ANNARIMA that combines both autoregressive integrated moving average (ARIMA) model and artificial neural network (ANN) model is a valuable tool for modeling and forecasting nonlinear time series, yet the over-fitting problem is more likely to occur in neural network models. This paper provides a hybrid methodology that combines both radial basis function (RBF) neural network and auto regression...

Neuro-fuzzy systems have attracted growing interest of researchers in various scientific and engineering areas due to the increasing need of intelligent systems. This paper evaluates the use of two popular soft computing techniques and conventional statistical approach based on Box–Jenkins autoregressive integrated moving average (ARIMA) model to predict electricity demand in the State of Victo...

C. L. Wu and K. W. Chau* 2 Dept. of Civil and Structural Engineering, Hong Kong Polytechnic University, 3 Hung Hom, Kowloon, Hong Kong, People’s Republic of China 4 5 *Email: [email protected] 6 ABSTRACT 7 Data-driven techniques such as Auto-Regressive Moving Average (ARMA), K-Nearest-Neighbors (KNN), and 8 Artificial Neural Networks (ANN), are widely applied to hydrologic time series predi...

Air pollution is a worldwide issue that affects the lives of many people in urban areas. It considered air may lead to heart and lung diseases. A careful timely forecast quality could help reduce exposure risk for affected people. In this paper, we use data-driven approach predict based on historical data. We compare three popular methods time series prediction: Exponential Smoothing (ES), Auto...

Many environmental and socioeconomic time–series data can be adequately modeled using Auto-Regressive Integrated Moving Average (ARIMA) models. We call such time–series ARIMA time–series. We consider the problem of clustering ARIMA time–series. We propose the use of the Linear Predictive Coding (LPC) cepstrum of time–series for clustering ARIMA time–series, by using the Euclidean distance betwe...

Time series modelling and forecasting is a vibrant research field that had attracted the interest of scientific community in recent decades. Forecasts agricultural prices are proposed to be useful for farmers, governments, policy makers agribusiness industries. In this study, an effort made compare capabilities well-known linear Auto Regressive Integrated Moving Average (ARIMA) models, Delay Ne...

In recent years, artificial neural networks (ANNs) have been used for forecasting in time series in the literature. Although it is possible tomodel both linear and nonlinear structures in time series by using ANNs, they are not able to handle both structures equally well. Therefore, the hybrid methodology combining ARIMA and ANN models have been used in the literature. In this study, a new hybr...

In this study, the situation of Iran, U.S and Turkey's Pistachio export is investigated. to this purpose, Revealed Comparative Advantage (RCA) Index is calculated based on Agricultural and total economy export, separately, then forecasted by using Auto- Regressive Integrated Moving Average (ARIMA) approached, for 2008-2013. The results show that considering both commodity baskets, Turkey and Ir...