EVDHM-ARIMA-Based Time Series Forecasting Model and Its Application for COVID-19 Cases

نویسندگان

چکیده

The time-series forecasting makes a substantial contribution in timely decision-making. In this article, recently developed eigenvalue decomposition of Hankel matrix (EVDHM) along with the autoregressive integrated moving average (ARIMA) is applied to develop model for nonstationary time series. Phillips–Perron test (PPT) used define nonstationarity EVDHM over series decompose it into respective subcomponents and reduce nonstationarity. ARIMA-based designed forecast future values each subcomponent. subcomponent are added get final output values. optimized value ARIMA parameters obtained using genetic algorithm (GA) minimum Akaike information criterion (AIC). Model performance evaluated by estimating daily new cases recent pandemic disease COVID-19 India, USA, Brazil. high efficacy proposed method convinced results.

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ژورنال

عنوان ژورنال: IEEE Transactions on Instrumentation and Measurement

سال: 2021

ISSN: ['1557-9662', '0018-9456']

DOI: https://doi.org/10.1109/tim.2020.3041833