Temperature Forecast at Djuanda International Airport using ARIMA, ANN, and Hybrid ARIMA-ANN

Nowadays , nonlinear time series and artificial neural networks (ANN) models are used for forecasting in the field of business, agriculture and soon. Recent studies have shown, ANN have been successfully used for forecasting of financial and agriculture data series The classical methods used for time series prediction like Box-Jenkins or ARIMA assumes that there is a linear relationship between inputs and outputs. ANN have more advantages that can approximate to model both linear and nonlinear structures in time series, they are not able to handling both structures equally well. The autoregressive integrated moving average (ARIMA) model and two ANN models namely, Radial basis function neural networks (RBFNN), and Elman recurrent neural networks (ERNN) methods were applied to Hyderabad airport traffic data. The data obtained for 15 years from 2002–2003 to 2016–2017 about domestic and international passenger of International Airport of Hyderabad, India. In this research paper, we compared the performances of ARIMA, RBFNN and ERNN were based on three measures: mean absolute error (MAE), mean absolute percentage error (MAPE), and root mean square error (RMSE). The results showed that RBFNN obtained the smallest MAE, MAPE and RMSE in both the modeling and forecasting processes. The performances of the three models ranked in ascending order were: ARIMA, ERNN and the RBFNN model. Keywords: T ime series, forecasting, artificial neural networks, ARIMA models, radial basis function neural networks, and Elman recurrent neural networks Cite this Article R. Ramakrishna, Berhe Aregay, Tewodros Gebregergs. The Comparison in Time Series Forecasting of Air Traffic Data by Autoregressive Integrated Moving Average Model, Radial Basis Function and Elman Recurrent Neural Networks. Research & Reviews: Journal of Statistics . 2018; 7(3): 75–90p.

BackgroundThis study aims to explore appropriate model for predicting the disease burden of pneumoconiosis in Tianjin by comparing the prediction effects of Autoregressive Integrated Moving Average (ARIMA) model, Deep Neural Networks (DNN) model and multivariate Long Short-Term Memory Neural Network (LSTM) models.MethodsDisability adjusted life year (DALY) was used to evaluate the disease burden of occupational pneumoconiosis. ARIMA model, DNN model and multivariate LSTM model were used to establish prediction model. Three performance evaluation metrics including Root Mean Squared Error (RMSE), Mean Absolute Error (MAE) and Mean Absolute Percentage Error (MAPE) were used to compare the prediction effects of the three models.ResultsFrom 1990 to 2021, there were 10,694 cases of pneumoconiosis patients in Tianjin, resulting in a total of 112,725.52 person-years of DALY. During this period, the annual DALY showed a fluctuating trend, but it had a strong correlation with the number of pneumoconiosis patients, the average age of onset, the average age of receiving dust and the gross industrial product, and had a significant nonlinear relationship with them. The comparison of prediction results showed that the performance of multivariate LSTM model and DNN model is much better than that of traditional ARIMA model. Compared with the DNN model, the multivariate LSTM model performed better in the training set, showing lower RMES (42.30 vs. 380.96), MAE (29.53 vs. 231.20) and MAPE (1.63% vs. 2.93%), but performed less stable than the DNN on the test set, showing slightly higher RMSE (1309.14 vs. 656.44), MAE (886.98 vs. 594.47) and MAPE (36.86% vs. 22.43%).ConclusionThe machine learning techniques of DNN and LSTM are an innovative method to accurately and efficiently predict the burden of pneumoconiosis with the simplest data. It has great application prospects in the monitoring and early warning system of occupational disease burden.

The forecasting of evapotranspiration (ET) in some water-stressed regions remains a major challenge due to the lack of reliable and sufficient historical datasets. For efficient water balance, ET remains the major component and its proper forecasting and quantifying is of the utmost importance. This study utilises the 18-year (2001 to 2018) MODIS ET obtained from a drought-affected irrigation scheme in the Eastern Cape Province of South Africa. This study conducts a teleconnection evaluation between the satellite-derived evapotranspiration (ET) time series and other related remotely sensed parameters such as the Normalised Difference Vegetation Index (NDVI), Normalised Difference Water Index (NDWI), Normalised Difference Drought Index (NDDI), and precipitation (P). This comparative analysis was performed by adopting the Mann–Kendall (MK) test, Sequential Mann–Kendall (SQ-MK) test, and Multiple Linear Regression methods. Additionally, the ET detailed time-series analysis with the Keiskamma River streamflow (SF) and monthly volumes of the Sandile Dam, which are water supply sources close to the study area, was performed using the Wavelet Analysis, Breaks for Additive Seasonal and Trend (BFAST), Theil–Sen statistic, and Correlation statistics. The MODIS-obtained ET was then forecasted using the Autoregressive Integrated Moving Average (ARIMA) and Artificial Neural Networks (ANNs) for a period of 5 years and four modelling performance evaluations such as the Root Mean Square Error (RMSE), Mean Absolute Percentage Error (MAPE), Mean Absolute Error (MAE), and the Pearson Correlation Coefficient (R) were used to evaluate the model performances. The results of this study proved that ET could be forecasted using these two time-series modeling tools; however, the ARIMA modelling technique achieved lesser values according to the four statistical modelling techniques employed with the RMSE for the ARIMA = 37.58, over the ANN = 44.18; the MAE for the ARIMA = 32.37, over the ANN = 35.88; the MAPE for the ARIMA = 17.26, over the ANN = 24.26; and for the R ARIMA = 0.94 with the ANN = 0.86. These results are interesting as they give hope to water managers at the irrigation scheme and equally serve as a tool to effectively manage the irrigation scheme.

BackgroundEstablishing epidemiological models and conducting predictions seems to be useful for the prevention and control of human brucellosis. Autoregressive integrated moving average (ARIMA) models can capture the long-term trends and the periodic variations in time series. However, these models cannot handle the nonlinear trends correctly. Recurrent neural networks can address problems that involve nonlinear time series data. In this study, we intended to build prediction models for human brucellosis in mainland China with Elman and Jordan neural networks. The fitting and forecasting accuracy of the neural networks were compared with a traditional seasonal ARIMA model.MethodsThe reported human brucellosis cases were obtained from the website of the National Health and Family Planning Commission of China. The human brucellosis cases from January 2004 to December 2017 were assembled as monthly counts. The training set observed from January 2004 to December 2016 was used to build the seasonal ARIMA model, Elman and Jordan neural networks. The test set from January 2017 to December 2017 was used to test the forecast results. The root mean squared error (RMSE), mean absolute error (MAE) and mean absolute percentage error (MAPE) were used to assess the fitting and forecasting accuracy of the three models.ResultsThere were 52,868 cases of human brucellosis in Mainland China from January 2004 to December 2017. We observed a long-term upward trend and seasonal variance in the original time series. In the training set, the RMSE and MAE of Elman and Jordan neural networks were lower than those in the ARIMA model, whereas the MAPE of Elman and Jordan neural networks was slightly higher than that in the ARIMA model. In the test set, the RMSE, MAE and MAPE of Elman and Jordan neural networks were far lower than those in the ARIMA model.ConclusionsThe Elman and Jordan recurrent neural networks achieved much higher forecasting accuracy. These models are more suitable for forecasting nonlinear time series data, such as human brucellosis than the traditional ARIMA model.

In recent years, as global financial markets have become increasingly connected, the degree of correlation between financial assets has become closer, and technological advances have made the transmission of information faster and faster, and information networks have integrated capital markets into one, making it easier for single financial market risk problems to form systemic risk through a high degree of market linkage effects. Based on the characteristics of financial markets containing both linear and nonlinear components, this paper chooses to use Autoregressive Integrated Moving Average (ARIMA) model and feedback Support Vector Regression (SVR) models to effectively integrate the ARIMA model and the SVR model, taking into account their respective linear and nonlinear characteristics. The paper chooses to use the (Autoregressive Integrated Moving Average (ARIMA) model and feedback Support Vector Regression (SVR) models to effectively integrate the strengths of the ARIMA and SVR models in terms of linearity and nonlinearity to perform forecasting analysis of financial markets. One of the important functions of forecasting is to transform future uncertainty into measurable risk, so that we can base our plans and actions on it. In this paper, the combined ARIMA-SVR model is compared with the single ARIMA model and SVR model in terms of the mean absolute error (MAE), root mean square error (RMSE), and mean absolute percentage error (MAPE), where MAE and RMSE measure the absolute error between the predicted and true values, and MAPE measures the relative error between the predicted and true values. and the relative error between the true value. The results show that the combined ARIMA-SVR model has a better forecasting effect and higher forecasting accuracy than the single ARIMA model and SVR model, and the SVR model has higher forecasting accuracy than the ARIMA model in forecasting financial markets.

Forecasting plays a pivotal role in economic planning, particularly in aligning supply with demand and informing production decisions. This study aims to compare the performance of the Autoregressive Integrated Moving Average (ARIMA) and Seasonal ARIMA (SARIMA) models in forecasting the non-oil and gas export values of East Java, a region known for its dynamic trade activity. Using monthly time series data spanning from January 2007 to January 2024, sourced from the Central Statistics Agency (BPS) of East Java Province, this research conducts an in-depth analysis of forecasting accuracy and model suitability. Before model implementation, the dataset underwent several preprocessing steps to ensure its quality, including the handling of missing values and outlier adjustments. Both ARIMA and SARIMA models were developed, calibrated, and evaluated using standard forecasting performance metrics, namely Root Mean Square Error (RMSE), Mean Absolute Error (MAE), and Mean Absolute Percentage Error (MAPE). The ARIMA model exhibited consistently lower error rates across all three metrics, indicating its robustness in capturing the underlying patterns within the export data. In contrast, while the SARIMA model incorporated seasonal components, its performance did not surpass that of ARIMA in this specific case. The comparative findings suggest that, despite the seasonal nature of trade, the ARIMA model is more suitable for short-term forecasting of East Java’s non-oil and gas exports. This research contributes to the broader literature on economic forecasting by emphasizing the importance of selecting appropriate models based on data characteristics. Furthermore, the results provide valuable insights for policymakers and stakeholders engaged in export planning and regional trade development In this result the ARIMA model overcome the SARIMA with MAPE 0.116 to 0.983.

ObjectivesHaemorrhagic fever with renal syndrome (HFRS) is a serious threat to public health in China, accounting for almost 90% cases reported globally. Infectious disease prediction may help in disease prevention...

The main objective of wastewater treatment is to purify the water by degradation of organic matter in the water to anenvironmentally friendly status. To achieve this objective, some effluent (waste water) quality parameters such asChemical oxygen demand (COD) and Biochemical oxygen demand (BOD5) should be measured continuously in orderto meet up with the said objective and regulatory demands. However, through the prediction on water qualityparameters, effective guidance can be provided to comply with such demand without necessarily engaging in rigorouslaboratory analysis. Box-Jenkin’s Auto Regressive Integrated Moving Average (ARIMA) technique is one of the mostrefined extrapolation techniques for prediction while Artificial Neural Network (ANN) is a modern non-linear methodalso used for prediction. The Mean Absolute Error (MAE), Mean Absolute Percentage Error (MAPE), Root MeanSquare Error (RMSE) and Correlation coefficient (r) are used to evaluate the accuracy of the above-mentionedmodels. This paper examined the efficiency of ARIMA and ANN models in prediction of two major water qualityparameters (COD and BOD5) in a wastewater treatment plant. With the aid of R software, it was concluded that in allthe error estimates, ANNs models performed better than the ARIMA model, hence it can be used in the operation ofthe treatment system.

Purpose : This research analyzed the temporal patterns of foreign direct investment (FDI) inflow in India for 53 years (1970–2023) to determine sectoral contributions and the general economic impact of FDI. The emphasis was on enhancing accuracy in time-series forecasting of the economic indicators employing sophisticated statistical and ML techniques. Methodology : Annual FDI inflow data were modeled using three models: Autoregressive integrated moving average (ARIMA), support vector regression (SVR), and a hybrid ARIMA-SVR. ARIMA identified the linear trends, SVR fit the non-linearities, and the hybrid model combined both to take advantage of their complementary strengths. The performance was measured based on mean absolute error (MAE), mean absolute percentage error (MAPE), and root mean square error (RMSE). Findings : The hybrid ARIMA-SVR model delivered better forecasting performance (MAE: 0.29114, MAPE: 21.8581, RMSE: 0.38378) compared to both ARIMA (MAE: 0.36215, MAPE: 28.76416, RMSE: 0.45884) and SVR (MAE: 0.34746, MAPE: 19.85233, RMSE: 0.46288). Practical Implications : The results apprised the importance of hybrid modeling for decision makers, economists and analysts, in generating solid economic forecasts. The method could improve decision-making, policymaking, and investment policies through the delivery of accurate projections of economic trends. Originality : This study was carried out through the application and comparison of ARIMA, SVR, and a hybrid ARIMA-SVR method for long-range FDI prediction in India. It showed the superiority of the hybrid model in combination with linear and non-linear dynamics, providing a methodology framework that can be applied to other economic time series.

To compare the application of the ARIMA model, the Long Short-Term Memory (LSTM) model and the ARIMA-LSTM model in forecasting foodborne disease incidence. Monthly case data of foodborne diseases in Liaoning Province from January 2015 to December 2023 were used to construct ARIMA, LSTM, and ARIMA-LSTM models. These three models were then applied to forecast the monthly incidence of foodborne diseases in 2024, and their predictions were compared with those of a baseline model. Model performance was evaluated by comparing the predicted and observed values using root mean square error (RMSE), mean absolute error (MAE), and mean absolute percentage error (MAPE), allowing identification of the optimal model. The best-performing model was subsequently employed to predict the monthly incidence for 2025. The ARIMA-LSTM model was identified as the optimal model. Specifically, the ARIMA (2,0,0) (0,1,1)12 model produced RMSE = 300.03, MAE = 187.11, and MAPE = 16.38%, while the LSTM model yielded RMSE = 408.71, MAE = 226.03, and MAPE = 17.21%. In contrast, the ARIMA-LSTM model achieved RMSE = 0.44, MAE = 0.44, and MAPE = 0.08%, representing a dramatic improvement over the baseline model (RMSE = 204.17, MAE = 146.75, MAPE = 15.62%), with reductions of 99.5%, 99.7%, and 99.4% in RMSE, MAE, and MAPE, respectively. Based on the ARIMA-LSTM model, the predicted monthly cases of foodborne diseases for 2025 are: 214.62 (Jan), 260.84 (Feb), 462.92 (Mar), 590.92 (Apr), 800.88 (May), 965.11 (Jun), 2410.36 (Jul), 2651.36 (Aug), 1711.15 (Sep), 941.22 (Oct), 628.21 (Nov), and 465.05 (Dec). The ARIMA-LSTM model is considered the optimal model for predicting foodborne disease incidence in Liaoning Province in 2025.

Well production forecasting based on ARIMA-LSTM model considering manual operations

The analysis of the high volume of data spawned by web search engines on a daily basis allows scholars to scrutinize the relation between the user’s search preferences and impending facts. This study can be used in a variety of economics contexts. The purpose of this study is to determine whether it is possible to anticipate the unemployment rate by examining behavior. The method uses a cross-correlation technique to combine data from Google Trends with the World Bank's unemployment rate. The Autoregressive Integrated Moving Average (ARIMA), Autoregressive Integrated Moving Average with eXogenous variables (ARIMAX) and Vector Autoregression (VAR) models for unemployment rate prediction are fit using the analyzed data. The models were assessed with the various evaluation metrics of mean absolute error (MAE), root mean square error (RMSE), mean absolute percentage error (MAPE), median absolute error (MedAE), and maximum error (ME). The average outcome of the various evaluation metrics proved the significant performance of the models. The ARIMA (MSE = 0.26, RMSE = 0.38, MAE = 0.30, MAPE = 7.07, MedAE = 0.25, ME = 0.77), ARIMAX (MSE = 0.22, RMSE = 0.25, MAE = 0.29, MAPE = 6.94, MedAE = 0.25, ME = 0.75), and VAR (MSE = 0.09, RMSE = 0.09, MAE = 0.20, MAPE = 4.65, MedAE = 0.20, ME = 0.42) achieved significant error margins. The outcome demonstrates that Google Trends estimators improved error reduction across the board when compared to model without them.

Objective: To investigate suitable forecasting models for tuberculosis (TB) in a Chinese population by comparing the predictive value of the autoregressive integrated moving average (ARIMA) model and the ARIMA-generalized regression neural network (GRNN) hybrid model.Methods: We used the monthly incidence rate of TB in Lianyungang city from January 2007 through June 2016 to construct a fitting model, and we used the incidence rate from July 2016 to December 2016 to evaluate the forecasting accuracy. The root mean square error (RMSE), mean absolute percentage error (MAPE), mean absolute error (MAE) and mean error rate (MER) were used to assess the performance of these models in fitting and forecasting the incidence of TB.Results: The ARIMA (10, 1, 0) (0, 1, 1)12 model was selected from plausible ARIMA models, and the optimal spread value of the ARIMA-GRNN hybrid model was 0.23. For the fitting dataset, the RMSE, MAPE, MAE and MER were 0.5594, 11.5000, 0.4202 and 0.1132, respectively, for the ARIMA (10, 1, 0) (0, 1, 1)12 model, and 0.5259, 11.2181, 0.3992 and 0.1075, respectively, for the ARIMA-GRNN hybrid model. For the forecasting dataset, the RMSE, MAPE, MAE and MER were 0.2805, 8.8797, 0.2261 and 0.0851, respectively, for the ARIMA (10, 1, 0) (0, 1, 1)12 model, and 0.2553, 5.7222, 0.1519 and 0.0571, respectively, for the ARIMA-GRNN hybrid model.Conclusions: The ARIMA-GRNN hybrid model was shown to be superior to the single ARIMA model in predicting the short-term TB incidence in the Chinese population, especially in fitting and forecasting the peak and trough incidence.

ObjectiveForecasting the seasonality and trend of pulmonary tuberculosis is important for the rational allocation of health resources; however, this foresting is often hampered by inappropriate prediction methods. In this study, we performed validation research by comparing the accuracy of the autoregressive integrated moving average (ARIMA) model and the back-propagation neural network (BPNN) model in a southeastern province of China.MethodsWe applied the data from 462,214 notified pulmonary tuberculosis cases registered from January 2005 to December 2015 in Jiangsu Province to modulate and construct the ARIMA and BPNN models. Cases registered in 2016 were used to assess the prediction accuracy of the models. The root mean square error (RMSE), mean absolute percentage error (MAPE), mean absolute error (MAE) and mean error rate (MER) were used to evaluate the model fitting and forecasting effect.ResultsDuring 2005–2015, the annual pulmonary tuberculosis notification rate in Jiangsu Province was 56.35/100,000, ranging from 40.85/100,000 to 79.36/100,000. Through screening and comparison, the ARIMA (0, 1, 2) (0, 1, 1)12 and BPNN (3-9-1) were defined as the optimal fitting models. In the fitting dataset, the RMSE, MAPE, MAE and MER were 0.3901, 6.0498, 0.2740 and 0.0608, respectively, for the ARIMA (0, 1, 2) (0, 1, 1)12 model, 0.3236, 6.0113, 0.2508 and 0.0587, respectively, for the BPNN model. In the forecasting dataset, the RMSE, MAPE, MAE and MER were 0.1758, 4.6041, 0.1368 and 0.0444, respectively, for the ARIMA (0, 1, 2) (0, 1, 1)12 model, and 0.1382, 3.2172, 0.1018 and 0.0330, respectively, for the BPNN model.ConclusionBoth the ARIMA and BPNN models can be used to predict the seasonality and trend of pulmonary tuberculosis in the Chinese population, but the BPNN model shows better performance. Applying statistical techniques by considering local characteristics may enable more accurate mathematical modeling.

Aims/ Objectives: The study develops comparative results on the modeling and prediction performance of the autoregressive integrated moving average (ARIMA), artificial neural network (ANN) and the hybrid ARIMA-ANN time series models for high frequency data. Methodology: The study made use of ARIMA, ANN, and hybrid ARIMA-ANN models to forecasts the East Africa Community countries' daily currency exchange rates data which were obtained from the Central Bank of Kenya website and covered the period from January 2017 to December 2023. Stationarity of the time series data was established using the ADF test. The Ljung Box test and ACF plots were used to establish and compare the goodness-of-fit of the resultant models while the Mean Absolute Percentage Error (MAPE) and Root Mean Squared Error(RMSE) values were used to compare the prediction performance. Results: The study established that the hybrid ARIMA-ANN methodolgy provided better-fitting models for the currency exchange rates data compared to ARIMA and ANN modeling strategies since all the Lyung Box test statistics had p values greater than 5%. Comparatively, the hybrid methodology registered lower MAPE and RMSE values hence had better prediction accuracy compared to ARIMA and ANN methods. Conclusion: The Hybid methodology improves the modeling and forecasting accuracy over the ARIMA and ANN models for high frequency time series data due to its ability to captures both the linear and nonlinear patterns in the time series data.