Search results for: seasonal forecasting

Authors: Paras Ram, Vikas Kumar

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The transmission of Malaria with seasonal were studied through the use of mathematical models. The data from the annual number of Malaria cases reported to the Division of Epidemiology, Ministry of Public Health, Thailand during the period 1997-2011 were analyzed. The transmission of Malaria with seasonal was studied by formulating a mathematical model which had been modified to describe different situations encountered in the transmission of Malaria. In our model, the population was separated into two groups: the human and vector groups, and then constructed a system of nonlinear differential equations. Each human group was divided into susceptible, infectious in hot season, infectious in rainy season, infectious in cool season and recovered classes. The vector population was separated into two classes only: susceptible and infectious vectors. The analysis of the models was given by the standard dynamical modeling.

Keywords: ferrofluid, magnetic field, porous medium, rotating disk, Neuringer-Rosensweig Model

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Authors: Chunhua Liao, Jinfei Wang, Bo Shan, Yang Song, Yongjun He, Taifeng Dong

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Winter wheat is one of the main crops in Canada. Forecasting of within-field variability of yield in winter wheat at the early stages is essential for precision farming. However, the crop yield modelling based on high spatial resolution satellite data is generally affected by the lack of continuous satellite observations, resulting in reducing the generalization ability of the models and increasing the difficulty of crop yield forecasting at the early stages. In this study, the correlations between Sentinel-2 data (vegetation indices and reflectance) and yield data collected by combine harvester were investigated and a generalized multivariate linear regression (MLR) model was built and tested with data acquired in different years. It was found that the four-band reflectance (blue, green, red, near-infrared) performed better than their vegetation indices (NDVI, EVI, WDRVI and OSAVI) in wheat yield prediction. The optimum phenological stage for wheat yield prediction with highest accuracy was at the growing stages from the end of the flowering to the beginning of the filling stage. The best MLR model was therefore built to predict wheat yield before harvest using Sentinel-2 data acquired at the end of the flowering stage. Further, to improve the ability of the yield prediction at the early stages, three simple unsupervised domain adaptation (DA) methods were adopted to transform the reflectance data at the early stages to the optimum phenological stage. The winter wheat yield prediction using multiple vegetation indices showed higher accuracy than using single vegetation index. The optimum stage for winter wheat yield forecasting varied with different fields when using vegetation indices, while it was consistent when using multispectral reflectance and the optimum stage for winter wheat yield prediction was at the end of flowering stage. The average testing RMSE of the MLR model at the end of the flowering stage was 604.48 kg/ha. Near the booting stage, the average testing RMSE of yield prediction using the best MLR was reduced to 799.18 kg/ha when applying the mean matching domain adaptation approach to transform the data to the target domain (at the end of the flowering) compared to that using the original data based on the models developed at the booting stage directly (“MLR at the early stage”) (RMSE =1140.64 kg/ha). This study demonstrated that the simple mean matching (MM) performed better than other DA methods and it was found that “DA then MLR at the optimum stage” performed better than “MLR directly at the early stages” for winter wheat yield forecasting at the early stages. The results indicated that the DA had a great potential in near real-time crop yield forecasting at the early stages. This study indicated that the simple domain adaptation methods had a great potential in crop yield prediction at the early stages using remote sensing data.

Keywords: wheat yield prediction, domain adaptation, Sentinel-2, within-field scale

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Authors: Karthikeyan Srinivasan, Ranjana Singh, Yatin Talwar, Karthikeyan Srinivasan

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Healthcare services play a vital role in the life of human being. The Setup of Hospital varies in wide spectrum of cost, technology, and access. Hospital’s of Public sector satisfies need of a common man to poorer, which can differ at private owned hospitals on cost and treatment. Patient assessing hospital frequently assumes spending time at the hospital is miserable and not aware of what is happening around them. Mostly they are queued up round the clock waiting to be admitted on hospital beds. The idea here is to highlight the role in admitting patient population of Outdoor as well as Emergency entering the Post Graduate Institute of Medical Education and Research, Chandigarh with available hospital beds. This study emphasizes the trend forecasting and acquiring beds needed. The conception “if patient population increases’ likewise increasing hospital beds advertently perceived. If tend to increase the hospital beds, thereby exploring budget, Manpower, space, and infrastructure make compulsion. This survey ideally draws out planning and forecasting beds to cater patient population in and around neighboring state of Chandigarh for admission at territory healthcare and research institute on available hospital beds. Executing healthcare services for growing population needs to know Roemer’s law indicating "in an insured population, a hospital bed built is a filled bed".

Keywords: admissions, average length of stay, bed days, hospital beds, occupancy rates

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Authors: Andrea Szabó Nagy, János Szabó, Zsófia Csanádi, József Erdős

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The main objective of this study was to assess the seasonal variation of atmospheric polycyclic aromatic hydrocarbon (PAH) concentrations associated with PM10 in an urban site of Győr, Hungary. A total of 112 PM10 aerosol samples were collected in the years of 2012 and 2013 and analyzed for PAHs by gas chromatography method. The total PAH concentrations (sum of the concentrations of 19 individual PAH compounds) ranged from 0.19 to 70.16 ng/m3 with the mean value of 12.29 ng/m3. Higher concentrations of both total PAHs and benzo[a]pyrene (BaP) were detected in samples collected in the heating seasons. Using BaP-equivalent potency index on the carcinogenic PAH concentration data, the local population appears to be exposed to significantly higher cancer risk in the heating seasons. However, the comparison of the BaP and total PAH concentrations observed for Győr with other cities it was found that the PAH levels in Győr generally corresponded to the EU average.

Keywords: air quality, benzo[a]pyrene, PAHs, polycyclic aromatic hydrocarbons

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Authors: Ilaria Lucrezia Amerise

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Electricity markets throughout the world have undergone substantial changes. Accurate, reliable, clear and comprehensible modeling and forecasting of different variables (loads and prices in the first instance) have achieved increasing importance. In this paper, we describe the actual state of the art focusing on reg-SARMA methods, which have proven to be flexible enough to accommodate the electricity price/load behavior satisfactory. More specifically, we will discuss: 1) The dichotomy between point and interval forecasts; 2) The difficult choice between stochastic (e.g. climatic variation) and non-deterministic predictors (e.g. calendar variables); 3) The confrontation between modelling a single aggregate time series or creating separated and potentially different models of sub-series. The noteworthy point that we would like to make it emerge is that prices and loads require different approaches that appear irreconcilable even though must be made reconcilable for the interests and activities of energy companies.

Keywords: interval forecasts, time series, electricity prices, reg-SARIMA methods

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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: Eti Mizrahi, Gizem İntepe

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The geographical location of Turkey that stretches from Asia to Europe and Russia to Africa makes it an important logistics hub in the region. Although logistics is a developing sector in Turkey, the stock market representation is still low with only two companies listed in Turkey’s stock exchange since 2010. In this paper, we use the daily values of these two listed stocks as a benchmark for the logistics sector. After modeling logistics stock prices, an empirical examination is conducted between the existing logistics indices and these stock prices. The paper investigates whether the measures of logistics stocks are correlated with newly available logistics indices. It also shows the reflection of the economic activity in the logistics sector on the stock exchange market. The results presented in this paper are the first analysis of the behavior of logistics indices and logistics stock prices for Turkey.

Keywords: forecasting, logistic stock exchange, modeling, Africa

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Authors: Ioannis Andrianakis, Vasileios Gkatas, Nikos Eleftheriadis, Alexios Ellinidis, Ermioni Avramidou

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The paper discusses the main aspects involved in the development of a supply chain management system using the newly developed PredictionSCMS software as a basis for the discussion. The discussion is focused on three topics: the first is demand forecasting, where we present the predictive algorithms implemented and discuss related concepts such as the calculation of the safety stock, the effect of out-of-stock days etc. The second topic concerns the design of a supply chain, where the core parameters involved in the process are given, together with a methodology of incorporating these parameters in a meaningful order creation strategy. Finally, the paper discusses some critical events that can happen during the operation of a supply chain management system and how the developed software notifies the end user about their occurrence.

Keywords: demand forecasting, machine learning, risk management, supply chain design

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Authors: Benjamin Glasner, Carlos Henriquez, Fernando Alfaro, Nicole Trefault, Santiago Andrade, Rodrigo De La Iglesia

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A central question in ecology refers to the relative importance that local-scale variables have over community composition, when compared with regional-scale variables. In coastal environments, strong seasonal abiotic influence dominates these systems, weakening the impact of other parameters like micronutrients. After the industrial revolution, micronutrients like trace metals have increased in ocean as pollutants, with strong effects upon biotic entities and biological processes in coastal regions. Coastal picoplankton communities had been characterized as a cyanobacterial dominated fraction, but in recent years the eukaryotic component of this size fraction has gained relevance due to their high influence in carbon cycle, although, diversity patterns and responses to disturbances are poorly understood. South Pacific upwelling coastal environments represent an excellent model to study seasonal changes due to a strong influence in the availability of macro- and micronutrients between seasons. In addition, some well constrained coastal bays of this region have been subjected to strong disturbances due to trace metal inputs. In this study, we aim to compare the influence of seasonality and trace metals concentrations, on the community structure of planktonic picoeukaryotes. To describe seasonal patterns in the study area, satellite data in a 6 years time series and in-situ measurements with a traditional oceanographic approach such as CTDO equipment were performed. In addition, trace metal concentrations were analyzed trough ICP-MS analysis, for the same region. For biological data collection, field campaigns were performed in 2011-2012 and the picoplankton community was described by flow cytometry and taxonomical characterization with next-generation sequencing of ribosomal genes. The relation between the abiotic and biotic components was finally determined by multivariate statistical analysis. Our data show strong seasonal fluctuations in abiotic parameters such as photosynthetic active radiation and superficial sea temperature, with a clear differentiation of seasons. However, trace metal analysis allows identifying strong differentiation within the study area, dividing it into two zones based on trace metals concentration. Biological data indicate that there are no major changes in diversity but a significant fluctuation in evenness and community structure. These changes are related mainly with regional parameters, like temperature, but by analyzing the metal influence in picoplankton community structure, we identify a differential response of some plankton taxa to metal pollution. We propose that some picoeukaryotic plankton groups respond differentially to metal inputs, by changing their nutritional status and/or requirements under disturbances as a derived outcome of toxic effects and tolerance.

Keywords: Picoeukaryotes, plankton communities, trace metals, seasonal patterns

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Authors: Dagem Alemayehu, Samson Gebersilassie, Jan Frank

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Climate change is impacting nutrition through reducing food quantity and access, limiting dietary diversity, and decreased nutritional food content as well as strongly affecting seasonal rainfall in Ethiopia. Nevertheless, only a few data is available on the impacts of seasonality in Infant, and Young Child Feeding (IYCF) practices undernutrition among 6-23 months old children in different agro-ecological zones of poor resource settings of Ethiopia. Methods: Socio-demographic, anthropometry, and IYCF indicators were assessed in the harvest and lean seasons among children aged 6–23 months of age randomly selected from rural villages of lowland and midland agro-ecological zones. Results: Child stunting and underweight increased from prevalence of 32.8 % and 23.9 % (lowland &midland respectively) in the lean season to 36.1% and 33.8 % harvest seasons, respectively. The biggest increase in the prevalence of stunting and underweight between harvest and lean seasons was noted in the lowland zone. Wasting decreased from 11.6% lean to 8.5% harvest, with the biggest decline recorded in the midland zone. Minimum meal frequency, minimum acceptable diet, and poor dietary diversity increased considerably in harvest compared to a lean season in the lowland zone. Feeding practices and maternal age were predictors of wasting, while women's dietary diversity and children's age was a predictor of child dietary diversity in both seasons. Conclusion: There is seasonal variation in undernutrition and IYCF practices among children 6-23 months of age with more pronounced effect lowland agro-ecological zone.

Keywords: agroecology, seasonality, stunting, wasting

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Authors: Carlos Roberto De Rolt, Julio da Silva Dias, Rafael Tezza, Luca Foschini, Matteo Mura

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The seasonal population fluctuation presents a challenge to touristic cities since the number of inhabitants can double according to the season. The aim of this work is to develop a model that correlates the waste collected with the population of the city and also allow cooperation between the inhabitants and the local government. The model allows public managers to evaluate the impact of the seasonal population fluctuation on waste generation and also to improve planning resource utilization throughout the year. The study uses data from the company that collects the garbage in Florianópolis, a Brazilian city that presents the profile of a city that attracts tourists due to numerous beaches and warm weather. The fluctuations are caused by the number of people that come to the city throughout the year for holidays, summer time vacations or business events. Crowdsensing will be accomplished through smartphones with access to an app for data collection, with voluntary participation of the population. Crowdsensing participants can access information collected in waves for this portal. Crowdsensing represents an innovative and participatory approach which involves the population in gathering information to improve the quality of life. The management of crowdsensing solutions plays an essential role given the complexity to foster collaboration, establish available sensors and collect and process the collected data. Practical implications of this tool described in this paper refer, for example, to the management of seasonal tourism in a large municipality, whose public services are impacted by the floating of the population. Crowdsensing and big data support managers in predicting the arrival, permanence, and movement of people in a given urban area. Also, by linking crowdsourced data to databases from other public service providers - e.g., water, garbage collection, electricity, public transport, telecommunications - it is possible to estimate the floating of the population of an urban area affected by seasonal tourism. This approach supports the municipality in increasing the effectiveness of resource allocation while, at the same time, increasing the quality of the service as perceived by citizens and tourists.

Keywords: big data, dashboards, floating population, smart city, urban management solutions

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Authors: Jonathan Iworiso

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Forecasting the equity premium out-of-sample is a major concern to researchers in finance and emerging markets. The quest for a superior model that can forecast the equity premium with significant economic gains has resulted in several controversies on the choice of variables and suitable techniques among scholars. This research focuses mainly on the application of Regression Training (RT) techniques to forecast monthly equity premium out-of-sample recursively with an expanding window method. A broad category of sophisticated regression models involving model complexity was employed. The RT models include Ridge, Forward-Backward (FOBA) Ridge, Least Absolute Shrinkage and Selection Operator (LASSO), Relaxed LASSO, Elastic Net, and Least Angle Regression were trained and used to forecast the equity premium out-of-sample. In this study, the empirical investigation of the RT models demonstrates significant evidence of equity premium predictability both statistically and economically relative to the benchmark historical average, delivering significant utility gains. They seek to provide meaningful economic information on mean-variance portfolio investment for investors who are timing the market to earn future gains at minimal risk. Thus, the forecasting models appeared to guarantee an investor in a market setting who optimally reallocates a monthly portfolio between equities and risk-free treasury bills using equity premium forecasts at minimal risk.

Keywords: regression training, out-of-sample forecasts, expanding window, statistical predictability, economic significance, utility gains

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Authors: Azubuike Ekwere

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The shallow and deep aquiferous horizons of the fractured and weathered crystalline basement Oban Massif of south-eastern Nigeria were studied during the dry and wet seasons. The criteria were ascertaining hydrochemistry relative to seasonal and spatial variations across the study area. Results indicate that concentrations of major cations and anions exhibit the order of abundance; Ca>Na>Mg>K and HCO3>SO4>Cl respectively, with minor variations across sampling seasons. Major elements Ca, Mg, Na and K were higher for the shallow aquifers than the deep aquifers across seasons. The major anions Cl, SO4, HCO3, and NO3 were higher for the deep aquifers compared to the shallow ones. Two water types were identified for both aquifer types: Ca-Mg-HCO3 and Ca-Na-Cl-SO4. Most of the parameters considered were within the international limits for drinking, domestic and irrigation purposes. Assessment by use of sodium absorption ratio (SAR), percent sodium (%Na) and the wilcox diagram reveals that the waters are suitable for irrigation purposes.

Keywords: shallow aquifer, deep aquifer, seasonal variation, hydrochemistry, Oban massif, Nigeria

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Authors: A. Cilek, S. Berberoglu, A. Akin Tanriover, C. Donmez

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Wetlands are the areas which have important effects and functions on protecting human life, adjust to nature, and biological variety, besides being potential exploitation sources. Observing the changes in these sensitive areas is important to study for data collecting and correct planning for the future. Remote sensing and Geographic Information System are being increasingly used for environmental studies such as biotope mapping and habitat monitoring. Akyatan Lagoon, one of the most important wetlands in Turkey, has been facing serious threats from agricultural applications in recent years. In this study, seasonal and temporal monitoring in wetlands system are determined by using remotely sensed data and Geographic Information Systems (GIS) between 1985 and 2015. The research method is based on classifying and mapping biotopes in the study area. The natural biotope types were determined as coastal sand dunes, salt marshes, river beds, coastal woods, lakes, lagoons.

Keywords: biotope mapping, GIS, remote sensing, wetlands

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Authors: Slim Chokri

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Load forecasting is one of the central functions in power systems operations. Electricity cannot be stored, which means that for electric utility, the estimate of the future demand is necessary in managing the production and purchasing in an economically reasonable way. A majority of the recently reported approaches are based on neural network. The attraction of the methods lies in the assumption that neural networks are able to learn properties of the load. However, the development of the methods is not finished, and the lack of comparative results on different model variations is a problem. This paper presents a new approach in order to predict the Tunisia daily peak load. The proposed method employs a computational intelligence scheme based on the Fuzzy neural network (FNN) and support vector regression (SVR). Experimental results obtained indicate that our proposed FNN-SVR technique gives significantly good prediction accuracy compared to some classical techniques.

Keywords: neural network, load forecasting, fuzzy inference, machine learning, fuzzy modeling and rule extraction, support vector regression

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Authors: Kamal Kumar Tanti, Nayan Moni Saikia, Markynti Swer

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This study aims to investigate and analyse the trends and variability of rainfall in Shillong and its nearby areas, located in Meghalaya hills of North-East India; which is geographically a neighbouring area to the wettest places of the Earth, i.e., Cherrapunji and Mawsynram. The analysis of variability and trends to annual, seasonal, monthly and daily rainfall was carried out, using the data collected from the IMD station at Shillong; thereby attempting to highlight whether rainfall in Shillong area has been increasing or decreasing over the years. Rainfall variability coefficient is utilized to compare the current rainfall trend of the area with its past rainfall trends. The present study also aims to analyse the frequency of occurrence of extreme rainfall events over the region. These studies will help us to establish a correlation between the current rainfall trend and climate change scenario of the study area.

Keywords: trends and variability of rainfall, annual, seasonal, monthly and daily rainfall, rainfall variability coefficient, extreme rainfall events, climate change, Shillong, Cherrapunji, Mawsynram

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Authors: Arijit Chakraborty, Anirban Roy

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The Indian peninsula is strategically located in the Asian subcontinent with the Himalayas to the North and Oceans surrounding the other three directions with annual monsoons which takes care of water supply to the rivers. The total river water discharge into the Bay of Bengal and the Arabian Sea is 628 km³/year and 274 km³/year, respectively. Thus huge volumes of fresh water meet saline water, and this mixing of two streams of dissimilar salinity gives rise to tremendous mixing energies which can be harvested for various purposes like energy generation using pressure retarded osmosis or reverse electrodialysis. The present paper concentrates on analyzing the energy of mixing for the rivers in Goa. Goa has 10 rivers of various sizes all which meet the Arabian Sea. In the present work, the 8 rivers and their salinity (NaCl concentrations) have been analyzed along with their seasonal fluctuations. Next, a Gibbs free energy formulation has been implemented to analyze the energy of mixing of the selected rivers. The highest and lowest energies according to the seasonal fluctuations have been evaluated, and this provides two important insights into (i) amount of energy that can be harvested and (ii) decision on the location of such systems.

Keywords: Gibbs energy, mixing energy, salinity gradient energy, thermodynamics

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Authors: M. T. Islam, S. H. Shakif, R. Hasan, S. H. Kobi

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Investigation of rainfall trends is crucial considering climate change, food security, and the economy of a particular region. This research aims to study seasonal and annual precipitation trends and their abrupt changes over time in the south-central climatic zone of Bangladesh using monthly time series data of 50 years (1970-2019). A trend-free pre-whitening method has been employed to make necessary adjustments for autocorrelations in the rainfall data. Trends in rainfall and their intensity have been observed using the non-parametric Mann-Kendall test and Theil-Sen estimator. Significant changes and fluctuation points in the data series have been detected using the sequential Mann-Kendall test at the 95% confidence limit. The study findings show that most of the rainfall stations in the study area have a decreasing precipitation pattern throughout all seasons. The maximum decline in the rainfall intensity has been found for the Tangail station (-8.24 mm/year) during monsoon. Madaripur and Chandpur stations have shown slight positive trends in post-monsoon rainfall. In terms of annual precipitation, a negative rainfall pattern has been identified in each station, with a maximum decrement (-) of 14.48 mm/year at Chandpur. However, all the trends are statistically non-significant within the 95% confidence interval, and their monotonic association with time ranges from very weak to weak. From the sequential Mann-Kendall test, the year of changing points for annual and seasonal downward precipitation trends occur mostly after the 90s for Dhaka and Barishal stations. For Chandpur, the fluctuation points arrive after the mid-70s in most cases.

Keywords: trend analysis, Mann-Kendall test, Theil-Sen estimator, sequential Mann-Kendall test, rainfall trend

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Authors: Md. Mahadi Hasan Sany, Mumenunnessa Keya, Sharun Khushbu, Sheikh Abujar

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Since the beginning of China's economic reform, trade between the U.S. and China has grown rapidly, and has increased since China's accession to the World Trade Organization in 2001. The US imports more than it exports from China, reducing the trade war between China and the U.S. for the 2019 trade deficit, but in 2020, the opposite happens. In international and U.S. trade, Washington launched a full-scale trade war against China in March 2016, which occurred a catastrophic epidemic. The main goal of our study is to measure and predict trade relations between China and the U.S., before and after the arrival of the COVID epidemic. The ML model uses different data as input but has no time dimension that is present in the time series models and is only able to predict the future from previously observed data. The LSTM (a well-known Recurrent Neural Network) model is applied as the best time series model for trading forecasting. We have been able to create a sustainable forecasting system in trade between China and the US by closely monitoring a dataset published by the State Website NZ Tatauranga Aotearoa from January 1, 2015, to April 30, 2021. Throughout the survey, we provided a 180-day forecast that outlined what would happen to trade between China and the US during COVID-19. In addition, we have illustrated that the LSTM model provides outstanding outcome in time series data analysis rather than RFR and SVR (e.g., both ML models). The study looks at how the current Covid outbreak affects China-US trade. As a comparative study, RMSE transmission rate is calculated for LSTM, RFR and SVR. From our time series analysis, it can be said that the LSTM model has given very favorable thoughts in terms of China-US trade on the future export situation.

Keywords: RFR, China-U.S. trade war, SVR, LSTM, deep learning, Covid-19, export value, forecasting, time series analysis

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Authors: Darren Zou

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Forecasting the stock market is a very challenging task. Various economic indicators such as GDP, exchange rates, interest rates, and unemployment have a substantial impact on the stock market. Time series models are the traditional methods used to predict stock market changes. In this paper, a machine learning method, Bayesian Additive Regression Tree (BART) is used in predicting stock market indexes based on multiple economic indicators. BART can be used to model heterogeneous treatment effects, and thereby works well when models are misspecified. It also has the capability to handle non-linear main effects and multi-way interactions without much input from financial analysts. In this research, BART is proposed to provide a reliable prediction on day-to-day stock market activities. By comparing the analysis results from BART and with time series method, BART can perform well and has better prediction capability than the traditional methods.

Keywords: BART, Bayesian, predict, stock

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Authors: Giriraj Achari, Malay Bhattacharyya

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In this paper, the effectiveness of Copula Markov Switching Multifractal (MSM) models at forecasting Value-at-Risk of a two-stock portfolio is studied. The innovations are allowed to be drawn from distributions that can capture skewness and leptokurtosis, which are well documented empirical characteristics observed in financial returns. The candidate distributions considered for this purpose are Johnson-SU, Pearson Type-IV and α-Stable distributions. The two univariate marginal distributions are combined using the Student-t copula. The estimation of all parameters is performed by Maximum Likelihood Estimation. Finally, the models are compared in terms of accurate Value-at-Risk (VaR) forecasts using tests of unconditional coverage and independence. It is found that Copula-MSM-models with leptokurtic innovation distributions perform slightly better than Copula-MSM model with Normal innovations. Copula-MSM models, in general, produce better VaR forecasts as compared to traditional methods like Historical Simulation method, Variance-Covariance approach and Copula-Generalized Autoregressive Conditional Heteroscedasticity (Copula-GARCH) models.

Keywords: Copula, Markov Switching, multifractal, value-at-risk

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Authors: Xiaogang Li, Jieqiong Miao

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As for the problem of the grey forecasting model prediction accuracy is low, an improved grey prediction model is put forward. Firstly, use trigonometric function transform the original data sequence in order to improve the smoothness of data , this model called SGM( smoothness of grey prediction model), then combine the improved grey model with support vector machine , and put forward the grey support vector machine model (SGM - SVM).Before the establishment of the model, we use trigonometric functions and accumulation generation operation preprocessing data in order to enhance the smoothness of the data and weaken the randomness of the data, then use support vector machine (SVM) to establish a prediction model for pre-processed data and select model parameters using genetic algorithms to obtain the optimum value of the global search. Finally, restore data through the "regressive generate" operation to get forecasting data. In order to prove that the SGM-SVM model is superior to other models, we select the battery life data from calce. The presented model is used to predict life of battery and the predicted result was compared with that of grey model and support vector machines．For a more intuitive comparison of the three models, this paper presents root mean square error of this three different models .The results show that the effect of grey support vector machine (SGM-SVM) to predict life is optimal, and the root mean square error is only 3.18%. Keywords: grey forecasting model, trigonometric function, support vector machine, genetic algorithms, root mean square error

Keywords: Grey prediction model, trigonometric functions, support vector machines, genetic algorithms, root mean square error

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Authors: Akmal E. Egamberdiev, Alim M. Nigmatullaev, Trobjon Kh. Makhkamov

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The results of scientific research on the biomorphological features of Ajuga turkestanica (Regel) Brig., its role in plant communities, modern distribution areas, and raw material reserves are presented. Plant ontogeny is divided into 3 periods and 9 growth stages. Information on its seasonal and diurnal flowering and seed productivity is provided. As a result of the research, the participation of the studied species in plant communities, its place, the structure and floristic composition of communities were determined, and as a result, for the first time, the description of 11 new associations in 7 formations of Ajuga turkestanica, and a schematic map of the geolocation of formations and associations of plants in Uzbekistan is given. A. turkestanica (within the range) are divided into 3 categories and 21 massifs. Its current biological reserve is 93.5±35.3 tons, its usable reserve is 46.2±13.8 tons, and the reserve that can be prepared in 1 year is 28.4±5.42 tons.

Keywords: ontogeny, seed productivity, seasonal flowering, formation, association, dominant, subdominant, areal, biological reserve, operational reserve, annual reserve, GIS map

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Authors: Hai Zhou, Wenzhi Zhao

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Water is one of the most important factors limiting plant growth and development in desert ecosystems. In order to understand how desert shrubs cope with variation in water sources over time, it is important to understand plant–water relations in desert-oasis ecotone. We selected the typical desert shrubs: Nitraria sibirica, Calligonum mongolicum and Haloxylon ammodendron of 5-, 10-, 20- and 40-year old as the research species, to study the seasonal variation of plant water sources and response to precipitation in the desert-oasis ecotone of Linze, Northwestern China. We examined stable isotopic ratios of oxygen (δ18O) in stem water of desert shrubs as well as in precipitation, groundwater, and soil water in different soil layers and seasons to determine water sources for the shrubs. We found that the N. sibirica and H. ammodendron of 5-, 10-year old showed significant seasonal variation characteristics of δ18O value of stem water and water sources. However, the C. mongolicum and 20- and 40-year H. ammodendron main water sources were from deep soil water and groundwater, and less response to precipitation pulse. After 22.4 mm precipitation, the contribution of shallow soil water (0-50cm) to the use of N. sibirica increased from 6.7% to 36.5%; the C. mongolicum rarely use precipitation that were about 58.29% and 23.51%, absorbed from the deep soil water and groundwater; the contribution of precipitation to use of H. ammodendron had significantly differences among the four ages. The H. ammodendron of 5- and 10-year old about 86.3% and 42.5% water sources absorbed from the shallow soil water after precipitation. However, the contribution to 20- and 40-year old plant was less than 15%. So, the precipitation was one of the main water sources for desert shrubs, but the species showed different water utilization. We conclude that the main water source of the N. sibirica and H. ammodendron of 5-, 10-year was soil water recharged by precipitation, but the deeply rooted H. ammodendron of 20‐ and 40‐year‐old and the C. mongolicum have the ability to exploit a deep and reliable water source.

Keywords: water use pattern, water resource, stable isotope, seasonal change, precipitation pulse

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Authors: Sahabeh Safarpour, Khiruddin Abdullah, Hwee San Lim, Mohsen Dadras

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Air pollution is a growing problem arising from domestic heating, high density of vehicle traffic, electricity production, and expanding commercial and industrial activities, all increasing in parallel with urban population. Monitoring and forecasting of air quality parameters are important due to health impact. One widely available metric of aerosol abundance is the aerosol optical depth (AOD). The AOD is the integrated light extinction coefficient over a vertical atmospheric column of unit cross section, which represents the extent to which the aerosols in that vertical profile prevent the transmission of light by absorption or scattering. Seasonal aerosol optical depth (AOD) values at 550 nm derived from the Moderate Resolution Imaging Spectroradiometer (MODIS) sensor onboard NASA’s Terra satellites, for the 10 years period of 2000-2010 were used to test 7 different spatial interpolation methods in the present study. The accuracy of estimations was assessed through visual analysis as well as independent validation based on basic statistics, such as root mean square error (RMSE) and correlation coefficient. Based on the RMSE and R values of predictions made using measured values from 2000 to 2010, Radial Basis Functions (RBFs) yielded the best results for spring, summer, and winter and ordinary kriging yielded the best results for fall.

Keywords: aerosol optical depth, MODIS, spatial interpolation techniques, Radial Basis Functions

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Authors: Alexandros Pournaras, Anastasia Papadopoulou, Serafim Kontos, Anastasios Karakostas

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The air quality of modern cities is an important concern, as poor air quality contributes to human health and environmental issues. Reliable air quality forecasting has, thus, gained scientific and governmental attention as an essential tool that enables authorities to take proactive measures for public safety. In this study, the potential of Machine Learning (ML) models to forecast PM2.5 at local scale is investigated in the city of Thessaloniki, the second largest city in Greece, which has been struggling with the persistent issue of air pollution. ML models, with proven ability to address timeseries forecasting, are employed to predict the PM2.5 concentrations and the respective Air Quality Index 5-days ahead by learning from daily historical air quality and meteorological data from 2014 to 2016 and gathered from two stations with different land use characteristics in the urban fabric of Thessaloniki. The performance of the ML models on PM2.5 concentrations is evaluated with common statistical methods, such as R squared (r²) and Root Mean Squared Error (RMSE), utilizing a portion of the stations’ measurements as test set. A multi-categorical evaluation is utilized for the assessment of their performance on respective AQIs. Several conclusions were made from the experiments conducted. Experimenting on MLs’ configuration revealed a moderate effect of various parameters and training schemas on the model’s predictions. Their performance of all these models were found to produce satisfactory results on PM2.5 concentrations. In addition, their application on untrained stations showed that these models can perform well, indicating a generalized behavior. Moreover, their performance on AQI was even better, showing that the MLs can be used as predictors for AQI, which is the direct information provided to the general public.

Keywords: Air Quality, AQ Forecasting, AQI, Machine Learning, PM2.5

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Authors: Namwinwelbere Dabire, Eugene C. Ezin, Adandedji M. Firmin

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The prediction of hydrological flows (rainfall-depth or rainfall-discharge) is becoming increasingly important in the management of hydrological risks such as floods. In this study, the Long Short-Term Memory (LSTM) network, a state-of-the-art algorithm dedicated to time series, is applied to predict the daily water level of Nokoue Lake in Benin. This paper aims to provide an effective and reliable method enable of reproducing the future daily water level of Nokoue Lake, which is influenced by a combination of two phenomena: rainfall and river flow (runoff from the Ouémé River, the Sô River, the Porto-Novo lagoon, and the Atlantic Ocean). Performance analysis based on the forecasting horizon indicates that LSTM can predict the water level of Nokoué Lake up to a forecast horizon of t+10 days. Performance metrics such as Root Mean Square Error (RMSE), coefficient of correlation (R²), Nash-Sutcliffe Efficiency (NSE), and Mean Absolute Error (MAE) agree on a forecast horizon of up to t+3 days. The values of these metrics remain stable for forecast horizons of t+1 days, t+2 days, and t+3 days. The values of R² and NSE are greater than 0.97 during the training and testing phases in the Nokoué Lake basin. Based on the evaluation indices used to assess the model's performance for the appropriate forecast horizon of water level in the Nokoué Lake basin, the forecast horizon of t+3 days is chosen for predicting future daily water levels.

Keywords: forecasting, long short-term memory cell, recurrent artificial neural network, Nokoué lake

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Authors: Abir Soltani, Moez Amri, Jouda Mediouni Ben Jemâa

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In North Africa, the chickpea leafminer Liriomyza cicerina (Rondani) (Diptera: Agromizidae) is one of the major damaging pests affecting both spring and winter-planted chickpea. Damage is caused by the larvae which feed in the leaf mesophyll tissue, resulting in desiccation and premature leaf fall that can cause severe yield losses. In the present work, the distribution and the seasonal phenology of L. cicerina were studied on two chickpea varieties; a winter variety Beja 1 which is the most cultivated variety in Tunisia and a spring-sown variety Amdoun 1. The experiment was conducted during the cropping season 2015-2016. In the experimental research station Oued Beja, in the Beja region (36°44’N; 9°13’E). To determine the distribution and seasonal phenology of L. cicerina in both studied varieties Beja 1 and Amdoun 1, respectively 100 leave samples (50 from the top and 50 from the base) were collected from 10 chickpea plants randomly chosen from each field. The sampling was done during three development stages (i) 20-25 days before flowering (BFL), (ii) at flowering (FL) and (ii) at pod setting stage (PS). For each plant, leaves were checked from the base till the upper ones for the insect infestation progress into the plant in correlation with chickpea growth Stages. Fly adult populations were monitored using 8 yellow sticky traps together with weekly leaves sampling in each field. The traps were placed 70 cm above ground. Trap catches were collected once a week over the cropping season period. Results showed that L. cicerina distribution varied among both studied chickpea varieties and crop development stage all with seasonal phenology. For the winter chickpea variety Beja 1, infestation levels of 2%, 10.3% and 20.3% were recorded on the bases plant part for BFL, FL and PS stages respectively against 0%, 8.1% and 45.8% recorded for the upper plant part leaves for the same stages respectively. For the spring-sown variety Amdoun 1 the infestation level reached 71.5% during flowering stage. Population dynamic study revealed that for Beja 1 variety, L. cicerina accomplished three annual generations over the cropping season period with the third one being the most important with a capture level of 85 adult/trap by mid-May against a capture level of 139 adult/trap at the end May recorded for cv. Amdoun 1. Also, results showed that L. cicerina field infestation dispersal depends on the field part and on the crop growth stage. The border areas plants were more infested than the plants placed inside the plots. For cv. Beja 1, border areas infestations were 11%, 28% and 91.2% for BFL, FL and PS stages respectively, against 2%, 10.73% and 69.2% recorded on the on the inside plot plants during the for the same growth stages respectively. For the cv. Amdoun1 infestation level of 90% was observed on the border plants at FL and PS stages against an infestation level less than 65% recorded inside the plot.

Keywords: leaf miner, liriomyza cicerina, chickpea, distribution, seasonal phenology, Tunisia

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Authors: Bandreddy Anand Babu, Srinivasa Rao Mandadi, C. Pradeep Reddy, N. Ramesh Babu

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In this paper quickly illustrate the correlation investigation of Auto-Regressive Integrated Moving and Average (ARIMA) and daptive Network Based Fuzzy Inference System (ANFIS) models done by climate estimating. The climate determining is taken from University of Waterloo. The information is taken as Relative Humidity, Ambient Air Temperature, Barometric Pressure and Wind Direction utilized within this paper. The paper is carried out by analyzing the exhibitions are seen by demonstrating of ARIMA and ANIFIS model like with Sum of average of errors. Versatile Network Based Fuzzy Inference System (ANFIS) demonstrating is carried out by Mat lab programming and Auto-Regressive Integrated Moving and Average (ARIMA) displaying is produced by utilizing XLSTAT programming. ANFIS is carried out in Fuzzy Logic Toolbox in Mat Lab programming.

Keywords: ARIMA, ANFIS, fuzzy surmising tool stash, weather forecasting, MATLAB

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Authors: Francis Machumi, Ester Innocent, Pius Yanda, Philip C. Stevenson

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Curative dependence of traditionally used medicinal plants on season of harvest is an alleged claim by traditional health practitioners. This study intended to verify these claims by investigating antifungal activity and chemical composition of traditionally used medicinal plants Turraea holstii and Clausena anisata harvested in rainy season and dry season. The antifungal activities were determined by broth microdilution method whereas chemical profiling of the extracts from the plant materials was done by gas chromatography (GC). Results indicated that extracts of plant materials harvested in dry season showed enhanced antifungal activity as compared to extracts of plant materials harvested in rainy season. GC chromatograms showed overalls increase in number and amount of chemical species for extracts of plant materials harvested in dry season as compared to extracts of plant materials harvested in rainy season.

Keywords: antifungal activity, chemical composition, medicinal plants, seasonal dependence

Procedia PDF Downloads 396