湘江流域金属污染的贝叶斯预测实证研究

水环境是一个充满不确定性的复杂巨系统,传统水质模型很难体现重金属污染物在河流中迁移的随机性。本文选择ARIMA模型作为重金属预测模型,运用贝叶斯相关理论进行分析、参数估计和预测,从而不仅获得点预测结果,而且获得区间估计和概率预测结果。实例分析证实,基于贝叶斯方法的ARIMA模型能够获得很好的点预测和区间表现。     

基于ARIMA模型的工业锂电池剩余使用寿命预测

研究了随机建模技术在锂电池剩余使用寿命预测中应用.基于此,使用Box-Jenkins ARIMA模型模拟锂电池退化过程.在NASA PCoE获取锂电池测量数据集,采用ADF单根检验与差分法对锂电池容量原始数据平稳化处理.结合自相关函数与偏自相关函数进行参数估计,构建多个ARIMA模型,并通过评估各种估计参数验证各个模型的有效性,根据AIC、SC准则与正态化BIC选择最佳预测模型.在对所选模型进行严格评估之后,ARIMA （2,1,2）被识别为最佳拟合模型.使用ARIMA模型获得了比较精确的预测结果,结果表明ARIMA模型预测锂电池剩余使用寿命短期内具有较高的精确度和较强的可行性.     

基于ARIMA和LSTM混合模型的时间序列预测

由于现实中的时间序列通常同时具有线性和非线性特征,传统ARIMA模型在时间序列建模中常表现出一定局限性。对此,提出基于ARIMA和LSTM混合模型进行时间序列预测。应用线性ARIMA模型进行时间序列预测,用支持向量回归(SVR)模型对误差序列进行预测,采用深度LSTM模型对ARIMA模型和SVR模型的预测结果组合,并将贝叶斯优化算法用于选择深度LSTM模型的超参数。实验结果表明,与其他混合模型相比,该模型在五种不同时间序列预测中能够有效提高预测精度。     

综采工作面瓦斯数据时间序列预测方法研究

针对现有基于时间序列的瓦斯浓度预测方法存在算法复杂、预测步长较短等问题,根据瓦斯浓度历史监测数据的随机性与时序性,提出了一种基于ARIMA+GARCH组合模型的综采工作面瓦斯数据时间序列预测方法。首先建立ARIMA预测模型,对瓦斯浓度数据进行平稳化处理,并确定模型的参数估计;然后在预测模型的可靠性通过检验后,针对ARIMA模型在预测过程中存在的均值回归问题,采用GARCH模型模拟ARIMA产生的拟合残差,并将模拟出的结果作为ARIMA模型中预测的噪声项,以此优化预测结果。测试结果表明,基于ARIMA+GARCH组合模型的瓦斯浓度预测方法能够反映瓦斯浓度真实值的变化趋势,平均绝对误差、相对百分误差绝对值、标准差、均方误差4项判断指标都很小,具有较高的预测精度。     

ARIMA模型在网络流量预测中的应用研究

针对网络运行安全和可靠的要求,研究网络流量预测问题.网络流量具有高度自相似、时变性和非线性等时间序列特征,传统预测方法无法捕捉其时变性和自相似规律,导致预测精度比较低.为了提高网络流量的预测精度.在分析网络流量特征的基础上,提出一种基于ARIMA模型的网络流量预测方法.先采用差分法对网络流量原始数据平稳化处理,提取网络流量数据的自相似特征.然后将平稳后的数据利用能很好反映时变性和非线性的ARIMA模型对进行拟合和检验,建立网络流量的最优预测模型,最后根据获得最优预测模型对嗍络流量实例数据进行仿真预测.仿真结果表明,ARIMA模型的网络流量预测精度比其它预测模型要高,能够很好的反映网络流量的规律,在网络流量预测中有广泛应用前景.     

ARIMA与SVM组合模型的石油价格预测

针对复杂时间序列预测困难的问题,在综合分析其线性和非线性复合特征的基础上,提出了一种基于ARIMA和SVM相结合的时间序列预测模型。首先采用ARIMA模型对时间序列进行线性建模,然后采用SVM对时间序列的非线性部分进行建模,最后得到两种模型的综合预测结果。将组合模型应用于石油价格预测中,仿真结果表明组合模型相对于单模型的预测具有更高的精度,发挥了2种模型各自的优势,在复杂时间序列预测中具有广泛的应用前景。     

我国发电总量的估测与比较分析

电力工业是国民经济的基础性工业,发电量是电力工业发展水平的一个重要指标,对发电量的准确预测有利于电力工业的可持续健康发展。分别用ARIMA模型和传递函数模型对我国未来5年的发电总量进行估测,并分别对两种模型建模的过程和结果进行比较和分析。两种模型在发电量的预测中各有利弊,根据ACF和PACF,ARIMA模型较好;根据Residual和Fitted,传递函数模型较好。     

基于ARIMA与BP的水利工程投资预测模型研究

为了提高时间序列短期预测的精度,提出了把ARIMA模型和BP神经网络模型进行组合预测的思路.将该组合模型应用在南水北调在建工程项目投资预测中,利用多种定阶准则对不同ARIMA模型的预测效果进行比较,指出多种定阶准则各有利弊;然后利用BP神经网络将不同ARIMA模型预测值进行进一步组合预测.实验结果表明,组合模型充分发挥了两种模型各自的优势,比单一的预测方法具有更高的精度,在时间序列短期预测中预测效果良好.     

ARIMA季节乘积模型预测医院门诊量的试验研究

利用ARIMA乘积模型对2005年到2012年的八年门诊量做了分析和预测的研究实验分析探讨了ARIMA乘积模型在预测医院门诊量中的应用从而建立医院门诊量的预测模型,实践证明ARIMA乘积模型是一种精度较高且周期短的预测医院门诊量模型值得推广应用。     

我国发电总量的估测与比较分析

电力工业是国民经济的基础性工业,发电量是电力工业发展水平的一个重要指标,对发电量的准确预测有利于电力工业的可持续健康发展.分别用ARIMA模型和传递函数模型对我国未来5年的发电总量进行估测,并分别对两种模型建模的过程和结果进行比较和分析.两种模型在发电量的预测中各有利弊,根据ACF和PACF,ARIMA模型较好;根据Residual和Fitted,传递函数模型较好.     

A moving-average filter based hybrid ARIMA–ANN model for forecasting time series data

A suitable combination of linear and nonlinear models provides a more accurate prediction model than an individual linear or nonlinear model for forecasting time series data originating from various applications. The linear autoregressive integrated moving average (ARIMA) and nonlinear artificial neural network (ANN) models are explored in this paper to devise a new hybrid ARIMA–ANN model for the prediction of time series data. Many of the hybrid ARIMA–ANN models which exist in the literature apply an ARIMA model to given time series data, consider the error between the original and the ARIMA-predicted data as a nonlinear component, and model it using an ANN in different ways. Though these models give predictions with higher accuracy than the individual models, there is scope for further improvement in the accuracy if the nature of the given time series is taken into account before applying the models. In the work described in this paper, the nature of volatility was explored using a moving-average filter, and then an ARIMA and an ANN model were suitably applied. Using a simulated data set and experimental data sets such as sunspot data, electricity price data, and stock market data, the proposed hybrid ARIMA–ANN model was applied along with individual ARIMA and ANN models and some existing hybrid ARIMA–ANN models. The results obtained from all of these data sets show that for both one-step-ahead and multistep-ahead forecasts, the proposed hybrid model has higher prediction accuracy.     

A new hybrid for improvement of auto-regressive integrated moving average models applying particle swarm optimization

A time series forecasting is an active research applied significantly in a variety of economics areas. Over the past three decades an auto-regressive integrated moving average (ARIMA) model, as one of the most important time series models, has been applied in financial markets forecasting. Recent researches in time series forecasting ARIMA models indicate some basic limitations which detract from their popularities for financial time series forecasting: One limitation of an ARIMA model is that it requires a large amount of historical data to generate an accurate result. Both theoretical and empirical findings suggest that combining different time series models may be an effective method of improving the predictive performances of data especially when the models in the ensemble are quite different. The main purpose of present paper is to combine the ARIMA model with the particle swarm optimization (PSO) model in order to improve and generate more accurate forecasting results. Under small data information, combining the PSO and ARIMA models performs better performance results compared to an ARIMA model itself. The proposed model is robust and it may be used as an alternative forecasting tool in economics areas.     

A comparison study between fuzzy time series model and ARIMA model for forecasting Taiwan export

This study compares the application of two forecasting methods on the amount of Taiwan export, the ARIMA time series method and the fuzzy time series method. Models discussed for the fuzzy time series method include the Factor models, the Heuristic models, and the Markov model. When the sample period is prolong in our models, the ARIMA model shows smaller than predicted error and closer predicted trajectory to the realistic trend than those of the fuzzy model, resulted in more accurate forecasts of the export amount in the ARIMA model. Especially, the coefficient of the error term for the previous period has increased to 79%, implying the influential effect of external factors. These external factors attribute to the export amount of Taiwan according to the economic viewpoints. However, this impact reduces as time progressing and the export amount of the lag period of 12 or 13 do not affect current export amount anymore. In conclusion, when the sample period is shorter with only a small set of data available, the fuzzy time series models can be utilized to predict export values accurately, outperforming the ARIMA model.     

Univariate approach to the monthly total ozone time series over Kolkata,India: autoregressive integrated moving average (ARIMA) and autoregressive neural network (AR-NN) models

This study reports univariate modelling methodologies applied to the monthly total ozone concentration (TOC) over Kolkata (22°32′, 88°20′), India, derived from the measurements made by the Earth Probe Total Ozone Mapping Spectrometer (EP/TOMS). The univariate models have been generated in two forms, namely autoregressive integrated moving average (ARIMA) and autoregressive neural network (AR-NN). Three ARIMA models in the forms of ARIMA(1,1,1), ARIMA(0,1,1) and ARIMA(0,2,2) and 11 autoregressive neural network models, AR-NN(n), have been generated for a time series. Goodness of fit of the models to the time series of monthly TOC has been assessed using prediction error, Pearson correlation coefficient and Willmott's indices. After rigorous skill assessment, the ARIMA (0,2,2) has been identified as the best predictive model for the time series under study.     

Improvement of time forecasting models using a novel hybridization of bootstrap and double bootstrap artificial neural networks

Hybrid models such as the Artificial Neural Network-Autoregressive Integrated Moving Average (ANN–ARIMA) model are widely used in forecasting. However, inaccuracies and inefficiency remain in evidence. To yield the ANN–ARIMA with a higher degree of accuracy, efficiency and precision, the bootstrap and the double bootstrap methods are commonly used as alternative methods through the reconstruction of an ANN–ARIMA standard error. Unfortunately, these methods have not been applied in time series-based forecasting models. The aims of this study are twofold. First, is to propose the hybridization of bootstrap model and that of double bootstrap mode called Bootstrap Artificial Neural Network-Autoregressive Integrated Moving Average (B-ANN–ARIMA) and Double Bootstrap Artificial Neural Network-Autoregressive Integrated Moving Average (DB-ANN–ARIMA), respectively. Second, is to investigate the performance of these proposed models by comparing them with ARIMA, ANN and ANN–ARIMA. Our investigation is based on three well-known real datasets, i.e., Wolf’s sunspot data, Canadian lynx data and, Malaysia ringgit/United States dollar exchange rate data. Statistical analysis on SSE, MSE, RMSE, MAE, MAPE and VAF is then conducted to verify that the proposed models are better than previous ARIMA, ANN and ANN–ARIMA models. The empirical results show that, compared with ARIMA, ANNs and ANN–ARIMA models, the proposed models generate smaller values of SSE, MSE, RMSE, MAE, MAPE and VAF for both training and testing datasets. In other words, the proposed models are better than those that we compare with. Their forecasting values are closer to the actual values. Thus, we conclude that the proposed models can be used to generate better forecasting values with higher degree of accuracy, efficiency and, precision in forecasting time series results becomes a priority.     

Predictive modeling for wastewater applications: Linear and nonlinear approaches

This study compares the multi-period predictive ability of linear ARIMA models to nonlinear time delay neural network models in water quality applications. Comparisons are made for a variety of artificially generated nonlinear ARIMA data sets that simulate the characteristics of wastewater process variables and watershed variables, as well as two real-world wastewater data sets. While the time delay neural network model was more accurate for the two real-world wastewater data sets, the neural networks were not always more accurate than linear ARIMA for the artificial nonlinear data sets. In some cases of the artificial nonlinear data, where multi-period predictions are made, the linear ARIMA model provides a more accurate result than the time delay neural network. This study suggests that researchers and practitioners should carefully consider the nature and intended use of water quality data if choosing between neural networks and other statistical methods for wastewater process control or watershed environmental quality management.     

Hybridization of autoregressive integrated moving average (ARIMA) with probabilistic neural networks (PNNs)

Autoregressive integrated moving average (ARIMA) models are one of the most important time series models applied in financial market forecasting over the past three decades. Improving forecasting especially time series forecasting accuracy is an important yet often difficult task facing forecasters. Both theoretical and empirical findings have indicated that integration of different models can be an effective way of improving upon their predictive performance, especially when the models in the ensemble are quite different. In the literature, several hybrid techniques have been proposed by combining different time series models together, in order to yield results that are more accurate. In this paper, a new hybrid model of the autoregressive integrated moving average (ARIMA) and probabilistic neural network (PNN), is proposed in order to yield more accurate results than traditional ARIMA models. In proposed model, the estimated values of the ARIMA model are modified based on the distinguished trend of the ARIMA residuals and optimum step length, which are respectively obtained from a probabilistic neural network and a mathematical programming model. Empirical results with three well-known real data sets indicate that the proposed model can be an effective way in order to construct a more accurate hybrid model than ARIMA model. Therefore, it can be used as an appropriate alternative model for forecasting tasks, especially when higher forecasting accuracy is needed.     

Forecasting time series using a methodology based on autoregressive integrated moving average and genetic programming

The autoregressive integrated moving average (ARIMA), which is a conventional statistical method, is employed in many fields to construct models for forecasting time series. Although ARIMA can be adopted to obtain a highly accurate linear forecasting model, it cannot accurately forecast nonlinear time series. Artificial neural network (ANN) can be utilized to construct more accurate forecasting model than ARIMA for nonlinear time series, but explaining the meaning of the hidden layers of ANN is difficult and, moreover, it does not yield a mathematical equation. This study proposes a hybrid forecasting model for nonlinear time series by combining ARIMA with genetic programming (GP) to improve upon both the ANN and the ARIMA forecasting models. Finally, some real data sets are adopted to demonstrate the effectiveness of the proposed forecasting model.