The paper deals with extensions of exponential smoothing type methods for univariate time series with irregular observations. An alternative method to Wright’s modification of simple exponential smoothing based on the corresponding ARIMA process is suggested. Exponential smoothing of order m for irregular data is derived. A similar method using a DLS (discounted least squares) estimation of pol...

The present study aims at developing a forecasting model to predict the next year’s air pollution concentrations in the atmosphere of Iran. In this regard, it proposes the use of ARIMA, SVR, and TSVR, as well as hybrid ARIMA-SVR and ARIMA-TSVR models, which combined the autoregressive part of the autoregressive integrated moving average (ARIMA) model with the support vector regression technique...

The study of long-run equilibrium processes is a significant component of economic and finance theory. The Johansen technique for identifying the existence of such long-run stationary equilibrium conditions among financial time series allows the identification of all potential linearly independent cointegrating vectors within a given system of eligible financial time series. The practical appli...

Abstract: In the current research, a smart grid is considered as a network of distributed interacting nodes represented by renewable energy sources, storage and loads. The source nodes become active or inactive in a stochastic manner due to the intermittent nature of natural resources such as wind and solar irradiance. Prediction and stochastic modelling of electrical energy flow is a critical ...

The aim of this research is to analyze ANFIS performance for prediction of financial time series data. Financial time series data is usually characterized by volatility clustering, persistence, and leptokurtic data behavior. The financial time series data are usually non-stationary and non-linear. ARIMA has a good performance to predict linear time series data, but its performance is decreasing...

In order to solve the problem that ARIMA model cannot well fit prediction of time series with high dimension and noise, this paper proposes a method based on combination hybrid reduction BP neural network. Taking stock price as an example, proposed takes intraday auxiliary information uses PCA KPCA extract linear nonlinear features it respectively, dimensionally reduced are then used input vari...

As modern vehicles system becomes increasingly complex, there is an urgent need to develop a framework monitor the behavior and detect unhealthy states appropriately arrange maintenance in order extend vehicle life cycle. Sensors installed are able record huge amount of multiple channel time series data. This paper develops prediction model state detection strategy for monitoring operating by a...

In this paper, next-day hourly forecasts are calculated for the energy price in the electricity production market of Spain. The methodology used to achieve these forecasts is based on artificial neural networks, which have been used successfully in recent years in many forecasting applications. The days to be forecast include working days as well as weekends and holidays, due to the fact that e...

In this paper we demonstrate applying time series models on medical research. The Hungarian mortality rates were analysed by autoregressive integrated moving average models and seasonal time series models examined the data of acute childhood lymphoid leukaemia. The mortality data may be analysed by time series methods such as autoregressive integrated moving average (ARIMA) modelling. This meth...