a different methods to forecast the inflow and even a unique treatment to improve the forecast accuracy. The purpose of this study is to determine an appropriate model for forecasting monthly inflow to the Iffezheim reservoir in Germany, which is the last of the barrages in the Upper Rhine. Monthly time series of discharges, measured from 1946 to 2001 at the Plittersdorf station, which is located 6 km downstream of the Iffezheim reservoir, were applied. The accuracies of the used stochastic models - Fiering model and Auto-Regressive Integrated Moving Average models (ARIMA) are compared with Artificial Intelligence (AI) models - single Artificial Neural Network (ANN) and Wavelet ANN models (WANN). The Fiering model is a linear stochastic model and used for generating synthetic monthly data. The basic idea in modeling time series using ARIMA is to identify a simple model with as few model parameters as possible in order to provide a good statistical fit to the data. To identify and fit the ARIMA models, four phase approaches were used: identification, parameter estimation, diagnostic checking, and forecasting. An automatic selection criterion, such as the Akaike information criterion, is utilized to enhance this flexible approach to set up the model. As distinct from both stochastic models, the ANN and its related conjunction methods Wavelet-ANN (WANN) models are effective to handle non-linear systems and have been developed with antecedent flows as inputs to forecast up to 12-months lead-time for the Iffezheim reservoir. In the ANN and WANN models, the Feed Forward Back Propagation method (FFBP) is applied. The sigmoid activity and linear functions were used with several different neurons for the hidden layers and for the output layer, respectively. To compare the accuracy of the different models and identify the most suitable model for reliable forecasting, four quantitative standard statistical performance evaluation measures, the root mean square error (RMSE), the mean bias error (MAE) and the determination correlation coefficient (DC), are employed. The results reveal that the ARIMA (2, 1, 2) performs better than Fiering, ANN and WANN models. Further, the WANN model is found to be slightly better than the ANN model for forecasting monthly inflow of the Iffezheim reservoir. As a result, by using the ARIMA model, the predicted and observed values agree reasonably well.

An information-theoretical perspective on weighted ensemble forecasts

NASA Astrophysics Data System (ADS)

Weijs, Steven V.; van de Giesen, Nick

2013-08-01

This paper presents an information-theoretical method for weighting ensemble forecasts with new information. Weighted ensemble forecasts can be used to adjust the distribution that an existing ensemble of time series represents, without modifying the values in the ensemble itself. The weighting can, for example, add new seasonal forecast information in an existing ensemble of historically measured time series that represents climatic uncertainty. A recent article in this journal compared several methods to determine the weights for the ensemble members and introduced the pdf-ratio method. In this article, a new method, the minimum relative entropy update (MRE-update), is presented. Based on the principle of minimum discrimination information, an extension of the principle of maximum entropy (POME), the method ensures that no more information is added to the ensemble than is present in the forecast. This is achieved by minimizing relative entropy, with the forecast information imposed as constraints. From this same perspective, an information-theoretical view on the various weighting methods is presented. The MRE-update is compared with the existing methods and the parallels with the pdf-ratio method are analysed. The paper provides a new, information-theoretical justification for one version of the pdf-ratio method that turns out to be equivalent to the MRE-update. All other methods result in sets of ensemble weights that, seen from the information-theoretical perspective, add either too little or too much (i.e. fictitious) information to the ensemble.

Localized landslide risk assessment with multi pass L band DInSAR analysis

NASA Astrophysics Data System (ADS)

Yun, HyeWon; Rack Kim, Jung; Lin, Shih-Yuan; Choi, YunSoo

2014-05-01

In terms of data availability and error correction, landslide forecasting by Differential Interferometric SAR (DInSAR) analysis is not easy task. Especially, the landslides by the anthropogenic construction activities frequently occurred in the localized cutting side of mountainous area. In such circumstances, it is difficult to attain sufficient enough accuracy because of the external factors inducing the error component in electromagnetic wave propagation. For instance, the local climate characteristics such as orographic effect and the proximity to water source can produce the significant anomalies in the water vapor distribution and consequently result in the error components of InSAR phase angle measurements. Moreover the high altitude parts of target area cause the stratified tropospheric delay error in DInSAR measurement. The other obstacle in DInSAR observation over the potential landside site is the vegetation canopy which causes the decorrelation of InSAR phase. Thus rather than C band sensor such as ENVISAT, ERS and RADARSAT, DInSAR analysis with L band ALOS PLASAR is more recommendable. Together with the introduction of L band DInSAR analysis, the improved DInSAR technique to cope all above obstacles is necessary. Thus we employed two approaches i.e. StaMPS/MTI (Stanford Method for Persistent Scatterers/Multi-Temporal InSAR, Hopper et al., 2007) which was newly developed for extracting the reliable deformation values through time series analysis and two pass DInSAR with the error term compensation based on the external weather information in this study. Since the water vapor observation from spaceborne radiometer is not feasible by the temporal gap in this case, the quantities from weather Research Forecasting (WRF) with 1 km spatial resolution was used to address the atmospheric phase error in two pass DInSAR analysis. Also it was observed that base DEM offset with time dependent perpendicular baselines of InSAR time series produce a significant error even in the advanced time series techniques such as StaMPS/MTI. We tried to compensate with the algorithmic base together with the usage of high resolution LIDAR DEM. The target area of this study is the eastern part of Korean peninsula centered. In there, the landslide originated by the geomorphic factors such as high sloped topography and localized torrential down pour is critical issue. The surface deformations from error corrected two pass DInSAR and StaMPS/MTI are crossly compared and validated with the landslide triggering factors such as vegetation, slope and geological properties. The study will be further extended for the application of future SAR sensors by incorporating the dynamic analysis of topography to implement practical landslide forecasting scheme.

Clustering of financial time series with application to index and enhanced index tracking portfolio

NASA Astrophysics Data System (ADS)

Dose, Christian; Cincotti, Silvano

2005-09-01

A stochastic-optimization technique based on time series cluster analysis is described for index tracking and enhanced index tracking problems. Our methodology solves the problem in two steps, i.e., by first selecting a subset of stocks and then setting the weight of each stock as a result of an optimization process (asset allocation). Present formulation takes into account constraints on the number of stocks and on the fraction of capital invested in each of them, whilst not including transaction costs. Computational results based on clustering selection are compared to those of random techniques and show the importance of clustering in noise reduction and robust forecasting applications, in particular for enhanced index tracking.

Empirical seasonal forecasts of the NAO

NASA Astrophysics Data System (ADS)

Sanchezgomez, E.; Ortizbevia, M.

2003-04-01

We present here seasonal forecasts of the North Atlantic Oscillation (NAO) issued from ocean predictors with an empirical procedure. The Singular Values Decomposition (SVD) of the cross-correlation matrix between predictor and predictand fields at the lag used for the forecast lead is at the core of the empirical model. The main predictor field are sea surface temperature anomalies, although sea ice cover anomalies are also used. Forecasts are issued in probabilistic form. The model is an improvement over a previous version (1), where Sea Level Pressure Anomalies were first forecast, and the NAO Index built from this forecast field. Both correlation skill between forecast and observed field, and number of forecasts that hit the correct NAO sign, are used to assess the forecast performance , usually above those values found in the case of forecasts issued assuming persistence. For certain seasons and/or leads, values of the skill are above the .7 usefulness treshold. References (1) SanchezGomez, E. and Ortiz Bevia M., 2002, Estimacion de la evolucion pluviometrica de la Espana Seca atendiendo a diversos pronosticos empiricos de la NAO, in 'El Agua y el Clima', Publicaciones de la AEC, Serie A, N 3, pp 63-73, Palma de Mallorca, Spain

Elucidation and short-term forecasting of microcystin concentrations in Lake Suwa (Japan) by means of artificial neural networks and evolutionary algorithms.

PubMed

Chan, Wai Sum; Recknagel, Friedrich; Cao, Hongqing; Park, Ho-Dong

2007-05-01

Non-supervised artificial neural networks (ANN) and hybrid evolutionary algorithms (EA) were applied to analyse and model 12 years of limnological time-series data of the shallow hypertrophic Lake Suwa in Japan. The results have improved understanding of relationships between changing microcystin concentrations, Microcystis species abundances and annual rainfall intensity. The data analysis by non-supervised ANN revealed that total Microcystis abundance and extra-cellular microcystin concentrations in typical dry years are much higher than those in typical wet years. It also showed that high microcystin concentrations in dry years coincided with the dominance of the toxic Microcystis viridis whilst in typical wet years non-toxic Microcystis ichthyoblabe were dominant. Hybrid EA were used to discover rule sets to explain and forecast the occurrence of high microcystin concentrations in relation to water quality and climate conditions. The results facilitated early warning by 3-days-ahead forecasting of microcystin concentrations based on limnological and meteorological input data, achieving an r(2)=0.74 for testing.

Monthly streamflow forecasting with auto-regressive integrated moving average

NASA Astrophysics Data System (ADS)

Nasir, Najah; Samsudin, Ruhaidah; Shabri, Ani

2017-09-01

Forecasting of streamflow is one of the many ways that can contribute to better decision making for water resource management. The auto-regressive integrated moving average (ARIMA) model was selected in this research for monthly streamflow forecasting with enhancement made by pre-processing the data using singular spectrum analysis (SSA). This study also proposed an extension of the SSA technique to include a step where clustering was performed on the eigenvector pairs before reconstruction of the time series. The monthly streamflow data of Sungai Muda at Jeniang, Sungai Muda at Jambatan Syed Omar and Sungai Ketil at Kuala Pegang was gathered from the Department of Irrigation and Drainage Malaysia. A ratio of 9:1 was used to divide the data into training and testing sets. The ARIMA, SSA-ARIMA and Clustered SSA-ARIMA models were all developed in R software. Results from the proposed model are then compared to a conventional auto-regressive integrated moving average model using the root-mean-square error and mean absolute error values. It was found that the proposed model can outperform the conventional model.

The Utilization of the Behavioral Sciences in Long Range Forecasting and Policy Planning Volume I. Appendices

DTIC Science & Technology

1976-08-01

foreign policy dynamics, the structure of a theory cannot in {.eneral be derived from statistical analysis of time series data ( Brunner (1071), Thorson...and where such scientific knowledge la applicable. Recent attention in theory and research on the bureaucratic, handling of foreign policy...process. Some of ^.z element» of thase concerns can be made explicit if we introduce modern systems theories which seek to treat organizations as

Adaptive spline autoregression threshold method in forecasting Mitsubishi car sales volume at PT Srikandi Diamond Motors

NASA Astrophysics Data System (ADS)

Susanti, D.; Hartini, E.; Permana, A.

2017-01-01

Sale and purchase of the growing competition between companies in Indonesian, make every company should have a proper planning in order to win the competition with other companies. One of the things that can be done to design the plan is to make car sales forecast for the next few periods, it’s required that the amount of inventory of cars that will be sold in proportion to the number of cars needed. While to get the correct forecasting, on of the methods that can be used is the method of Adaptive Spline Threshold Autoregression (ASTAR). Therefore, this time the discussion will focus on the use of Adaptive Spline Threshold Autoregression (ASTAR) method in forecasting the volume of car sales in PT.Srikandi Diamond Motors using time series data.In the discussion of this research, forecasting using the method of forecasting value Adaptive Spline Threshold Autoregression (ASTAR) produce approximately correct.

Forecasting the Emergency Department Patients Flow.

PubMed

Afilal, Mohamed; Yalaoui, Farouk; Dugardin, Frédéric; Amodeo, Lionel; Laplanche, David; Blua, Philippe

2016-07-01

Emergency department (ED) have become the patient's main point of entrance in modern hospitals causing it frequent overcrowding, thus hospital managers are increasingly paying attention to the ED in order to provide better quality service for patients. One of the key elements for a good management strategy is demand forecasting. In this case, forecasting patients flow, which will help decision makers to optimize human (doctors, nurses…) and material(beds, boxs…) resources allocation. The main interest of this research is forecasting daily attendance at an emergency department. The study was conducted on the Emergency Department of Troyes city hospital center, France, in which we propose a new practical ED patients classification that consolidate the CCMU and GEMSA categories into one category and innovative time-series based models to forecast long and short term daily attendance. The models we developed for this case study shows very good performances (up to 91,24 % for the annual Total flow forecast) and robustness to epidemic periods.

The development rainfall forecasting using kalman filter

NASA Astrophysics Data System (ADS)

Zulfi, Mohammad; Hasan, Moh.; Dwidja Purnomo, Kosala

2018-04-01

Rainfall forecasting is very interesting for agricultural planing. Rainfall information is useful to make decisions about the plan planting certain commodities. In this studies, the rainfall forecasting by ARIMA and Kalman Filter method. Kalman Filter method is used to declare a time series model of which is shown in the form of linear state space to determine the future forecast. This method used a recursive solution to minimize error. The rainfall data in this research clustered by K-means clustering. Implementation of Kalman Filter method is for modelling and forecasting rainfall in each cluster. We used ARIMA (p,d,q) to construct a state space for KalmanFilter model. So, we have four group of the data and one model in each group. In conclusions, Kalman Filter method is better than ARIMA model for rainfall forecasting in each group. It can be showed from error of Kalman Filter method that smaller than error of ARIMA model.

Multilayer Stock Forecasting Model Using Fuzzy Time Series

PubMed Central

Javedani Sadaei, Hossein; Lee, Muhammad Hisyam

2014-01-01

After reviewing the vast body of literature on using FTS in stock market forecasting, certain deficiencies are distinguished in the hybridization of findings. In addition, the lack of constructive systematic framework, which can be helpful to indicate direction of growth in entire FTS forecasting systems, is outstanding. In this study, we propose a multilayer model for stock market forecasting including five logical significant layers. Every single layer has its detailed concern to assist forecast development by reconciling certain problems exclusively. To verify the model, a set of huge data containing Taiwan Stock Index (TAIEX), National Association of Securities Dealers Automated Quotations (NASDAQ), Dow Jones Industrial Average (DJI), and S&P 500 have been chosen as experimental datasets. The results indicate that the proposed methodology has the potential to be accepted as a framework for model development in stock market forecasts using FTS. PMID:24605058

Forecasting Performance of Grey Prediction for Education Expenditure and School Enrollment

ERIC Educational Resources Information Center

Tang, Hui-Wen Vivian; Yin, Mu-Shang

2012-01-01

GM(1,1) and GM(1,1) rolling models derived from grey system theory were estimated using time-series data from projection studies by National Center for Education Statistics (NCES). An out-of-sample forecasting competition between the two grey prediction models and exponential smoothing used by NCES was conducted for education expenditure and…

Forecasting Natural Gas Prices Using Wavelets, Time Series, and Artificial Neural Networks

PubMed Central

2015-01-01

Following the unconventional gas revolution, the forecasting of natural gas prices has become increasingly important because the association of these prices with those of crude oil has weakened. With this as motivation, we propose some modified hybrid models in which various combinations of the wavelet approximation, detail components, autoregressive integrated moving average, generalized autoregressive conditional heteroskedasticity, and artificial neural network models are employed to predict natural gas prices. We also emphasize the boundary problem in wavelet decomposition, and compare results that consider the boundary problem case with those that do not. The empirical results show that our suggested approach can handle the boundary problem, such that it facilitates the extraction of the appropriate forecasting results. The performance of the wavelet-hybrid approach was superior in all cases, whereas the application of detail components in the forecasting was only able to yield a small improvement in forecasting performance. Therefore, forecasting with only an approximation component would be acceptable, in consideration of forecasting efficiency. PMID:26539722

Forecasting Natural Gas Prices Using Wavelets, Time Series, and Artificial Neural Networks.

PubMed

Jin, Junghwan; Kim, Jinsoo

2015-01-01

Following the unconventional gas revolution, the forecasting of natural gas prices has become increasingly important because the association of these prices with those of crude oil has weakened. With this as motivation, we propose some modified hybrid models in which various combinations of the wavelet approximation, detail components, autoregressive integrated moving average, generalized autoregressive conditional heteroskedasticity, and artificial neural network models are employed to predict natural gas prices. We also emphasize the boundary problem in wavelet decomposition, and compare results that consider the boundary problem case with those that do not. The empirical results show that our suggested approach can handle the boundary problem, such that it facilitates the extraction of the appropriate forecasting results. The performance of the wavelet-hybrid approach was superior in all cases, whereas the application of detail components in the forecasting was only able to yield a small improvement in forecasting performance. Therefore, forecasting with only an approximation component would be acceptable, in consideration of forecasting efficiency.

Computer simulations of space-borne meteorological systems on the CYBER 205

NASA Technical Reports Server (NTRS)

Halem, M.

1984-01-01

Because of the extreme expense involved in developing and flight testing meteorological instruments, an extensive series of numerical modeling experiments to simulate the performance of meteorological observing systems were performed on CYBER 205. The studies compare the relative importance of different global measurements of individual and composite systems of the meteorological variables needed to determine the state of the atmosphere. The assessments are made in terms of the systems ability to improve 12 hour global forecasts. Each experiment involves the daily assimilation of simulated data that is obtained from a data set called nature. This data is obtained from two sources: first, a long two-month general circulation integration with the GLAS 4th Order Forecast Model and second, global analysis prepared by the National Meteorological Center, NOAA, from the current observing systems twice daily.

Time series analysis of temporal trends in the pertussis incidence in Mainland China from 2005 to 2016.

PubMed

Zeng, Qianglin; Li, Dandan; Huang, Gui; Xia, Jin; Wang, Xiaoming; Zhang, Yamei; Tang, Wanping; Zhou, Hui

2016-08-31

Short-term forecast of pertussis incidence is helpful for advanced warning and planning resource needs for future epidemics. By utilizing the Auto-Regressive Integrated Moving Average (ARIMA) model and Exponential Smoothing (ETS) model as alterative models with R software, this paper analyzed data from Chinese Center for Disease Control and Prevention (China CDC) between January 2005 and June 2016. The ARIMA (0,1,0)(1,1,1)12 model (AICc = 1342.2 BIC = 1350.3) was selected as the best performing ARIMA model and the ETS (M,N,M) model (AICc = 1678.6, BIC = 1715.4) was selected as the best performing ETS model, and the ETS (M,N,M) model with the minimum RMSE was finally selected for in-sample-simulation and out-of-sample forecasting. Descriptive statistics showed that the reported number of pertussis cases by China CDC increased by 66.20% from 2005 (4058 cases) to 2015 (6744 cases). According to Hodrick-Prescott filter, there was an apparent cyclicity and seasonality in the pertussis reports. In out of sample forecasting, the model forecasted a relatively high incidence cases in 2016, which predicates an increasing risk of ongoing pertussis resurgence in the near future. In this regard, the ETS model would be a useful tool in simulating and forecasting the incidence of pertussis, and helping decision makers to take efficient decisions based on the advanced warning of disease incidence.

Simulating surface oil transport during the Deepwater Horizon oil spill: Experiments with the BioCast system

NASA Astrophysics Data System (ADS)

Jolliff, Jason Keith; Smith, Travis A.; Ladner, Sherwin; Arnone, Robert A.

2014-03-01

The U.S. Naval Research Laboratory (NRL) is developing nowcast/forecast software systems designed to combine satellite ocean color data streams with physical circulation models in order to produce prognostic fields of ocean surface materials. The Deepwater Horizon oil spill in the Gulf of Mexico provided a test case for the Bio-Optical Forecasting (BioCast) system to rapidly combine the latest satellite imagery of the oil slick distribution with surface circulation fields in order to produce oil slick transport scenarios and forecasts. In one such sequence of experiments, MODIS satellite true color images were combined with high-resolution ocean circulation forecasts from the Coupled Ocean-Atmosphere Mesoscale Prediction System (COAMPS®) to produce 96-h oil transport simulations. These oil forecasts predicted a major oil slick landfall at Grand Isle, Louisiana, USA that was subsequently observed. A key driver of the landfall scenario was the development of a coastal buoyancy current associated with Mississippi River Delta freshwater outflow. In another series of experiments, longer-term regional circulation model results were combined with oil slick source/sink scenarios to simulate the observed containment of surface oil within the Gulf of Mexico. Both sets of experiments underscore the importance of identifying and simulating potential hydrodynamic conduits of surface oil transport. The addition of explicit sources and sinks of surface oil concentrations provides a framework for increasingly complex oil spill modeling efforts that extend beyond horizontal trajectory analysis.

Categorizing the severity of paralytic shellfish poisoning outbreaks in the Gulf of Maine for forecasting and management

NASA Astrophysics Data System (ADS)

Kleindinst, Judith L.; Anderson, Donald M.; McGillicuddy, Dennis J.; Stumpf, Richard P.; Fisher, Kathleen M.; Couture, Darcie A.; Michael Hickey, J.; Nash, Christopher

2014-05-01

Development of forecasting systems for harmful algal blooms (HABs) has been a long-standing research and management goal. Significant progress has been made in the Gulf of Maine, where seasonal bloom forecasts are now being issued annually using Alexandrium fundyense cyst abundance maps and a population dynamics model developed for that organism. Thus far, these forecasts have used terms such as “significant”, “moderately large” or “moderate” to convey the extent of forecasted paralytic shellfish poisoning (PSP) outbreaks. In this study, historical shellfish harvesting closure data along the coast of the Gulf of Maine were used to derive a series of bloom severity levels that are analogous to those used to define major storms like hurricanes or tornados. Thirty-four years of PSP-related shellfish closure data for Maine, Massachusetts and New Hampshire were collected and mapped to depict the extent of coastline closure in each year. Due to fractal considerations, different methods were explored for measuring length of coastline closed. Ultimately, a simple procedure was developed using arbitrary straight-line segments to represent specific sections of the coastline. This method was consistently applied to each year’s PSP toxicity closure map to calculate the total length of coastline closed. Maps were then clustered together statistically to yield distinct groups of years with similar characteristics. A series of categories or levels was defined (“Level 1: Limited”, “Level 2: Moderate”, and “Level 3: Extensive”) each with an associated range of expected coastline closed, which can now be used instead of vague descriptors in future forecasts. This will provide scientifically consistent and simply defined information to the public as well as resource managers who make decisions on the basis of the forecasts.

Categorizing the severity of paralytic shellfish poisoning outbreaks in the Gulf of Maine for forecasting and management

PubMed Central

Kleindinst, Judith L.; Anderson, Donald M.; McGillicuddy, Dennis J.; Stumpf, Richard P.; Fisher, Kathleen M.; Couture, Darcie A.; Hickey, J. Michael; Nash, Christopher

2014-01-01

Development of forecasting systems for harmful algal blooms (HABs) has been a long-standing research and management goal. Significant progress has been made in the Gulf of Maine, where seasonal bloom forecasts are now being issued annually using Alexandrium fundyense cyst abundance maps and a population dynamics model developed for that organism. Thus far, these forecasts have used terms such as “significant”, “moderately large” or “moderate” to convey the extent of forecasted paralytic shellfish poisoning (PSP) outbreaks. In this study, historical shellfish harvesting closure data along the coast of the Gulf of Maine were used to derive a series of bloom severity levels that are analogous to those used to define major storms like hurricanes or tornados. Thirty-four years of PSP-related shellfish closure data for Maine, Massachusetts and New Hampshire were collected and mapped to depict the extent of coastline closure in each year. Due to fractal considerations, different methods were explored for measuring length of coastline closed. Ultimately, a simple procedure was developed using arbitrary straight-line segments to represent specific sections of the coastline. This method was consistently applied to each year’s PSP toxicity closure map to calculate the total length of coastline closed. Maps were then clustered together statistically to yield distinct groups of years with similar characteristics. A series of categories or levels was defined (“Level 1: Limited”, “Level 2: Moderate”, and “Level 3: Extensive”) each with an associated range of expected coastline closed, which can now be used instead of vague descriptors in future forecasts. This will provide scientifically consistent and simply defined information to the public as well as resource managers who make decisions on the basis of the forecasts. PMID:25076815

Local short-duration precipitation extremes in Sweden: observations, forecasts and projections

NASA Astrophysics Data System (ADS)

Olsson, Jonas; Berg, Peter; Simonsson, Lennart

2015-04-01

Local short-duration precipitation extremes (LSPEs) are a key driver of hydrological hazards, notably in steep catchments with thin soils and in urban environments. The triggered floodings, landslides, etc., have large consequences for society in terms of both economy and health. Accurate estimations of LSPEs on both climatological time-scales (past, present, future) and in real-time is thus of great importance for improved hydrological predictions as well as design of constructions and infrastructure affected by hydrological fluxes. Analysis of LSPEs is, however, associated with various limitations and uncertainties. These are to a large degree associated with the small-scale nature of the meteorological processes behind LSPEs and the associated requirements on observation sensors as well as model descriptions. Some examples of causes for the limitations involved are given in the following. - Observations: High-resolution data sets available for LSPE analyses are often limited to either relatively long series from one or a few stations or relatively short series from larger station networks. Radar data have excellent resolutions in both time and space but the estimated local precipitation intensity is still highly uncertain. New and promising techniques (e.g. microwave links) are still in their infancy. - Weather forecasts (short-range): Although forecasts with the required spatial resolution for potential generation of LSPEs (around 2-4 km) are becoming operationally available, the actual forecast precision of LSPEs is largely unknown. Forecasted LSPEs may be displaced in time or, more critically, in space which strongly affects the possibility to assess hydrological risk. - Climate projections: The spatial resolution of the current RCM generation (around 25 km) is not sufficient for proper description of LSPEs. Statistical post-processing (i.e. downscaling) is required which adds substantial uncertainty to the final result. Ensemble generation of sufficiently high-resolution RCM projections is not yet computationally feasible. In this presentation, examples of recent research in Sweden related to these aspects will be given with some main findings shown and discussed. Finally, some ongoing and future research directions will be outlined (the former hopefully accompanied by some brand-new results).

Wavelet Statistical Analysis of Low-Latitude Geomagnetic Measurements

NASA Astrophysics Data System (ADS)

Papa, A. R.; Akel, A. F.

2009-05-01

Following previous works by our group (Papa et al., JASTP, 2006), where we analyzed a series of records acquired at the Vassouras National Geomagnetic Observatory in Brazil for the month of October 2000, we introduced a wavelet analysis for the same type of data and for other periods. It is well known that wavelets allow a more detailed study in several senses: the time window for analysis can be drastically reduced if compared to other traditional methods (Fourier, for example) and at the same time allow an almost continuous accompaniment of both amplitude and frequency of signals as time goes by. This advantage brings some possibilities for potentially useful forecasting methods of the type also advanced by our group in previous works (see for example, Papa and Sosman, JASTP, 2008). However, the simultaneous statistical analysis of both time series (in our case amplitude and frequency) is a challenging matter and is in this sense that we have found what we consider our main goal. Some possible trends for future works are advanced.

A comparative study of shallow groundwater level simulation with three time series models in a coastal aquifer of South China

NASA Astrophysics Data System (ADS)

Yang, Q.; Wang, Y.; Zhang, J.; Delgado, J.

2017-05-01

Accurate and reliable groundwater level forecasting models can help ensure the sustainable use of a watershed's aquifers for urban and rural water supply. In this paper, three time series analysis methods, Holt-Winters (HW), integrated time series (ITS), and seasonal autoregressive integrated moving average (SARIMA), are explored to simulate the groundwater level in a coastal aquifer, China. The monthly groundwater table depth data collected in a long time series from 2000 to 2011 are simulated and compared with those three time series models. The error criteria are estimated using coefficient of determination ( R 2), Nash-Sutcliffe model efficiency coefficient ( E), and root-mean-squared error. The results indicate that three models are all accurate in reproducing the historical time series of groundwater levels. The comparisons of three models show that HW model is more accurate in predicting the groundwater levels than SARIMA and ITS models. It is recommended that additional studies explore this proposed method, which can be used in turn to facilitate the development and implementation of more effective and sustainable groundwater management strategies.

Forecasting Error Calculation with Mean Absolute Deviation and Mean Absolute Percentage Error

NASA Astrophysics Data System (ADS)

Khair, Ummul; Fahmi, Hasanul; Hakim, Sarudin Al; Rahim, Robbi

2017-12-01

Prediction using a forecasting method is one of the most important things for an organization, the selection of appropriate forecasting methods is also important but the percentage error of a method is more important in order for decision makers to adopt the right culture, the use of the Mean Absolute Deviation and Mean Absolute Percentage Error to calculate the percentage of mistakes in the least square method resulted in a percentage of 9.77% and it was decided that the least square method be worked for time series and trend data.

Online learning algorithm for time series forecasting suitable for low cost wireless sensor networks nodes.

PubMed

Pardo, Juan; Zamora-Martínez, Francisco; Botella-Rocamora, Paloma

2015-04-21

Time series forecasting is an important predictive methodology which can be applied to a wide range of problems. Particularly, forecasting the indoor temperature permits an improved utilization of the HVAC (Heating, Ventilating and Air Conditioning) systems in a home and thus a better energy efficiency. With such purpose the paper describes how to implement an Artificial Neural Network (ANN) algorithm in a low cost system-on-chip to develop an autonomous intelligent wireless sensor network. The present paper uses a Wireless Sensor Networks (WSN) to monitor and forecast the indoor temperature in a smart home, based on low resources and cost microcontroller technology as the 8051MCU. An on-line learning approach, based on Back-Propagation (BP) algorithm for ANNs, has been developed for real-time time series learning. It performs the model training with every new data that arrive to the system, without saving enormous quantities of data to create a historical database as usual, i.e., without previous knowledge. Consequently to validate the approach a simulation study through a Bayesian baseline model have been tested in order to compare with a database of a real application aiming to see the performance and accuracy. The core of the paper is a new algorithm, based on the BP one, which has been described in detail, and the challenge was how to implement a computational demanding algorithm in a simple architecture with very few hardware resources.

Online Learning Algorithm for Time Series Forecasting Suitable for Low Cost Wireless Sensor Networks Nodes

PubMed Central

Pardo, Juan; Zamora-Martínez, Francisco; Botella-Rocamora, Paloma

2015-01-01

Time series forecasting is an important predictive methodology which can be applied to a wide range of problems. Particularly, forecasting the indoor temperature permits an improved utilization of the HVAC (Heating, Ventilating and Air Conditioning) systems in a home and thus a better energy efficiency. With such purpose the paper describes how to implement an Artificial Neural Network (ANN) algorithm in a low cost system-on-chip to develop an autonomous intelligent wireless sensor network. The present paper uses a Wireless Sensor Networks (WSN) to monitor and forecast the indoor temperature in a smart home, based on low resources and cost microcontroller technology as the 8051MCU. An on-line learning approach, based on Back-Propagation (BP) algorithm for ANNs, has been developed for real-time time series learning. It performs the model training with every new data that arrive to the system, without saving enormous quantities of data to create a historical database as usual, i.e., without previous knowledge. Consequently to validate the approach a simulation study through a Bayesian baseline model have been tested in order to compare with a database of a real application aiming to see the performance and accuracy. The core of the paper is a new algorithm, based on the BP one, which has been described in detail, and the challenge was how to implement a computational demanding algorithm in a simple architecture with very few hardware resources. PMID:25905698

Sea surface temperature 1871-2099 in 14 cells around the United Kingdom.

PubMed

Sheppard, Charles

2004-07-01

Monthly sea surface temperature is provided for 14 locations around the UK for a 230 year period. These series are derived from the HadISST1 data set for historical time (1871-1999) and from the HadCM3 climate model for predicted SST (1950-2099). Two adjustments of the forecast data sets are needed to produce confluent SST series: the 50 year overlap is used for a gross adjustment, and a statistical scaling on the forecast data ensures that annual variations in forecast data match those of historical data. These monthly SST series are available on request. The overall rise in SST over time is clear for all sites, commencing in the last quarter of the 20th century. Apart from expected trends of overall warmer mean SST with more southerly latitudes and overall cooler mean SST towards the East, more interesting statistically significant general trends include a greater decadal rate of rise from warmer starting conditions. Annual temperature variation is not affected by absolute temperature, but is markedly greater towards the East. There is no correlation of annual range of SST with latitude, or with present SST values.

Next Day Price Forecasting in Deregulated Market by Combination of Artificial Neural Network and ARIMA Time Series Models

NASA Astrophysics Data System (ADS)

Areekul, Phatchakorn; Senjyu, Tomonobu; Urasaki, Naomitsu; Yona, Atsushi

Electricity price forecasting is becoming increasingly relevant to power producers and consumers in the new competitive electric power markets, when planning bidding strategies in order to maximize their benefits and utilities, respectively. This paper proposed a method to predict hourly electricity prices for next-day electricity markets by combination methodology of ARIMA and ANN models. The proposed method is examined on the Australian National Electricity Market (NEM), New South Wales regional in year 2006. Comparison of forecasting performance with the proposed ARIMA, ANN and combination (ARIMA-ANN) models are presented. Empirical results indicate that an ARIMA-ANN model can improve the price forecasting accuracy.

Data cleaning in the energy domain

NASA Astrophysics Data System (ADS)

Akouemo Kengmo Kenfack, Hermine N.

This dissertation addresses the problem of data cleaning in the energy domain, especially for natural gas and electric time series. The detection and imputation of anomalies improves the performance of forecasting models necessary to lower purchasing and storage costs for utilities and plan for peak energy loads or distribution shortages. There are various types of anomalies, each induced by diverse causes and sources depending on the field of study. The definition of false positives also depends on the context. The analysis is focused on energy data because of the availability of data and information to make a theoretical and practical contribution to the field. A probabilistic approach based on hypothesis testing is developed to decide if a data point is anomalous based on the level of significance. Furthermore, the probabilistic approach is combined with statistical regression models to handle time series data. Domain knowledge of energy data and the survey of causes and sources of anomalies in energy are incorporated into the data cleaning algorithm to improve the accuracy of the results. The data cleaning method is evaluated on simulated data sets in which anomalies were artificially inserted and on natural gas and electric data sets. In the simulation study, the performance of the method is evaluated for both detection and imputation on all identified causes of anomalies in energy data. The testing on utilities' data evaluates the percentage of improvement brought to forecasting accuracy by data cleaning. A cross-validation study of the results is also performed to demonstrate the performance of the data cleaning algorithm on smaller data sets and to calculate an interval of confidence for the results. The data cleaning algorithm is able to successfully identify energy time series anomalies. The replacement of those anomalies provides improvement to forecasting models accuracy. The process is automatic, which is important because many data cleaning processes require human input and become impractical for very large data sets. The techniques are also applicable to other fields such as econometrics and finance, but the exogenous factors of the time series data need to be well defined.

Temporal and long-term trend analysis of class C notifiable diseases in China from 2009 to 2014

PubMed Central

Zhang, Xingyu; Hou, Fengsu; Qiao, Zhijiao; Li, Xiaosong; Zhou, Lijun; Liu, Yuanyuan; Zhang, Tao

2016-01-01

Objectives Time series models are effective tools for disease forecasting. This study aims to explore the time series behaviour of 11 notifiable diseases in China and to predict their incidence through effective models. Settings and participants The Chinese Ministry of Health started to publish class C notifiable diseases in 2009. The monthly reported case time series of 11 infectious diseases from the surveillance system between 2009 and 2014 was collected. Methods We performed a descriptive and a time series study using the surveillance data. Decomposition methods were used to explore (1) their seasonality expressed in the form of seasonal indices and (2) their long-term trend in the form of a linear regression model. Autoregressive integrated moving average (ARIMA) models have been established for each disease. Results The number of cases and deaths caused by hand, foot and mouth disease ranks number 1 among the detected diseases. It occurred most often in May and July and increased, on average, by 0.14126/100 000 per month. The remaining incidence models show good fit except the influenza and hydatid disease models. Both the hydatid disease and influenza series become white noise after differencing, so no available ARIMA model can be fitted for these two diseases. Conclusion Time series analysis of effective surveillance time series is useful for better understanding the occurrence of the 11 types of infectious disease. PMID:27797981

Analysis of recent projections of electric power demand

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hudson, Jr, D V

1993-08-01

This report reviews the changes and potential changes in the outlook for electric power demand since the publication of Review and Analysis of Electricity Supply Market Projections (B. Swezey, SERI/MR-360-3322, National Renewable Energy Laboratory). Forecasts of the following organizations were reviewed: DOE/Energy Information Administration, DOE/Policy Office, DRI/McGraw-Hill, North American Electric Reliability Council, and Gas Research Institute. Supply uncertainty was briefly reviewed to place the uncertainties of the demand outlook in perspective. Also discussed were opportunities for modular technologies, such as renewable energy technologies, to fill a potential gap in energy demand and supply.

Multi-Year Revenue and Expenditure Forecasting for Small Municipal Governments.

DTIC Science & Technology

1981-03-01

Management Audit Econometric Revenue Forecast Gap and Impact Analysis Deterministic Expenditure Forecast Municipal Forecasting Municipal Budget Formlto...together with a multi-year revenue and expenditure forecasting model for the City of Monterey, California. The Monterey model includes an econometric ...65 5 D. FORECAST BASED ON THE ECONOMETRIC MODEL ------- 67 E. FORECAST BASED ON EXPERT JUDGMENT AND TREND ANALYSIS

Using a Software Tool in Forecasting: a Case Study of Sales Forecasting Taking into Account Data Uncertainty

NASA Astrophysics Data System (ADS)

Fabianová, Jana; Kačmáry, Peter; Molnár, Vieroslav; Michalik, Peter

2016-10-01

Forecasting is one of the logistics activities and a sales forecast is the starting point for the elaboration of business plans. Forecast accuracy affects the business outcomes and ultimately may significantly affect the economic stability of the company. The accuracy of the prediction depends on the suitability of the use of forecasting methods, experience, quality of input data, time period and other factors. The input data are usually not deterministic but they are often of random nature. They are affected by uncertainties of the market environment, and many other factors. Taking into account the input data uncertainty, the forecast error can by reduced. This article deals with the use of the software tool for incorporating data uncertainty into forecasting. Proposals are presented of a forecasting approach and simulation of the impact of uncertain input parameters to the target forecasted value by this case study model. The statistical analysis and risk analysis of the forecast results is carried out including sensitivity analysis and variables impact analysis.

Alteration of Box-Jenkins methodology by implementing genetic algorithm method

NASA Astrophysics Data System (ADS)

Ismail, Zuhaimy; Maarof, Mohd Zulariffin Md; Fadzli, Mohammad

2015-02-01

A time series is a set of values sequentially observed through time. The Box-Jenkins methodology is a systematic method of identifying, fitting, checking and using integrated autoregressive moving average time series model for forecasting. Box-Jenkins method is an appropriate for a medium to a long length (at least 50) time series data observation. When modeling a medium to a long length (at least 50), the difficulty arose in choosing the accurate order of model identification level and to discover the right parameter estimation. This presents the development of Genetic Algorithm heuristic method in solving the identification and estimation models problems in Box-Jenkins. Data on International Tourist arrivals to Malaysia were used to illustrate the effectiveness of this proposed method. The forecast results that generated from this proposed model outperformed single traditional Box-Jenkins model.

Daily water level forecasting using wavelet decomposition and artificial intelligence techniques

NASA Astrophysics Data System (ADS)

Seo, Youngmin; Kim, Sungwon; Kisi, Ozgur; Singh, Vijay P.

2015-01-01

Reliable water level forecasting for reservoir inflow is essential for reservoir operation. The objective of this paper is to develop and apply two hybrid models for daily water level forecasting and investigate their accuracy. These two hybrid models are wavelet-based artificial neural network (WANN) and wavelet-based adaptive neuro-fuzzy inference system (WANFIS). Wavelet decomposition is employed to decompose an input time series into approximation and detail components. The decomposed time series are used as inputs to artificial neural networks (ANN) and adaptive neuro-fuzzy inference system (ANFIS) for WANN and WANFIS models, respectively. Based on statistical performance indexes, the WANN and WANFIS models are found to produce better efficiency than the ANN and ANFIS models. WANFIS7-sym10 yields the best performance among all other models. It is found that wavelet decomposition improves the accuracy of ANN and ANFIS. This study evaluates the accuracy of the WANN and WANFIS models for different mother wavelets, including Daubechies, Symmlet and Coiflet wavelets. It is found that the model performance is dependent on input sets and mother wavelets, and the wavelet decomposition using mother wavelet, db10, can further improve the efficiency of ANN and ANFIS models. Results obtained from this study indicate that the conjunction of wavelet decomposition and artificial intelligence models can be a useful tool for accurate forecasting daily water level and can yield better efficiency than the conventional forecasting models.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhang, Jie; Cui, Mingjian; Hodge, Bri-Mathias

The large variability and uncertainty in wind power generation present a concern to power system operators, especially given the increasing amounts of wind power being integrated into the electric power system. Large ramps, one of the biggest concerns, can significantly influence system economics and reliability. The Wind Forecast Improvement Project (WFIP) was to improve the accuracy of forecasts and to evaluate the economic benefits of these improvements to grid operators. This paper evaluates the ramp forecasting accuracy gained by improving the performance of short-term wind power forecasting. This study focuses on the WFIP southern study region, which encompasses most ofmore » the Electric Reliability Council of Texas (ERCOT) territory, to compare the experimental WFIP forecasts to the existing short-term wind power forecasts (used at ERCOT) at multiple spatial and temporal scales. The study employs four significant wind power ramping definitions according to the power change magnitude, direction, and duration. The optimized swinging door algorithm is adopted to extract ramp events from actual and forecasted wind power time series. The results show that the experimental WFIP forecasts improve the accuracy of the wind power ramp forecasting. This improvement can result in substantial costs savings and power system reliability enhancements.« less

Predicting Rehabilitation Success Rate Trends among Ethnic Minorities Served by State Vocational Rehabilitation Agencies: A National Time Series Forecast Model Demonstration Study

ERIC Educational Resources Information Center

Moore, Corey L.; Wang, Ningning; Washington, Janique Tynez

2017-01-01

Purpose: This study assessed and demonstrated the efficacy of two select empirical forecast models (i.e., autoregressive integrated moving average [ARIMA] model vs. grey model [GM]) in accurately predicting state vocational rehabilitation agency (SVRA) rehabilitation success rate trends across six different racial and ethnic population cohorts…

Hybrid methodology for tuberculosis incidence time-series forecasting based on ARIMA and a NAR neural network.

PubMed

Wang, K W; Deng, C; Li, J P; Zhang, Y Y; Li, X Y; Wu, M C

2017-04-01

Tuberculosis (TB) affects people globally and is being reconsidered as a serious public health problem in China. Reliable forecasting is useful for the prevention and control of TB. This study proposes a hybrid model combining autoregressive integrated moving average (ARIMA) with a nonlinear autoregressive (NAR) neural network for forecasting the incidence of TB from January 2007 to March 2016. Prediction performance was compared between the hybrid model and the ARIMA model. The best-fit hybrid model was combined with an ARIMA (3,1,0) × (0,1,1)12 and NAR neural network with four delays and 12 neurons in the hidden layer. The ARIMA-NAR hybrid model, which exhibited lower mean square error, mean absolute error, and mean absolute percentage error of 0·2209, 0·1373, and 0·0406, respectively, in the modelling performance, could produce more accurate forecasting of TB incidence compared to the ARIMA model. This study shows that developing and applying the ARIMA-NAR hybrid model is an effective method to fit the linear and nonlinear patterns of time-series data, and this model could be helpful in the prevention and control of TB.

A similarity based approach to identify homogeneous regions for seasonal forecasting

NASA Astrophysics Data System (ADS)

Schick, Simon; Rössler, Ole; Weingartner, Rolf

2015-04-01

Seasonal runoff forecasting using statistical models is challenged by a large number of candidate predictors and a general weak predictor-predictand relationship. As the area of the target basin increases, often also the available data sets do, thus reinforcing the predictor selection challenge. We propose an approach which follows the idea of 'divide and conquer' as developed in computational sciences and machine learning: First, the macroscale target basin is partitioned into homogeneous regions using all its gauged mesoscale subbasins. Second, one representative subbasin per homogeneous region is identified, for which models are fitted and applied. Third, the resulting forecasts are combined at the scale of the macroscale target basin. This approach requires a suitable method to identify homogeneous regions and representative subbasins. We suggest a way based on hydrological similarity, as catchment similarity estimated with respect to physiographic-climatic descriptors does not necessarily imply similar runoff response. Each descriptor is derived from daily runoff series and aimed to reflect a specific catchment characteristic: autocorrelation coefficient, parameters of fitted Gamma distribution and low/high flow indices (based on daily runoff values) fluctuation of the standard deviation within the yearly cycle (based on weekly runoff values) dominant harmonics obtained from the discrete Fourier transform (based on monthly runoff values) long term trend (based on yearly runoff values) Where necessary, the runoff series first need to be standardized, aggregated, detrended or deseasonalized. As a preliminary study we present the results of a cluster analysis for the Swiss Rhine River as macroscale target basin, which leads to about 40 mesoscale subbasins with runoff series for the period 1991-2010. Problems we have to address include the choice of a clustering algorithm, the identification of an appropriate number of regions and the selection of representative subbasins per region. The results are finally discussed with respect to the runoff regimes as defined in the Hydrological Atlas of Switzerland.

Ionosphere monitoring and forecast activities within the IAG working group "Ionosphere Prediction"

NASA Astrophysics Data System (ADS)

Hoque, Mainul; Garcia-Rigo, Alberto; Erdogan, Eren; Cueto Santamaría, Marta; Jakowski, Norbert; Berdermann, Jens; Hernandez-Pajares, Manuel; Schmidt, Michael; Wilken, Volker

2017-04-01

Ionospheric disturbances can affect technologies in space and on Earth disrupting satellite and airline operations, communications networks, navigation systems. As the world becomes ever more dependent on these technologies, ionospheric disturbances as part of space weather pose an increasing risk to the economic vitality and national security. Therefore, having the knowledge of ionospheric state in advance during space weather events is becoming more and more important. To promote scientific cooperation we recently formed a Working Group (WG) called "Ionosphere Predictions" within the International Association of Geodesy (IAG) under Sub-Commission 4.3 "Atmosphere Remote Sensing" of the Commission 4 "Positioning and Applications". The general objective of the WG is to promote the development of ionosphere prediction algorithm/models based on the dependence of ionospheric characteristics on solar and magnetic conditions combining data from different sensors to improve the spatial and temporal resolution and sensitivity taking advantage of different sounding geometries and latency. Our presented work enables the possibility to compare total electron content (TEC) prediction approaches/results from different centers contributing to this WG such as German Aerospace Center (DLR), Universitat Politècnica de Catalunya (UPC), Technische Universität München (TUM) and GMV. DLR developed a model-assisted TEC forecast algorithm taking benefit from actual trends of the TEC behavior at each grid point. Since during perturbations, characterized by large TEC fluctuations or ionization fronts, this approach may fail, the trend information is merged with the current background model which provides a stable climatological TEC behavior. The presented solution is a first step to regularly provide forecasted TEC services via SWACI/IMPC by DLR. UPC forecast model is based on applying linear regression to a temporal window of TEC maps in the Discrete Cosine Transform (DCT) domain. Performance tests are being conducted at the moment in order to improve UPC predicted products for 1-, 2-days ahead. In addition, UPC is working to enable short-term predictions based on UPC real-time GIMs (labelled URTG) and implementing an improved prediction approach. TUM developed a forecast method based on a time series analysis of TEC products which are either B-spline coefficients estimated by a Kalman filter or TEC grid maps derived from the B-spline coefficients. The forecast method uses a Fourier series expansion to extract the trend functions from the estimated TEC product. Then the trend functions are carried out to provide predicted TEC products. The forecast algorithm developed by GMV is based on the ionospheric delay estimation from previous epochs using GNSS data and the main dependence of ionospheric delays on solar and magnetic conditions. Since the ionospheric behavior is highly dependent on the region of the Earth, different region-based algorithmic modifications have been implemented in GMV's magicSBAS ionospheric algorithms to be able to estimate and forecast ionospheric delays worldwide. Different TEC prediction approaches outlined here will certainly help to learn about forecasting ionospheric ionization.

Proceedings of the Conference on the Design of Experiments in Army Research Development and Testing (32nd)

DTIC Science & Technology

1987-06-01

number of series among the 63 which were identified as a particular ARIMA form and were "best" modeled by a particular technique. Figure 1 illustrates a...th time from xe’s. The integrbted autoregressive - moving average model , denoted by ARIMA (p,d,q) is a result of combining d-th differencing process...Experiments, (4) Data Analysis and Modeling , (5) Theory and Probablistic Inference, (6) Fuzzy Statistics, (7) Forecasting and Prediction, (8) Small Sample

Improved Satellite Techniques for Monitoring and Forecasting the Transition of Hurricanes to Extratropical Storms

NASA Technical Reports Server (NTRS)

Folmer, Michael; Halverson, Jeffrey; Berndt, Emily; Dunion, Jason; Goodman, Steve; Goldberg, Mitch

2014-01-01

The Geostationary Operational Environmental Satellites R-Series (GOES-R) and Joint Polar Satellite System (JPSS) Satellite Proving Grounds have introduced multiple proxy and operational products into operations over the last few years. Some of these products have proven to be useful in current operations at various National Weather Service (NWS) offices and national centers as a first look at future satellite capabilities. Forecasters at the National Hurricane Center (NHC), Ocean Prediction Center (OPC), NESDIS Satellite Analysis Branch (SAB) and the NASA Hurricane and Severe Storms Sentinel (HS3) field campaign have had access to a few of these products to assist in monitoring extratropical transitions of hurricanes. The red, green, blue (RGB) Air Mass product provides forecasters with an enhanced view of various air masses in one complete image to help differentiate between possible stratospheric/tropospheric interactions, moist tropical air masses, and cool, continental/maritime air masses. As a compliment to this product, a new Atmospheric Infrared Sounder (AIRS) and Cross-track Infrared Sounder (CrIS) Ozone product was introduced in the past year to assist in diagnosing the dry air intrusions seen in the RGB Air Mass product. Finally, a lightning density product was introduced to forecasters as a precursor to the new Geostationary Lightning Mapper (GLM) that will be housed on GOES-R, to monitor the most active regions of convection, which might indicate a disruption in the tropical environment and even signal the onset of extratropical transition. This presentation will focus on a few case studies that exhibit extratropical transition and point out the usefulness of these new satellite techniques in aiding forecasters forecast these challenging events.

Development of Ensemble Model Based Water Demand Forecasting Model

NASA Astrophysics Data System (ADS)

Kwon, Hyun-Han; So, Byung-Jin; Kim, Seong-Hyeon; Kim, Byung-Seop

2014-05-01

In recent years, Smart Water Grid (SWG) concept has globally emerged over the last decade and also gained significant recognition in South Korea. Especially, there has been growing interest in water demand forecast and optimal pump operation and this has led to various studies regarding energy saving and improvement of water supply reliability. Existing water demand forecasting models are categorized into two groups in view of modeling and predicting their behavior in time series. One is to consider embedded patterns such as seasonality, periodicity and trends, and the other one is an autoregressive model that is using short memory Markovian processes (Emmanuel et al., 2012). The main disadvantage of the abovementioned model is that there is a limit to predictability of water demands of about sub-daily scale because the system is nonlinear. In this regard, this study aims to develop a nonlinear ensemble model for hourly water demand forecasting which allow us to estimate uncertainties across different model classes. The proposed model is consist of two parts. One is a multi-model scheme that is based on combination of independent prediction model. The other one is a cross validation scheme named Bagging approach introduced by Brieman (1996) to derive weighting factors corresponding to individual models. Individual forecasting models that used in this study are linear regression analysis model, polynomial regression, multivariate adaptive regression splines(MARS), SVM(support vector machine). The concepts are demonstrated through application to observed from water plant at several locations in the South Korea. Keywords: water demand, non-linear model, the ensemble forecasting model, uncertainty. Acknowledgements This subject is supported by Korea Ministry of Environment as "Projects for Developing Eco-Innovation Technologies (GT-11-G-02-001-6)

Forecasting wetting and drying of post-wildfire soils in response to precipitation: A time series optimization approach

NASA Astrophysics Data System (ADS)

Basak, A.; Kulkarni, C.; Schmidt, K. M.; Mengshoel, O. J.

2015-12-01

Volumetric water content (VWC) in soils is critical for forecasting thresholds for runoff-driven erosion caused by rainfall. Even though theoretical relations (e.g., Richards equation) have been developed to quantify VWC in unsaturated granular soils, site-specific field conditions and hysteresis of suction and VWC in soil preclude their direct use. Although attempts have previously been made to forecast VWC using various time-series models (e.g., autoregressive integrated moving average or ARIMA), these approaches lack hydrologic foundations and perform poorly when used to forecast VWC over time periods longer than 24 hours. In this work, we extend an existing Antecedent Water Index (AWI) based model to express VWC as a function of time and rainfall. AWI models typically overfit data and cannot be used for forecast VWC over long time periods. We developed a new model to overcome this limitation, which accumulates rainfall over a time window and fits a diverse range of wetting and drying curves. Hydraulic redistribution parameters in this model bear resemblance to hydrologic processes driven by gravity and suction. This model reasonably forecasts VWC using only initial VWC values and rainfall forecasts. Experimental VWC data were collected from steep gradient post-wildfire sites in southern California. Rapid landscape change was observed in response to small to moderate rain storms. We formulated a mean-squared error minimization problem over the model parameters and optimized using genetic algorithms. We found that our model fits VWC data for 3 distinct soil textures, each occurring at 3 different depths below the ground surface (5 cm, 15 cm, and 30 cm). Our model successfully forecasts VWC trends, such as drying and wetting rate. To a certain extent, our model achieves spatial and seasonal generalizability. Our accumulative rainfall model is also applicable to continuous predictions, where VWC values are repeatedly used to predict future ones within a 12-hr time frame.

Prediction of South China sea level using seasonal ARIMA models

NASA Astrophysics Data System (ADS)

Fernandez, Flerida Regine; Po, Rodolfo; Montero, Neil; Addawe, Rizavel

2017-11-01

Accelerating sea level rise is an indicator of global warming and poses a threat to low-lying places and coastal countries. This study aims to fit a Seasonal Autoregressive Integrated Moving Average (SARIMA) model to the time series obtained from the TOPEX and Jason series of satellite radar altimetries of the South China Sea from the year 2008 to 2015. With altimetric measurements taken in a 10-day repeat cycle, monthly averages of the satellite altimetry measurements were taken to compose the data set used in the study. SARIMA models were then tried and fitted to the time series in order to find the best-fit model. Results show that the SARIMA(1,0,0)(0,1,1)12 model best fits the time series and was used to forecast the values for January 2016 to December 2016. The 12-month forecast using SARIMA(1,0,0)(0,1,1)12 shows that the sea level gradually increases from January to September 2016, and decreases until December 2016.

Barometric Tides from ECMWF Operational Analyses

NASA Technical Reports Server (NTRS)

Ray, R. D.; Ponte, R. M.

2003-01-01

The solar diurnal and semidiurnal tidal oscillations in surface pressure are extracted from the the operational analysis product of the European Centre for Medium Range Weather Forecasting (ECMWF). For the semidiurnal tide this involves a special temporal interpolation, following Van den Dool and colleagues. The resulting tides are compared with a ground truth tide dataset, a compilation of well-determined tide estimates deduced from long time series of station barometer measurements. These comparisons show that the ECMWF tides are significantly more accurate than the tides deduced from two other widely available reanalysis products. Spectral analysis of ECMWF pressure series shows that the tides consist of sharp central peaks with modulating sidelines at integer multiples of 1 cycle/year, superimposed on a broad cusp of stochastic energy. The integrated energy in the cusp dominates that of the sidelines. This complicates development of a simple model that can characterize the full temporal variability of the tides.

Modeled Forecasts of Dengue Fever in San Juan, Puerto Rico Using NASA Satellite Enhanced Weather Forecasts

NASA Astrophysics Data System (ADS)

Morin, C.; Quattrochi, D. A.; Zavodsky, B.; Case, J.

2015-12-01

Dengue fever (DF) is an important mosquito transmitted disease that is strongly influenced by meteorological and environmental conditions. Recent research has focused on forecasting DF case numbers based on meteorological data. However, these forecasting tools have generally relied on empirical models that require long DF time series to train. Additionally, their accuracy has been tested retrospectively, using past meteorological data. Consequently, the operational utility of the forecasts are still in question because the error associated with weather and climate forecasts are not reflected in the results. Using up-to-date weekly dengue case numbers for model parameterization and weather forecast data as meteorological input, we produced weekly forecasts of DF cases in San Juan, Puerto Rico. Each week, the past weeks' case counts were used to re-parameterize a process-based DF model driven with updated weather forecast data to generate forecasts of DF case numbers. Real-time weather forecast data was produced using the Weather Research and Forecasting (WRF) numerical weather prediction (NWP) system enhanced using additional high-resolution NASA satellite data. This methodology was conducted in a weekly iterative process with each DF forecast being evaluated using county-level DF cases reported by the Puerto Rico Department of Health. The one week DF forecasts were accurate especially considering the two sources of model error. First, weather forecasts were sometimes inaccurate and generally produced lower than observed temperatures. Second, the DF model was often overly influenced by the previous weeks DF case numbers, though this phenomenon could be lessened by increasing the number of simulations included in the forecast. Although these results are promising, we would like to develop a methodology to produce longer range forecasts so that public health workers can better prepare for dengue epidemics.

Comparison between stochastic and machine learning methods for hydrological multi-step ahead forecasting: All forecasts are wrong!

NASA Astrophysics Data System (ADS)

Papacharalampous, Georgia; Tyralis, Hristos; Koutsoyiannis, Demetris

2017-04-01

Machine learning (ML) is considered to be a promising approach to hydrological processes forecasting. We conduct a comparison between several stochastic and ML point estimation methods by performing large-scale computational experiments based on simulations. The purpose is to provide generalized results, while the respective comparisons in the literature are usually based on case studies. The stochastic methods used include simple methods, models from the frequently used families of Autoregressive Moving Average (ARMA), Autoregressive Fractionally Integrated Moving Average (ARFIMA) and Exponential Smoothing models. The ML methods used are Random Forests (RF), Support Vector Machines (SVM) and Neural Networks (NN). The comparison refers to the multi-step ahead forecasting properties of the methods. A total of 20 methods are used, among which 9 are the ML methods. 12 simulation experiments are performed, while each of them uses 2 000 simulated time series of 310 observations. The time series are simulated using stochastic processes from the families of ARMA and ARFIMA models. Each time series is split into a fitting (first 300 observations) and a testing set (last 10 observations). The comparative assessment of the methods is based on 18 metrics, that quantify the methods' performance according to several criteria related to the accurate forecasting of the testing set, the capturing of its variation and the correlation between the testing and forecasted values. The most important outcome of this study is that there is not a uniformly better or worse method. However, there are methods that are regularly better or worse than others with respect to specific metrics. It appears that, although a general ranking of the methods is not possible, their classification based on their similar or contrasting performance in the various metrics is possible to some extent. Another important conclusion is that more sophisticated methods do not necessarily provide better forecasts compared to simpler methods. It is pointed out that the ML methods do not differ dramatically from the stochastic methods, while it is interesting that the NN, RF and SVM algorithms used in this study offer potentially very good performance in terms of accuracy. It should be noted that, although this study focuses on hydrological processes, the results are of general scientific interest. Another important point in this study is the use of several methods and metrics. Using fewer methods and fewer metrics would have led to a very different overall picture, particularly if those fewer metrics corresponded to fewer criteria. For this reason, we consider that the proposed methodology is appropriate for the evaluation of forecasting methods.

Forecasting of cyanobacterial density in Torrão reservoir using artificial neural networks.

PubMed

Torres, Rita; Pereira, Elisa; Vasconcelos, Vítor; Teles, Luís Oliva

2011-06-01

The ability of general regression neural networks (GRNN) to forecast the density of cyanobacteria in the Torrão reservoir (Tâmega river, Portugal), in a period of 15 days, based on three years of collected physical and chemical data, was assessed. Several models were developed and 176 were selected based on their correlation values for the verification series. A time lag of 11 was used, equivalent to one sample (periods of 15 days in the summer and 30 days in the winter). Several combinations of the series were used. Input and output data collected from three depths of the reservoir were applied (surface, euphotic zone limit and bottom). The model that presented a higher average correlation value presented the correlations 0.991; 0.843; 0.978 for training, verification and test series. This model had the three series independent in time: first test series, then verification series and, finally, training series. Only six input variables were considered significant to the performance of this model: ammonia, phosphates, dissolved oxygen, water temperature, pH and water evaporation, physical and chemical parameters referring to the three depths of the reservoir. These variables are common to the next four best models produced and, although these included other input variables, their performance was not better than the selected best model.

The impact of satellite temperature soundings on the forecasts of a small national meteorological service

NASA Technical Reports Server (NTRS)

Wolfson, N.; Thomasell, A.; Alperson, Z.; Brodrick, H.; Chang, J. T.; Gruber, A.; Ohring, G.

1984-01-01

The impact of introducing satellite temperature sounding data on a numerical weather prediction model of a national weather service is evaluated. A dry five level, primitive equation model which covers most of the Northern Hemisphere, is used for these experiments. Series of parallel forecast runs out to 48 hours are made with three different sets of initial conditions: (1) NOSAT runs, only conventional surface and upper air observations are used; (2) SAT runs, satellite soundings are added to the conventional data over oceanic regions and North Africa; and (3) ALLSAT runs, the conventional upper air observations are replaced by satellite soundings over the entire model domain. The impact on the forecasts is evaluated by three verification methods: the RMS errors in sea level pressure forecasts, systematic errors in sea level pressure forecasts, and errors in subjective forecasts of significant weather elements for a selected portion of the model domain. For the relatively short range of the present forecasts, the major beneficial impacts on the sea level pressure forecasts are found precisely in those areas where the satellite sounding are inserted and where conventional upper air observations are sparse. The RMS and systematic errors are reduced in these regions. The subjective forecasts of significant weather elements are improved with the use of the satellite data. It is found that the ALLSAT forecasts are of a quality comparable to the SAR forecasts.

Time series modelling of global mean temperature for managerial decision-making.

PubMed

Romilly, Peter

2005-07-01

Climate change has important implications for business and economic activity. Effective management of climate change impacts will depend on the availability of accurate and cost-effective forecasts. This paper uses univariate time series techniques to model the properties of a global mean temperature dataset in order to develop a parsimonious forecasting model for managerial decision-making over the short-term horizon. Although the model is estimated on global temperature data, the methodology could also be applied to temperature data at more localised levels. The statistical techniques include seasonal and non-seasonal unit root testing with and without structural breaks, as well as ARIMA and GARCH modelling. A forecasting evaluation shows that the chosen model performs well against rival models. The estimation results confirm the findings of a number of previous studies, namely that global mean temperatures increased significantly throughout the 20th century. The use of GARCH modelling also shows the presence of volatility clustering in the temperature data, and a positive association between volatility and global mean temperature.

Multiple linear regression and regression with time series error models in forecasting PM10 concentrations in Peninsular Malaysia.

PubMed

Ng, Kar Yong; Awang, Norhashidah

2018-01-06

Frequent haze occurrences in Malaysia have made the management of PM 10 (particulate matter with aerodynamic less than 10 μm) pollution a critical task. This requires knowledge on factors associating with PM 10 variation and good forecast of PM 10 concentrations. Hence, this paper demonstrates the prediction of 1-day-ahead daily average PM 10 concentrations based on predictor variables including meteorological parameters and gaseous pollutants. Three different models were built. They were multiple linear regression (MLR) model with lagged predictor variables (MLR1), MLR model with lagged predictor variables and PM 10 concentrations (MLR2) and regression with time series error (RTSE) model. The findings revealed that humidity, temperature, wind speed, wind direction, carbon monoxide and ozone were the main factors explaining the PM 10 variation in Peninsular Malaysia. Comparison among the three models showed that MLR2 model was on a same level with RTSE model in terms of forecasting accuracy, while MLR1 model was the worst.

A deep learning framework for financial time series using stacked autoencoders and long-short term memory

PubMed Central

Bao, Wei; Rao, Yulei

2017-01-01

The application of deep learning approaches to finance has received a great deal of attention from both investors and researchers. This study presents a novel deep learning framework where wavelet transforms (WT), stacked autoencoders (SAEs) and long-short term memory (LSTM) are combined for stock price forecasting. The SAEs for hierarchically extracted deep features is introduced into stock price forecasting for the first time. The deep learning framework comprises three stages. First, the stock price time series is decomposed by WT to eliminate noise. Second, SAEs is applied to generate deep high-level features for predicting the stock price. Third, high-level denoising features are fed into LSTM to forecast the next day’s closing price. Six market indices and their corresponding index futures are chosen to examine the performance of the proposed model. Results show that the proposed model outperforms other similar models in both predictive accuracy and profitability performance. PMID:28708865

Forecasting intentional wildfires using temporal and spatiotemporal autocorrelations

Treesearch

Jeffrey P. Prestemon; María L. Chas-Amil; Julia M. Touza; Scott L. Goodrick

2012-01-01

We report daily time series models containing both temporal and spatiotemporal lags, which are applied to forecasting intentional wildfires in Galicia, Spain. Models are estimated independently for each of the 19 forest districts in Galicia using a 1999–2003 training dataset and evaluated out-of-sample with a 2004–06 dataset. Poisson autoregressive models of order P –...

Ecological forecasting in the presence of abrupt regime shifts

NASA Astrophysics Data System (ADS)

Dippner, Joachim W.; Kröncke, Ingrid

2015-10-01

Regime shifts may cause an intrinsic decrease in the potential predictability of marine ecosystems. In such cases, forecasts of biological variables fail. To improve prediction of long-term variability in environmental variables, we constructed a multivariate climate index and applied it to forecast ecological time series. The concept is demonstrated herein using climate and macrozoobenthos data from the southern North Sea. Special emphasis is given to the influence of selection of length of fitting period to the quality of forecast skill especially in the presence of regime shifts. Our results indicate that the performance of multivariate predictors in biological forecasts is much better than that of single large-scale climate indices, especially in the presence of regime shifts. The approach used to develop the index is generally applicable to all geographical regions in the world and to all areas of marine biology, from the species level up to biodiversity. Such forecasts are of vital interest for practical aspects of the sustainable management of marine ecosystems and the conservation of ecosystem goods and services.

Real-time forecasting of the April 11, 2012 Sumatra tsunami

USGS Publications Warehouse

Wang, Dailin; Becker, Nathan C.; Walsh, David; Fryer, Gerard J.; Weinstein, Stuart A.; McCreery, Charles S.; ,

2012-01-01

The April 11, 2012, magnitude 8.6 earthquake off the northern coast of Sumatra generated a tsunami that was recorded at sea-level stations as far as 4800 km from the epicenter and at four ocean bottom pressure sensors (DARTs) in the Indian Ocean. The governments of India, Indonesia, Sri Lanka, Thailand, and Maldives issued tsunami warnings for their coastlines. The United States' Pacific Tsunami Warning Center (PTWC) issued an Indian Ocean-wide Tsunami Watch Bulletin in its role as an Interim Service Provider for the region. Using an experimental real-time tsunami forecast model (RIFT), PTWC produced a series of tsunami forecasts during the event that were based on rapidly derived earthquake parameters, including initial location and Mwp magnitude estimates and the W-phase centroid moment tensor solutions (W-phase CMTs) obtained at PTWC and at the U. S. Geological Survey (USGS). We discuss the real-time forecast methodology and how successive, real-time tsunami forecasts using the latest W-phase CMT solutions improved the accuracy of the forecast.

Impact of archeomagnetic field model data on modern era geomagnetic forecasts

NASA Astrophysics Data System (ADS)

Tangborn, Andrew; Kuang, Weijia

2018-03-01

A series of geomagnetic data assimilation experiments have been carried out to demonstrate the impact of assimilating archeomagnetic data via the CALS3k.4 geomagnetic field model from the period between 10 and 1590 CE. The assimilation continues with the gufm1 model from 1590 to 1990 and CM4 model from 1990 to 2000 as observations, and comparisons between these models and the geomagnetic forecasts are used to determine an optimal maximum degree for the archeomagnetic observations, and to independently estimate errors for these observations. These are compared with an assimilation experiment that uses the uncertainties provided with CALS3k.4. Optimal 20 year forecasts in 1990 are found when the Gauss coefficients up to degree 3 are assimilated. In addition we demonstrate how a forecast and observation bias correction scheme could be used to reduce bias in modern era forecasts. Initial experiments show that this approach can reduce modern era forecast biases by as much as 50%.

Evaluating the performance of infectious disease forecasts: A comparison of climate-driven and seasonal dengue forecasts for Mexico.

PubMed

Johansson, Michael A; Reich, Nicholas G; Hota, Aditi; Brownstein, John S; Santillana, Mauricio

2016-09-26

Dengue viruses, which infect millions of people per year worldwide, cause large epidemics that strain healthcare systems. Despite diverse efforts to develop forecasting tools including autoregressive time series, climate-driven statistical, and mechanistic biological models, little work has been done to understand the contribution of different components to improved prediction. We developed a framework to assess and compare dengue forecasts produced from different types of models and evaluated the performance of seasonal autoregressive models with and without climate variables for forecasting dengue incidence in Mexico. Climate data did not significantly improve the predictive power of seasonal autoregressive models. Short-term and seasonal autocorrelation were key to improving short-term and long-term forecasts, respectively. Seasonal autoregressive models captured a substantial amount of dengue variability, but better models are needed to improve dengue forecasting. This framework contributes to the sparse literature of infectious disease prediction model evaluation, using state-of-the-art validation techniques such as out-of-sample testing and comparison to an appropriate reference model.

Evaluating the performance of infectious disease forecasts: A comparison of climate-driven and seasonal dengue forecasts for Mexico

PubMed Central

Johansson, Michael A.; Reich, Nicholas G.; Hota, Aditi; Brownstein, John S.; Santillana, Mauricio

2016-01-01

Dengue viruses, which infect millions of people per year worldwide, cause large epidemics that strain healthcare systems. Despite diverse efforts to develop forecasting tools including autoregressive time series, climate-driven statistical, and mechanistic biological models, little work has been done to understand the contribution of different components to improved prediction. We developed a framework to assess and compare dengue forecasts produced from different types of models and evaluated the performance of seasonal autoregressive models with and without climate variables for forecasting dengue incidence in Mexico. Climate data did not significantly improve the predictive power of seasonal autoregressive models. Short-term and seasonal autocorrelation were key to improving short-term and long-term forecasts, respectively. Seasonal autoregressive models captured a substantial amount of dengue variability, but better models are needed to improve dengue forecasting. This framework contributes to the sparse literature of infectious disease prediction model evaluation, using state-of-the-art validation techniques such as out-of-sample testing and comparison to an appropriate reference model. PMID:27665707

Environmental noise forecasting based on support vector machine

NASA Astrophysics Data System (ADS)

Fu, Yumei; Zan, Xinwu; Chen, Tianyi; Xiang, Shihan

2018-01-01

As an important pollution source, the noise pollution is always the researcher's focus. Especially in recent years, the noise pollution is seriously harmful to the human beings' environment, so the research about the noise pollution is a very hot spot. Some noise monitoring technologies and monitoring systems are applied in the environmental noise test, measurement and evaluation. But, the research about the environmental noise forecasting is weak. In this paper, a real-time environmental noise monitoring system is introduced briefly. This monitoring system is working in Mianyang City, Sichuan Province. It is monitoring and collecting the environmental noise about more than 20 enterprises in this district. Based on the large amount of noise data, the noise forecasting by the Support Vector Machine (SVM) is studied in detail. Compared with the time series forecasting model and the artificial neural network forecasting model, the SVM forecasting model has some advantages such as the smaller data size, the higher precision and stability. The noise forecasting results based on the SVM can provide the important and accuracy reference to the prevention and control of the environmental noise.

Linear dynamical modes as new variables for data-driven ENSO forecast

NASA Astrophysics Data System (ADS)

Gavrilov, Andrey; Seleznev, Aleksei; Mukhin, Dmitry; Loskutov, Evgeny; Feigin, Alexander; Kurths, Juergen

2018-05-01

A new data-driven model for analysis and prediction of spatially distributed time series is proposed. The model is based on a linear dynamical mode (LDM) decomposition of the observed data which is derived from a recently developed nonlinear dimensionality reduction approach. The key point of this approach is its ability to take into account simple dynamical properties of the observed system by means of revealing the system's dominant time scales. The LDMs are used as new variables for empirical construction of a nonlinear stochastic evolution operator. The method is applied to the sea surface temperature anomaly field in the tropical belt where the El Nino Southern Oscillation (ENSO) is the main mode of variability. The advantage of LDMs versus traditionally used empirical orthogonal function decomposition is demonstrated for this data. Specifically, it is shown that the new model has a competitive ENSO forecast skill in comparison with the other existing ENSO models.

The behaviour of PM10 and ozone in Malaysia through non-linear dynamical systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sapini, Muhamad Luqman; Rahim, Nurul Zahirah binti Abd; Noorani, Mohd Salmi Md.

Prediction of ozone (O3) and PM10 is very important as both these air pollutants affect human health, human activities and more. Short-term forecasting of air quality is needed as preventive measures and effective action can be taken. Therefore, if it is detected that the ozone data is of a chaotic dynamical systems, a model using the nonlinear dynamic from chaos theory data can be made and thus forecasts for the short term would be more accurate. This study uses two methods, namely the 0-1 Test and Lyapunov Exponent. In addition, the effect of noise reduction on the analysis of timemore » series data will be seen by using two smoothing methods: Rectangular methods and Triangle methods. At the end of the study, recommendations were made to get better results in the future.« less

Does Consumer Confidence Forecast Household Saving and Borrowing Behavior? Evidence for Poland.

PubMed

Kłopocka, Aneta Maria

2017-01-01

Consumer confidence plays an important role in households' decision-making processes. This study investigates the effects of consumer confidence on household saving and borrowing behavior that are unsatisfactorily considered in previous discussions. The questions of interest are first, whether indexes of consumer confidence have any predictive power on their own for future household saving and borrowing rates, and second, whether they contain information about future household saving and borrowing rates aside from the information contained in other available indicators. In addition to aggregate confidence indicators, their components are used to provide more precise information. Overall, the multiple linear regression analysis (OLS technique) of Polish time-series data gives positive answers to both questions. This finding supports the recommendation of combining the strengths of objective indicators (such as economic fundamentals) and subjective indicators (such as consumer confidence) to improve household financial behavior forecasts.

Self-organizing linear output map (SOLO): An artificial neural network suitable for hydrologic modeling and analysis

NASA Astrophysics Data System (ADS)

Hsu, Kuo-Lin; Gupta, Hoshin V.; Gao, Xiaogang; Sorooshian, Soroosh; Imam, Bisher

2002-12-01

Artificial neural networks (ANNs) can be useful in the prediction of hydrologic variables, such as streamflow, particularly when the underlying processes have complex nonlinear interrelationships. However, conventional ANN structures suffer from network training issues that significantly limit their widespread application. This paper presents a multivariate ANN procedure entitled self-organizing linear output map (SOLO), whose structure has been designed for rapid, precise, and inexpensive estimation of network structure/parameters and system outputs. More important, SOLO provides features that facilitate insight into the underlying processes, thereby extending its usefulness beyond forecast applications as a tool for scientific investigations. These characteristics are demonstrated using a classic rainfall-runoff forecasting problem. Various aspects of model performance are evaluated in comparison with other commonly used modeling approaches, including multilayer feedforward ANNs, linear time series modeling, and conceptual rainfall-runoff modeling.

FPGA-Based Stochastic Echo State Networks for Time-Series Forecasting.

PubMed

Alomar, Miquel L; Canals, Vincent; Perez-Mora, Nicolas; Martínez-Moll, Víctor; Rosselló, Josep L

2016-01-01

Hardware implementation of artificial neural networks (ANNs) allows exploiting the inherent parallelism of these systems. Nevertheless, they require a large amount of resources in terms of area and power dissipation. Recently, Reservoir Computing (RC) has arisen as a strategic technique to design recurrent neural networks (RNNs) with simple learning capabilities. In this work, we show a new approach to implement RC systems with digital gates. The proposed method is based on the use of probabilistic computing concepts to reduce the hardware required to implement different arithmetic operations. The result is the development of a highly functional system with low hardware resources. The presented methodology is applied to chaotic time-series forecasting.

FPGA-Based Stochastic Echo State Networks for Time-Series Forecasting

PubMed Central

Alomar, Miquel L.; Canals, Vincent; Perez-Mora, Nicolas; Martínez-Moll, Víctor; Rosselló, Josep L.

2016-01-01

Hardware implementation of artificial neural networks (ANNs) allows exploiting the inherent parallelism of these systems. Nevertheless, they require a large amount of resources in terms of area and power dissipation. Recently, Reservoir Computing (RC) has arisen as a strategic technique to design recurrent neural networks (RNNs) with simple learning capabilities. In this work, we show a new approach to implement RC systems with digital gates. The proposed method is based on the use of probabilistic computing concepts to reduce the hardware required to implement different arithmetic operations. The result is the development of a highly functional system with low hardware resources. The presented methodology is applied to chaotic time-series forecasting. PMID:26880876

Application of Neural Network Optimized by Mind Evolutionary Computation in Building Energy Prediction

NASA Astrophysics Data System (ADS)

Song, Chen; Zhong-Cheng, Wu; Hong, Lv

2018-03-01

Building Energy forecasting plays an important role in energy management and plan. Using mind evolutionary algorithm to find the optimal network weights and threshold, to optimize the BP neural network, can overcome the problem of the BP neural network into a local minimum point. The optimized network is used for time series prediction, and the same month forecast, to get two predictive values. Then two kinds of predictive values are put into neural network, to get the final forecast value. The effectiveness of the method was verified by experiment with the energy value of three buildings in Hefei.

Forecasting coconut production in the Philippines with ARIMA model

NASA Astrophysics Data System (ADS)

Lim, Cristina Teresa

2015-02-01

The study aimed to depict the situation of the coconut industry in the Philippines for the future years applying Autoregressive Integrated Moving Average (ARIMA) method. Data on coconut production, one of the major industrial crops of the country, for the period of 1990 to 2012 were analyzed using time-series methods. Autocorrelation (ACF) and partial autocorrelation functions (PACF) were calculated for the data. Appropriate Box-Jenkins autoregressive moving average model was fitted. Validity of the model was tested using standard statistical techniques. The forecasting power of autoregressive moving average (ARMA) model was used to forecast coconut production for the eight leading years.

Nonlinear solar cycle forecasting: theory and perspectives

NASA Astrophysics Data System (ADS)

Baranovski, A. L.; Clette, F.; Nollau, V.

2008-02-01

In this paper we develop a modern approach to solar cycle forecasting, based on the mathematical theory of nonlinear dynamics. We start from the design of a static curve fitting model for the experimental yearly sunspot number series, over a time scale of 306 years, starting from year 1700 and we establish a least-squares optimal pulse shape of a solar cycle. The cycle-to-cycle evolution of the parameters of the cycle shape displays different patterns, such as a Gleissberg cycle and a strong anomaly in the cycle evolution during the Dalton minimum. In a second step, we extract a chaotic mapping for the successive values of one of the key model parameters - the rate of the exponential growth-decrease of the solar activity during the n-th cycle. We examine piece-wise linear techniques for the approximation of the derived mapping and we provide its probabilistic analysis: calculation of the invariant distribution and autocorrelation function. We find analytical relationships for the sunspot maxima and minima, as well as their occurrence times, as functions of chaotic values of the above parameter. Based on a Lyapunov spectrum analysis of the embedded mapping, we finally establish a horizon of predictability for the method, which allows us to give the most probable forecasting of the upcoming solar cycle 24, with an expected peak height of 93±21 occurring in 2011/2012.

Joint Evaluation of Copernicus Atmosphere Monitoring Service (CAMS) High-resolution Global Near-Real Time CO and CO2 Forecasts during KORUS-AQ Field Campaign

NASA Astrophysics Data System (ADS)

Tang, W.; Arellano, A. F., Jr.; Choi, Y.; DiGangi, J. P.; Woo, J. H.; Diskin, G. S.; Agusti-panareda, A.; Parrington, M.; Massart, S.; Lee, M.; Kanaya, Y.; Jang, J.; Lee, Y.; Hong, J.; Flynn, J. H., III; Thompson, A. M.; Kim, D. B.

2017-12-01

Anthropogenic combustion has significant impacts on air quality and climate. To understand anthropogenic combustion, it is critical to model CO2 and CO (key combustion signatures) and their relationships. In this study, we jointly evaluate the Copernicus Atmosphere Monitoring Service (CAMS) free-running 16-km forecast, 9-km forecast initialized with CAMS analysis, and analysis products of CO (80km) and CO2 (40km) to understand how well combustion-related processes and constituent transport are represented in the current system. We use measurements from aircraft, ground sites, and ships during the KORUS-AQ field campaign (May - June 2016), along with satellite observations (MOPITT, IASI, OCO-2, and GOSAT). Airborne measurements by the DC-8 aircraft are classified into five regions: Seoul metropolitan, Taehwa, West Sea, Seoul-Jeju jetway, and Seoul-Busan jetway. The observed CO2, CO, and their relationships varies significantly, and the performance of CAMS products also varies across regions. The three CAMS products perform reasonably well in simulating anthropogenic combustion processes. Overall, CO2 is overestimated while CO is underestimated by CAMS. The 9km forecast product generally has a better performance than the other two, because of its higher model resolution and better initialization conditions. The analysis product also performs better than the 16km forecast. China outflow over West Sea is captured, but CO2 and CO is underestimated in the outflow. According to CAMS, is 10-15 (ppbv/ppmv) for Korea and about 30 for China outflow, indicating anthropogenic combustion in Seoul is more efficient than it is in China. This agrees well with DC-8 aircraft observations. As for ground sites, we find that CO and CO2 measured by the Olympic park and Yonsei (Seoul metropolitan sites) have more regularity in diurnal cycle, and such periodical change is well captured by CAMS. The time series for CO from Baengnyeong, and Fukue (remote sites) are irregular and episodic, which are more related to transport rather than local emissions. CAMS performances over Taehwa site are impacted by both local processes and transport. These comparisons indicate vertical mixing near sources may be an issue for CAMS. Compared to satellite observations, CO analyses show a better agreement, while for CO2, the forecasts are better.

Analysis of continuous GPS measurements from southern Victoria Land, Antarctica

USGS Publications Warehouse

Willis, Michael J.

2007-01-01

Several years of continuous data have been collected at remote bedrock Global Positioning System (GPS) sites in southern Victoria Land, Antarctica. Annual to sub-annual variations are observed in the position time-series. An atmospheric pressure loading (APL) effect is calculated from pressure field anomalies supplied by the European Centre for Medium-Range Weather Forecasts (ECMWF) model loading an elastic Earth model. The predicted APL signal has a moderate correlation with the vertical position time-series at McMurdo, Ross Island (International Global Navigation Satellite System Service (IGS) station MCM4), produced using a global solution. In contrast, a local solution in which MCM4 is the fiducial site generates a vertical time series for a remote site in Victoria Land (Cape Roberts, ROB4) which exhibits a low, inverse correlation with the predicted atmospheric pressure loading signal. If, in the future, known and well modeled geophysical loads can be separated from the time-series, then local hydrological loading, of interest for glaciological and climate applications, can potentially be extracted from the GPS time-series.

Maintaining a Local Data Integration System in Support of Weather Forecast Operations

NASA Technical Reports Server (NTRS)

Watson, Leela R.; Blottman, Peter F.; Sharp, David W.; Hoeth, Brian

2010-01-01

Since 2000, both the National Weather Service in Melbourne, FL (NWS MLB) and the Spaceflight Meteorology Group (SMG) have used a local data integration system (LDIS) as part of their forecast and warning operations. Each has benefited from 3-dimensional analyses that are delivered to forecasters every 15 minutes across the peninsula of Florida. The intent is to generate products that enhance short-range weather forecasts issued in support of NWS MLB and SMG operational requirements within East Central Florida. The current LDIS uses the Advanced Regional Prediction System (ARPS) Data Analysis System (ADAS) package as its core, which integrates a wide variety of national, regional, and local observational data sets. It assimilates all available real-time data within its domain and is run at a finer spatial and temporal resolution than current national- or regional-scale analysis packages. As such, it provides local forecasters with a more comprehensive and complete understanding of evolving fine-scale weather features. Recent efforts have been undertaken to update the LDIS through the formal tasking process of NASA's Applied Meteorology Unit. The goals include upgrading LDIS with the latest version of ADAS, incorporating new sources of observational data, and making adjustments to shell scripts written to govern the system. A series of scripts run a complete modeling system consisting of the preprocessing step, the main model integration, and the post-processing step. The preprocessing step prepares the terrain, surface characteristics data sets, and the objective analysis for model initialization. Data ingested through ADAS include (but are not limited to) Level II Weather Surveillance Radar- 1988 Doppler (WSR-88D) data from six Florida radars, Geostationary Operational Environmental Satellites (GOES) visible and infrared satellite imagery, surface and upper air observations throughout Florida from NOAA's Earth System Research Laboratory/Global Systems Division/Meteorological Assimilation Data Ingest System (MADIS), as well as the Kennedy Space Center ICape Canaveral Air Force Station wind tower network. The scripts provide NWS MLB and SMG with several options for setting a desirable runtime configuration of the LDIS to account for adjustments in grid spacing, domain location, choice of observational data sources, and selection of background model fields, among others. The utility of an improved LDIS will be demonstrated through postanalysis warm and cool season case studies that compare high-resolution model output with and without the ADAS analyses. Operationally, these upgrades will result in more accurate depictions of the current local environment to help with short-range weather forecasting applications, while also offering an improved initialization for local versions of the Weather Research and Forecasting model.

Nonlinear modeling of chaotic time series: Theory and applications

NASA Astrophysics Data System (ADS)

Casdagli, M.; Eubank, S.; Farmer, J. D.; Gibson, J.; Desjardins, D.; Hunter, N.; Theiler, J.

We review recent developments in the modeling and prediction of nonlinear time series. In some cases, apparent randomness in time series may be due to chaotic behavior of a nonlinear but deterministic system. In such cases, it is possible to exploit the determinism to make short term forecasts that are much more accurate than one could make from a linear stochastic model. This is done by first reconstructing a state space, and then using nonlinear function approximation methods to create a dynamical model. Nonlinear models are valuable not only as short term forecasters, but also as diagnostic tools for identifying and quantifying low-dimensional chaotic behavior. During the past few years, methods for nonlinear modeling have developed rapidly, and have already led to several applications where nonlinear models motivated by chaotic dynamics provide superior predictions to linear models. These applications include prediction of fluid flows, sunspots, mechanical vibrations, ice ages, measles epidemics, and human speech.

Entropy Econometrics for combining regional economic forecasts: A Data-Weighted Prior Estimator

NASA Astrophysics Data System (ADS)

Fernández-Vázquez, Esteban; Moreno, Blanca

2017-10-01

Forecast combination has been studied in econometrics for a long time, and the literature has shown the superior performance of forecast combination over individual predictions. However, there is still controversy on which is the best procedure to specify the forecast weights. This paper explores the possibility of using a procedure based on Entropy Econometrics, which allows setting the weights for the individual forecasts as a mixture of different alternatives. In particular, we examine the ability of the Data-Weighted Prior Estimator proposed by Golan (J Econom 101(1):165-193, 2001) to combine forecasting models in a context of small sample sizes, a relative common scenario when dealing with time series for regional economies. We test the validity of the proposed approach using a simulation exercise and a real-world example that aims at predicting gross regional product growth rates for a regional economy. The forecasting performance of the Data-Weighted Prior Estimator proposed is compared with other combining methods. The simulation results indicate that in scenarios of heavily ill-conditioned datasets the approach suggested dominates other forecast combination strategies. The empirical results are consistent with the conclusions found in the numerical experiment.

Application Study of Comprehensive Forecasting Model Based on Entropy Weighting Method on Trend of PM2.5 Concentration in Guangzhou, China

PubMed Central

Liu, Dong-jun; Li, Li

2015-01-01

For the issue of haze-fog, PM2.5 is the main influence factor of haze-fog pollution in China. The trend of PM2.5 concentration was analyzed from a qualitative point of view based on mathematical models and simulation in this study. The comprehensive forecasting model (CFM) was developed based on the combination forecasting ideas. Autoregressive Integrated Moving Average Model (ARIMA), Artificial Neural Networks (ANNs) model and Exponential Smoothing Method (ESM) were used to predict the time series data of PM2.5 concentration. The results of the comprehensive forecasting model were obtained by combining the results of three methods based on the weights from the Entropy Weighting Method. The trend of PM2.5 concentration in Guangzhou China was quantitatively forecasted based on the comprehensive forecasting model. The results were compared with those of three single models, and PM2.5 concentration values in the next ten days were predicted. The comprehensive forecasting model balanced the deviation of each single prediction method, and had better applicability. It broadens a new prediction method for the air quality forecasting field. PMID:26110332

Research on time series data prediction based on clustering algorithm - A case study of Yuebao

NASA Astrophysics Data System (ADS)

Lu, Xu; Zhao, Tianzhong

2017-08-01

Forecasting is the prerequisite for making scientific decisions, it is based on the past information of the research on the phenomenon, and combined with some of the factors affecting this phenomenon, then using scientific methods to forecast the development trend of the future, it is an important way for people to know the world. This is particularly important in the prediction of financial data, because proper financial data forecasts can provide a great deal of help to financial institutions in their strategic implementation, strategic alignment and risk control. However, the current forecasts of financial data generally use the method of forecast of overall data, which lack of consideration of customer behavior and other factors in the financial data forecasting process, and they are important factors influencing the change of financial data. Based on this situation, this paper analyzed the data of Yuebao, and according to the user's attributes and the operating characteristics, this paper classified 567 users of Yuebao, and made further predicted the data of Yuebao for every class of users, the results showed that the forecasting model in this paper can meet the demand of forecasting.

Potential predictability and forecast skill in ensemble climate forecast: the skill-persistence rule

NASA Astrophysics Data System (ADS)

Jin, Y.; Rong, X.; Liu, Z.

2017-12-01

This study investigates the factors that impact the forecast skill for the real world (actual skill) and perfect model (perfect skill) in ensemble climate model forecast with a series of fully coupled general circulation model forecast experiments. It is found that the actual skill of sea surface temperature (SST) in seasonal forecast is substantially higher than the perfect skill on a large part of the tropical oceans, especially the tropical Indian Ocean and the central-eastern Pacific Ocean. The higher actual skill is found to be related to the higher observational SST persistence, suggesting a skill-persistence rule: a higher SST persistence in the real world than in the model could overwhelm the model bias to produce a higher forecast skill for the real world than for the perfect model. The relation between forecast skill and persistence is further examined using a first-order autoregressive model (AR1) analytically for theoretical solutions and numerically for analogue experiments. The AR1 model study shows that the skill-persistence rule is strictly valid in the case of infinite ensemble size, but can be distorted by the sampling error and non-AR1 processes.

Application Study of Comprehensive Forecasting Model Based on Entropy Weighting Method on Trend of PM2.5 Concentration in Guangzhou, China.

PubMed

Liu, Dong-jun; Li, Li

2015-06-23

For the issue of haze-fog, PM2.5 is the main influence factor of haze-fog pollution in China. The trend of PM2.5 concentration was analyzed from a qualitative point of view based on mathematical models and simulation in this study. The comprehensive forecasting model (CFM) was developed based on the combination forecasting ideas. Autoregressive Integrated Moving Average Model (ARIMA), Artificial Neural Networks (ANNs) model and Exponential Smoothing Method (ESM) were used to predict the time series data of PM2.5 concentration. The results of the comprehensive forecasting model were obtained by combining the results of three methods based on the weights from the Entropy Weighting Method. The trend of PM2.5 concentration in Guangzhou China was quantitatively forecasted based on the comprehensive forecasting model. The results were compared with those of three single models, and PM2.5 concentration values in the next ten days were predicted. The comprehensive forecasting model balanced the deviation of each single prediction method, and had better applicability. It broadens a new prediction method for the air quality forecasting field.