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
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
As a useful alternative of Shewhart control chart, exponentially weighted moving average （EWMA） control chat has been applied widely to quality control, process monitoring, forecast, etc. In this paper, a method was...As a useful alternative of Shewhart control chart, exponentially weighted moving average （EWMA） control chat has been applied widely to quality control, process monitoring, forecast, etc. In this paper, a method was introduced for optimal design of EWMA and multivariate EWMA （MEWMA） control charts, in which the optimal parameter pair （ λ, k） or （ λ, h ） was searched by using the generalized regression neural network （GRNN）. The results indicate that the optimal parameter pair can be obtained effectively by the proposed strategy for a given in-control average running length （ARLo） and shift to detect under any conditions, removing the drawback of incompleteness existing in the tables that had been reported.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
Objective: To correlate climatic and environmental factors such as land surface temperature, rainfall, humidity and normalized difference vegetation index with the incidence of dengue to develop prediction models for ...Objective: To correlate climatic and environmental factors such as land surface temperature, rainfall, humidity and normalized difference vegetation index with the incidence of dengue to develop prediction models for the Philippines using remote-sensing data.Methods: Timeseries analysis was performed using dengue cases in four regions of the Philippines and monthly climatic variables extracted from Global Satellite Mapping of Precipitation for rainfall, and MODIS for the land surface temperature and normalized difference vegetation index from 2008-2015.Consistent dataset during the period of study was utilized in Autoregressive Integrated Moving Average models to predict dengue incidence in the four regions being studied.Results: The best-fitting models were selected to characterize the relationship between dengue incidence and climate variables.The predicted cases of dengue for January to December 2015 period fitted well with the actual dengue cases of the same timeframe.It also showed significantly good linear regression with a square of correlation of 0.869 5 for the four regions combined.Conclusion: Climatic and environmental variables are positively associated with dengue incidence and suit best as predictor factors using Autoregressive Integrated Moving Average models.This finding could be a meaningful tool in developing an early warning model based on weather forecasts to deliver effective public health prevention and mitigation programs.展开更多
AIM: To determine hepatitis C virus(HCV) seroprevalence among the Libyan population using blood donors and applying the autoregressive integrated moving average(ARIMA) model to predict future trends and formulate plan...AIM: To determine hepatitis C virus(HCV) seroprevalence among the Libyan population using blood donors and applying the autoregressive integrated moving average(ARIMA) model to predict future trends and formulate plans to minimize the burden of HCV infection.METHODS: HCV positive cases were collected from 1008214 healthy blood donors over a 6-year period from 2008 to 2013. Data were used to construct the ARIMA model to forecast HCV seroprevalence among blood donors. The validity of the model was assessed using the mean absolute percentage error between the observed and fitted seroprevalence. The fitted ARIMA model was used to forecast the incidence of HCV beyond the observed period for the year 2014 and further to 2055.RESULTS: The overall prevalence of HCV among blood donors was 1.8%, varying over the study period from 1.7% to 2.5%, though no significant variation was found within each calendar year. The ARIMA model showed a non-significant auto-correlation of the residuals, and the prevalence was steady within the last 3 years as expressed by the goodness-of-fit test. The forecast incidence showed an increase in HCV seropositivity in 2014, ranging from 500 to 700 per 10000 population, with an overall prevalence of 2.3%-2.7%. This may be extended to 2055 with minimal periodical variation within each 6-year period.CONCLUSION: The applied model was found to be valuable in evaluating the seroprevalence of HCV among blood donors, and highlighted the growing burden of such infection on the Libyan health care system. The model may help in formulating national policies to prevent increases in HCV infection and plan future strategies that target the consequences of the infection.展开更多
In the paper,the autoregressive moving average model for matrix time series(MARMA)is inves-tigated.The properties of the MARMA model are investigated by using the conditional least square estimation,the conditional ma...In the paper,the autoregressive moving average model for matrix time series(MARMA)is inves-tigated.The properties of the MARMA model are investigated by using the conditional least square estimation,the conditional maximum likelihood estimation,the projection theorem in Hilbert space and the decomposition technique of time series,which include necessary and suf-ficient conditions for stationarity and invertibility,model parameter estimation,model testing and model forecasting.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.
基金Funded by the National Key Technologies R&D Programs of China (No.2002BA105C)
文摘As a useful alternative of Shewhart control chart, exponentially weighted moving average （EWMA） control chat has been applied widely to quality control, process monitoring, forecast, etc. In this paper, a method was introduced for optimal design of EWMA and multivariate EWMA （MEWMA） control charts, in which the optimal parameter pair （ λ, k） or （ λ, h ） was searched by using the generalized regression neural network （GRNN）. The results indicate that the optimal parameter pair can be obtained effectively by the proposed strategy for a given in-control average running length （ARLo） and shift to detect under any conditions, removing the drawback of incompleteness existing in the tables that had been reported.
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.
基金funded by the Asia Pacific Network for Global Change Research(APN)-CAF2016-RR11-CMY-Pham
文摘Objective: To correlate climatic and environmental factors such as land surface temperature, rainfall, humidity and normalized difference vegetation index with the incidence of dengue to develop prediction models for the Philippines using remote-sensing data.Methods: Timeseries analysis was performed using dengue cases in four regions of the Philippines and monthly climatic variables extracted from Global Satellite Mapping of Precipitation for rainfall, and MODIS for the land surface temperature and normalized difference vegetation index from 2008-2015.Consistent dataset during the period of study was utilized in Autoregressive Integrated Moving Average models to predict dengue incidence in the four regions being studied.Results: The best-fitting models were selected to characterize the relationship between dengue incidence and climate variables.The predicted cases of dengue for January to December 2015 period fitted well with the actual dengue cases of the same timeframe.It also showed significantly good linear regression with a square of correlation of 0.869 5 for the four regions combined.Conclusion: Climatic and environmental variables are positively associated with dengue incidence and suit best as predictor factors using Autoregressive Integrated Moving Average models.This finding could be a meaningful tool in developing an early warning model based on weather forecasts to deliver effective public health prevention and mitigation programs.
文摘AIM: To determine hepatitis C virus(HCV) seroprevalence among the Libyan population using blood donors and applying the autoregressive integrated moving average(ARIMA) model to predict future trends and formulate plans to minimize the burden of HCV infection.METHODS: HCV positive cases were collected from 1008214 healthy blood donors over a 6-year period from 2008 to 2013. Data were used to construct the ARIMA model to forecast HCV seroprevalence among blood donors. The validity of the model was assessed using the mean absolute percentage error between the observed and fitted seroprevalence. The fitted ARIMA model was used to forecast the incidence of HCV beyond the observed period for the year 2014 and further to 2055.RESULTS: The overall prevalence of HCV among blood donors was 1.8%, varying over the study period from 1.7% to 2.5%, though no significant variation was found within each calendar year. The ARIMA model showed a non-significant auto-correlation of the residuals, and the prevalence was steady within the last 3 years as expressed by the goodness-of-fit test. The forecast incidence showed an increase in HCV seropositivity in 2014, ranging from 500 to 700 per 10000 population, with an overall prevalence of 2.3%-2.7%. This may be extended to 2055 with minimal periodical variation within each 6-year period.CONCLUSION: The applied model was found to be valuable in evaluating the seroprevalence of HCV among blood donors, and highlighted the growing burden of such infection on the Libyan health care system. The model may help in formulating national policies to prevent increases in HCV infection and plan future strategies that target the consequences of the infection.
基金This paper is partially supported by the basic scientific research business expenses of Universities in Xinjiang,China[Grant Number XQZX20230057]the National Natural Science Foundation of China[Grant Number 11671142].
文摘In the paper,the autoregressive moving average model for matrix time series(MARMA)is inves-tigated.The properties of the MARMA model are investigated by using the conditional least square estimation,the conditional maximum likelihood estimation,the projection theorem in Hilbert space and the decomposition technique of time series,which include necessary and suf-ficient conditions for stationarity and invertibility,model parameter estimation,model testing and model forecasting.
