نتایج جستجو برای: روش arima

تعداد نتایج: 372572  

2006
Ming Zhong Satish Sharma Pawan Lingras

Previous research for short-term traffic prediction mostly forecasts only one time interval ahead. Such a methodology may not be adequate for response to emergency circumstances and road maintenance activities that last for a few hours or a longer period. In this study, various approaches, including naïve factor methods, exponential weighted moving average (EWMA), autoregressive integrated movi...

Journal: :IEEE Trans. Signal Processing 2002
Bor-Sen Chen Bore-Kuen Lee Sen-Chueh Peng

This work aims to treat the parameter estimation problem for fractional-integrated autoregressive moving average (F-ARIMA) processes under external noise. Unlike the conventional approaches from the perspective of the time domain, a maximum likelihood (ML) method is developed in the frequency domain since the power spectrum of an F-ARIMA process is in a very explicit and more simple form. Howev...

2015
Kalbhor Swati Gupta Shyam

This manuscript deals with the similarity querying problems for cases where data loss exists. Limitations in traditional methodologies for querying incomplete data in database, data mining and information retrieval research has urged to shift into development of different new innovative models. This Investigation is done based on a model developed based on ARIMA constructional model to check th...

1995
Christoph M. Schmidt Rolf Tschernig Rainer Dahlhaus Manfred Deistler Uwe Hassler Ian McLeod Pierre Perron Volker Sommer

For the fractional ARIMA model, we demonstrate that wrong model speciication might lead to serious problems of inference in nite samples. We assess the performance of various model selection criteria when the true model is fractionally integrated and the alternatives of interest are ARMA and fractional ARIMA models. The likelihood of successful identiication increases substantially with rising ...

2016
Xingyu Zhang Tao Zhang Jiao Pei Yuanyuan Liu Xiaosong Li Pau Medrano-Gracia Jeffrey Shaman

BACKGROUND The infection rate of syphilis in China has increased dramatically in recent decades, becoming a serious public health concern. Early prediction of syphilis is therefore of great importance for heath planning and management. METHODS In this paper, we analyzed surveillance time series data for primary, secondary, tertiary, congenital and latent syphilis in mainland China from 2005 t...

2016
Wudi Wei Junjun Jiang Hao Liang Lian Gao Bingyu Liang Jiegang Huang Ning Zang Yanyan Liao Jun Yu Jingzhen Lai Fengxiang Qin Jinming Su Li Ye Hui Chen

BACKGROUND Hepatitis is a serious public health problem with increasing cases and property damage in Heng County. It is necessary to develop a model to predict the hepatitis epidemic that could be useful for preventing this disease. METHODS The autoregressive integrated moving average (ARIMA) model and the generalized regression neural network (GRNN) model were used to fit the incidence data ...

2011
Mehdi Khashei Mehdi Bijari

Both theoretical and empirical findings have suggested that combining different models can be an effective way to improve the predictive performance of each individual model. It is especially occurred when the models in the ensemble are quite different. Hybrid techniques that decompose a time series into its linear and nonlinear components are one of the most important kinds of the hybrid model...

ژورنال: :فصلنامه مطالعات اقتصادی کاربردی ایران (علمی - پژوهشی) 2014
منصور زراء نژاد مسعود خداپناه پویان کیانی صلاح ابراهیمی

پیش­بینی براساس مدل­های چندمتغیری اقتصادسنجی با محدودیت­هایی زیادی همراه است، بنابراین یک روش جایگزین استفاده از مدل­های تک متغیری است. اما اکثر روش­های تک­متغیری برای حصول به ­نتیجه خوب نیاز به داده­های زیادی دارند. روش­های رگرسیون فازی به­دلیل فازی در نظر گرفتن اعــداد، برای مدل­سازی و پیش­بینی معمولاً نیاز به داده­های کمتری دارند. از این­رو در این مطالعه کارایی روش رگرسیون خودبازگشتی میانگین ...

Journal: Pollution 2019

The present study aims at developing a forecasting model to predict the next year’s air pollution concentrations in the atmosphere of Iran. In this regard, it proposes the use of ARIMA, SVR, and TSVR, as well as hybrid ARIMA-SVR and ARIMA-TSVR models, which combined the autoregressive part of the autoregressive integrated moving average (ARIMA) model with the support vector regression technique...

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