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2,071 result(s) for "Autoregressive–moving-average model"
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Climate warming enhances snow avalanche risk in the Western Himalayas
Ongoing climate warming has been demonstrated to impact the cryosphere in the Indian Himalayas, with substantial consequences for the risk of disasters, human well-being, and terrestrial ecosystems. Here, we present evidence that the warming observed in recent decades has been accompanied by increased snow avalanche frequency in the Western Indian Himalayas. Using dendrogeomorphic techniques, we reconstruct the longest time series (150 y) of the occurrence and runout distances of snow avalanches that is currently available for the Himalayas. We apply a generalized linear autoregressive moving average model to demonstrate linkages between climate warming and the observed increase in the incidence of snow avalanches. Warming air temperatures in winter and early spring have indeed favored the wetting of snow and the formation of wet snow avalanches, which are now able to reach down to subalpine slopes, where they have high potential to cause damage. These findings contradict the intuitive notion that warming results in less snow, and thus lower avalanche activity, and have major implications for the Western Himalayan region, an area where human pressure is constantly increasing. Specifically, increasing traffic on a steadily expanding road network is calling for an immediate design of risk mitigation strategies and disaster risk policies to enhance climate change adaption in the wider study region.
Wind power prediction based on variational mode decomposition multi-frequency combinations
Because of the uncertainty and randomness of wind speed, wind power has characteristics such as nonlinearity and multiple frequencies. Accurate prediction of wind power is one effective means of improving wind power integration. Because the traditional single model cannot fully characterize the fluctuating characteristics of wind power, scholars have attempted to build other prediction models based on empirical mode decomposition (EMD) or ensemble empirical mode decomposition (EEMD) to tackle this problem. However, the prediction accuracy of these models is affected by modal aliasing and illusive components. Aimed at these defects, this paper proposes a multi-frequency combination prediction model based on variational mode decomposition (VMD). We use a back propagation neural network (BPNN), autoregressive moving average (ARMA) model, and least squares support vector machine (LS-SVM) to predict high, intermediate, and low frequency components, respectively. Based on the predicted values of each component, the BPNN is applied to combine them into a final wind power prediction value. Finally, the prediction performance of the single prediction models (ARMA, BPNN, LS-SVM) and the decomposition prediction models (EMD and EEMD) are used to compare with the proposed VMD model according to the evaluation indices such as average absolute error, mean square error, and root mean square error to validate its feasibility and accuracy. The results show that the prediction accuracy of the proposed VMD model is higher.
Statistical Analysis Of Mixture Vector Autoregressive Models
In this paper, we reconsider the mixture vector autoregressive model, which was proposed in the literature for modelling non-linear time series. We complete and extend the stationarity conditions, derive a matrix formula in closed form for the autocovariance function of the process and prove a result on stable vector autoregressive moving-average representations of mixture vector autoregressive models. For these results, we apply techniques related to a Markovian representation of vector autoregressive moving-average processes. Furthermore, we analyse maximum likelihood estimation of model parameters by using the expectation-maximization algorithm and propose a new iterative algorithm for getting the maximum likelihood estimates. Finally, we study the model selection problem and testing procedures. Several examples, simulation experiments and an empirical application based on monthly financial returns illustrate the proposed procedures.
Using a System-Based Monitoring Paradigm to Assess Fatigue during Submaximal Static Exercise of the Elbow Extensor Muscles
Current methods for evaluating fatigue separately assess intramuscular changes in individual muscles from corresponding alterations in movement output. The purpose of this study is to investigate if a system-based monitoring paradigm, which quantifies how the dynamic relationship between the activity from multiple muscles and force changes over time, produces a viable metric for assessing fatigue. Improvements made to the paradigm to facilitate online fatigue assessment are also discussed. Eight participants performed a static elbow extension task until exhaustion, while surface electromyography (sEMG) and force data were recorded. A dynamic time-series model mapped instantaneous features extracted from sEMG signals of multiple synergistic muscles to extension force. A metric, called the Freshness Similarity Index (FSI), was calculated using statistical analysis of modeling errors to reveal time-dependent changes in the dynamic model indicative of performance degradation. The FSI revealed strong, significant within-individual associations with two well-accepted measures of fatigue, maximum voluntary contraction (MVC) force (rrm=−0.86) and ratings of perceived exertion (RPE) (rrm=0.87), substantiating the viability of a system-based monitoring paradigm for assessing fatigue. These findings provide the first direct and quantitative link between a system-based performance degradation metric and traditional measures of fatigue.
Optimization scheme of wind energy prediction based on artificial intelligence
Wind energy, as one of the renewable energies with the most potential for development, has been widely concerned by many countries. However, due to the great volatility and uncertainty of natural wind, wind power also fluctuates, seriously affecting the reliability of wind power system and bringing challenges to large-scale grid connection of wind power. Wind speed prediction is very important to ensure the safety and stability of wind power generation system. In this paper, a new wind speed prediction scheme is proposed. First, improved hybrid mode decomposition is used to decompose the wind speed data into the trend part and the fluctuation part, and the noise is decomposed twice. Then wavelet analysis is used to decompose the trend part and the fluctuation part for the third time. The decomposed data are classified. The long- and short-term memory neural network optimized by the improved particle swarm optimization algorithm is used to train the nonlinear sequence and noise sequence, and the autoregressive moving average model is used to train the linear sequence. Finally, the final prediction results were reconstructed. This paper uses this system to predict the wind speed data of China’s Changma wind farm and Spain’s Sotavento wind farm. By experimenting with the real data from two different wind farms and comparing with other predictive models, we found that (1) by improving the mode number selection in the variational mode decomposition, the characteristics of wind speed data can be better extracted. (2) According to the different characteristics of component data, the combination method is selected to predict modal components, which makes full use of the advantages of different algorithms and has good prediction effect. (3) The optimization algorithm is used to optimize the neural network, which solves the problem of parameter setting when establishing the prediction model. (4) The combination forecasting model proposed in this paper has clear structure and accurate prediction results. The research work in this paper will help to promote the development of wind energy prediction field, help wind farms formulate wind power regulation strategies, and further promote the construction of green energy structure.
Hybrid time series and machine learning approach for predicting reference evapotranspiration in North Henan Province
【Objective】Accurate estimation of reference crop evapotranspiration (ET0) is essential for determining crop water requirements, improving irrigation efficiency and supporting sustainable water resource management, especially in regions facing water scarcity. The objective of this paper is to identify a reliable and practical model for estimating ET0 in Northern Henan Province.【Method】Daily meteorological data measured from 2021 to 2022 and numerical weather forecasts from 2023 for Xinxiang City, Henan Province, were used to develop and evaluate the following ET0 models: the Prophet model, the autoregressive integrated moving average model (ARIMA), the extreme learning machine (ELM) model, and their hybrid combinations. ET0 calculated using these models were compared with that calculated using the FAO-56 Penman-Monteith method.【Result】ET0 calculated in all models were correlated with maximum temperature, minimum temperature, solar radiation, and wind speed 2 m above the ground surface. They factors were thus s
Spatial transmission network construction of influenza-like illness using dynamic Bayesian network and vector-autoregressive moving average model
Background Although vaccination is one of the main countermeasures against influenza epidemic, it is highly essential to make informed prevention decisions to guarantee that limited vaccination resources are allocated to the places where they are most needed. Hence, one of the fundamental steps for decision making in influenza prevention is to characterize its spatio-temporal trend, especially on the key problem about how influenza transmits among adjacent places and how much impact the influenza of one place could have on its neighbors. To solve this problem while avoiding too much additional time-consuming work on data collection, this study proposed a new concept of spatio-temporal route as well as its estimation methods to construct the influenza transmission network. Methods The influenza-like illness (ILI) data of Sichuan province in 21 cities was collected from 2010 to 2016. A joint pattern based on the dynamic Bayesian network (DBN) model and the vector autoregressive moving average (VARMA) model was utilized to estimate the spatio-temporal routes, which were applied to the two stages of learning process respectively, namely structure learning and parameter learning. In structure learning, the first-order conditional dependencies approximation algorithm was used to generate the DBN, which could visualize the spatio-temporal routes of influenza among adjacent cities and infer which cities have impacts on others in influenza transmission. In parameter learning, the VARMA model was adopted to estimate the strength of these impacts. Finally, all the estimated spatio-temporal routes were put together to form the final influenza transmission network. Results The results showed that the period of influenza transmission cycle was longer in Western Sichuan and Chengdu Plain than that in Northeastern Sichuan, and there would be potential spatio-temporal routes of influenza from bordering provinces or municipalities into Sichuan province. Furthermore, this study also pointed out several estimated spatio-temporal routes with relatively high strength of associations, which could serve as clues of hot spot areas detection for influenza surveillance. Conclusions This study proposed a new framework for exploring the potentially stable spatio-temporal routes between different places and measuring specific the sizes of transmission effects. It could help making timely and reliable prediction of the spatio-temporal trend of infectious diseases, and further determining the possible key areas of the next epidemic by considering their neighbors’ incidence and the transmission relationships.
Precise prediction of polar motion using sliding multilayer perceptron method combining singular spectrum analysis and autoregressive moving average model
The precise prediction of polar motion parameters is needed for the astrogeodynamics, navigation and positioning of the deep space probe. However, the current prediction methods are limited to predicting polar motion for specific periods, either short- or long-term. In this study, a sliding multilayer perceptron (MLP) method combined singular spectrum analysis (SSA) and autoregressive moving average (ARMA) for short- and long-term polar motion prediction was proposed. MLP was introduced into PM prediction due to its automatic learning characteristics and its ability to effectively process nonlinear and multi-dimensional data. The SSA was used to extract and predict the principal components of polar motion, while the remaining components were predicted using ARMA. In the meantime, SSA and ARMA were used to provide training data and target learning data for the MLP model. MLP input data were constructed by sliding processing with a window of 7 days, composed of n series of the same length (18 years). Finally, MLP was employed to predict the residuals generated during SSA and ARMA prediction. To evaluate the accuracy of the proposed method, the polar motion prediction was applied for a 364-day lead time based on the IERS EOP 14C04 product. The method outperformed the IERS Bulletin A, as demonstrated by the mean-absolute errors of the x and y components of polar motion on the 30th day, which were lower (5.14 mas and 3.37 mas, respectively) than those predicted by IERS Bulletin A (6.66 mas and 3.94 mas). Similarly, the mean-absolute errors on the 364th day were 17.79 mas and 16.29 mas, respectively, compared to the 19.24 mas and 18.81 mas predicted by IERS Bulletin A.
A Hybrid Model for Air Quality Prediction Based on Data Decomposition
Accurate and reliable air quality predictions are critical to the ecological environment and public health. For the traditional model fails to make full use of the high and low frequency information obtained after wavelet decomposition, which easily leads to poor prediction performance of the model. This paper proposes a hybrid prediction model based on data decomposition, choosing wavelet decomposition (WD) to generate high-frequency detail sequences WD(D) and low-frequency approximate sequences WD(A), using sliding window high-frequency detail sequences WD(D) for reconstruction processing, and long short-term memory (LSTM) neural network and autoregressive moving average (ARMA) model for WD(D) and WD(A) sequences for prediction. The final prediction results of air quality can be obtained by accumulating the predicted values of each sub-sequence, which reduces the root mean square error (RMSE) by 52%, mean absolute error (MAE) by 47%, and increases the goodness of fit (R2) by 18% compared with the single prediction model. Compared with the mixed model, reduced the RMSE by 3%, reduced the MAE by 3%, and increased the R2 by 0.5%. The experimental verification found that the proposed prediction model solves the problem of lagging prediction results of single prediction model, which is a feasible air quality prediction method.
Least absolute deviations estimation for uncertain autoregressive moving average model with application to CO2 emissions
Based on the previous observations, uncertain time series analysis provides plausible description for experimental data, and predicts future values by characterized observations and disturbance as uncertain variables under the framework of uncertainty theory. Sometimes, the current observation is simultaneously impacted by the past observations and past disturbance terms. Uncertain autoregressive moving average (UARMA) model emerged as the times require. Due to the inevitable presence of unknown parameters in the model, it is crucial to estimate these unknown parameters robustly based on observed data. Motivated by this, a way to calculate least absolute deviation estimations for unknown parameter in UARMA model is studied by transformation this model into an uncertain autoregressive model. Forecast value and confidence interval for the future value are derived from the fitted model. Finally, two real data analyses with imprecise and precise observations of carbon dioxide emissions are given to show the effectiveness of our proposed method, and uncertain hypothesis is documented to test our model. Besides, it also explains why stochastic time series model is not applicable for this case.