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...

The hybrid ARIMA-SVMs prediction models have been established recently, which take advantage of the unique strength of ARIMA and SVMs models in linear and nonlinear modeling, respectively. Built upon this hybrid ARIMA-SVMs models alike, this study goes further to extend them into the case of multistep-ahead prediction for air passengers traffic with the two most commonly used multistep-ahead pr...

The U.S. Census Bureau has enhanced the X-12-ARIMA seasonal adjustment program by incorporating an improved automatic regARIMA model (regression model with ARIMA errors) selection procedure. Currently this procedure is available only in test version 0.3 of X-12ARIMA, but it will be released in a future version of the program. It is based on the automatic model selection procedure of TRAMO , an ...

The standardized precipitation index (SPI) was used to quantify the classification of drought in the Guanzhong Plain, China. The autoregressive integrated moving average (ARIMA) models were developed to fit and forecast the SPI series. Most of the selected ARIMA models are seasonal models (SARIMA). The forecast results show that the forecasting power of the ARIMA models increases with the incre...

ARIMA is a popular method to analyze stationary univariate time series data. There are usually three main stages to build an ARIMA model, including model identification, model estimation and model checking, of which model identification is the most crucial stage in building ARIMA models. However there is no method suitable for both ARIMA and SARIMA that can overcome the problem of local optima....

Drought forecasting plays a crucial role in drought mitigation actions. Thus, this research deals with linear stochastic models (autoregressive integrated moving average (ARIMA)) as a suitable tool to forecast drought. Several ARIMA models are developed for drought forecasting using the Standardized Precipitation Evapotranspiration Index (SPEI) in a hyper-arid climate. The results reveal that a...