Search

Accurately predicting the price of carbon is an effective way of ensuring the stability of the carbon trading market and reducing carbon emissions. Aiming at the non-smooth and non-linear characteristics of carbon price, this paper proposes a novel hybrid prediction model based on improved feature extraction and non-linear integration, which is built on complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN), fuzzy entropy (FuzzyEn), improved random forest using particle swarm optimisation (PSORF), extreme learning machine (ELM), long short-term memory (LSTM), non-linear integration based on multiple linear regression (MLR) and random forest (MLRRF), and error correction with the autoregressive integrated moving average model (ARIMA), named CEEMDAN-FuzzyEn-PSORF-ELM-LSTM-MLRRF-ARIMA. Firstly, CEEMDAN is combined with FuzzyEn in the feature selection process to improve extraction efficiency and reliability. Secondly, at the critical prediction stage, PSORF, ELM, and LSTM are selected to predict high, medium, and low complexity sequences, respectively. Thirdly, the reconstructed sequences are assembled by applying MLRRF, which can effectively improve the prediction accuracy and generalisation ability. Finally, error correction is conducted using ARIMA to obtain the final forecasting results, and the Diebold–Mariano test (DM test) is introduced for a comprehensive evaluation of the models. With respect to carbon prices in the pilot regions of Shenzhen and Hubei, the results indicate that the proposed model has higher prediction accuracy and robustness. The main contributions of this paper are the improved feature extraction and the innovative combination of multiple linear regression and random forests into a non-linear integrated framework for carbon price forecasting. However, further optimisation is still a work in progress. [ABSTRACT FROM AUTHOR]

With developments in global economic integration and the increase in future economic uncertainty, it is imperative to have the ability to predict future capital in relation to financial capital inflow and outflow predictions to ensure capital optimization is within a controllable range within the current macroeconomic environment and situation. This paper proposes an automated capital prediction strategy for the capital supply chain using time series analysis artificial intelligence methods. Firstly, to analyze the fluctuation and tail risk of the financial characteristics, the paper explores the financial characteristics for measuring the dynamic VaR from the perspectives of volatility, tail, and peak with the Bayesian peaks over threshold (POT) model. Following this, in order to make the modeling more refined, the forecast targets are split before modeling with seasonal Autoregressive Integrated Moving Average (ARIMA) models and Prophet models. Finally, the time series modeling of the wavelet Long Short-Term Memory (LSTM) model is carried out using a two-part analysis method to determine the linear separated wavelet and non-linear embedded wavelet parts to predict strong volatility in financial capital. Taking the user capital flow of the Yu'e Bao platform, the results prove the feasibility and prediction accuracy of the innovative model proposed. [ABSTRACT FROM AUTHOR]

Urban carbon emissions are an important area for addressing climate change, and it is necessary to establish scientific and effective carbon emission prediction models to formulate reasonable emission reduction policies and measures. In this paper, a novel model based on Lasso regression, an ARIMA model, and a BPNN is proposed. Lasso regression is used to screen the key factors affecting carbon emissions, and the ARIMA model is used to extract the linear components of the carbon emission sequences, while the BPNN is used to predict the residuals of the ARIMA model. The final result is the sum of that from the ARIMA model and the BPNN. The carbon peak, carbon neutralization time, and emissions were analyzed under different scenarios. Taking Suzhou City as an example, the results show that the electricity consumption of the whole population is one of the key drivers of carbon emissions; the carbon emission prediction accuracy and stability of the ARIMA-BPNN combined model are better than those of the single model, which improves the reliability as well as the accuracy of the model's prediction. However, under the constraints of the current policies, the goal of achieving carbon peaking by 2030 in Suzhou City may not be realized as scheduled. This novel carbon emission prediction model built was validated to provide a scientific basis for low-carbon urban development. This study presents an important reference value for predicting carbon emissions and formulating emission reduction measures in other cities. [ABSTRACT FROM AUTHOR]

The issue of climate change holds immense significance, affecting various aspects of life, including the environment, the interaction between soil conditions and the atmosphere, and agriculture. Over the past few decades, a range of spatio-temporal and Deep Neural Network (DNN) techniques had been proposed within the field of Machine Learning (ML) for climate forecasting, using spatial and temporal data. The forecasting model in this paper is highly complex, particularly due to the presence of nonlinear data in the residual modeling of General Space-Time Autoregressive Integrated Moving Average (GSTARIMA), which represented nonstationary data with time and location dependencies. This model effectively captured trends and seasonal data with time and location dependencies. On the other hand, DNNs proved reliable for modeling nonlinear data that posed challenges for spatio-temporal approaches. This research presented a comprehensive overview of the integrated approach between the GSTARIMA model and DNNs, following the six-stage Data Analytics Lifecycle methodology. The focus was primarily on previous works conducted between 2013 and 2022. The review showed that the GSTARIMA–DNN integration model was a promising tool for forecasting climate in a specific region in the future. Although spatio-temporal and DNN approaches have been widely employed for predicting the climate and its impact on human life due to their computational efficiency and ability to handle complex problems, the proposed method is expected to be universally accepted for integrating these models, which encompass location and time dependencies. Furthermore, it was found that the GSTARIMA–DNN method, incorporating multivariate variables, locations, and multiple hidden layers, was suitable for short-term climate forecasting. Finally, this paper presented several future directions and recommendations for further research. [ABSTRACT FROM AUTHOR]

Economic forecasting is crucial since it benefits many different parties, such as governments, businesses, investors, and the general public. This paper presents a novel methodology for forecasting business cycles using an autoregressive integrated moving average (ARIMA), a popular linear model in time series forecasting, and a neural network with weighted fuzzy membership functions (NEWFM) as a forecasting model generator. The study used a dataset that included seven components of the leading composite index, which is used to predict positive or negative trends in several economic sectors before the GDP is compiled. The preprocessed time series data comprising the leading composite index using ARIMA were used as input vectors for the NEWFM to predict comprehensive business fluctuations. The prediction capability significantly improved through the duplicated refining process of the dataset using ARIMA and NEWFM. The combined ARIMA and NEWFM techniques exceeded ARIMA in both classification and prediction, yielding an accuracy of 91.61%. [ABSTRACT FROM AUTHOR]

Current weather monitoring systems often remain out of reach for small-scale users and local communities due to their high costs and complexity. This paper addresses this significant issue by introducing a cost-effective, easy-to-use local weather station. Utilizing low-cost sensors, this weather station is a pivotal tool in making environmental monitoring more accessible and user-friendly, particularly for those with limited resources. It offers efficient in-site measurements of various environmental parameters, such as temperature, relative humidity, atmospheric pressure, carbon dioxide concentration, and particulate matter, including PM 1, PM 2.5, and PM 10. The findings demonstrate the station's capability to monitor these variables remotely and provide forecasts with a high degree of accuracy, displaying an error margin of just 0.67%. Furthermore, the station's use of the Autoregressive Integrated Moving Average (ARIMA) model enables short-term, reliable forecasts crucial for applications in agriculture, transportation, and air quality monitoring. Furthermore, the weather station's open-source nature significantly enhances environmental monitoring accessibility for smaller users and encourages broader public data sharing. With this approach, crucial in addressing climate change challenges, the station empowers communities to make informed decisions based on real-time data. In designing and developing this low-cost, efficient monitoring system, this work provides a valuable blueprint for future advancements in environmental technologies, emphasizing sustainability. The proposed automatic weather station not only offers an economical solution for environmental monitoring but also features a user-friendly interface for seamless data communication between the sensor platform and end users. This system ensures the transmission of data through various web-based platforms, catering to users with diverse technical backgrounds. Furthermore, by leveraging historical data through the ARIMA model, the station enhances its utility in providing short-term forecasts and supporting critical decision-making processes across different sectors. [ABSTRACT FROM AUTHOR]

The early health warning of a cable-stayed bridge is of great significance for discovering the abnormal condition of the structure, eliminating the risk factors, and ensuring the normal operation of the bridge in order to set a reasonable safety monitoring threshold to ensure the safety warning and condition assessment of the bridge structure. A method of dynamic early warning by considering the temperature effect is adopted in this paper on the basis of the benchmark threshold. Based on the long-term deflection monitoring data of a bridge in Wuhan, the generalized Pareto distribution (GPD) extreme value analysis theory is used to set the benchmark threshold. Then, by constructing the seasonal autoregressive integrated moving average (SARIMA) long-span bridge temperature effect prediction model, the reference threshold is dynamically adjusted. Finally, it is compared with the traditional fixed threshold monitoring system. The results show that the dynamic threshold has stronger adaptability to the monitoring of cable-stayed bridges and can also achieve effective monitoring of local mutations in other periods. Dynamic threshold early warning can reduce the shortcomings of traditional early warning methods such as underreporting and misreporting. At the same time, the GPD extreme value analysis theory overcomes the disadvantage that the extreme value information is not fully utilized. It has an important application value for bridge health monitoring. [ABSTRACT FROM AUTHOR]

The energy trading problem in smart grids has been of great interest. In this paper, we focus on two problems: 1. Energy sellers' inaccurate grasp of users' real needs causes information asymmetry in transactions, making it difficult for energy sellers to develop more satisfactory pricing strategies for users based on those real needs. 2. The uneven variation of user demand causes the grid costs to increase. In this paper, we design a collaborative pricing strategy based on the seasonal autoregressive integrated moving average-artificial neural network (Sarima-Ann) and an asymmetric Stackelberg game. Specifically, we propose a dissatisfaction function for users and an incentive function for grid companies to construct a utility function for both parties, which introduces an incentive amount to achieve better results in equilibrating user demand while optimizing the transaction utility. In addition, we constructed a demand fluctuation function based on user demand data and introduced it into the game model to predict the demand by Sarima-Ann, which achieves better prediction accuracy. Finally, through simulation experiments, we demonstrate the effectiveness of our scheme in balancing demand and improving utility, and the superiority of our Sarima-Ann model in terms of forecasting accuracy. Specifically, the peak reduction can reach 94.1% and the total transaction utility increase can reach 4.6 × 107, and better results can be achieved by adjusting the incentive rate. Our Sarima-Ann model improves accuracy by 64.95% over Arima and 64.47% over Sarima under MAE metric evaluation, and also shows superior accuracy under other metrics evaluation. [ABSTRACT FROM AUTHOR]

Urban rail transit offers advantages such as high safety, energy efficiency, and environmental friendliness. With cities rapidly expanding, travelers are increasingly using rail systems, heightening demands for passenger capacity and efficiency while also pressuring these networks. Passenger flow forecasting is an essential part of transportation systems. Short-term passenger flow forecasting for rail transit can estimate future station volumes, providing valuable data to guide operations management and mitigate congestion. This paper investigates short-term forecasting for Suzhou's Shantang Street station. Shantang Street's high commercial presence and distinct weekday versus weekend ridership patterns make it an interesting test case, making it a representative subway station. Wavelet denoising and Long Short Term Memory (LSTM) were combined to predict short-term flows, comparing the results to those of standalone LSTM, Support Vector Regression (SVR), Artificial Neural Network (ANN), and Autoregressive Integrated Moving Average Model (ARIMA). This study illustrates that the algorithms adopted exhibit good performance for passenger prediction. The LSTM model with wavelet denoising proved most accurate, demonstrating applicability for short-term rail transit forecasting and practical significance. The research findings can provide fundamental recommendations for implementing appropriate passenger flow control measures at stations and offer effective references for predicting passenger flow and mitigating traffic pressure in various cities. [ABSTRACT FROM AUTHOR]

Technical and technological developments in recent decades have stimulated the rapid development of methods and tools in the field of statistical process quality control, which also includes control charts. The principle of control charts defined by Dr. W. Shewhart has been known for more than 100 years. Since then, they have been used in many industries to monitor and control processes. This paper aims to assess the possibilities of use and the selection of the most suitable type of control chart for monitoring the quality of a process depending on its nature. This tool should help operators in monitoring coking time, which is one of the important control variables affecting the quality of coke production. The autoregressive nature of the variable being monitored was considered when selecting a suitable control chart from the group of options considered. In addition to the three traditional types of control charts (Shewhart's, CUSUM, and EWMA), which were applied to the residuals of individual values of different types of ARIMA models, various statistical tests, and plots, a dynamic EWMA control chart was also used. Its advantage over traditional control charts applied to residuals is that it works with directly measured coking time data. This chart is intended to serve as a method to monitor the process. Its role is only to alert the process operator to the occurrence of problems with the length of the coking time. [ABSTRACT FROM AUTHOR]

Renewables are the greener substitute for the conventional polluting sources of generating energy. For their successful integration into the power grid, accurate forecasts are required. In this paper, we report the lessons acquired from our previous works on generating time-series ARIMA-based forecasting models for renewables. To this end, we considered a consistent dataset spanning the last four years. Assuming four different performance metrics for each of the best ARIMA-based models of our previous works, we derived a new optimal model for each month of the year, as well as for the two different methodologies suggested in those works. We then evaluated the performance of those models, by comparing the two methodologies: in doing so, we proposed a hybrid methodology that took the best models out of those two methodologies. We show that our proposed hybrid methodology has improved yearly accuracy of about 89.5% averaged over 12 months of the year. Also, we illustrate in detail for the four years under study and each month of the year the observed percentage of renewables and its corresponding accuracy compared to the generated forecasts. Finally, we give the implementation details of our open-source REN4KAST software platform, which provides several services related to renewables in Germany. [ABSTRACT FROM AUTHOR]

In this paper, an algorithm for Mathematica is proposed for the computation of the asymptotic Fisher information matrix for a multivariate time series, more precisely for a controlled vector autoregressive moving average stationary process, or VARMAX process. Meanwhile, we present briefly several algorithms published in the literature and discuss the sufficient condition of invertibility of that matrix based on the eigenvalues of the process operators. The results are illustrated by numerical computations. [ABSTRACT FROM AUTHOR]

10.3390/en14102947 3 Pilatowska M., Geise A., Wlodarczyk A. The effect of renewable and nuclear energy consumption on decoupling economic growth from CO2 emissions in Spain. The last article, "Empirical Research on the Relationship amongst Renewable Energy Consumption, Economic Growth and Foreign Direct Investment in Kazakhstan and Uzbekistan", is authored by [[3]]. This editorial paper presents a brief review of the 11 selected papers recently published: nine from I Energies i and two from other journals, and their citations are compared. They examine the associations between foreign direct investment, economic growth, and renewable energy consumption in the case of Kazakhstan and Uzbekistan. [Extracted from the article]

In commerce, economics, engineering and the sciences, quantitative methods based on statistical models for forecasting are very useful tools for prediction and decision. There is an abundance of papers on forecasting for continuous-time series but relatively fewer papers for time series of counts which require special consideration due to the integer nature of the data. A popular method for modelling is the method of mixtures which is known for its flexibility and thus improved prediction capability. This paper studies the coherent forecasting for a flexible stationary mixture of Pegram and thinning (MPT) process, and develops the likelihood-based asymptotic distribution. Score functions and the Fisher information matrix are presented. Numerical studies are used to assess the performance of the forecasting methods. Also, a comparison is made with existing discrete-valued time series models. Finally, the practical application is illustrated with two sets of real data. It is shown that the mixture model provides good forecasting performance. [ABSTRACT FROM AUTHOR]

Atmospheric visibility is an important indicator that reflects the transparency of the atmosphere and characterizes the air quality, so it is of great significance to study the long-term change in visibility. This paper is based on the global surface summary of day data (GSOD) site dataset and other relevant data, using the Mann–Kendall (MK) mutation point test, wavelet transform, and seasonal autoregressive integrated moving average (SARIMA) model forecasting. The time-frequency domain variation characteristics and related influencing factors of regional visibility in China were studied in detail, and the visibility was predicted; the results of the study showed the following: (1) the overall interannual variation of regional visibility in China has a decreasing trend, and the four-season variation has a decreasing trend, except for the rising trend in summer, with abrupt change points in both the overall interannual variation and the four-season variation. (2) There are main cycles of visibility in the Chinese region with time scales of 180 months and 18 months. Under the time scale of 180 months for the main cycle, the variation period of visibility is about 123 months, experiencing two high to low variations; under the time scale of 18 months for the main cycle, the variation period of visibility is 12 months, experiencing 21 high to low variations. (3) The development of the economy indirectly affects changes in visibility. Cities with high economies are densely populated, with concentrations of various particulate emissions and high concentrations of particulate matter, which can directly reduce visibility. (4) Two prediction models, SARIMA and long and the short-term memory (LSTM) neural network, were used to predict the visibility in China, both of which achieved good evaluation indexes, and the visibility in China may show an increasing trend in the future. [ABSTRACT FROM AUTHOR]

The increasing demand for clean energy and the global shift towards renewable sources necessitate reliable solar radiation forecasting for the effective integration of solar energy into the energy system. Reliable solar radiation forecasting has become crucial for the design, planning, and operational management of energy systems, especially in the context of ambitious greenhouse gas emission goals. This paper presents a study on the application of auto-regressive integrated moving average (ARIMA) models for the seasonal forecasting of solar radiation in different climatic conditions. The performance and prediction capacity of ARIMA models are evaluated using data from Jordan and Poland. The essence of ARIMA modeling and analysis of the use of ARIMA models both as a reference model for evaluating other approaches and as a basic forecasting model for forecasting renewable energy generation are presented. The current state of renewable energy source utilization in selected countries and the adopted transition strategies to a more sustainable energy system are investigated. ARIMA models of two time series (for monthly and hourly data) are built for two locations and a forecast is developed. The research findings demonstrate that ARIMA models are suitable for solar radiation forecasting and can contribute to the stable long-term integration of solar energy into countries' systems. However, it is crucial to develop location-specific models due to the variability of solar radiation characteristics. This study provides insights into the use of ARIMA models for solar radiation forecasting and highlights their potential for supporting the planning and operation of energy systems. [ABSTRACT FROM AUTHOR]

The aviation industry has driven economic growth and facilitated cultural exchange over the past century. However, concerns have arisen regarding its contribution to greenhouse gas emissions and potential impact on climate change. In response to this challenge, stakeholders have proposed the use of electric ground support vehicles, powered by renewable energy sources, at airports. This solution aims to not only reduce emissions, but to also lower energy costs. Nonetheless, the successful implementation of such a system relies on accurate energy demand forecasting, which is influenced by flight data and fluctuations in renewable energy availability. This paper presents a novel data-driven, machine-learning-based energy prediction model that compared the performance of the Facebook Prophet and vector autoregressive integrated moving average algorithms to develop time series models to forecast the ground movement operation net energy demand in the airport, using historical flight data and an onsite airport-based PV power system (ASPV). The results demonstrate the superiority of the Facebook Prophet model over the vector autoregressive integrated moving average (VARIMA), highlighting its utility for airport operators and planners in managing energy consumption and preparing for future electrified ground movement operations at the airport. [ABSTRACT FROM AUTHOR]

Ozone is a very important trace gas in the atmosphere, it is like a "double-edged sword". Because the ozone in the stratosphere can effectively help the earth's organisms to avoid the sun's ultraviolet radiation damage, the ozone near the ground causes pollution. Therefore, it is essential to explore the time-frequency domain variation characteristics of total column ozone and have a better understanding of its cyclic variation. In this paper, based on the monthly scale dataset of total column ozone (TCO) (September 2002 to February 2023) from Atmospheric Infrared Sounder (AIRS) carried by NASA's Aqua satellite, linear regression, coefficient of variation, Mann-Kendall (M-K) mutation tests, wavelet analysis, and empirical orthogonal function decomposition (EOF) analysis were used to analyze the variation characteristics of the TCO in China from the perspectives of time domain, frequency domain, and spatial characteristics. Finally, this study predicted the future of TCO data based on the seasonal autoregressive integrated moving average (SARIMA) model in the time series algorithm. The results showed the following: (1) From 2003 to 2022, the TCO in China showed a slight downward trend, with an average annual change rate of −0.29 DU/a; the coefficient of variation analysis found that TCO had the smallest intra-year fluctuations in 2008 and the largest intra-year fluctuations in 2005. (2) Using the M-K mutation test, it was found that there was a mutation point in the total amount of column ozone in 2016. (3) Using wavelet analysis to analyze the frequency domain characteristics of the TCO, it was observed that TCO variation in China had a combination of 14-year, 6-year, and 4-year main cycles, where 14 years is the first main cycle with a 10-year cycle and 6 years is the second main cycle with a 4-year cycle. (4) The spatial distribution characteristics of the TCO in China were significantly different in each region, showing a distribution characteristic of being high in the northeast and low in the southwest. (5) Based on the EOF analysis of the TCO in China, it was found that the variance contribution rate of the first mode was as high as 52.85%, and its spatial distribution of eigenvectors showed a "-" distribution. Combined with the trend analysis of the time coefficient, this showed that the TCO in China has declined in the past 20 years. (6) The SARIMA model with the best parameters of (1, 1, 2) × (0, 1, 2, 12) based on the training on the TCO data was used for prediction, and the final model error rate was calculated as 1.34% using the mean absolute percentage error (MAPE) index, indicating a good model fit. [ABSTRACT FROM AUTHOR]

Japanese eels (Anguilla japonica) are a typical migratory fish species with high commercial importance. The Pearl River estuary in southern China is an important natural growing ground for Japanese glass eels, but limited information on Japanese glass eel population characteristics is available, despite their ecological importance. In this paper, we examined the annual patterns of the occurrence of Japanese glass eels in the Pearl River estuary from 2011 to 2022. The most frequently occurring Japanese glass eel's total length is 5.3 cm. The collecting period extended from December to February, and the collection catch-per-unit-effort (CPUE) decreased significantly from 2011 to 2022. The generalized linear model (GLM) indicated that daily changes in Japanese glass eel collection were significantly affected by tidal range, water temperature, and lunar distance. The catch peak appeared when the tidal range rose to 1.7 m, and the water temperature dropped below 8 °C on the full moon days. Overall CPUE analysis showed no significant periodic and inter-annual variability in the period 2011–2022, with the ARIMA model suggesting that the CPUE is expected to remain stable but low in the coming years (2023–2026), although recruitment ultimately depends on the overall spawning stock. [ABSTRACT FROM AUTHOR]

Given the increasing impact of extreme rainfall and flooding on human life, studying and predicting changes in atmospheric water vapor (AWV) becomes particularly important. This paper analyzes the moderate-resolution imaging spectroradiometer (MODIS) data of the East Asian region from January 2003 to February 2023. The AWV data are examined in the time and frequency domain using methods such as empirical orthogonal function (EOF), Mann–Kendall (MK) analysis, and others. Additionally, four prediction models are applied to forecast the monthly average AWV data for the next year. The accuracy of these models is evaluated using metrics such as mean square error (MSE), mean absolute error (MAE), root mean square error (RMSE), and coefficient of determination (R2). The findings reveal several key insights: (1) The East Asian region exhibits highly variable seasonal variability in AWV, with identified mutation points after the MK test. (2) Spatial analysis shows high AWV data in the southern coastal areas of China, Thailand, Myanmar, Nansha Islands, and other regions during winter, while the Qinghai-Tibet Plateau region experiences low AWV during summer. (3) The first mode obtained through EOF decomposition contributes over 60% of the variance. Analysis of this mode reveals an increasing trend in AWV data for regions such as the Indian peninsula, Mongolia, and central and northeastern China over the past nine years. Conversely, the Bay of Bengal, Spratly Islands, eastern coast, and certain areas display a decreasing trend. (4) Employing the ensemble empirical mode decomposition (EEMD), the study identifies AWV data as a non-stationary series with an overall decreasing trend from 2003 to 2022. The filtered AWV series undergoes fast Fourier transform (FFT), uncovering periodicities of 2.6 years, 5 years, and 19 years. (5) Among the four forecasting models compared, the seasonal autoregressive integrated moving average model (SARIMA) demonstrates superior performance with the smallest MSE of 0.00782, MAE of 0.06977, RMSE of 0.08843, and the largest R2 value of 0.98454. These results clearly indicate that the SARIMA model provides the best fit. Therefore, the SARIMA forecasting model can be effectively utilized for forecasting AWV data, offering valuable insights for studying weather variability. [ABSTRACT FROM AUTHOR]

Simple Summary: Cancer remains a global burden, currently causing nearly one in six deaths worldwide. Accurate projections of cancer incidence and mortality are needed for effective and efficient policymaking, accurate resource allocation, and to assess the impact of newly introduced policies and measures. However, the COVID-19 pandemic disrupted public health systems and caused a significant number of cancers to remain undiagnosed, thus affecting the quality of official statistics and their usefulness for health studies. This paper addresses this issue by proposing novel cancer incidence/cancer mortality models based on population web-search habits and historical links with official health variables. The models are empirically estimated using data from one of the most vulnerable European Union (EU) members, Romania, a country that consistently reports lower survival rates than the EU average, and are further used to forecast cancer incidence and mortality rates in the country. Research findings have important policy implications, and the novel framework, owing to its generalizability, can be applied to the same task in other countries. Overall, the results indicate a continuation of the increasing trends in cancer incidence and mortality in Romania and thus underline the urgency to change the status quo in the Romanian public-health system. Cancer remains a leading cause of worldwide mortality and is a growing, multifaceted global burden. As a result, cancer prevention and cancer mortality reduction are counted among the most pressing public health issues of the twenty-first century. In turn, accurate projections of cancer incidence and mortality rates are paramount for robust policymaking, aimed at creating efficient and inclusive public health systems and also for establishing a baseline to assess the impact of newly introduced public health measures. Within the European Union (EU), Romania consistently reports higher mortality from all types of cancer than the EU average, caused by an inefficient and underfinanced public health system and lower economic development that in turn have created the phenomenon of "oncotourism". This paper aims to develop novel cancer incidence/cancer mortality models based on historical links between incidence and mortality occurrence as reflected in official statistics and population web-search habits. Subsequently, it employs estimates of the web query index to produce forecasts of cancer incidence and mortality rates in Romania. Various statistical and machine-learning models—the autoregressive integrated moving average model (ARIMA), the Exponential Smoothing State Space Model with Box-Cox Transformation, ARMA Errors, Trend, and Seasonal Components (TBATS), and a feed-forward neural network nonlinear autoregression model, or NNAR—are estimated through automated algorithms to assess in-sample fit and out-of-sample forecasting accuracy for web-query volume data. Forecasts are produced with the overperforming model in the out-of-sample context (i.e., NNAR) and fed into the novel incidence/mortality models. Results indicate a continuation of the increasing trends in cancer incidence and mortality in Romania by 2026, with projected levels for the age-standardized total cancer incidence of 313.8 and the age-standardized mortality rate of 233.8 representing an increase of 2%, and, respectively, 3% relative to the 2019 levels. Research findings thus indicate that, under the no-change hypothesis, cancer will remain a significant burden in Romania and highlight the need and urgency to improve the status quo in the Romanian public health system. [ABSTRACT FROM AUTHOR]

COVID-19 evolution imposes significant challenges for the European healthcare system. The heterogeneous spread of the pandemic within EU regions elicited a wide range of policies, such as school closure, transport restrictions, etc. However, the implementation of these interventions is not accompanied by the implementation of quantitative methods, which would indicate their effectiveness. As a result, the efficacy of such policies on reducing the spread of the virus varies significantly. This paper investigates the effectiveness of using deep learning paradigms to accurately model the spread of COVID-19. The deep learning approaches proposed in this paper are able to effectively map the temporal evolution of a COVID-19 outbreak, while simultaneously taking into account policy interventions directly into the modelling process. Thus, our approach facilitates data-driven decision making by utilizing previous knowledge to train models that predict not only the spread of COVID-19, but also the effect of specific policy measures on minimizing this spread. Global models at the EU level are proposed, which can be successfully applied at the national level. These models use various inputs in order to successfully model the spatio-temporal variability of the phenomenon and obtain generalization abilities. The proposed models are compared against the traditional epidemiological and Autoregressive Integrated Moving Average (ARIMA) models. [ABSTRACT FROM AUTHOR]

This paper deals with the challenging problem of scheduling users' tasks, while taking into consideration users' quality of service (QoS) requirements, with the objective of reducing the energy consumption of physical machines. This paper presents a model to analyze the current state of the running tasks according to the results of the QoS prediction assigned by an ARIMA prediction model optimized with Kalman filter. Then, we calculate a scheduling policy with a combined particle swarm optimization (PSO) and gravitational search algorithm (GSA) algorithms according to the QoS status analysis. Experimental results show that the proposed HPSO algorithm reduces resources consumption 16.51% more than the original hybrid algorithm, and the violation of service-level agreement (SLA) is 0.053% less when the optimized prediction model is used. [ABSTRACT FROM AUTHOR]

This paper presents the application of prediction in the analysis of market price volatility in Polish conditions of wood processing by-products in the form of biomass. The ARIMA model, which takes into account cyclical, seasonal, irregular fluctuations of historical data on the basis of which the forecast and long-term trends of selected wood products were made, was used in predicting prices. Comparisons were made between the ARIMA prediction method and the multiplicative Winters–Holt model. During the period studied (2017–2022), the changes in the market price of biomass were characterized by a wide spread of values. On average, the price of these products increased from 2017 to the end of 2022 by 125%. The price prediction analysis showed seasonal fluctuations in the case of wood chips. The uncertainty in price prediction is due to changes in supply resulting from the influence of global factors. The Diebold–Mariano test of matching accuracy confirms that the price prediction of the analyzed by-product sorts using the ARIMA and WH models is possible. The conclusion reached by comparing these two methods is that each can be used under certain market conditions of certain assortments. In the case of a stable wood product, the choice of the ARIMA model should be resolved, while in the case of price volatile products, WH will be a better choice. The difference between the predicted and actual price with ARIMA ranged from 2.4% to 11.6% and for WH from 3.7% to 29.8%. [ABSTRACT FROM AUTHOR]

Traffic forecasting has been an important area of research for several decades, with significant implications for urban traffic planning, management, and control. In recent years, deep-learning models, such as graph neural networks (GNN), have shown great promise in traffic forecasting due to their ability to capture complex spatio–temporal dependencies within traffic networks. Additionally, public authorities around the world have started providing real-time traffic data as open-government data (OGD). This large volume of dynamic and high-value data can open new avenues for creating innovative algorithms, services, and applications. In this paper, we investigate the use of traffic OGD with advanced deep-learning algorithms. Specifically, we deploy two GNN models—the Temporal Graph Convolutional Network and Diffusion Convolutional Recurrent Neural Network—to predict traffic flow based on real-time traffic OGD. Our evaluation of the forecasting models shows that both GNN models outperform the two baseline models—Historical Average and Autoregressive Integrated Moving Average—in terms of prediction performance. We anticipate that the exploitation of OGD in deep-learning scenarios will contribute to the development of more robust and reliable traffic-forecasting algorithms, as well as provide innovative and efficient public services for citizens and businesses. [ABSTRACT FROM AUTHOR]

Determining the operation scenarios of renewable energies is important for power system dispatching. This paper proposes a renewable scenario generation method based on the hybrid genetic algorithm with variable chromosome length (HGAVCL). The discrete wavelet transform (DWT) is used to divide the original data into linear and fluctuant parts according to the length of time scales. The HGAVCL is designed to optimally divide the linear part into different time sections. Additionally, each time section is described by the autoregressive integrated moving average (ARIMA) model. With the consideration of temporal correlation, the Copula joint probability density function is established to model the fluctuant part. Based on the attained ARIMA model and joint probability density function, a number of data are generated by the Monte Carlo method, and the time autocorrelation, average offset rate, and climbing similarity indexes are established to assess the data quality of generated scenarios. A case study is conducted to verify the effectiveness of the proposed approach. The calculated time autocorrelation, average offset rate, and climbing similarity are 0.0515, 0.0396, and 0.9035, respectively, which shows the superior performance of the proposed approach. [ABSTRACT FROM AUTHOR]

Air quality data sets are widely used in numerous analyses. Missing values are ubiquitous in air quality data sets as the data are collected through sensors. Recovery of missing data is a challenging task in the data preprocessing stage. This task becomes more challenging in time series data as time is an implicit variable that cannot be ignored. Even though existing methods to deal with missing data in time series perform well in situations where the percentage of missing values is relatively low and the gap size is small, their performances are reasonably lower when it comes to large gaps. This paper presents a novel algorithm based on seasonal decomposition and elastic net regression to impute large gaps of time series data when there exist correlated variables. This method outperforms several other existing univariate approaches namely Kalman smoothing on ARIMA models, Kalman smoothing on structural time series models, linear interpolation, and mean imputation in imputing large gaps. However, this is applicable only when there exists one or more correlated variables with the time series with large gaps. [ABSTRACT FROM AUTHOR]

In this paper, the average monthly temperature of the Karachi region, Pakistan, has been modelled. The time period of the procured dataset is from January 1989 to December 2018. The Autoregressive Integrated Moving Average (ARIMA) modelling technique in conjunction with the Box–Jenkins approach has been applied to forecast the average monthly temperature of the study area. A total of 83.33% of the trained dataset is used for construction of the model, and the remaining 16.67% of the dataset is used for the validation of the model. The best-fitted model is identified as ARIMA (2, 1, 4), generated on the basis of minimum values of the Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC) procedures. The accuracy parameters considered are Root Mean Square Error (RMSE) and Mean Absolute Error (MAE). Both parameters show that the model is 98.152% and 98.413% accurate, respectively. In addition, the Autoregressive Conditional Heteroscedasticity-Lagrange Multiplier (ARCH-LM) test has been conducted to check the presence of heteroscedasticity in the residuals of the identified model. This test shows no heteroscedasticity present in the residual series. By means of Autocorrelation Function (ACF) and Partial Autocorrelation Function (PACF) plots, the most appropriate orders of the ARIMA model are determined and evaluated. The model has been employed to investigate the time series variables' precise impact on the scale of the regional warming scenario. Accordingly, the created model can help in determining future strategies related to weather conditions in the Karachi region. From the forecast result, it is found that the average temperature seems to show an increasing trend. Such an increasing trend can potentially upset the weather conditions and economic activities of the coastal area of Pakistan. [ABSTRACT FROM AUTHOR]

Lithium-ion is a progressive battery technology that has been used in vastly different electrical systems. Failure of the battery can lead to failure in the entire system where the battery is embedded and cause irreversible damage. To avoid probable damages, research is actively conducted, and data-driven methods are proposed, based on prognostics and health management (PHM) systems. PHM can use multiple time-scale data and stored information from battery capacities over several cycles to determine the battery state of health (SOH) and its remaining useful life (RUL). This results in battery safety, stability, reliability, and longer lifetime. In this paper, we propose different data-driven approaches to battery prognostics that rely on: Long Short-Term Memory (LSTM), Autoregressive Integrated Moving Average (ARIMA), and Reinforcement Learning (RL) based on the permutation entropy of battery voltage sequences at each cycle, since they take into account vital information from past data and result in high accuracy. [ABSTRACT FROM AUTHOR]

In the field of financial investment, accurate prediction of financial market values can increase investor profits. Investor personality affects specific portfolio solutions, which keeps them symmetrical in the process of investment competition. However, information is often asymmetric in financial markets, and this information bias often results in different future returns for investors. Nowadays, machine learning algorithms are widely used in the field of financial investment. Many advanced machine learning algorithms can effectively predict future market changes and provide a scientific basis for investor decisions. The purpose of this paper is to study the problem of optimal matching of financial investment by using machine learning algorithms combined with finance and to reduce the impact of information asymmetry for investors effectively. Moreover, based on the model results, we study the effects of different investor personalities on factors such as expected investment returns and the number of transactions. Based on the time-series characteristics of price data, through multi-model comparison, we select the ARIMA model combined with particle swarm algorithm to determine the optimal prediction model and introduce the concepts of mean-variance model, Sharpe ratio, and efficient frontier to find the balance point of risk and return. In this study, we use gold and bitcoin price data from 2016–2021 to develop optimal investment strategies and study the impact of investor behavior on trading strategies. [ABSTRACT FROM AUTHOR]

The seasonal autoregressive integrated moving average with exogenous factors (SARIMAX) has shown promising results in modeling small and sparse observed time-series data by capturing linear features using independent and dependent variables. Long short-term memory (LSTM) is a promising neural network for learning nonlinear dependence features from data. With the increase in wildlife roadkill patterns, the SARIMAX-only and LSTM-only models would likely fail to learn the precise endogenous and/or exogenous variables driven by this wildlife roadkill data. In this paper, we design and implement an error correction mathematical framework based on LSTM-only. The framework extracts features from the residual error generated by a SARIMAX-only model. The learned residual features correct the output time-series prediction of the SARIMAX-only model. The process combines SARIMAX-only predictions and LSTM-only residual predictions to obtain a hybrid SARIMAX-LSTM. The models are evaluated using South African wildlife–vehicle collision datasets, and the experiments show that compared to single models, SARIMAX-LSTM increases the accuracy of a taxon whose linear components outweigh the nonlinear ones. In addition, the hybrid model fails to outperform LSTM-only when a taxon contains more nonlinear components rather than linear components. Our assumption of the results is that the collected exogenous and endogenous data are insufficient, which limits the hybrid model's performance since it cannot accurately detect seasonality on residuals from SARIMAX-only and minimize the SARIMAX-LSTM error. We conclude that the error correction framework should be preferred over single models in wildlife time-series modeling and predictions when a dataset contains more linear components. Adding more related data may improve the prediction performance of SARIMAX-LSTM. [ABSTRACT FROM AUTHOR]

As the scale of distributed renewable energy represented by wind power and photovoltaic continues to expand and load demand gradually changes, the future evolution of the smart distribution network will be directly driven by both distributed generation and user demand. The smart distribution network contains a wide range of flexible resources, and its flexibility and uncertainty will bring great challenges to grid data acquisition and control feedback. To adapt to the precise control and feedback of smart distribution network access equipment under the high proportion of new energy access and to ensure the safe operation of the system, it is urgent to accelerate the study of the evolution of the future distribution grid based on the existing distribution grid. Hence, a multi-stage planning method for distribution networks based on source–load prediction is proposed in this paper. Firstly, a distribution network source–load prediction method based on the autoregressive integrated moving average model (ARIMA) and error gradient sampling is proposed, using ARIMA to predict the scale of source–load development and error gradient sampling based on the generation of source–load scenarios with error intervals. K-means is further used for scenario reduction, to explore multiple operating scenarios of China's distribution network source–load, and the unit's output forecast interval and load demand from 2021 to 2030 for typical regions are derived using rolling forecasts by combining the unit's output, end-demand and clean energy share over the years. Secondly, the planning model of distribution grid evolution in different stages is constructed to analyze the future evolution form of the distribution grid considering the distribution network's load cross-section, respectively, and to provide a development path reference for the future construction of distribution grid form in China. [ABSTRACT FROM AUTHOR]

A key element for reducing energy consumption and improving thermal comfort on high-speed rail is controlling air-conditioning temperature. Accurate prediction of air supply temperature is aimed at improving control effects. Existing studies of supply air temperature prediction models are interdisciplinary, involving heat transfer science and computer science, where the problem is defined as time-series prediction. However, the model is widely accepted as a complex model that is nonlinear and dynamic. That makes it difficult for existing statistical and deep learning methods, e.g., autoregressive integrated moving average model (ARIMA), convolutional neural network (CNN), and long short-term memory network (LSTM), to fully capture the interaction between these variables and provide accurate prediction results. Recent studies have shown the potential of the Transformer to increase the prediction capacity. This paper offers an improved temporal fusion transformers (TFT) prediction model for supply air temperature in high-speed train carriages to tackle these challenges, with two improvements: (i) Double-convolutional residual encoder structure based on dilated causal convolution; (ii) Spatio-temporal double-gated structure based on Gated Linear Units. Moreover, this study designs a loss function suitable for general long sequence time-series forecast tasks for temperature forecasting. Empirical simulations using a high-speed rail air-conditioning operation dataset at a specific location in China show that the temperature prediction of the two units using the improved TFT model improves the MAPE by 21.70% and 11.73%, respectively the original model. Furthermore, experiments demonstrate that the model effectively outperforms seven popular methods on time series computing tasks, and the attention of the prediction problem in the time dimension is analyzed. [ABSTRACT FROM AUTHOR]

This paper uses two competing machine learning models, namely the Support Vector Regression (SVR) and the eXtreme Gradient Boosting (XGBoost) against the Autoregressive Integrated Moving Average ARIMAX (p,d,q) model to identify their predictive performance of the crude oil volatility index before and during COVID-19. In terms of accuracy, forecasting results reveal that the SVR model dominates the XGBoost and ARIMAX models in predicting the crude oil volatility index before COVID-19. However, the XGBoost model provides more accurate predictions of the crude oil volatility index than the SVR and ARIMAX models during the pandemic. The inverse cumulative distribution of residuals suggests that both ML models produce good results in terms of convergence. Findings also indicate that there is a fast convergence to the optimal solution when using the XGBoost model. When analyzing the feature importance, the Shapley Additive Explanation Method reveals that the SVR performs significantly better than the XGBoost in terms of feature importance. During the pandemic, the predictive power of the CBOE Volatility Index and Economic Policy Uncertainty index for forecasting the crude oil volatility index is improved compared to the pre-COVID-19 period. These findings imply that investor fear-induced uncertainty in the financial market and economic policy uncertainty are the most significant features and hence represent substantial sources of uncertainty in the oil market. [ABSTRACT FROM AUTHOR]

Forecasting future values of Colombian companies traded on the New York Stock Exchange is a daily challenge for investors, due to these stocks' high volatility. There are several forecasting models for forecasting time series data, such as the autoregressive integrated moving average (ARIMA) model, which has been considered the most-used regression model in time series prediction for the last four decades, although the ARIMA model cannot estimate non-linear regression behavior caused by high volatility in the time series. In addition, the support vector regression (SVR) model is a pioneering machine learning approach for solving nonlinear regression estimation procedures. For this reason, this paper proposes using a hybrid model benefiting from ARIMA and support vector regression (SVR) models to forecast daily and cumulative returns of selected Colombian companies. For testing purposes, close prices of Bancolombia, Ecopetrol, Tecnoglass, and Grupo Aval were used; these are relevant Colombian organizations quoted on the New York Stock Exchange (NYSE). [ABSTRACT FROM AUTHOR]

This paper concerns a fractional modeling and prediction method directly oriented toward an industrial time series with obvious non-Gaussian features. The hidden long-range dependence and the multifractal property are extracted to determine the fractional order. A fractional autoregressive integrated moving average model (FARIMA) is then proposed considering innovations with stable infinite variance. The existence and convergence of the model solutions are discussed in depth. Ensemble learning with an autoregressive moving average model (ARMA) is used to further improve upon accuracy and generalization. The proposed method is used to predict the energy consumption in a real cooling system, and superior prediction results are obtained. [ABSTRACT FROM AUTHOR]

These eight articles are summarized below: Two papers address the regional impacts of climate change in East Asia and the Mediterranean. Author Contributions D.E.R. conceptualized the theme of this Special Issue and A.D.P. prepared the original draft of this editorial. Anthropogenic climate change is responsible for warming global surface temperatures, which has increased the frequency and intensity of weather and climate events [[1]]. [Extracted from the article]

Bridges are an essential part of the ground transportation system. Health monitoring is fundamentally important for the safety and service life of bridges. A large amount of structural information is obtained from various sensors using sensing technology, and the data processing has become a challenging issue. To improve the prediction accuracy of bridge structure deformation based on data mining and to accurately evaluate the time-varying characteristics of bridge structure performance evolution, this paper proposes a new method for bridge structure deformation prediction, which integrates the Kalman filter, autoregressive integrated moving average model (ARIMA), and generalized autoregressive conditional heteroskedasticity (GARCH). Firstly, the raw deformation data is directly pre-processed using the Kalman filter to reduce the noise. After that, the linear recursive ARIMA model is established to analyze and predict the structure deformation. Finally, the nonlinear recursive GARCH model is introduced to further improve the accuracy of the prediction. Simulation results based on measured sensor data from the Global Navigation Satellite System (GNSS) deformation monitoring system demonstrated that: (1) the Kalman filter is capable of denoising the bridge deformation monitoring data; (2) the prediction accuracy of the proposed Kalman-ARIMA-GARCH model is satisfactory, where the mean absolute error increases only from 3.402 mm to 5.847 mm with the increment of the prediction step; and (3) in comparision to the Kalman-ARIMA model, the Kalman-ARIMA-GARCH model results in superior prediction accuracy as it includes partial nonlinear characteristics (heteroscedasticity); the mean absolute error of five-step prediction using the proposed model is improved by 10.12%. This paper provides a new way for structural behavior prediction based on data processing, which can lay a foundation for the early warning of bridge health monitoring system based on sensor data using sensing technology. [ABSTRACT FROM AUTHOR]

One of the major problems in transmission lines is the occurrence of failures that affect the quality of the electric power supplied, as the exact localization of the fault must be known for correction. In order to streamline the work of maintenance teams and standardize services, this paper proposes a method of locating faults in power transmission lines by analyzing the voltage oscillographic signals extracted at the line monitoring terminals. The developed method relates time series models obtained specifically for each failure pattern. The parameters of the autoregressive integrated moving average (ARIMA) model are estimated in order to adjust the voltage curves and calculate the distance from the initial fault localization to the terminals. Simulations of the failures are performed through the ATPDraw® (5.5) software and the analyses were completed using the RStudio® (1.0.143) software. The results obtained with respect to the failures, which did not involve earth return, were satisfactory when compared with widely used techniques in the literature, particularly when the fault distance became larger in relation to the beginning of the transmission line. [ABSTRACT FROM AUTHOR]

Many of the existing autoregressive moving average (ARMA) forecast models are based on one main factor. In this paper, we proposed a new two-factor first-order ARMA forecast model based on fuzzy fluctuation logical relationships of both a main factor and a secondary factor of a historical training time series. Firstly, we generated a fluctuation time series (FTS) for two factors by calculating the difference of each data point with its previous day, then finding the absolute means of the two FTSs. We then constructed a fuzzy fluctuation time series (FFTS) according to the defined linguistic sets. The next step was establishing fuzzy fluctuation logical relation groups (FFLRGs) for a two-factor first-order autoregressive (AR(1)) model and forecasting the training data with the AR(1) model. Then we built FFLRGs for a two-factor first-order autoregressive moving average (ARMA(1,m)) model. Lastly, we forecasted test data with the ARMA(1,m) model. To illustrate the performance of our model, we used real Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) and Dow Jones datasets as a secondary factor to forecast TAIEX. The experiment results indicate that the proposed two-factor fluctuation ARMA method outperformed the one-factor method based on real historic data. The secondary factor may have some effects on the main factor and thereby impact the forecasting results. Using fuzzified fluctuations rather than fuzzified real data could avoid the influence of extreme values in historic data, which performs negatively while forecasting. To verify the accuracy and effectiveness of the model, we also employed our method to forecast the Shanghai Stock Exchange Composite Index (SHSECI) from 2001 to 2015 and the international gold price from 2000 to 2010. [ABSTRACT FROM AUTHOR]

The long-term impact of high-energy consumption in the manufacturing sector results in adverse environmental effects. Energy consumption and carbon emission prediction in the production environment is an essential requirement to mitigate climate change. The aim of this paper is to evaluate, model, construct, and validate the electricity generated data errors of an automotive component manufacturing company in South Africa for prediction of future transport manufacturing energy consumption and carbon emissions. The energy consumption and carbon emission data of an automotive component manufacturing company were explored for decision making, using data from 2016 to 2018 for prediction of future transport manufacturing energy consumption. The result is an ARIMA model with regression-correlated error fittings in the generalized least squares estimation of future forecast values for five years. The result is validated with RSS, showing an improvement of 89.61% in AR and 99.1% in MA when combined and an RMSE value of 449.8932 at a confidence level of 95%. This paper proposes a model for efficient prediction of energy consumption and carbon emissions for better decision making and utilize appropriate precautions to improve eco-friendly operation. [ABSTRACT FROM AUTHOR]

Forecasting of electricity prices is important in deregulated electricity markets for all of the stakeholders: energy wholesalers, traders, retailers and consumers. Electricity price forecasting is an inherently difficult problem due to its special characteristic of dynamicity and non-stationarity. In this paper, we present a robust price forecasting mechanism that shows resilience towards the aggregate demand response effect and provides highly accurate forecasted electricity prices to the stakeholders in a dynamic environment. We employ an ensemble prediction model in which a group of different algorithms participates in forecasting 1-h ahead the price for each hour of a day. We propose two different strategies, namely, the Fixed Weight Method (FWM) and the Varying Weight Method (VWM), for selecting each hour's expert algorithm from the set of participating algorithms. In addition, we utilize a carefully engineered set of features selected from a pool of features extracted from the past electricity price data, weather data and calendar data. The proposed ensemble model offers better results than the Autoregressive Integrated Moving Average (ARIMA) method, the Pattern Sequence-based Forecasting (PSF) method and our previous work using Artificial Neural Networks (ANN) alone on the datasets for New York, Australian and Spanish electricity markets. [ABSTRACT FROM AUTHOR]

This paper studies the grey coupled prediction problem of traffic data with panel data characteristics. Traffic flow data collected continuously at the same site typically has panel data characteristics. The longitudinal data (daily flow) is time-series data, which show an obvious intra-day trend and can be predicted using the autoregressive integrated moving average (ARIMA) model. The cross-sectional data is composed of observations at the same time intervals on different days and shows weekly seasonality and limited data characteristics; this data can be predicted using the rolling seasonal grey model (RSDGM(1,1)). The length of the rolling sequence is determined using matrix perturbation analysis. Then, a coupled model is established based on the ARIMA and RSDGM(1,1) models; the coupled prediction is achieved at the intersection of the time-series data and cross-sectional data, and the weights are determined using grey relational analysis. Finally, numerical experiments on 16 groups of cross-sectional data show that the RSDGM(1,1) model has good adaptability and stability and can effectively predict changes in traffic flow. The performance of the coupled model is also better than that of the benchmark model, the coupled model with equal weights and the Bayesian combination model. [ABSTRACT FROM AUTHOR]

This paper presents the development and evaluation of two linear algorithms for forecasting reception power for different channels at an assigned spectrum band of global systems for mobile communications (GSM), in order to analyze the spatial opportunity for reuse of frequencies by secondary users (SUs) in a cognitive radio (CR) network. The algorithms employed correspond to seasonal autoregressive integrated moving average (SARIMA) and generalized autoregressive conditional heteroskedasticity (GARCH), which allow for a forecast of channel occupancy status. Results are evaluated using the following criteria: availability and occupancy time for channels, different types of mean absolute error, and observation time. The contributions of this work include a more integral forecast as the algorithm not only forecasts reception power but also the occupancy and availability time of a channel to determine its precision percentage during the use by primary users (PUs) and SUs within a CR system. Algorithm analyses demonstrate a better performance for SARIMA over GARCH algorithm in most of the evaluated variables. [ABSTRACT FROM AUTHOR]

In this work, a cross-validation procedure is used to identify an appropriate Autoregressive Integrated Moving Average model and an appropriate state space model for a time series. A minimum size for the training set is specified. The procedure is based on one-step forecasts and uses different training sets, each containing one more observation than the previous one. All possible state space models and all ARIMA models where the orders are allowed to range reasonably are fitted considering raw data and log-transformed data with regular differencing (up to second order differences) and, if the time series is seasonal, seasonal differencing (up to first order differences). The value of root mean squared error for each model is calculated averaging the one-step forecasts obtained. The model which has the lowest root mean squared error value and passes the Ljung--Box test using all of the available data with a reasonable significance level is selected among all the ARIMA and state space models considered. The procedure is exemplified in this paper with a case study of retail sales of different categories of women's footwear from a Portuguese retailer, and its accuracy is compared with three reliable forecasting approaches. The results show that our procedure consistently forecasts more accurately than the other approaches and the improvements in the accuracy are significant. [ABSTRACT FROM AUTHOR]

Deregulated electricity markets encourage firms to compete, making the development of renewable energy easier. An ordinary parameter of electricity markets is the electricity market price, mainly the day-ahead electricity market price. This paper describes a new approach to forecast day-ahead electricity market prices, whose methodology is divided into two parts as: (i) forecasting of the electricity price through autoregressive integrated moving average (ARIMA) models; and (ii) construction of a portfolio of ARIMA models per hour using stochastic programming. A stochastic programming model is used to forecast, allowing many input data, where filtering is needed. A case study to evaluate forecasts for the next 24 h and the portfolio generated by way of stochastic programming are presented for a specific day-ahead electricity market. The case study spans four weeks of each one of the years 2014, 2015 and 2016 using a specific pre-treatment of input data of the stochastic programming (SP) model. In addition, the results are discussed, and the conclusions are drawn. [ABSTRACT FROM AUTHOR]

The prediction accuracy of short-term load forecast (STLF) depends on prediction model choice and feature selection result. In this paper, a novel random forest (RF)-based feature selection method for STLF is proposed. First, 243 related features were extracted from historical load data and the time information of prediction points to form the original feature set. Subsequently, the original feature set was used to train an RF as the original model. After the training process, the prediction error of the original model on the test set was recorded and the permutation importance (PI) value of each feature was obtained. Then, an improved sequential backward search method was used to select the optimal forecasting feature subset based on the PI value of each feature. Finally, the optimal forecasting feature subset was used to train a new RF model as the final prediction model. Experiments showed that the prediction accuracy of RF trained by the optimal forecasting feature subset was higher than that of the original model and comparative models based on support vector regression and artificial neural network. [ABSTRACT FROM AUTHOR]

The paper presents experimental verification of customized resistive crack propagation sensors as an alternative method for other common structural health monitoring (SHM) techniques. Most of these are sensitive to changes in the sensor network configuration and a baseline dataset must be collected for the analysis of the structure condition. Sensors investigated within the paper are manufactured by the direct-write process with electrically conductive, silver-microparticle-filled paint to prepare a tailored measuring grid on an epoxy or polyurethane coating as a driving/insulating layer. This method is designed to enhance the functionality and usability compared to commercially available crack gauges. By using paint with conductive metal particles, the shape of the sensor measuring grid can be more easily adapted to the structure, while, in the previous approach, only a few grid-fixed sensors are available. A fatigue test on the compact tension (CT) specimen is presented and discussed to evaluate the ability of the developed sensors to detect and monitor fatigue cracks. Additionally, the ARIMA time series algorithm is developed both for monitoring and predicting crack growth, based on the acquired data. The proposed sensors' verification reveal their good performance to detect and monitor fatigue fractures with a relatively low measurement error and ARIMA estimated crack length compared with the crack opening displacement (COD) gauge. [ABSTRACT FROM AUTHOR]

The research paper is devoted to developing a mathematical approach for dealing with time-varying parameters in rolling window logit models for credit risk assessment. Forecasting coefficients yields a better model accuracy than a trivial approach of using computed past statistics parameters for the next time period. In this paper, a new method of dealing with time-varying parameters of scoring models is proposed, which is aimed at computing the default probability of a borrower. It was empirically shown that in a continuously changing economic environment factors' influence on a target variable is also changing. Therefore, forecasting coefficients yields a better financial result than simply applying parameters obtained by accumulated statistics over past time periods. The paper develops a new theoretical approach, incorporating a combination of the ARIMA class model, the DCC-GARCH model and the state–space model, which is more accurate, than using only the ARIMA model. Rigorous simulation testing is provided to confirm the efficiency of the proposed method. [ABSTRACT FROM AUTHOR]

Many high formwork systems are currently equipped with health monitoring systems, and the analysis of the data obtained can determine whether high formwork is a hazard. Therefore, the post-processing of monitoring data has become an issue of widespread concern. In this paper, we discussed the fitting effect of the symmetrical high formwork monitoring data using the autoregressive–moving-average (ARMA) model and the back propagation neural networks (BPNN) combined model to process. In the actual project, the symmetry of the high formwork system allows the analysis of local monitoring results to be well extended to the whole. For the establishment of the ARMA model, the accurate judgment of the model order has a significant impact. In this paper, back propagation neural networks (BPNN) are used to simulate the ARMA process. The order of the ARMA model is estimated by determining the optimal neural network structure, which is suitable for linear or nonlinear sequences. We validated this approach from the ARMA model data simulated in Monte Carlo and compared it with the Akaike information criterion (AIC) and Bayesian information criterion (BIC). The length of the sequence, the coefficients and the order of the ARMA model are considered as factors that influence the judgment effect. Under different conditions, the BPNN always shows an accuracy rate of more than 90%, while the BIC only has a higher accuracy rate when the model order is low and the judgment efficiency of the AIC is below 50%. Finally, the proposed method successfully modeled the stress sequence and obtained the stress change trend. Compared with AIC and BIC, the efficiency of the processing time series is increased by about 50% when an order is obtained by BPNN. [ABSTRACT FROM AUTHOR]