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Recent increases in global food demand have made this research and, therefore, the prediction of agricultural commodity prices, almost imperative. The aim of this paper is to build efficient artificial intelligence methods to effectively forecast commodity prices in light of these global events. Using three separate, well-structured models, the commodity prices of eleven major agricultural commodities that have recently caused crises around the world have been predicted. In achieving its objective, this paper proposes a novel forecasting model for agricultural commodity prices using the extreme learning machine technique optimized with the genetic algorithm. In predicting the eleven commodities, the proposed model, the extreme learning machine with the genetic algorithm, outperforms the model formed by the combination of long short-term memory with the genetic algorithm and the autoregressive integrated moving average model. Despite the fluctuations and changes in agricultural commodity prices in 2022, the extreme learning machine with the genetic algorithm model described in this study successfully predicts both qualitative and quantitative behavior in such a large number of commodities and over such a long period of time for the first time. It is expected that these predictions will provide benefits for the effective management, direction and, if necessary, restructuring of agricultural policies by providing food requirements that adapt to the dynamic structure of the countries. [ABSTRACT FROM AUTHOR]

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]

Accurately predicting the maximum temperature is essential for studying human comfort, ecological environment development and social progress. However, traditional prediction methods are inefficient and inaccurate when dealing with large volumes of meteorological data. To tackle these challenges, this paper introduces an integrated approach, the ARIMA–LSTM–XGBoost model, which combines the strengths of autoregressive integrated moving average (ARIMA), long short-term memory network (LSTM) and eXtreme Gradient Boosting (XGBoost) to predict the maximum temperature. The proposed model enhances the prediction accuracy and convergence rate through techniques like MAPE reciprocal weight (MAPE-RW) and Schedule Sampling. Additionally, the model selects the best performing model using the early stopping method. This paper compares and analyzes the prediction results of the ARIMA, LSTM, XGBoost and ARIMA–LSTM–XGBoost models. The experimental results indicate that the ARIMA–LSTM–XGBoost model proposed in this paper achieves superior prediction accuracy, performance, and confidence. The ARIMA–LSTM–XGBoost model shows a Root-Mean-Squared Error (RMSE) of 1.381, significantly outperforming the ARIMA model (3.828), LSTM model (3.360) and XGBoost model (1.422). The coefficient of determination ( R 2) is 0.977, surpassing the values of 0.905 for the ARIMA model, 0.922 for the LSTM model and 0.910 for the XGBoost model. The ARIMA–LSTM–XGBoost model also exhibits a higher confidence level compared to the individual models. [ABSTRACT FROM AUTHOR]

This paper uses machine learning approaches to predict the association between traffic volume, air pollution, and meteorological conditions. A key focus is on the interaction between these factors. The paper does this using hourly traffic volume, N O x , P M 2.5 , and weather data for Oslo, Norway. I considered a total of six datasets of the 2019 whole-year data to verify the prediction accuracy of the models. I find that the autoregressive integrated moving average model with exogenous input variables, and the autoregressive moving average dynamic linear model outperform the machine learning models in predicting air pollution. At the same time, I also explored the effect of sampling weather subsets on prediction accuracy. Finally, my study makes optimal policy recommendations for reducing air pollution from traffic volume, after considering the interaction and lagged effects of meteorology, time variables, traffic, and air pollution. [ABSTRACT FROM AUTHOR]

IoT devices convert billions of objects into data-generating entities, enabling them to report status and interact with their surroundings. This data comes in various formats, like structured, semi-structured, or unstructured. In addition, it can be collected in batches or in real time. The problem now is how to benefit from all of this data gathered by sensing and monitoring changes like temperature, light, and position. In this paper, we propose a predictive analytics framework constructed on top of open-source technologies such as Apache Spark and Kafka. The framework focuses on forecasting temperature time series data using traditional and deep learning predictive analytics methods. The analysis and prediction tasks were performed using Autoregressive Integrated Moving Average (ARIMA), Seasonal Autoregressive Integrated Moving Average (SARIMA), Long Short-Term Memory (LSTM), and a novel hybrid model based on Convolution Neural Network (CNN) and LSTM. The purpose of this paper is to determine whether and how recently developed deep learning-based models outperform traditional algorithms in the prediction of time series data. The empirical studies conducted and reported in this paper demonstrate that deep learning-based models, specifically LSTM and CNN-LSTM, exhibit superior performance compared to traditional-based algorithms, ARIMA and SARIMA. More specifically, the average reduction in error rates obtained by LSTM and CNN-LSTM models were substantial when compared to other models indicating the superiority of deep learning. Moreover, the CNN-LSTM-based deep learning model exhibits a higher degree of closeness to the actual values when compared to the LSTM-based model. [ABSTRACT FROM AUTHOR]

Under the influence of the coronavirus disease and other factors, agricultural product prices show non-stationary and non-linear characteristics, making it increasingly difficult to forecast accurately. This paper proposes an innovative combinatorial model for Chinese hog price forecasting. First, the price is decomposed using the Seasonal and Trend decomposition using the Loess (STL) model. Next, the decomposed data are trained with the Long Short-term Memory (LSTM) and Seasonal Autoregressive Integrated Moving Average (SARIMA) models. Finally, the prepared data and the multivariate influence factors after Factor analysis are predicted using the gated recurrent neural network and attention mechanisms (AttGRU) to obtain the final prediction values. Compared with other models, the STL-FA-AttGRU model produced the lowest errors and achieved more accurate forecasts of hog prices. Therefore, the model proposed in this paper has the potential for other price forecasting, contributing to the development of precision and sustainable agriculture. [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]

In recent years, under the influence of changes in natural conditions and human social activities, the issue of global warming has become increasingly prominent. So it is crucial to effectively predict the future trend of temperature changes. In this regard, from the perspective of statistical models, this paper studies a new combination model, namely the new GM-ARIMA model, based on linear combination of weight calculation. Furthermore, it also analyzes the prediction effect through comparative experiments and uses multiple performance evaluation indicators, so as to prove the scientificity and effectiveness of the proposed combination model in this paper. Finally, according to the experimental results, it can be clearly found that among the four methods for calculating the weights of linear combination, namely the equal weight method, the variance reciprocal method, the residual reciprocal method and the standard deviation method, the combination model using the standard deviation method for calculation has the highest prediction accuracy, so it is finally decided to use this method to build the combination model (namely S-GM-ARIMA). In addition, the experimental results show that the S-GM-ARIMA model achieves the best prediction results compared to other existing prediction models. Among them, the MAE of S-GM-ARIMA decreases by 10.38% and 16.22% compared to the GM(1,1) model and ARIMA model, respectively. The RMSE of S-GM-ARIMA decreases by 4.52% and 10.03% compared to the GM(1,1) model and ARIMA model, respectively. And the MAPE of S-GM-ARIMA decreases by 10.34% and 16.17% compared to the GM(1,1) model and ARIMA model, respectively. Therefore, the new GM-ARIMA combination model studied in this paper has relatively higher prediction accuracy when making predictions, and can be used to make more effective and accurate predictions of global average temperature. This study can also provide reference for countries in making decisions to address global warming issues. [ABSTRACT FROM AUTHOR]

China has resolved its overall regional poverty in 2020 by attaining moderate societal prosperity. The country has entered a new development stage designed to achieve its second centenary goal. However, ecological fragility and risk susceptibility have increased the risk of returning to ecological poverty. In this paper, the Liupan Mountain Region of China was used as a case study, and the counties were used as the scale to reveal the spatiotempora differentiation and influcing factors of the risk of returning to poverty in study area. The indicator data for returning to ecological poverty from 2011–2020 were collected and summarized in three dimensions: ecological, economic and social. The autoregressive integrated moving average model (ARIMA) time series and exponential smoothing method (ES) were used to predict the multidimensional indicators of returning to ecological poverty for 61 counties (districts) in the Liupan Mountain Region for 2021–2030. The back propagation neural network (BPNN) and geographic information system (GIS) were used to generate the spatial distribution and time variation for the index of the risk of returning to ecological poverty (RREP index). The results show that 1) ecological factors were the main factors in the risk of returning to ecological poverty in Liupan Mountain Region. 2) The RREP index for the 61 counties (districts) exhibited a downward trend from 2021–2030. The RREP index declined more in medium- and high-risk areas than in low-risk areas. From 2021 to 2025, the RREP index exhibited a slight downward trend. From 2026 to 2030, the RREP index was expected to decline faster, especially from 2029–2030. 3) Based on the RREP index, it can be roughly divided into three types, namely, the high-risk areas, the medium-risk areas, and the low-risk areas. The natural resource conditions in low-risk areas of returning to ecological poverty, were better than those in medium- and high-risk areas. [ABSTRACT FROM AUTHOR]

Classical control charts were developed with the assumption that the quality characteristics being monitored are independent. However, observations from several time‐dependent processes, such as industrial or manufacturing, are bound to be autocorrelated such that their autocorrelations decay gradually (long memory) rather than exponentially (short memory). Runs rules monitoring schemes have been proposed in Statistical Process Control literature to monitor processes in the presence of autocorrelation by incorporating the autoregressive integrated moving average (ARIMA) class of models which can only handle autocorrelation with a short memory. This paper therefore incorporates the autoregressive fractionally integrated moving average (ARFIMA (1,d,1)) model into four one‐sided runs rules schemes to monitor the mean of an autocorrelated process with long memory. The performance of these four one‐sided schemes was assessed using average run length (ARL) and expected ARL (EARL) metrics. Based on the ARL and EARL of the improved runs rules (IRR) schemes, the IRR5‐of‐5 and IRR2‐of‐7 were found to issue an out‐of‐control signal faster than the corresponding standard runs rules (RR) schemes, RR5‐of‐5 and RR2‐of‐7, respectively. Also, the four one‐sided schemes IRR5‐of‐5, IRR2‐of‐7, RR5‐of‐5, and RR2‐of‐7 in their steady state condition perform better than their corresponding zero state condition. We further observed that as the fractional parameter d increases, the detection ability of the monitoring schemes reduces. The application of the four one‐sided schemes was demonstrated on the diameter of cable production. [ABSTRACT FROM AUTHOR]

The investigation of the prediction of disease population is a noticeable exploration topic in the field of sciences. As a type of neurological disease, the incidence and prevalence of Parkinson's disease are still difficult to accurately study. In this paper, a method is proposed to forecast the number of incident cases (NumIn), incidence rate (InRa), the number of prevalent cases (NumPr), and prevalence rate (PrRa) of Parkinson's disease in ten countries selected. Using past data on the incidence rate, the number of prevalent cases, and the prevalence rate from 1990 to 2019, three types of fractal interpolations with different fractal dimensions are constructed for reconstructing the past data, where the vertical scaling factors are determined by the method proposed in this article. Then, the Long Short-Term Memory (LSTM) model is employed to forecast the values of NumIn, InRa, NumPr, and PrRa with Parkinson's disease in 2020. Meanwhile, the autoregressive integrated moving average model is used to predict the values compared with the LSTM model. The evaluation metrics employed for error calculation include the root mean square error and the coefficient of determination (R 2). According to the proposed optimal criteria, the best predicted results are the average of three types of prediction values based on the LSTM model by analyzing and comparing eight predicted results. [ABSTRACT FROM AUTHOR]

Environmental changes and ground subsidence along railway lines are serious concerns during high-speed railway operations. It is worth noting that AutoRegressive Integrated Moving Average (ARMA), Long Short-Term Memory (LSTM), and other prediction methods may present limitations when applied to predict InSAR time series results. To address this issue, this study proposes a prediction method that decomposes the nonlinear settlement time series of feature points obtained through InSAR technology using Ensemble Empirical Mode Decomposition (EEMD). Subsequently, multiple Intrinsic Mode Functions (IMFs) are generated, and each IMF is individually predicted using the Prophet forecasting model. Finally, we employ an equal-weight superimposition method to combine the results, resulting in the prediction of the InSAR settlement time series. The predicted values of each component are subsequently weighted equally and combined to derive the final prediction outcome. This paper selects InSAR monitoring data along a high-speed railway in inland China and uses the proposed method and ARMA and Prophet models to carry out comparative experiments. The experimental results show that compared with the ARMA and Prophet models, the method in this paper improves the root mean square error by 58.01% and 32.3%, and increases the mean absolute error by 62.69% and 33.78%, respectively. The predicted settlement values generated by our method exhibit better agreement with the actual InSAR monitoring values. [ABSTRACT FROM AUTHOR]

For the development of renewable energy generation as a viable alternative to fossil fuel-based generation, solar power has received widespread acceptance. An increase in solar power usage can mitigate the impact of climate change, energy demand, and cost-effective dispatch. To use solar power efficiently and ensure grid consistency, reliable and accurate forecasting of information becomes very crucial. Hence, the main purpose of this work is to get the best suitable solar irradiance forecasting model and to implement the forecasted solar power to the designed hybrid battery swapping stations. Each year, new techniques and approaches are used to improve the model accuracy with the critical aim of lowering the variability of predictions. This paper takes a close look at different deep-learning methods to predict solar irradiance for a certain period of time. The real-time time series data is used, and for analyzing the time series data, the statistical ARIMA model, LSTMbased RNN technique, and Dual Attention-based Recurrent Neural network have been used. These models are implemented using Jupyter Notebook with Python programming language. To analyze the efficiency and evaluate the performance of real-time data of the models, a comparative study has been done on the different error metrics. This paper reveals that the LSTM model is providing the best solar power forecasting with the least error metrics like MSE of .0091, MAE of .0525, RMSE of .0953, and MSLE of .0047. [ABSTRACT FROM AUTHOR]

Financial statement analysis is a critical component of decision-making for businesses, investors, and financial professionals. To enhance the accuracy and effectiveness of such analysis, this paper introduces the application of an innovative approach known as the Intelligent Swarm Regression ARIMA Model. This advanced model combines the power of swarm intelligence with ARIMA (AutoRegressive Integrated Moving Average) time series forecasting, offering a robust methodology for predicting and analyzing key financial metrics. The study begins by providing an overview of the Intelligent Swarm Regression ARIMA model and its application to financial data. Through a comprehensive analysis of financial statements, including market capitalization, revenue, net income, and other crucial indicators, the model's efficacy in predicting future values is evaluated. Additionally, the paper examines the deviations between predicted and actual financial values, offering insights into the model's accuracy and areas for potential improvement. The findings of this research are invaluable for investors, financial analysts, and companies seeking to optimize their financial performance and strategic decision-making. By leveraging the Intelligent Swarm Regression ARIMA Model, stakeholders can make well-informed choices that lead to better financial outcomes and a competitive advantage in a dynamic economic landscape. This paper represents a significant step forward in the financial analysis, providing a practical methodology and a pathway to enhanced financial decision-making. As the importance of financial data continues to grow, this research offers a promising avenue for achieving financial success and stability. [ABSTRACT FROM AUTHOR]

Data scarcity and discontinuity are common occurrences in the healthcare and epidemiological dataset and often is needed to form an educative decision and forecast the upcoming scenario. Often to avoid these problems, these data are processed as monthly/yearly aggregate where the prevalent forecasting tools like Autoregressive Integrated Moving Average (ARIMA), Seasonal Autoregressive Integrated Moving Average (SARIMA), and TBATS often fail to provide satisfactory results. Artificial data synthesis methods have been proven to be a powerful tool for tackling these challenges. The paper aims to propose a novel algorithm named Stochastic Bayesian Downscaling (SBD) algorithm based on the Bayesian approach that can regenerate downscaled time series of varying time lengths from aggregated data, preserving most of the statistical characteristics and the aggregated sum of the original data. The paper presents two epidemiological time series case studies of Bangladesh (Dengue, Covid-19) to showcase the workflow of the algorithm. The case studies illustrate that the synthesized data agrees with the original data regarding its statistical properties, trend, seasonality, and residuals. In the case of forecasting performance, using the last 12 years data of Dengue infection data in Bangladesh, we were able to decrease error terms up to 72.76% using synthetic data over actual aggregated data. [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]

This paper provides a necessary and sufficient condition for asymptotic efficiency of a nonparametric estimator of the generalised autocovariance function of a stationary random process. The generalised autocovariance function is the inverse Fourier transform of a power transformation of the spectral density and encompasses the traditional and inverse autocovariance functions as particular cases. A nonparametric estimator is based on the inverse discrete Fourier transform of the power transformation of the pooled periodogram. We consider two cases: the fixed bandwidth design and the adaptive bandwidth design. The general result on the asymptotic efficiency, established for linear processes, is then applied to the class of stationary ARMA processes and its implications are discussed. Finally, we illustrate that for a class of contrast functionals and spectral densities, the minimum contrast estimator of the spectral density satisfies a Yule–Walker system of equations in the generalised autocovariance estimator. [ABSTRACT FROM AUTHOR]

Background: Application of accumulated experience and management measures in the prevention and control of coronavirus disease 2019 (COVID-19) has generally depended on the subjective judgment of epidemic intensity, with the quality of prevention and control management being uneven. The present study was designed to develop a novel risk management system for COVID-19 infection in outpatients, with the ability to provide accurate and hierarchical control based on estimated risk of infection. Methods: Infection risk was estimated using an auto regressive integrated moving average model (ARIMA). Weekly surveillance data on influenza-like-illness (ILI) among outpatients at Xuanwu Hospital Capital Medical University and Baidu search data downloaded from the Baidu Index in 2021 and 22 were used to fit the ARIMA model. The ability of this model to estimate infection risk was evaluated by determining the mean absolute percentage error (MAPE), with a Delphi process used to build consensus on hierarchical infection control measures. COVID-19 control measures were selected by reviewing published regulations, papers and guidelines. Recommendations for surface sterilization and personal protection were determined for low and high risk periods, with these recommendations implemented based on predicted results. Results: The ARIMA model produced exact estimates for both the ILI and search engine data. The MAPEs of 20-week rolling forecasts for these datasets were 13.65% and 8.04%, respectively. Based on these two risk levels, the hierarchical infection prevention methods provided guidelines for personal protection and disinfection. Criteria were also established for upgrading or downgrading infection prevention strategies based on ARIMA results. Conclusion: These innovative methods, along with the ARIMA model, showed efficient infection protection for healthcare workers in close contact with COVID-19 infected patients, saving nearly 41% of the cost of maintaining high-level infection prevention measures and enhancing control of respiratory infections. [ABSTRACT FROM AUTHOR]

In this paper, an error-correcting ensemble model combining empirical mode decomposition and reconstruction combined with statistical methods is proposed to improve the prediction accuracy of a high concentration of particulate matter with diameters of 2.5 μm or less (PM2.5) around a tailings reservoir. The proposed prediction model consists of a prediction model of a high concentration of PM2.5 and an error correction model. The optimal prediction model is obtained by comparing the two indicators of fitting effect and result error, constantly adjusting the batch size and the number of network layers. The measured data of the tailings reservoir in Ma'anshan City, China, were used for validation. The results showed that the mean absolute error (MAE) of our long short-term memory–improved empirical mode decomposition–long short-term memory (LSTM-IEMD-LSTM) mode was 0.125, 0.661, and 4.372 lower than that of LSTM, multivariable linear regression–improve empirical mode decomposition–multivariable linear regression (MR-IEMD-MR), and autoregressive integrated moving average model–improve empirical mode decomposition–autoregressive integrated moving average model (ARIMA-IEMD-ARIMA), and the root-mean-square error (RMSE) of our LSTM-IEMD-LSTM compared with LSTM, MR-IEMD-MR, and ARIMA-IEMD-ARIMA decreased by 13.2%, 45.5%, and 84.2%. The model is also used to predict other high-concentration pollutants to test their generalization ability, which also has high prediction accuracy. [ABSTRACT FROM AUTHOR]

This paper looks at a novel type of seasonality labeled as a seasonal Generalized auto-regressive (GAR) model. The seasonal GAR models are found to be short-memory models, and expressions for the autocorrelation function and large sample results for the parameter estimates are established. Traditional Box-Jenkins seasonality models and Gegenbauer seasonality models are compared with the seasonal GAR model. Finally, the three methods are compared in the analysis of a specific process - the Mauna Loa CO2 data - showing that in this case, the seasonal GAR model provides forecasts with a lower mean squared error. [ABSTRACT FROM AUTHOR]

The object of research is the energy supply company and the processes of generation and supply of electric energy. The paper examines the problems of building mathematical models for forecasting the operation of a critical infrastructure object in the conditions of a changing security environment, characterized by unpredictability, the presence of uncertainties of various types, the appearance of new threats, their combinations, changes in the form, duration, nature of their influence. In the work, the main attention is paid to the study of the functioning of critical infrastructure in the field of energy supply. Based on the study of the functioning of the energy company system, methods of dealing with uncertainties at the stage of data preparation for analysis and during the preliminary construction of models are presented, in particular, statistical and probabilistic approaches, modeling of the studied processes, alternative methods of estimating model parameters, etc. The complexity of preparing the input data set is related to the fact that it is necessary to ensure the representativeness and variability of the data sets, given that a significant number of factors must be included in the model according to the requirements of regulatory documents, which can lead to multicollinearity of the input variables. The paper proposes an analytical toolkit based on the use of mathematical models and their combinations, intended for use in specialized decision support systems. In the course of the research, a number of numerical experiments were conducted, in which the proposed methodology was worked out on the materials of the enterprise – the object of the critical infrastructure of the energy sector. SAS Energy Forecasting software was used to build the models. The best forecasting results are obtained using generalized linear models (GLM), in particular the GLM model in the form of ARIMAX (a moving average autoregressive model that includes an integrated trend component and external regressors). The proposals presented in the work will allow to increase the efficiency of the functioning of the energy sector, including the determination of the goals, tasks and benchmarks of its operation in regular mode for certain periods of time, as well as in the field of development of universal and special mechanisms for ensuring stability in the mode of response to threats and critical situations. [ABSTRACT FROM AUTHOR]

Traffic speed is an essential indicator for measuring traffic conditions. Real-time and accurate traffic speed prediction is an essential part of building intelligent transportation systems (ITS). Currently, speed prediction methods are characterized by insufficient short-term prediction accuracy and stability, nonlinear, nonstationary, strong fluctuation and relatively small sample size. To better explore the traffic characteristics of the road networks, a hybrid prediction model based on wavelet transform (WT) of the autoregressive moving average model (ARIMA) and gate recurrent unit (GRU) was constructed. First, this model decomposes the original traffic speed data into low-frequency data, and high-frequency data by WT. Second, the ARIMA and GRU models are used to model data predictions in two frequency bands, respectively. Finally, the prediction result of the predicted value is fused. In addition, in this paper, traffic speed data of four sections in Guangzhou from 1 August to 31 September 2016 are taken as examples to test the validity, applicability, and practicability of the model. The results show that compared with ARIMA, LSTM, GRU, RNN, and other single models and hybrid models, the prediction method proposed in this paper has higher prediction accuracy and can provide a more scientific decision-making basis for urban traffic management. [ABSTRACT FROM AUTHOR]

In recent years, electromagnetic spectrum has become an indispensable national strategic resource in the information age and an important strategic support for the development of national informatization. With the rapid proliferation of wireless data today, the demand for electromagnetic spectrum is also growing rapidly, and spectrum resources are limited, leading to the increasingly prominent problem of spectrum scarcity. In response to the traditional spectrum prediction methods for spectrum prediction with extended time and low accuracy, this paper analyzes the spectrum correlation of different channels that are in the same service, performs the similarity measure of frequency dimension data, and proves the correlation between the spectrum; and predicts the spectrum data with different time occupancy, and conducts deep mining of the spectrum target behavior from the time–frequency dimension. The experiments mainly use sequence to sequence (Seq2Seq) based Long Short-Term Memory (LSTM) to predict the data of each occupancy degree, and compare with the traditional LSTM network, Autoregressive Integrated Moving Average model (ARIMA), etc. The prediction accuracy of the method in this paper is higher. At the same time, the abnormal spectrum is monitored using the Mahalanobis distance algorithm, the detection accuracy reaches 100%. [ABSTRACT FROM AUTHOR]

Air pollution is a serious problem that affects economic development and people's health, so an efficient and accurate air quality prediction model would help to manage the air pollution problem. In this paper, we build a combined model to accurately predict the AQI based on real AQI data from four cities. First, we use an ARIMA model to fit the linear part of the data and a CNN-LSTM model to fit the non-linear part of the data to avoid the problem of blinding in the CNN-LSTM hyperparameter setting. Then, to avoid the blinding dilemma in the CNN-LSTM hyperparameter setting, we use the Dung Beetle Optimizer algorithm to find the hyperparameters of the CNN-LSTM model, determine the optimal hyperparameters, and check the accuracy of the model. Finally, we compare the proposed model with nine other widely used models. The experimental results show that the model proposed in this paper outperforms the comparison models in terms of root mean square error (RMSE), mean absolute error (MAE) and coefficient of determination (R2). The RMSE values for the four cities were 7.594, 14.94, 7.841 and 5.496; the MAE values were 5.285, 10.839, 5.12 and 3.77; and the R2 values were 0.989, 0.962, 0.953 and 0.953 respectively. [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]

Student drop-outs continue to be one of the perineal problems of educational institutions. Accordingly, institution managers are trying to find ways and means to curb impending issues on drop-outs to satisfy quality education. In this paper, the researcher delved into the different time series modeling methods in order to forecast the rate of college dropouts at King's College of the Philippines-Benguet. The method considered was the Autoregressive Integrated Moving Average (ARIMA) model. The data used in this paper was the number of school dropouts from 2005 to 2018 obtained from the school registrar which shows more dropout during the first semester than the second semester. Initial result obtained from using ARIMA reveals that the best model used is the model ARIMA which is the auto regression (AR 1), then the moving average (MA 1), with first differencing on the second semester. [ABSTRACT FROM AUTHOR]

Advancements in technology have led to a significant growth of agricultural data. The potential for forecasting crop yield depends on parameters such as climate, soil characteristics, and water factors has emerged as significant research area. Combining a comprehensive dataset from diverse sources like climate, soil and water parameters for precise time series forecasting in agricultural yield prediction is a significant challenge. Therefore, there is a need to integrate this data with agricultural processes to enhance crop production. In this paper, propose Genetic Algorithm based Autoregressive Integrated Moving Average (ARIMA) and Reinforced Random Forest Algorithm forecasting models for enhancing crop yield prediction. The genetic algorithm emulates the evolutionary process, simulating the selection of the strongest individuals over weaker ones through mechanisms such as selection, crossover, and mutation. The new approach incorporates reinforcement learning during the selection of attributes for tree construction by optimizing sample usage. By assessing variable significance, it identifies the most significant variables for node splitting improving model development and maximizing training data utilization. In addition to internal cross-validation, the method minimizes parameter tuning, mitigates overfitting, accelerates computations, and enhances transparency. The proposed model Genetic Algorithm based ARIMA achieves better results for enhancing crop yield forecasting on evaluation metrics, i.e., MAE (0.80%), RMSE (3.75%), RRSE (1.21%), RAE (0.82%), MSE (0.07%), R2 (0.54%) and accuracy (80.00%). For Reinforced Random Forest Algorithm model, i.e. MAE (1.28%), RMSE (2.48%), RRSE (0.54%), RAE (0.91%), MSE (0.55%), R2 (0.98%) and accuracy (78.00%). The analysis reveals that the genetic algorithm based ARIMA model outperforms the reinforced random forest algorithm in terms of efficiency and accuracy. Both proposed models better perform than machine learning classical models excelling not only in enhanced crop yield forecasting but also in terms of computational efficiency. [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]

This paper proposes a new epidemic prediction model that hybridizes several models, such as the autoregressive integrated moving average model (ARIMA), random forest (RF), and response surface method (RSM). The modeling process based on ensemble empirical mode decomposition (EEMD) is particularly suitable for dealing with non-stationary and nonlinear data. ARIMA's timeliness and difference have strong deterministic information extraction ability. RF is robust and stable, with fast speed, and strong generalization ability. Under the adjustability and correspondence of the response surface, the comprehensiveness of the model is well demonstrated. Taking the United States as an example, the proposed ARIMA-RF-RSM model is used to explore the development mechanism of the early epidemic according to the data of the early epidemic of coronavirus disease 2019 (COVID-19). The proposed model has high prediction accuracy (mean absolute percentage error (MAPE) is 1.97% and root mean square error (RSME) is 7.24%). It helps to take effective prevention and control measures in time. In addition, the model has universal applicability to the analysis of disease transmission in relevant areas. [ABSTRACT FROM AUTHOR]

Load forecasting is an integral part of the energy study unit to schedule the generating unit by the load demand. Many studies were conducted on load forecasting based on real power demand; however, very few papers were published on reactive power demand. In this research work, an attempt has been made to predict the requirement of reactive power as a function of demand for real power. Household loads are considered for evaluating the demand for reactive power as a critical load. The attempt has been made based on the data collected from the laboratory experimental setup for one year. The load forecasting requires time series analysis of the data set along with error minimization between predicted values and actual value; therefore, the global flower pollination algorithm along with Holt-Winters' exponential model has been used to predict the reactive power. Autoregressive integrated moving average (ARIMA) and seasonal autoregressive integrated moving average (SARIMA) models have been used as benchmarking models to evaluate the effectiveness of the model under various conditions. Python-developed model has been used to predict the demand for reactive power, and a MATLAB model has been developed to optimize the cost function. A detailed comparative analysis of the proposed model along with some well-established optimized models such as GA, PSO, and FPA has been presented related to evening peak demand for a microgrid architecture in Conclusion. The analysis includes median values of different quantities such as nMBE, nMAE, nRMSE, and RMSE. Normalized MBE, indicating underestimation and overestimation, is negative for ARIMA but 0.42 for HW-GFPA during validation and 0.43 for the testing data set. Normalized RMSE, measuring the variance between actual and forecasted values, is lowest at 0.803 for proposed HW-GFPA during validation and 0.799 for testing. [ABSTRACT FROM AUTHOR]

Climate change is the greatest threat to humanity, with harmful broad-spectrum impacts to human health and the natural environment. One of the main causes of this change is the greenhouse effect caused by greenhouse gases (GHG). To limit the impact of GHG to the environment, it is necessary to control emissions from human-produced sources. To date, 192 out of 197 parties at the Paris Agreement have approved ratification to reduce GHG in their countries. However, to properly control the emissions of GHG, accurate and precise forecasts of emissions are necessary. A wide variety of statistical models, computational intelligence and experience curves have been applied in an attempt to provide both accurate and precise forecasts. In this paper, a hybrid model is proposed that combines a fuzzy autoregressive integrated moving average (FARIMA), a probabilistic neural network (PNN), and an adaptive neuro-fuzzy inference system (ANFIS), where the first two models seek to exceed both the limitations of the ARIMA models (linear behavior and great need for data) and FARIMA (wide forecast ranges) alone. The ANFIS model is applied to the results of the first two to improve the overall accuracy of the models. We apply the proposed model in the context of eight Latin American countries (Argentina, Brazil, Chile, Colombia, Mexico, Paraguay, Peru and Uruguay). The results show improvement with MAE, RMSE and RMSRE reduced by more than 90% against comparison models. Additionally, when using performance indices such as the Willmott index of agreement, values close to 1 are obtained. It is concluded that the proposed hybrid model reduces the forecast interval width and increases the accuracy of the forecast by applying ANFIS, overcoming the results of FARIMA and PNN alone which delivered precise but not accurate results. Finally, emissions are forecast for 2025 and 2050 in the aforementioned countries, observing that GHG emissions increase in the region without adhering to the Paris Agreement commitments, which indicates the importance of these countries taking measures in order to mitigate the emission of greenhouse gases. [ABSTRACT FROM AUTHOR]

Climate change poses significant challenges globally, demanding accurate forecasting methodologies to comprehend and address its consequences. This paper presents a comparative analysis of hybrid models for forecasting carbon dioxide ( C O 2 ) emissions in drought-prone Somalia. The study employs 15 time series models, including six single time series models AutoRegressive Integrated Moving Average (ARIMA), Error Trend Seasonality (ETS), Trigonometric seasonality, Box-Cox transformation (TBATS), AutoRegressive Fractionally Integrated Moving Average (ARFIMA), and Neural Network AutoRegression (NNAR) and nine hybrid models (ARIMA-ETS, ARIMA-TBATS, ARIMA-Theta, ARIMA-NNAR, ARIMA-ETS-TBATS, ARIMA-NNAR-Theta, ARIMA-NNAR-TBATS, ARIMA-ETS-Theta, and ARIMA-ETS-NNAR). The dataset spans from 1950 to 2020, with a training set from 1950 to 2010 and a testing/validation set from 2011 to 2020. The models are evaluated using various metrics, including Mean Absolute Scaled Error (MASE), Symmetric Mean Absolute Percentage Error (SMAPE), Mean Absolute Percentage Error (MAPE), and Theil's U statistic. The data are found to be non-stationary, requiring the application of differencing techniques. Among the single time series models, TBATS(0.717, 0,0, 1, -) performs the best, while the ARIMA-TBATS hybrid model outperforms the other hybrid models. The forecasts provide valuable insights for addressing the challenges posed by charcoal burning and exporting in Somalia. The study concludes with recommendations for future research, including the incorporation of socio-economic and policy variables, spatial analysis, and long-term forecasting. [ABSTRACT FROM AUTHOR]

The number of deaths due to road accident is increasing day by day and has become an alarming global problem over the decades. India, with her rising motorization is no stranger to this global catastrophe. In this paper two relatively simple yet powerful and versatile techniques for forecasting time series data, autoregressive integrated moving average method (ARIMA) and exponential smoothing method are used to forecast the number of deaths due to road accidents in India from the year 2022-- 2031. The results based on the two methods are compared and it is found that they are in sync with each other and pre-existing literature. Furthermore, this is a unique attempt to use two time series analysis techniques on the same data and carry out a comparative analysis. The data was collected from the annual report of Ministry of Road Transport and Highways, India (2020) and Accidental Deaths & Suicides in India (ADSI) Report of National Crime Record Bureau (2021). After examining all the probable models, it is observed that ARIMA (2, 2, 2) model and exponential smoothing (M, A, N) model are suitable for the given data. Amongst the two, ARIMA (2, 2, 2) model has a lower AIC and BIC value. Thus, this comes out to be the best model as per our model selection criterion. Further, the study also reveals an upward trend of number of road accidental deaths for the upcoming 10 years in India. [ABSTRACT FROM AUTHOR]

This paper focuses on pretest and shrinkage estimation strategies for generalized autoregressive fractionally integrated moving average (GARFIMA) models when some of the regression parameters are possible to restrict to a subspace. These estimation strategies are constructed on the assumption that some covariates are not statistically significant for the response. To define the pretest and shrinkage estimators, we fit two models: one includes all the covariates and the others are subject to linear constraint based on the auxiliary information of the insignificant covariates. The unrestricted and restricted estimators are then combined optimally to get the pretest and shrinkage estimators. We enlighten the statistical properties of the shrinkage and pretest estimators in terms of asymptotic bias and risk. We examine the comparative performance of pretest and shrinkage estimators with respect to unrestricted maximum partial likelihood estimator (UMPLE). We show that the shrinkage estimators have a lower relative mean squared error as compared to the UMPLE when the number of significant covariates exceeds two. Monte Carlo simulations are conducted to examine the relative performance of the proposed estimators to the UMPLE. An empirical application is used for the usefulness of our proposed estimation strategies. [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]

Statistical modeling and forecasting are crucial to understanding the depth of information in data from all sources. For precision purposes, researchers are always in search of ways to improve the quality of modeling and forecasting, whatever the complexity of the situation. To this end, new (probability) distributions and suitable forecasting methods are demanded. The first part of this paper contributes to this direction. Indeed, we introduce a modified version of the flexible Weibull distribution, called the modified flexible Weibull distribution. It is constructed by mixing the flexible Weibull distribution with the exponential T-X scheme. This strategy is winning; the new distribution has a larger panel of functionalities in comparison to those of the classical Weibull distribution, among other things. To check the quality of the fitting of the modified flexible Weibull distribution, two different datasets are analyzed. After analyzing these datasets, it is observed that the modified flexible Weibull distribution has improved fitting power compared to other similar distributions. Apart from this, the conventional time series model, namely, the autoregressive integrated moving average (ARIMA) model, and the modern artificial neural network (ANN) model are considered for forecasting results. Utilizing the two datasets discussed earlier, it was discovered that the ANN model is more effective than the traditional ARIMA model. [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]

Container throughput is an essential indicator for measuring the container terminal's efficiency. Gate in and gate out containers are the containers that are transported to and transported out of the terminal respectively. Containers are stacked in the container yard before they leave the terminal. Handling of these containers accounts for a major workload at the terminal. Therefore, accurate short-term forecasting of the daily gate in and gate out containers at a container terminal is critical for operational planning. While most forecasts are made for the strategical level of the overall container throughput, this paper focuses on the daily gate in and gate out container quantities with a case study of Ningbo Zhoushan Port Beilun Second Container Terminal. Traditional approaches are mainly time series prediction algorithms that purely rely on the previously observed values. This paper proposes a novel decomposition-ensemble methodology framework which first divides the daily forecasting into a group of forecasting on a set of vessels which arrive in a certain time range around the predicted day. A novel machine learning method, "Extreme Gradient Boost (XGBoost)", is used for the vessel level of forecasting, where some temporal-related features of vessels are considered in the model. We then ensemble the predicated value of all vessels in the set as the total gate in/out amount for a day. Experimental results demonstrate that our proposed method achieves notable performance gains compared to the time series-based method ARIMA. In addition, the results of this new technology can be fed into the terminal operating system (ToS) in the Ningbo Beilun container terminal for better management. Specifically, the prediction results facilitate effective real-time decision-making for operational management and policy drafting, such as workload planning, equipment scheduling, yard planning, etc. [ABSTRACT FROM AUTHOR]

Quantitative portfolio investment mainly depends on historical data analysis and market trend prediction to make appropriate decisions, which is an important mean to reduce risks and increase returns. Based on summarizing the existing traditional single forecasting models and multiobjective dynamic programming models, this paper puts forward a new quantitative portfolio model to improve the accuracy of asset price forecasting results and the appropriateness of investment trading strategies, to better realize the maximization of investment returns. This model analyzes and forecasts daily price data by establishing a combination forecasting model of the gray GM (1,1) model and the ARIMA time series model and establishes a multiobjective dynamic programming model with moving average convergence divergence (MACD) and Sharpe ratio indicators as risk constraints to formulate appropriate investment trading strategies. The results show that by solving the quantitative portfolio trading model established in this paper and analyzing the sensitivity and robustness of the model, the price of gold and Bitcoin, two volatile assets, can be accurately predicted, and the best investment portfolio trading strategy can be effectively worked out on the premise of considering the risk level. [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]

Nowadays, the number of Internet of things (IoT) devices has rapidly increased due to their increasing use in different real-world applications. The sensor devices represent the basic element of the IoT network because they gather data from various environments and situations, while the sink node serves as the network's brain because it processes the data and makes decisions. However, the large amount of data that the sensor devices gather and send to the gateway toward the sink, on the one hand, causes the sensor's limited energy to be depleted and, on the other hand, makes it more difficult to achieve the decisions using these data at the sink. Therefore, before sending data to the gateway, it is important to get rid of any duplicate data while maintaining a high level of data quality. In this paper, a distributed prediction–compression-based mechanism (DiPCoM) for saving power in IoT networks is suggested. DiPCoM makes periodic decisions on sending the data to the gateway. It uses the autoregressive integrated moving average prediction method in each period to predict the next period's data and decide whether the current data should be sent to the gateway. When the decision is made to send the data to the gateway, an effective compression approach is used by DiPCoM to get rid of the duplicate data. It combines different data transmission reduction techniques such as adaptive piecewise constant approximation, differential encoding, symbolic aggregate approximation, and Lempel–Ziv–Welch. Simulation results based on real-world data show that the DiPCoM method is better than other techniques in terms of energy consumption, data reduction ratio, transferred data size, and data accuracy. [ABSTRACT FROM AUTHOR]

In this paper, we deal with the frequency domain approach to describe some probabilistic properties of the GARCH (p , q) processes using the associated transfer functions which seem more informative. So, in the first part, we propose an appropriate bilinear representation of GARCH (p , q) model governed by a second-order Hermite polynomial with leading coefficient 1, and we give a necessary and sufficient condition for the causal and second-order stationary solution. In a second part, we establish the autocovariance and the associated spectral density function of such a representation, and for its squared version in terms of transfer functions. As a consequence, it is observed that the second-order properties are similar to an ARMA process with uncorrelated innovations and hence the resort to higher-order properties however becomes inevitable. Therefore, the explicit expressions of bispectral densities of the process and its squared version are given and several illustrative examples are emphasized. Our results are related to the work of Terdik (2000, §3) for the GARCH(1, 1) model. [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]

This paper proposes a new hybrid SVR-ANN model for water demand forecasting. Where an adaptation of the methodology proposed by Zhang (Neurocomputing 50:159–175, 2003) is used to decompose the time series of 10 reservoirs that supply the Metropolitan Region of Salvador (RMS). The data used are from the historical consumption from January 2017 to February 2022, obtained from the local supply company, Empresa Baiana de Águas e Saneamento, and meteorological data obtained from the National Institute of Meteorology of Brazil. The results demonstrated the feasibility of using the proposed model, compared to other traditional models such as the multilayer perceptron (MLP), support vector regression (SVR), short long-term memory (LSTM) and autoregressive integrated moving average (ARIMA). [ABSTRACT FROM AUTHOR]

Summary: In this paper a semi‐parametric approach is developed to model non‐linear relationships in time series data using polynomial splines. Polynomial splines require very little assumption about the functional form of the underlying relationship, so they are very flexible and can be used to model highly non‐linear relationships. Polynomial splines are also computationally very efficient. The serial correlation in the data is accounted for by modelling the noise as an autoregressive integrated moving average (ARIMA) process, by doing so, the efficiency in nonparametric estimation is improved and correct inferences can be obtained. The explicit structure of the ARIMA model allows the correlation information to be used to improve forecasting performance. An algorithm is developed to automatically select and estimate the polynomial spline model and the ARIMA model through backfitting. This method is applied on a real‐life data set to forecast hourly electricity usage. The non‐linear effect of temperature on hourly electricity usage is allowed to be different at different hours of the day and days of the week. The forecasting performance of the developed method is evaluated in post‐sample forecasting and compared with several well‐accepted models. The results show the performance of the proposed model is comparable with a long short‐term memory deep learning model. [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]

[Display omitted] • Assessment of the status and trends of PV DG in Brazil based on big data processing; • Application of machine learning algorithms to estimate the installed power of individual systems; • Application of forecasting models to predict the installed power of PV DG over time in Brazil and its regions; • Application of the DEA method to rank Brazilian states in terms of efficiency in PV DG deployment; • The paper is expected to be valuable for regulatory agencies, researchers, and PV aggregator companies. The deployment of photovoltaic (PV) distributed generation (DG) has been increasing substantially in Brazil. In this context, the present paper exploits a robust dataset provided by the Brazilian Electricity Regulatory Agency (ANEEL) to evaluate the status and trends concerning PV DG. As of Nov/2022, such a dataset consists of more than 1,4 million lines (one for each system) and thirty columns (various information concerning the systems). For an in-depth assessment, three items are addressed: (i) the application of machine learning algorithms to estimate the installed power of individual systems based on other information available in the dataset, (ii) the application of forecasting models to predict the installed power of PV DG over time in Brazil and its regions, and (iii) the application of the data envelopment analysis (DEA) method to rank Brazilian states in terms of efficiency in PV DG deployment. While items (i)-(iii) present distinct specific goals, they use the same dataset and provide essential insights concerning PV DG in Brazil. In item (i), elastic net (EN), decision tree (DT), random forest (RF), extra tree (ET), AdaBoost (AB), and gradient boosting (GB) are applied to select the most accurate algorithm. In item (ii), autoregressive integrated moving average (ARIMA), seasonal autoregressive integrated moving average (SARIMA), Holt-Winters exponential smoothing (HWES), Bass diffusion model (BDM), and multilayer perceptron artificial neural network (MLP-ANN) are applied. In item (iii), output-oriented DEA CCR and BCC are applied. Concerning item (i), results demonstrate that estimating the installed power of individual systems is not very simple. Nonetheless, the machine learning algorithms imply a significant accuracy increase compared to taking the dataset's average as the estimation, especially the DT and RF algorithms with a coefficient of determination of 29%. Regarding item (ii), results demonstrate that the installed capacity in Brazil and its regions is expected to increase approximately linearly in the horizon of months but with weekly seasonal characteristics. Moreover, the most accurate model depends on the region, i.e., the ANN is superior for the Northeast (MAPE of 3.25%) and South (MAPE of 1.28%) regions, the HWES method is superior for Brazil (MAPE of 0.51%) and the Southeast region (MAPE of 2.26%), and the BDM is superior for the Mid-west (MAPE of 1.95%) and North (MAPE of 3.37%) regions. Concerning item (iii), results demonstrate that DEA CCR is more representative of the Brazilian reality since DEA BCC assigns several states as efficient, even if they showcase a very low installed capacity, particularly small states. DEA CCR indicates that Minas Gerais, Rio Grande do Sul, and Mato Grosso are the most efficient states in PV DG deployment relative to their inputs, closely followed by São Paulo with an efficiency of 95%. Furthermore, states located in the North and Northeast region require more attention from ANEEL since their efficiencies are generally low. A literature review demonstrated that this paper is the first of its kind in exploiting so thoroughly and robustly the dataset provided by ANEEL. Therefore, the paper is expected to assist ANEEL in the task of properly regulating the sector and also assist researchers and PV aggregator companies through in-depth insights. Moreover, the conducted procedures can also be applied to other countries with available datasets, thus ensuring high applicability for the research. [ABSTRACT FROM AUTHOR]

With the vast popularity of the deep learning models in the engineering and mathematical fields, Artificial Neural Networks (ANN) have recently attracted significant research applications in agriculture, economics, informatics and finance. In this paper, we use a deep learning method to capture and predict the unknown complex nonlinear characteristics of agricultural output based on autoregressive artificial neural network, using Nigeria as a case study. Using the proposed model, shocks in agricultural output is analyzed and modeled using data obtained for a period of forty years (1980-2019), and compared with analyses obtained from the autoregressive integrated moving average model (ARIMA). This result is significant because it justifies the superiority of the hybrid ANN model over the traditional Box-Jenkins methodology for forecasting non-stationary time series. The empirical results show that the proposed autoregressive ANN model achieves an improved forecasting accuracy over the traditional Box-Jenkins ARIMA method. It is further proposed that various types of artificial neural networks would be useful in forecasting and solving relevant tasks and problems widely defined in global agricultural production. [ABSTRACT FROM AUTHOR]