Food and non-alcoholic beverages are highly important for individuals to continue staying alive and living healthy lives. The increase in the prices of food and non-alcoholic beverages experienced across the world ove...Food and non-alcoholic beverages are highly important for individuals to continue staying alive and living healthy lives. The increase in the prices of food and non-alcoholic beverages experienced across the world over years has continued to make food and non-alcoholic beverages not to be accessible and affordable to individuals and families having a low income. The aim of this particular research study was to identify how Kenya’s CPI of food and non-alcoholic beverages could be modelled using Autoregressive Integrated Moving Average (ARIMA) models for forecasting future values for the next two years. The data used for the study was that of Kenya’s CPI of food and non-alcoholic beverages for the period starting from February 2009 to April 2024 obtained from the International Monetary Fund (IMF) database. The best specification for the ARIMA model was identified using Akaike Information Criterion (AIC), root mean square error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE) and mean absolute scaled error (MASE) and assessing whether residuals of the model were independent and normally distributed with a variance that is constant an whether the model has most of its coefficients being significant statistically. ARIMA (3, 1, 0) (1, 0, 0) model was identified as the best ARIMA model for modeling Kenya’s CPI of food and non-beverages for forecasting future values among the ARIMA models considered. Using this particular model, Kenya’s CPI of food and non-alcoholic beverages was forecasted to increase only slightly with time to reach a value of about 165.70 by March 2026.展开更多
The energy sector is the second largest emitter of greenhouse (GHG) gases in Kenya, emitting about 31.2% of GHG emissions in the country. The aim of this study was to model Kenya’s GHG emissions by the energy sector ...The energy sector is the second largest emitter of greenhouse (GHG) gases in Kenya, emitting about 31.2% of GHG emissions in the country. The aim of this study was to model Kenya’s GHG emissions by the energy sector using ARIMA models for forecasting future values. The data used for the study was that of Kenya’s GHG emissions by the energy sector for the period starting from 1970 to 2022 obtained for the International Monetary Fund (IMF) database that was split into training and testing sets using the 80/20 rule for modelling purposes. The best specification for the ARIMA model was identified using Akaike Information Criterion (AIC), root mean squared error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE) and mean absolute scaled error (MASE). ARIMA (1, 1, 1) was identified as the best model for modelling Kenya’s GHG emissions and forecasting future values. Using this model, Kenya’s GHG emissions by the energy sector were forecasted to increase to a value of about 43.13 million metric tons of carbon dioxide equivalents by 2030. The study, therefore, recommends that Kenya should accelerate the adjustment of industry structure and improve the efficient use of energy, optimize the energy structure and accelerate development and promotion of energy-efficient products to reduce the emission of GHGs by the country’s energy sector.展开更多
A prediction-aided routing algorithm based on ant colony optimization mode （PRACO） to achieve energy-aware data-gathering routing structure in wireless sensor networks （WSN） is presented. We adopt autoregressive m...A prediction-aided routing algorithm based on ant colony optimization mode （PRACO） to achieve energy-aware data-gathering routing structure in wireless sensor networks （WSN） is presented. We adopt autoregressive moving average model （ARMA） to predict dynamic tendency in data traffic and deduce the construction of load factor, which can help to reveal the future energy status of sensor in WSN. By checking the load factor in heuristic factor and guided by novel pheromone updating rule, multi-agent, i. e. , artificial ants, can adaptively foresee the local energy state of networks and the corresponding actions could be taken to enhance the energy efficiency in routing construction. Compared with some classic energy-saving routing schemes, the simulation results show that the proposed routing building scheme can ① effectively reinforce the robustness of routing structure by mining the temporal associability and introducing multi-agent optimization to balance the total energy cost for data transmission, ② minimize the total communication consumption, and ③prolong the lifetime of networks.展开更多
Statistical properties of winds near the Taichung Harbour are investigated. The 26 years'incomplete data of wind speeds, measured on an hourly basis, are used as reference. The possibility of imputation using simu...Statistical properties of winds near the Taichung Harbour are investigated. The 26 years'incomplete data of wind speeds, measured on an hourly basis, are used as reference. The possibility of imputation using simulated results of the Auto-Regressive (AR), Moving-Average (MA), and/ or Auto-Regressive and Moving-Average (ARMA) models is studied. Predictions of the 25-year extreme wind speeds based upon the augmented data are compared with the original series. Based upon the results, predictions of the 50- and 100-year extreme wind speeds are then made.展开更多
Oceanic turbulence measurements made by an acoustic Doppler velocimeter(ADV)suffer from noise that potentially affects the estimates of turbulence statistics.This study examines the abilities of Kalman filtering and a...Oceanic turbulence measurements made by an acoustic Doppler velocimeter(ADV)suffer from noise that potentially affects the estimates of turbulence statistics.This study examines the abilities of Kalman filtering and autoregressive moving average models to eliminate noise in ADV velocity datasets of laboratory experiments and offshore observations.Results show that the two methods have similar performance in ADV de-noising,and both effectively reduce noise in ADV velocities,even in cases of high noise.They eliminate the noise floor at high frequencies of the velocity spectra,leading to a longer range that effectively fits the Kolmogorov-5/3 slope at midrange frequencies.After de-noising adopting the two methods,the values of the mean velocity are almost unchanged,while the root-mean-square horizontal velocities and thus turbulent kinetic energy decrease appreciably in these experiments.The Reynolds stress is also affected by high noise levels,and de-noising thus reduces uncertainties in estimating the Reynolds stress.展开更多
Cyclic variability is a factor adversely affecting engine performance. In this paper a cyclic moving average regulation approach to cylinder pressure at top dead center （TDC） is proposed, where the ignition time is ...Cyclic variability is a factor adversely affecting engine performance. In this paper a cyclic moving average regulation approach to cylinder pressure at top dead center （TDC） is proposed, where the ignition time is adopted as the control input. The dynamics from ignition time to the moving average index is described by ARMA model. With this model, a one-step ahead prediction-based minimum variance controller （MVC） is developed for regulation. The performance of the proposed controller is illustrated by experiments with a commercial car engine and experimental results show that the controller has a reliable effect on index regulation when the engine works under different fuel injection strategies, load changing and throttle opening disturbance.展开更多
The auto-regressive moving-average (ARMA) model with time-varying parameters is analyzed. The time-varying parameters are assumed to be a linear combination of a set of basis time-varying functions, and the feedbac...The auto-regressive moving-average (ARMA) model with time-varying parameters is analyzed. The time-varying parameters are assumed to be a linear combination of a set of basis time-varying functions, and the feedback linear estimation algorithm is used to estimate the time-varying parameters of the ARMA model. This algorithm includes 2 linear least squares estimations and a linear filter. The influence of the order of basis time-(varying) functions on parameters estimation is analyzed. The method has the advantage of simple, saving computation time and storage space. Theoretical analysis and experimental results show the validity of this method.展开更多
Three forecasting models are set up: the auto\|regressive moving average model, the grey forecasting model for the rate of qualified products P t, and the grey forecasting model for time intervals of the quality cata...Three forecasting models are set up: the auto\|regressive moving average model, the grey forecasting model for the rate of qualified products P t, and the grey forecasting model for time intervals of the quality catastrophes. Then a combined forewarning system for the quality of products is established, which contains three models, judgment rules and forewarning state illustration. Finally with an example of the practical production, this modeling system is proved fairly effective.展开更多
Accurate fault prediction can obviously reduce cost and decrease the probability of accidents so as to improve the performance of the system testing and maintenance. Traditional fault prediction methods are always off...Accurate fault prediction can obviously reduce cost and decrease the probability of accidents so as to improve the performance of the system testing and maintenance. Traditional fault prediction methods are always offline that are not suitable for online and real-time processing. For the complicated nonlinear and non-stationary time series, it is hard to achieve exact predicting result with single models such as support vector regression （SVR）, artifieial neural network （ANN）, and autoregressive moving average （ARMA）. Combined with the accurate online support vector regression （AOSVR） algorithm and ARMA model, a new online approach is presented to forecast fault with time series prediction. The fault trend feature can be extracted by the AOSVR with global kernel for general fault modes. Moreover, its prediction residual that represents the local high-frequency components is synchronously revised and compensated by the sliding time window ARMA model. Fault prediction with combined AOSVR and ARMA can be realized better than with the single one. Experiments on Tennessee Eastman process fault data show the new method is practical and effective.展开更多
The stock market is a vital component of the broader financial system,with its dynamics closely linked to economic growth.The challenges associated with analyzing and forecasting stock prices have persisted since the ...The stock market is a vital component of the broader financial system,with its dynamics closely linked to economic growth.The challenges associated with analyzing and forecasting stock prices have persisted since the inception of financial markets.By examining historical transaction data,latent opportunities for profit can be uncovered,providing valuable insights for both institutional and individual investors to make more informed decisions.This study focuses on analyzing historical transaction data from four banks to predict closing price trends.Various models,including decision trees,random forests,and Long Short-Term Memory(LSTM)networks,are employed to forecast stock price movements.Historical stock transaction data serves as the input for training these models,which are then used to predict upward or downward stock price trends.The study’s empirical results indicate that these methods are effective to a degree in predicting stock price movements.The LSTM-based deep neural network model,in particular,demonstrates a commendable level of predictive accuracy.This conclusion is reached following a thorough evaluation of model performance,highlighting the potential of LSTM models in stock market forecasting.The findings offer significant implications for advancing financial forecasting approaches,thereby improving the decision-making capabilities of investors and financial institutions.展开更多
针对导弹备件消耗呈现"小样本、非平稳"的特点,为了克服传统预测方法依靠大样本数据进行建模的不足,提出了把基于小波变换和改进GM-ARMA的组合预测方法应用于导弹备件消耗预测的构想.在利用小波分解和其他模型建立组合模型的...针对导弹备件消耗呈现"小样本、非平稳"的特点,为了克服传统预测方法依靠大样本数据进行建模的不足,提出了把基于小波变换和改进GM-ARMA的组合预测方法应用于导弹备件消耗预测的构想.在利用小波分解和其他模型建立组合模型的过程中,提出了先对小波基方程和分解层数2个特征进行参数化,再定量地对所有子模型的特征参数进行统一、综合的评估,以达到建立最佳组合模型的目的;然后对具有平稳特性的高频信息用阻尼最小二乘法优化的ARMA(Autoregressive and Moving Average)模型进行预测,对反映整体趋势体现非平稳的低频信息用背景值优化和数据变换技术改进的GM(1,1)模型进行预测.实例结果表明所提出的组合预测方法大大降低了预测误差,说明了该方法的有效性、可行性和实用性.展开更多
文摘Food and non-alcoholic beverages are highly important for individuals to continue staying alive and living healthy lives. The increase in the prices of food and non-alcoholic beverages experienced across the world over years has continued to make food and non-alcoholic beverages not to be accessible and affordable to individuals and families having a low income. The aim of this particular research study was to identify how Kenya’s CPI of food and non-alcoholic beverages could be modelled using Autoregressive Integrated Moving Average (ARIMA) models for forecasting future values for the next two years. The data used for the study was that of Kenya’s CPI of food and non-alcoholic beverages for the period starting from February 2009 to April 2024 obtained from the International Monetary Fund (IMF) database. The best specification for the ARIMA model was identified using Akaike Information Criterion (AIC), root mean square error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE) and mean absolute scaled error (MASE) and assessing whether residuals of the model were independent and normally distributed with a variance that is constant an whether the model has most of its coefficients being significant statistically. ARIMA (3, 1, 0) (1, 0, 0) model was identified as the best ARIMA model for modeling Kenya’s CPI of food and non-beverages for forecasting future values among the ARIMA models considered. Using this particular model, Kenya’s CPI of food and non-alcoholic beverages was forecasted to increase only slightly with time to reach a value of about 165.70 by March 2026.
文摘The energy sector is the second largest emitter of greenhouse (GHG) gases in Kenya, emitting about 31.2% of GHG emissions in the country. The aim of this study was to model Kenya’s GHG emissions by the energy sector using ARIMA models for forecasting future values. The data used for the study was that of Kenya’s GHG emissions by the energy sector for the period starting from 1970 to 2022 obtained for the International Monetary Fund (IMF) database that was split into training and testing sets using the 80/20 rule for modelling purposes. The best specification for the ARIMA model was identified using Akaike Information Criterion (AIC), root mean squared error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE) and mean absolute scaled error (MASE). ARIMA (1, 1, 1) was identified as the best model for modelling Kenya’s GHG emissions and forecasting future values. Using this model, Kenya’s GHG emissions by the energy sector were forecasted to increase to a value of about 43.13 million metric tons of carbon dioxide equivalents by 2030. The study, therefore, recommends that Kenya should accelerate the adjustment of industry structure and improve the efficient use of energy, optimize the energy structure and accelerate development and promotion of energy-efficient products to reduce the emission of GHGs by the country’s energy sector.
基金Supported by the National Natural Science Foundation of China(60802005,60965002,50803016)Science Foundation forthe Excellent Youth Scholars at East China University of Science and Technology(YH0157127)Undergraduate Innovational Experimentation Program in ECUST(X1033)
文摘A prediction-aided routing algorithm based on ant colony optimization mode （PRACO） to achieve energy-aware data-gathering routing structure in wireless sensor networks （WSN） is presented. We adopt autoregressive moving average model （ARMA） to predict dynamic tendency in data traffic and deduce the construction of load factor, which can help to reveal the future energy status of sensor in WSN. By checking the load factor in heuristic factor and guided by novel pheromone updating rule, multi-agent, i. e. , artificial ants, can adaptively foresee the local energy state of networks and the corresponding actions could be taken to enhance the energy efficiency in routing construction. Compared with some classic energy-saving routing schemes, the simulation results show that the proposed routing building scheme can ① effectively reinforce the robustness of routing structure by mining the temporal associability and introducing multi-agent optimization to balance the total energy cost for data transmission, ② minimize the total communication consumption, and ③prolong the lifetime of networks.
基金The project is partly supported by the National Science Council, Contract Nos. NSC-89-261 l-E-019-024 (JZY), and NSC-89-2611-E-019-027 (CRC).
文摘Statistical properties of winds near the Taichung Harbour are investigated. The 26 years'incomplete data of wind speeds, measured on an hourly basis, are used as reference. The possibility of imputation using simulated results of the Auto-Regressive (AR), Moving-Average (MA), and/ or Auto-Regressive and Moving-Average (ARMA) models is studied. Predictions of the 25-year extreme wind speeds based upon the augmented data are compared with the original series. Based upon the results, predictions of the 50- and 100-year extreme wind speeds are then made.
基金The National Key Research and Development Program of China under contract No.2017YFC1404000the Basic Scientific Fund for National Public Research Institutes of China under contract No.2018S03the National Natural Science Foundation of China under contract Nos 41776038 and 41821004
文摘Oceanic turbulence measurements made by an acoustic Doppler velocimeter(ADV)suffer from noise that potentially affects the estimates of turbulence statistics.This study examines the abilities of Kalman filtering and autoregressive moving average models to eliminate noise in ADV velocity datasets of laboratory experiments and offshore observations.Results show that the two methods have similar performance in ADV de-noising,and both effectively reduce noise in ADV velocities,even in cases of high noise.They eliminate the noise floor at high frequencies of the velocity spectra,leading to a longer range that effectively fits the Kolmogorov-5/3 slope at midrange frequencies.After de-noising adopting the two methods,the values of the mean velocity are almost unchanged,while the root-mean-square horizontal velocities and thus turbulent kinetic energy decrease appreciably in these experiments.The Reynolds stress is also affected by high noise levels,and de-noising thus reduces uncertainties in estimating the Reynolds stress.
文摘Cyclic variability is a factor adversely affecting engine performance. In this paper a cyclic moving average regulation approach to cylinder pressure at top dead center （TDC） is proposed, where the ignition time is adopted as the control input. The dynamics from ignition time to the moving average index is described by ARMA model. With this model, a one-step ahead prediction-based minimum variance controller （MVC） is developed for regulation. The performance of the proposed controller is illustrated by experiments with a commercial car engine and experimental results show that the controller has a reliable effect on index regulation when the engine works under different fuel injection strategies, load changing and throttle opening disturbance.
文摘The auto-regressive moving-average (ARMA) model with time-varying parameters is analyzed. The time-varying parameters are assumed to be a linear combination of a set of basis time-varying functions, and the feedback linear estimation algorithm is used to estimate the time-varying parameters of the ARMA model. This algorithm includes 2 linear least squares estimations and a linear filter. The influence of the order of basis time-(varying) functions on parameters estimation is analyzed. The method has the advantage of simple, saving computation time and storage space. Theoretical analysis and experimental results show the validity of this method.
文摘Three forecasting models are set up: the auto\|regressive moving average model, the grey forecasting model for the rate of qualified products P t, and the grey forecasting model for time intervals of the quality catastrophes. Then a combined forewarning system for the quality of products is established, which contains three models, judgment rules and forewarning state illustration. Finally with an example of the practical production, this modeling system is proved fairly effective.
文摘Accurate fault prediction can obviously reduce cost and decrease the probability of accidents so as to improve the performance of the system testing and maintenance. Traditional fault prediction methods are always offline that are not suitable for online and real-time processing. For the complicated nonlinear and non-stationary time series, it is hard to achieve exact predicting result with single models such as support vector regression （SVR）, artifieial neural network （ANN）, and autoregressive moving average （ARMA）. Combined with the accurate online support vector regression （AOSVR） algorithm and ARMA model, a new online approach is presented to forecast fault with time series prediction. The fault trend feature can be extracted by the AOSVR with global kernel for general fault modes. Moreover, its prediction residual that represents the local high-frequency components is synchronously revised and compensated by the sliding time window ARMA model. Fault prediction with combined AOSVR and ARMA can be realized better than with the single one. Experiments on Tennessee Eastman process fault data show the new method is practical and effective.
文摘The stock market is a vital component of the broader financial system,with its dynamics closely linked to economic growth.The challenges associated with analyzing and forecasting stock prices have persisted since the inception of financial markets.By examining historical transaction data,latent opportunities for profit can be uncovered,providing valuable insights for both institutional and individual investors to make more informed decisions.This study focuses on analyzing historical transaction data from four banks to predict closing price trends.Various models,including decision trees,random forests,and Long Short-Term Memory(LSTM)networks,are employed to forecast stock price movements.Historical stock transaction data serves as the input for training these models,which are then used to predict upward or downward stock price trends.The study’s empirical results indicate that these methods are effective to a degree in predicting stock price movements.The LSTM-based deep neural network model,in particular,demonstrates a commendable level of predictive accuracy.This conclusion is reached following a thorough evaluation of model performance,highlighting the potential of LSTM models in stock market forecasting.The findings offer significant implications for advancing financial forecasting approaches,thereby improving the decision-making capabilities of investors and financial institutions.
文摘针对导弹备件消耗呈现"小样本、非平稳"的特点,为了克服传统预测方法依靠大样本数据进行建模的不足,提出了把基于小波变换和改进GM-ARMA的组合预测方法应用于导弹备件消耗预测的构想.在利用小波分解和其他模型建立组合模型的过程中,提出了先对小波基方程和分解层数2个特征进行参数化,再定量地对所有子模型的特征参数进行统一、综合的评估,以达到建立最佳组合模型的目的;然后对具有平稳特性的高频信息用阻尼最小二乘法优化的ARMA(Autoregressive and Moving Average)模型进行预测,对反映整体趋势体现非平稳的低频信息用背景值优化和数据变换技术改进的GM(1,1)模型进行预测.实例结果表明所提出的组合预测方法大大降低了预测误差,说明了该方法的有效性、可行性和实用性.
