Search results for: multifractal time series analysis

Authors: Vishal Das, Tianyi Mao, Zhicheng Geng, Carmen Flores, Diego Pelloso, Fang Wang

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Accurate sell-in and sell-out forecasting is a ubiquitous problem in the retail industry. It is an important element of any demand planning activity. As a global food and beverage company, Nestlé has hundreds of products in each geographical location that they operate in. Each product has its sell-in and sell-out time series data, which are forecasted on a weekly and monthly scale for demand and financial planning. To address this challenge, Nestlé Chilein collaboration with Amazon Machine Learning Solutions Labhas developed their in-house solution of using machine learning models for forecasting. Similar products are combined together such that there is one model for each product category. In this way, the models learn from a larger set of data, and there are fewer models to maintain. The solution is scalable to all product categories and is developed to be flexible enough to include any new product or eliminate any existing product in a product category based on requirements. We show how we can use the machine learning development environment on Amazon Web Services (AWS) to explore a set of forecasting models and create business intelligence dashboards that can be used with the existing demand planning tools in Nestlé. We explored recent deep learning networks (DNN), which show promising results for a variety of time series forecasting problems. Specifically, we used a DeepAR autoregressive model that can group similar time series together and provide robust predictions. To further enhance the accuracy of the predictions and include domain-specific knowledge, we designed an ensemble approach using DeepAR and XGBoost regression model. As part of the ensemble approach, we interlinked the sell-out and sell-in information to ensure that a future sell-out influences the current sell-in predictions. Our approach outperforms the benchmark statistical models by more than 50%. The machine learning (ML) pipeline implemented in the cloud is currently being extended for other product categories and is getting adopted by other geomarkets.

Keywords: sell-in and sell-out forecasting, demand planning, DeepAR, retail, ensemble machine learning, time-series

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Authors: Zuhier Altawallbeh

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This paper investigates the approximate analytical solutions of general form of Volterra integro-differential equations system by using the residual power series method (for short RPSM). The proposed method produces the solutions in terms of convergent series requires no linearization or small perturbation and reproduces the exact solution when the solution is polynomial. Some examples are given to demonstrate the simplicity and efficiency of the proposed method. Comparisons with the Laplace decomposition algorithm verify that the new method is very effective and convenient for solving system of pantograph equations.

Keywords: integro-differential equation, pantograph equations, system of initial value problems, residual power series method

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Authors: Mrinalini Ranjan, Sudheesh Chethil

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Epilepsy is a common neurological disorder characterised by the recurrence of seizures. Electroencephalogram (EEG) signals are complex biomedical signals which exhibit nonlinear and nonstationary behavior. We use two methods 1) Detrended Fluctuation Analysis (DFA) and 2) Recurrence Plots (RP) to capture this complex behavior of EEG signals. DFA considers fluctuation from local linear trends. Scale invariance of these signals is well captured in the multifractal characterisation using detrended fluctuation analysis (DFA). Analysis of long-range correlations is vital for understanding the dynamics of EEG signals. Correlation properties in the EEG signal are quantified by the calculation of a scaling exponent. We report the existence of two scaling behaviours in the epileptic EEG signals which quantify short and long-range correlations. To illustrate this, we perform DFA on extant ictal (seizure) and interictal (seizure free) datasets of different patients in different channels. We compute the short term and long scaling exponents and report a decrease in short range scaling exponent during seizure as compared to pre-seizure and a subsequent increase during post-seizure period, while the long-term scaling exponent shows an increase during seizure activity. Our calculation of long-term scaling exponent yields a value between 0.5 and 1, thus pointing to power law behaviour of long-range temporal correlations (LRTC). We perform this analysis for multiple channels and report similar behaviour. We find an increase in the long-term scaling exponent during seizure in all channels, which we attribute to an increase in persistent LRTC during seizure. The magnitude of the scaling exponent and its distribution in different channels can help in better identification of areas in brain most affected during seizure activity. The nature of epileptic seizures varies from patient-to-patient. To illustrate this, we report an increase in long-term scaling exponent for some patients which is also complemented by the recurrence plots (RP). RP is a graph that shows the time index of recurrence of a dynamical state. We perform Recurrence Quantitative analysis (RQA) and calculate RQA parameters like diagonal length, entropy, recurrence, determinism, etc. for ictal and interictal datasets. We find that the RQA parameters increase during seizure activity, indicating a transition. We observe that RQA parameters are higher during seizure period as compared to post seizure values, whereas for some patients post seizure values exceeded those during seizure. We attribute this to varying nature of seizure in different patients indicating a different route or mechanism during the transition. Our results can help in better understanding of the characterisation of epileptic EEG signals from a nonlinear analysis.

Keywords: detrended fluctuation, epilepsy, long range correlations, recurrence plots

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Authors: S. Channgam, A. Sae-Tang, T. Termsaithong

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In this research, the occurrences of large size events in various system sizes of the Bak-Tang-Wiesenfeld sandpile model are considered. The system sizes (square lattice) of model considered here are 25×25, 50×50, 75×75 and 100×100. The cross-correlation between the ratio of sites containing 3 grain time series and the large size event time series for these 4 system sizes are also analyzed. Moreover, a prediction method of the large-size event for the 50×50 system size is also introduced. Lastly, it can be shown that this prediction method provides a slightly higher efficiency than random predictions.

Keywords: Bak-Tang-Wiesenfeld sandpile model, cross-correlation, avalanches, prediction method

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Authors: Anupam Das

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Although financial liberalization has been one of the most important policy prescriptions of international organizations like the World Bank and the IMF, the effect of financial liberalization on economic growth in developing countries is far from unanimous. Since the '80s, South Asian countries made a significant development in liberalization the financial sector. However, due to unavailability of a sufficient number of time series observations, the relationship between economic growth and financial development has not been investigated adequately. We aim to fill this gap by examining time series data of five developing countries from the South Asian region: Bangladesh, India, Pakistan, Sri Lanka, and Nepal. Applying the cointegration tests and Granger causality within the vector error correction model (VECM), we do not find unanimous evidence of financial development on positive economic growth. These results are helpful for developing countries which have been trying to liberalize the financial sector in recent decades.

Keywords: economic growth, financial development, Granger causality, South Asia

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Authors: Edwin Calderon-Mendoza, Patrick Schweitzer, Serge Weber

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Series arc faults appear frequently and unpredictably in low voltage distribution systems. Many methods have been developed to detect this type of faults and commercial protection systems such AFCI (arc fault circuit interrupter) have been used successfully in electrical networks to prevent damage and catastrophic incidents like fires. However, these devices do not allow series arc faults to be located on the line in operating mode. This paper presents a location algorithm for series arc fault in a low-voltage indoor power line in an AC 230 V-50Hz home network. The method is validated through simulations using the MATLAB software. The fault location method uses electrical parameters (resistance, inductance, capacitance, and conductance) of a 49 m indoor power line. The mathematical model of a series arc fault is based on the analysis of the V-I characteristics of the arc and consists basically of two antiparallel diodes and DC voltage sources. In a first step, the arc fault model is inserted at some different positions across the line which is modeled using lumped parameters. At both ends of the line, currents and voltages are recorded for each arc fault generation at different distances. In the second step, a fault map trace is created by using signature coefficients obtained from Kirchhoff equations which allow a virtual decoupling of the line’s mutual capacitance. Each signature coefficient obtained from the subtraction of estimated currents is calculated taking into account the Discrete Fast Fourier Transform of currents and voltages and also the fault distance value. These parameters are then substituted into Kirchhoff equations. In a third step, the same procedure described previously to calculate signature coefficients is employed but this time by considering hypothetical fault distances where the fault can appear. In this step the fault distance is unknown. The iterative calculus from Kirchhoff equations considering stepped variations of the fault distance entails the obtaining of a curve with a linear trend. Finally, the fault distance location is estimated at the intersection of two curves obtained in steps 2 and 3. The series arc fault model is validated by comparing current registered from simulation with real recorded currents. The model of the complete circuit is obtained for a 49m line with a resistive load. Also, 11 different arc fault positions are considered for the map trace generation. By carrying out the complete simulation, the performance of the method and the perspectives of the work will be presented.

Keywords: indoor power line, fault location, fault map trace, series arc fault

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Authors: Lule Basha, Eralda Gjika

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The exchange rate is one of the most important economic variables, especially for a small, open economy such as Albania. Its effect is noticeable in one country's competitiveness, trade and current account, inflation, wages, domestic economic activity, and bank stability. This study investigates the fluctuation of Albania’s exchange rates using monthly average foreign currency, Euro (Eur) to Albanian Lek (ALL) exchange rate with a time span from January 2008 to June 2021, and the macroeconomic factors that have a significant effect on the exchange rate. Initially, the Random Forest Regression algorithm is constructed to understand the impact of economic variables on the behavior of monthly average foreign currencies exchange rates. Then the forecast of macro-economic indicators for 12 months was performed using time series models. The predicted values received are placed in the random forest model in order to obtain the average monthly forecast of the Euro to Albanian Lek (ALL) exchange rate for the period July 2021 to June 2022.

Keywords: exchange rate, random forest, time series, machine learning, prediction

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Authors: Hanan Eltayeb, Reem Al Refaie

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To be able to connect and relate to shows spoken in a foreign language, advanced learners must understand not only linguistics inferences but also cultural, metacognitive, and pragmatic connotations in colloquial Egyptian TV series. These connotations are needed to both understand the different facets of the dramas put before them, and they’re also consistently grown and formulated through watching these shows. The inferences have become a staple in the Egyptian colloquial culture over the years, making their way into day-to-day conversations as Egyptians use them to speak, relate, joke, and connect with each other, without having known one another from previous times. As for advanced learners, they need to understand these inferences not only to watch these shows, but also to be able to converse with Egyptians on a level that surpasses the formal, or standard. When faced with some of the somewhat recent shows on the Egyptian screens, learners faced challenges in understanding pragmatics, cultural, and religious background of the target language and consequently not able to interact effectively with a native speaker in real-life situations. This study aims to enhance the linguistic and cultural proficiency of learners through studying two genres of TV Colloquial Egyptian series. Study samples derived from two recent comedian and social Egyptian series ('The Seventh Neighbor' سابع جار, and 'Nelly and Sherihan' نيللي و شريهان). When learners watch such series, they are usually faced with a problem understanding inferences that have to do with social, religious, and political events that are addressed in the series. Using discourse analysis of the sematic, semantic, pragmatic, cultural, and linguistic characteristics of the target language, some major deductions were highlighted and repeated, showing a pattern in both. The research paper concludes that there are many sets of lingual and para-lingual phrases, idioms, and proverbs to be acquired and used effectively by teaching these series. The strategies adopted in the study can be applied to different types of media, like movies, TV shows, and even cartoons, to enhance student proficiency.

Keywords: Egyptian series, culture, linguistic competence, pragmatics, semantics, social

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Authors: Ali Amin

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This paper describes a flipped learning initiative which was trialed in the delivery of the course: structural analysis and modelling. A short series of interactive videos were developed, which introduced the key concepts of each topic. The purpose of the videos was to introduce concepts and give the students more time to develop their thoughts prior to the lecture. This allowed more time for face to face engagement during the lecture. As part of the initial study, videos were developed for half the topics covered. The videos included a short summary of the key concepts ( < 10 mins each) as well as fully worked-out examples (~30mins each). Qualitative feedback was attained from the students. On a scale from strongly disagree to strongly agree, students were rate statements such as 'The pre-class videos assisted your learning experience', 'I felt I could appreciate the content of the lecture more by watching the videos prior to class'. As a result of the pre-class engagement, the students formed more specific and targeted questions during class, and this generated greater comprehension of the material. The students also scored, on average, higher marks in questions pertaining to topics which had videos assigned to them.

Keywords: flipped learning, structural analysis, pre-class videos, engineering education

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Authors: V. Yu. Volgutov, A. I. Orlova, S. A. Khainakov

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NaZr2(PO4)3 (NZP) and their structural analogues are characterized by a peculiar behaviors on heating – they have different expansion and contraction along different crystallographic directions due to specific arrangements of crystal structure in these compounds. An important feature of such structures is the ability to incorporate into their structural analogues wide variety of metal cations having different size and oxidation states, with different combinations and concentrations. These cations are located in different crystallographic non-equivalent positions of octahedral tetrahedral crystal framework as well as in inter-framework cavities. Through, due to iso- and hetero-valent isomorphism of the cations (and the anions) in NZP, it becomes possible to tuning the compositions and to obtain the compounds with ‘on a plan’ properties. For the design of compounds with low and ultra-low thermal expansion including those with tailored thermal expansion properties, the following crystallochemical principles it seems are promising: 1) Insertion into crystal M1 position the cations having different sizes and, 2) the variation in the composition of compounds, providing different occupation of crystal M1 position. Following these principles we have designed and synthesized the next NZP-type phosphates series: a) where radii of the cations in the M1 crystal position was varied: Zr1/4Zr2(PO4)3 - Th1/4Zr2(PO4)3 (series I); R1/3Zr2(PO4)3 where R= Nd, Eu, Er (series II), b) where the occupation of M1 crystal position was varied: Zr1/4Zr2(PO4)3-Er1/3Zr2(PO4)3 (series III) and Zr1/4Zr2(PO4)3-Sr1/2Zr2(PO4)3 (series IV). The thermal expansion parameters were determined over the range of 25-800ºC. For each series the minimum axial coefficient of thermal expansion αa = αb, αc and their anisotropy Δα = Iαa - αcI, 10-6 K-1 was found as next: -1.51, 1.07, 2.58 for Th1/4Zr2(PO4)3 (series I); -0.72, 0.10, 0.81 for Nd1/3Zr2(PO4)3 (series II); -2.78, 1.35, 4.12 for Er1/6Zr1/8Zr2(PO4)3 (series III); 2.23, 1.32, 0.91 for Sr1/2Zr2(PO4)3 (series IV). The measured tendencies of the thermal expansion of crystals were in good agreement with predicted ones. For one of the members from the studied phosphates namely Th1/16Zr3/16Zr2(PO4)3 structural refinement have been carried out at 25, 200, 600, and 800°C. The dependencies of the structural parameters with the temperature have been determined.

Keywords: high-temperature crystallography, NaZr2(PO4)3, (NZP) analogs, structural-chemical principles, tuning thermal expansion

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Authors: F. Messaoudi, O. Haddad, R. Bouras, S. Kaci

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The development of self-compacting concrete (SCC) marks a huge step towards improved efficiency and working conditions on construction sites and in the precast industry. SCC flows easily into more complex shapes and through reinforcement bars, reduces the manpower required for the placement; no vibration is required to ensure correct compaction of concrete. This concrete contains a high volume of binder which is controlled by their rheological behavior. The paste consists of binders (Portland cement with or without supplementary cementitious materials), water, chemical admixtures and fillers. In this study, two series of tests were performed on self-compacting cement pastes made with marble waste additions as the mineral addition. The first series of this investigation was to determine the flow time of paste using Marsh cone, the second series was to determine the rheological parameters of the same paste namely yield stress and plastic viscosity using the rheometer Haake RheoStress 1. The results of this investigation allowed us to study the evolution of the yield stress, viscosity and the flow time Marsh cone paste as a function of the composition of the paste. A correlation between the results obtained on the flow test Marsh cone and those of the plastic viscosity on the mottled different cement pastes is proposed.

Keywords: adjuvant, rheological parameter, self-compacting cement pastes, waste marble

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Authors: Renata Konadu

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In Ghana, electricity has become the main form of energy which all sectors of the economy rely on for their businesses. Therefore, as the economy grows, the demand and consumption of electricity also grow alongside due to the heavy dependence on it. However, since the supply of electricity has not increased to match the demand, there has been frequent power outages and load shedding affecting business performances. To solve this problem and advance policies to secure electricity in Ghana, it is imperative that those factors that cause consumption to increase be analysed by considering the three classes of consumers; residential, industrial and non-residential. The main argument, however, is that, export of electricity to other neighbouring countries should be included in the electricity consumption model and considered as one of the significant factors which can decrease or increase consumption. The author made use of multivariate time series data from 1980-2010 and econometric models such as Ordinary Least Squares (OLS) and Vector Error Correction Model. Findings show that GDP growth, urban population growth, electricity exports and industry value added to GDP were cointegrated. The results also showed that there is unidirectional causality from electricity export and GDP growth and Industry value added to GDP to electricity consumption in the long run. However, in the short run, there was found to be a directional causality among all the variables and electricity consumption. The results have useful implication for energy policy makers especially with regards to electricity consumption, demand, and supply.

Keywords: electricity consumption, energy policy, GDP growth, vector error correction model

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Authors: Gu Pang, Bartosz Gebka

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We forecast the demand of total container throughput at the Indonesia’s largest seaport, Tanjung Priok Port. We propose four univariate forecasting models, including SARIMA, the additive Seasonal Holt-Winters, the multiplicative Seasonal Holt-Winters and the Vector Error Correction Model. Our aim is to provide insights into whether forecasting the total container throughput obtained by historical aggregated port throughput time series is superior to the forecasts of the total throughput obtained by summing up the best individual terminal forecasts. We test the monthly port/individual terminal container throughput time series between 2003 and 2013. The performance of forecasting models is evaluated based on Mean Absolute Error and Root Mean Squared Error. Our results show that the multiplicative Seasonal Holt-Winters model produces the most accurate forecasts of total container throughput, whereas SARIMA generates the worst in-sample model fit. The Vector Error Correction Model provides the best model fits and forecasts for individual terminals. Our results report that the total container throughput forecasts based on modelling the total throughput time series are consistently better than those obtained by combining those forecasts generated by terminal-specific models. The forecasts of total throughput until the end of 2018 provide an essential insight into the strategic decision-making on the expansion of port's capacity and construction of new container terminals at Tanjung Priok Port.

Keywords: SARIMA, Seasonal Holt-Winters, Vector Error Correction Model, container throughput

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Authors: Hamidreza Namazi

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Fractal analysis is assessing fractal characteristics of data. It consists of several methods to assign fractal characteristics to a dataset which may be a theoretical dataset or a pattern or signal extracted from phenomena including natural geometric objects, sound, market fluctuations, heart rates, digital images, molecular motion, networks, etc. Fractal analysis is now widely used in all areas of science. An important limitation of fractal analysis is that arriving at an empirically determined fractal dimension does not necessarily prove that a pattern is fractal; rather, other essential characteristics have to be considered. For this purpose a Visual C++ based software called FRATSAN (FRActal Time Series ANalyser) was developed which extract information from signals through three measures. These measures are Fractal Dimensions, Jeffrey’s Measure and Hurst Exponent. After computing these measures, the software plots the graphs for each measure. Besides computing three measures the software can classify whether the signal is fractal or no. In fact, the software uses a dynamic method of analysis for all the measures. A sliding window is selected with a value equal to 10% of the total number of data entries. This sliding window is moved one data entry at a time to obtain all the measures. This makes the computation very sensitive to slight changes in data, thereby giving the user an acute analysis of the data. In order to test the performance of this software a set of EEG signals was given as input and the results were computed and plotted. This software is useful not only for fundamental fractal analysis of signals but can be used for other purposes. For instance by analyzing the Hurst exponent plot of a given EEG signal in patients with epilepsy the onset of seizure can be predicted by noticing the sudden changes in the plot.

Keywords: EEG signals, fractal analysis, fractal dimension, hurst exponent, Jeffrey’s measure

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Authors: Le Fu, Rui Wu, Gang Feng Liu, Jie Zhao

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Normally, impedance control methods are based on a model that connects a spring and damper in parallel. The series connection, namely the Maxwell model, has emerged as a counterpart and draw the attention of robotics researchers. In the theoretical analysis, it turns out that the two pattern are both equivalents to some extent, but notable differences of response characteristics exist, especially in the effect of damping viscosity. However, this novel impedance control design is lack of validation on realistic robot platforms. In this study, stability analysis and experimental evaluation are achieved using a 3-fingered Barrett® robotic hand BH8-282 endowed with tactile sensing, mounted on a torque-controlled lightweight and collaborative robot KUKA® LBR iiwa 14 R820. Object handover and incoming objects catching tasks are executed for validation and analysis. Experimental results show that the series connection pattern has much better performance in natural impact or shock absorption, which indicate promising applications in robots’ safe and physical interaction with humans and objects in various environments.

Keywords: impedance control, Maxwell model, force control, dexterous manipulation

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Authors: Remy Jonkam Oben

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Using a time series approach, this study investigates how natural resources impact financial development from a global perspective over the 1980-2019 period. Some important determinants of financial development (economic growth, trade openness, population growth, and investment) have been added to the model as control variables. Unit root tests have revealed that all the variables are integrated into order one. Johansen's cointegration test has shown that the variables are in a long-run equilibrium relationship. The vector error correction model (VECM) has estimated the coefficient of the error correction term (ECT), which suggests that the short-run values of natural resources, economic growth, trade openness, population growth, and investment contribute to financial development converging to its long-run equilibrium level by a 23.63% annual speed of adjustment. The estimated coefficients suggest that global natural resource rent has a statistically-significant negative impact on global financial development in the long-run (thereby validating the financial resource curse) but not in the short-run. Causality test results imply that neither global natural resource rent nor global financial development Granger-causes each other.

Keywords: financial development, natural resources, resource curse hypothesis, time series analysis, Granger causality, global perspective

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Authors: Naydelis Brito Suárez, Deni Librado Torres Román, Fernando Hermosillo Reynoso

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Automatic detection and generation of a dynamic ROI (Region of Interest) in vehicle traffic surveillance videos based on a static camera in Intelligent Transportation Systems is challenging for computer vision-based systems. The dynamic ROI, being a changing ROI, should capture any other moving object located outside of a static ROI. In this work, the video is represented by a Tensor model composed of a Background and a Foreground Tensor, which contains all moving vehicles or objects. The values of each pixel over a time interval are represented by time series, and some pixel rows were selected. This paper proposes a pixel entropy-based algorithm for automatic detection and generation of a dynamic ROI in traffic videos under the assumption of two types of theoretical pixel entropy behaviors: (1) a pixel located at the road shows a high entropy value due to disturbances in this zone by vehicle traffic, (2) a pixel located outside the road shows a relatively low entropy value. To study the statistical behavior of the selected pixels, detecting the entropy changes and consequently moving objects, Shannon, Tsallis, and Approximate entropies were employed. Although Tsallis entropy achieved very high results in real-time, Approximate entropy showed results slightly better but in greater time.

Keywords: convex hull, dynamic ROI detection, pixel entropy, time series, moving objects

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Authors: Himayatullah Khan

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This study estimates supply response function of sugarcane in Pakistan from 1980-81 to 2012-13. The study uses co-integration approach and error correction mechanism. Sugarcane production, area and price series were tested for unit root using Augmented Dickey Fuller (ADF). The study found that these series were stationary at their first differenced level. Using the Augmented Engle-Granger test and Cointegrating Regression Durbin-Watson (CRDW) test, the study found that “production and price” and “area and price” were co-integrated suggesting that the two sets of time series had long-run or equilibrium relationship. The results of the error correction models for the two sets of series showed that there was disequilibrium in the short run there may be disequilibrium. The Engle-Granger residual may be thought of as the equilibrium error which can be used to tie the short-run behavior of the dependent variable to its long-run value. The Granger-Causality test results showed that log of price granger caused both the long of production and log of area whereas, the log of production and log of area Granger caused each other.

Keywords: co-integration, error correction mechanism, Granger-causality, sugarcane, supply response

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Authors: W. H. Wan Zakiyatussariroh, A. A. Nasuhar, W. Y. Wan Fairos, Z. A. Nazatul Shahreen

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Forecasting dengue incidence in a population can provide useful information to facilitate the planning of the public health intervention. Many studies on dengue cases in Malaysia were conducted but are limited in modeling the outbreak and forecasting incidence. This article attempts to propose the most appropriate time series model to explain the behavior of dengue incidence in Malaysia for the purpose of forecasting future dengue outbreaks. Several seasonal auto-regressive integrated moving average (SARIMA) models were developed to model Malaysia’s number of dengue incidence on weekly data collected from January 2001 to December 2011. SARIMA (2,1,1)(1,1,1)52 model was found to be the most suitable model for Malaysia’s dengue incidence with the least value of Akaike information criteria (AIC) and Bayesian information criteria (BIC) for in-sample fitting. The models further evaluate out-sample forecast accuracy using four different accuracy measures. The results indicate that SARIMA (2,1,1)(1,1,1)52 performed well for both in-sample fitting and out-sample evaluation.

Keywords: time series modeling, Box-Jenkins, SARIMA, forecasting

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Authors: Manisha Mukherjee, Diptarka Saha

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Reliable forecasts of univariate time series data are often necessary for several contexts. ARIMA models are quite popular among practitioners in this regard. Hence, choosing correct parameter values for ARIMA is a challenging yet imperative task. Thus, a stepwise algorithm is introduced to provide automatic and robust estimates for parameters (p; d; q)(P; D; Q) used in seasonal ARIMA models. This process is focused on improvising the overall quality of the estimates, and it alleviates the problems induced due to the unidimensional nature of the methods that are currently used such as auto.arima. The fast and automated search of parameter space also ensures reliable estimates of the parameters that possess several desirable qualities, consequently, resulting in higher test accuracy especially in the cases of noisy data. After vigorous testing on real as well as simulated data, the algorithm doesn’t only perform better than current state-of-the-art methods, it also completely obviates the need for human intervention due to its automated nature.

Keywords: time series, ARIMA, auto.arima, ARIMA parameters, forecast, R function

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Authors: Ahmad Rabby

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The demographic trend analyses of Bombay-duck from time series catch data using CMSY and BSM for the first time in Bangladesh. During 2000-2018, CMSY indicates average lowest production in 2000 and highest in 2018. This has been used in the estimation of prior biomass by the default rules. Possible 31030 viable trajectories for 3422 r-k pairs were found by the CMSY analysis and the final estimates for intrinsic rate of population increase (r) was 1.19 year-1 with 95% CL= 0.957-1.48 year-1. The carrying capacity(k) of Bombay-duck was 283×103 tons with 95% CL=173×103 - 464×103 tons and MSY was 84.3×103tons year-1, 95% CL=49.1×103-145×103 tons year-1. Results from Bayesian state-space implementation of the Schaefer production model (BSM) using catch & CPUE data, found catchabilitiy coefficient(q) was 1.63 ×10-6 from lcl=1.27×10-6 to ucl=2.10×10-6 and r= 1.06 year-1 with 95% CL= 0.727 - 1.55 year-1, k was 226×103 tons with 95% CL=170×103-301×103 tons and MSY was 60×103 tons year-1 with 95% CL=49.9 ×103- 72.2 ×103 tons year-1. Results for Bombay-duck fishery management based on BSM assessment from time series catch data illustrated that, Fmsy=0.531 with 95% CL =0.364 - 0.775 (if B > 1/2 Bmsy then Fmsy =0.5r); Fmsy=0.531 with 95% CL =0.364-0.775 (r and Fmsy are linearly reduced if B < 1/2Bmsy). Biomass in 2018 was 110×103 tons with 2.5th to 97.5th percentile=82.3-155×103 tons. Relative biomass (B/Bmsy) in last year was 0.972 from 2.5th percentile to 97.5th percentile=0.728 -1.37. Fishing mortality in last year was 0.738 with 2.5th-97.5th percentile=0.525-1.37. Exploitation F/Fmsy was 1.39, from 2.5th to 97.5th percentile it was 0.988 -1.86. The biological reference points of B/BMSY was smaller than 1.0, while F/FMSY was higher than 1.0 revealed an over-exploitation of the fishery, indicating that more conservative management strategies are required for Bombay-duck fishery.

Keywords: biological reference points, catchability coefficient, carrying capacity, intrinsic rate of population increase

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Authors: S. Meguenni, A. Djahbar, K. Tounsi

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Electric railway traction systems are complex; they have electrical couplings, magnetic and solid mechanics. These couplings impose several constraints that complicate the modeling and analysis of these systems. An example of drive systems, which combine the advantages of the use of multiphase machines, power electronics and computing means, is mono convert isseur multi-machine system which can control a fully decoupled so many machines whose electric windings are connected in series. In this approach, our attention especially on modeling and independent control of two five phase synchronous machine with permanent magnet connected in series and fed by a matrix converter application to the rail traction (bogie of a locomotive BB 36000).

Keywords: synchronous machine, vector control Multi-machine/ Multi-inverter, matrix inverter, Railway traction

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Authors: Farnaz Farhangi

Abstract:

Many people in New Zealand believe that the access to water is inexhaustible, and it comes from a history of virtually unrestricted access to it. For the region like Hamilton which is one of New Zealand’s fastest growing cities, it is crucial for policy makers to know about the future water consumption and implementation of rules and regulation such as universal water metering. Hamilton residents use water freely and they do not have any idea about how much water they use. Hence, one of proposed objectives of this research is focusing on forecasting water consumption using different methods. Residential water consumption time series exhibits seasonal and trend variations. Seasonality is the pattern caused by repeating events such as weather conditions in summer and winter, public holidays, etc. The problem with this seasonal fluctuation is that, it dominates other time series components and makes difficulties in determining other variations (such as educational campaign’s effect, regulation, etc.) in time series. Apart from seasonality, a stochastic trend is also combined with seasonality and makes different effects on results of forecasting. According to the forecasting literature, preprocessing (de-trending and de-seasonalization) is essential to have more performed forecasting results, while some other researchers mention that seasonally non-adjusted data should be used. Hence, I answer the question that is pre-processing essential? A wide range of forecasting methods exists with different pros and cons. In this research, I apply double seasonal ARIMA and Artificial Neural Network (ANN), considering diverse elements such as seasonality and calendar effects (public and school holidays) and combine their results to find the best predicted values. My hypothesis is the examination the results of combined method (hybrid model) and individual methods and comparing the accuracy and robustness. In order to use ARIMA, the data should be stationary. Also, ANN has successful forecasting applications in terms of forecasting seasonal and trend time series. Using a hybrid model is a way to improve the accuracy of the methods. Due to the fact that water demand is dominated by different seasonality, in order to find their sensitivity to weather conditions or calendar effects or other seasonal patterns, I combine different methods. The advantage of this combination is reduction of errors by averaging of each individual model. It is also useful when we are not sure about the accuracy of each forecasting model and it can ease the problem of model selection. Using daily residential water consumption data from January 2000 to July 2015 in Hamilton, I indicate how prediction by different methods varies. ANN has more accurate forecasting results than other method and preprocessing is essential when we use seasonal time series. Using hybrid model reduces forecasting average errors and increases the performance.

Keywords: artificial neural network (ANN), double seasonal ARIMA, forecasting, hybrid model

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Authors: Xiaoling Dai

Abstract:

Many Chinese artists have used digital photography to create works with features of Chinese landscape paintings since the 20th century. The ‘New Mountains and Water’ works created by digital techniques reflect the fusion of photographic techniques and traditional Chinese aesthetic thoughts. Borrowing from Chinese landscape paintings in the Song Dynasty, the Chinese photographer Yao Lu uses digital photography to reflect contemporary environmental construction in his series New Landscapes. By portraying a variety of natural environments brought by urbanization in the contemporary period, Lu deconstructs traditional Chinese paintings and reconstructs contemporary photographic practices. The primary object of this study is to investigate how Chinese photographer Yao Lu redefines and re-interprets the relationship between tradition and contemporaneity. In this study, Yao Lu’s series work New Landscapes is used for photo elicitation, which seeks to broaden understanding of the development of Chinese landscape photography. Furthermore, discourse analysis will be used to evaluate how Chinese social developments influence the creation of photographic practices. Through visual and discourse analysis, this study aims to excavate the relationship between tradition and contemporaneity in Lu’s works. According to New Landscapes, the study argues that in Lu’s interpretations of landscapes, tradition and contemporaneity are seen to establish a new relationship. Traditional approaches to creation do not become obsolete over time. On the contrary, traditional notions and styles of creation can shed new light on contemporary issues or techniques.

Keywords: Chinese aesthetics, Yao Lu, new landscapes, tradition, contemporaneity

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Authors: Samuel Munaf, Kevin Swingler, Franz Brülisauer, Anthony O’Hare, George Gunn, Aaron Reeves

Abstract:

Background: Avian influenza, more commonly known as Bird flu, is a viral zoonotic respiratory disease stemming from various species of poultry, including pets and migratory birds. Researchers have purported that the accessibility of health information online, in addition to the low-cost data collection methods the internet provides, has revolutionized the methods in which epidemiological and disease surveillance data is utilized. This paper examines the feasibility of using internet data sources, such as Twitter and livestock forums, for the early detection of the avian flu outbreak, through the use of text mining algorithms and social network analysis. Methods: Social media mining was conducted on Twitter between the period of 01/01/2021 to 31/12/2021 via the Twitter API in Python. The results were filtered firstly by hashtags (#avianflu, #birdflu), word occurrences (avian flu, bird flu, H5N1), and then refined further by location to include only those results from within the UK. Analysis was conducted on this text in a time-series manner to determine keyword frequencies and topic modeling to uncover insights in the text prior to a confirmed outbreak. Further analysis was performed by examining clinical signs (e.g., swollen head, blue comb, dullness) within the time series prior to the confirmed avian flu outbreak by the Animal and Plant Health Agency (APHA). Results: The increased search results in Google and avian flu-related tweets showed a correlation in time with the confirmed cases. Topic modeling uncovered clusters of word occurrences relating to livestock biosecurity, disposal of dead birds, and prevention measures. Conclusions: Text mining social media data can prove to be useful in relation to analysing discussed topics for epidemiological surveillance purposes, especially given the lack of applied research in the veterinary domain. The small sample size of tweets for certain weekly time periods makes it difficult to provide statistically plausible results, in addition to a great amount of textual noise in the data.

Keywords: veterinary epidemiology, disease surveillance, infodemiology, infoveillance, avian influenza, social media

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Authors: Tesfay Mekonnen Weldegerima

Abstract:

Analysis of precipitation time series is a fundamental undertaking in meteorology and hydrology. The extreme precipitation scenario of the Kulfo River watershed is studied using wavelet analysis and atmospheric transport, a lagrangian trajectory model. Daily rainfall data for the 1991-2020 study periods are collected from the office of the Ethiopian Meteorology Institute. Meteorological fields on a three-dimensional grid at 0.5o x 0.5o spatial resolution and daily temporal resolution are also obtained from the Global Data Assimilation System (GDAS). Wavelet analysis of the daily precipitation processed with the lag-1 coefficient reveals some high power recurred once every 38 to 60 days with greater than 95% confidence for red noise. The analysis also identified inter-annual periodicity in the periods 2002 - 2005 and 2017 - 2019. Back trajectory analysis for 3-day periods up to May 19/2011, indicates the Indian Ocean source; trajectories crossed the eastern African escarpment to arrive at the Kulfo watershed. Atmospheric flows associated with the Western Indian monsoon redirected by the low-level Somali winds and Arabian ridge are responsible for the moisture supply. The time-localization of the wavelet power spectrum yields valuable hydrological information, and the back trajectory approaches provide useful characterization of air mass source.

Keywords: extreme precipitation events, power spectrum, back trajectory, kulfo watershed

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Authors: Yiseyon Hosu, Joseph Akande

Abstract:

Wheat is one of the most important staple food grains of human for centuries and is largely consumed in South Africa. It has a special place in the South African economy because of its significance in food security, trade, and industry. This paper modelled and forecast the production and consumption of wheat in South Africa in the time covid-19 and the ongoing Russia-Ukraine war by using annual time series data from 1940–2021 based on the ARIMA models. Both the averaging forecast and selected models forecast indicate that there is the possibility of an increase with respect to production. The minimum and maximum growth in production is projected to be between 3million and 10 million tons, respectively. However, the model also forecast a possibility of depression with respect to consumption in South Africa. Although Covid-19 and the war between Ukraine and Russia, two major producers and exporters of global wheat, are having an effect on the volatility of the prices currently, the wheat production in South African is expected to increase and meat the consumption demand and provided an opportunity for increase export with respect to domestic consumption. The forecasting of production and consumption behaviours of major crops play an important role towards food and nutrition security, these findings can assist policymakers and will provide them with insights into the production and pricing policy of wheat in South Africa.

Keywords: ARIMA, food security, price volatility, staple food, South Africa

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Authors: Jingling Li, Yi Zhang, Wei Liang, Tao Cui, Jun Li

Abstract:

Compared with terrestrial network, the traffic of spatial information network has both self-similarity and short correlation characteristics. By studying its traffic prediction method, the resource utilization of spatial information network can be improved, and the method can provide an important basis for traffic planning of a spatial information network. In this paper, considering the accuracy and complexity of the algorithm, the spatial information network traffic is decomposed into approximate component with long correlation and detail component with short correlation, and a time series hybrid prediction model based on wavelet decomposition is proposed to predict the spatial network traffic. Firstly, the original traffic data are decomposed to approximate components and detail components by using wavelet decomposition algorithm. According to the autocorrelation and partial correlation smearing and truncation characteristics of each component, the corresponding model (AR/MA/ARMA) of each detail component can be directly established, while the type of approximate component modeling can be established by ARIMA model after smoothing. Finally, the prediction results of the multiple models are fitted to obtain the prediction results of the original data. The method not only considers the self-similarity of a spatial information network, but also takes into account the short correlation caused by network burst information, which is verified by using the measured data of a certain back bone network released by the MAWI working group in 2018. Compared with the typical time series model, the predicted data of hybrid model is closer to the real traffic data and has a smaller relative root means square error, which is more suitable for a spatial information network.

Keywords: spatial information network, traffic prediction, wavelet decomposition, time series model

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Authors: Shivani Khare

Abstract:

It is of paramount concern for economists to uncover the factors that determine human capital development, considered now to be one of the major factors behind economic growth and development. However, no human action is isolated but rather works within the set-up of the society. In recent years, a new field of investigation has come up that analyses the relationships that exist between social and human capital. Along these lines, this paper explores the effect of social capital on the indicators of human capital development – life expectancy at birth, mean years of schooling, and per capita income. The applied part of the analysis is performed using a panel data model for OECD countries and by using a series of chronological periods that within the 2005–2020 time frame.

Keywords: social capital, human capital development, trust, social networks, socioeconomics

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Authors: Ying Xin, Shigeki Kametani

Abstract:

This paper deals the energy saving performance of GHP (Gas engine heat pump) air conditioning system has improved with time-series variation. There are two types of air conditioning systems, VRF (Variable refrigerant flow) and central cooling and heating system. VRF is classified as EHP (Electric driven heat pump) and GHP. EHP drives the compressor with electric motor. GHP drives the compressor with the gas engine. The electric consumption of GHP is less than one tenth of EHP does. In this study, the energy consumption data of GHP installed the junior high schools was collected. An annual and monthly energy consumption per rated thermal output power of each apparatus was calculated, and then their energy efficiency was analyzed. From these data, we investigated improvement of the energy saving of the GHP air conditioning system by the change in the generation.

Keywords: energy-saving, variable refrigerant flow, gas engine heat pump, electric driven heat pump, air conditioning system

Procedia PDF Downloads 268