247 results on '"Times series"'
Search Results
2. Non-linear Cointegration Test, Based on Record Counting Statistic.
- Author
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Atil, Lynda, Fellag, Hocine, Sipols, Ana E., Santos-Martín, M. T., and de Blas, Clara Simón
- Subjects
MONTE Carlo method ,NONPARAMETRIC statistics ,TIME series analysis ,ORDER statistics ,ASYMPTOTIC distribution - Abstract
Traditional tests fail to detect the presence of nonlinearities in series that are cointegrated, so in this paper a new procedure for cointegration tests is proposed by modifying the two-step Engle and Granger (EG) test (Engle and Granger in Econometrica 55:251–276, 1987), incorporating the RUR and the FB-RUR test of Aparicio et al. (J Time Ser Anal 27:545–576, 2006). The statistics of these non-parametric tests, which are constructed as functions of order statistics, endow the test with desirable properties such as invariance to non-linear transformations of the series and robustness to the presence of significant parameter shifts. As no prior estimation of the cointegrating parameter is required, the new tests lead to parameter-free asymptotic null distributions. Monte Carlo simulations are used to analyze the test properties and evaluate the power at different sample sizes. The robustness of the procedure is tested by performing a comparison of different tests of cointegration in real exchange rate relationships. These tests are able to find evidence of cointegration while standard cointegration tests fail to detect it. [ABSTRACT FROM AUTHOR]
- Published
- 2024
- Full Text
- View/download PDF
3. Fires in Pantanal: The link to Agriculture, Conversions in Cerrado, and Hydrological Changes.
- Author
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Santos, Fabrícia Cristina, Chaves, Fellipe Mira, Negri, Rogério Galante, and Massi, Klécia Gili
- Abstract
Wildfires and deforestation are severe threats to global ecosystems. In Brazil, Cerrado (a tropical savanna) and Pantanal (a tropical wetland) biomes have undergone several changes over the years due to anthropic actions. Both deforestation in Cerrado biome and wildfires in Pantanal have increased lately. Some studies argue that both processes could be related, but there is a scarcity of quantitative analysis evaluating that. In this context, making use of machine learning techniques and temporal data obtained by Remote Sensing in the period 2000–2020, this study aimed to identify the interactions between Cerrado land use and land cover change in native vegetation and wildfires incidence in Pantanal. Our results corroborate that and show that wildfires in Pantanal were directly linked to large-scale and commodities agriculture conversion in Cerrado, as well as native vegetation loss and hydrological changes in Pantanal. [ABSTRACT FROM AUTHOR]
- Published
- 2024
- Full Text
- View/download PDF
4. Ecological performance determines phenological responses of butterflies in Northern Austria
- Author
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Melanie Löckinger, Wolfgang Trutschnig, Werner Ulrich, Patrick Gros, Thomas Schmitt, and Jan Christian Habel
- Subjects
Climate change ,Butterflies ,Burnet moths ,Times series ,Alps ,Seasons ,Ecology ,QH540-549.5 - Abstract
Climate change influences the composition of species and the phenology of insect. Species tend to appear earlier in spring and to be active later in autumn. However, species respond differently to climatic changes according to their ecological and behavioural performance. However, it has not yet been clarified which ecological characteristics determine which responses. In this study, we analysed potential phenological shifts of butterflies and burnet moths across Northern Austria over a period of four decades. To investigate this, we used extensive museum data and compared the time windows 1980 to 2000 and 2001 to 2022. We found species´ specific responses to climate change differing for spring and autumn. Species hibernating as imago or pupa as well as migratory habitat ubiquists showed particularly strong phenological responses. These species may become active immediately when weather conditions become suitable. The later occurrence of species during autumn is largely controlled by day length. Therefore, altering temperature regimes did not detectably influence autumn activity. Our study highlights that ecological specialists suffer most from climate change as these are least able to adapt to new thermal conditions and altered seasonality.
- Published
- 2024
- Full Text
- View/download PDF
5. Information Extraction from Time Series in the EDM Drilling Process
- Author
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Jażdżewski, Tomasz, Regulski, Krzysztof, Bułka, Adam, Malara, Pawel, Czeszkiewicz, Adrian, Trajer, Marcin, Chaari, Fakher, Series Editor, Gherardini, Francesco, Series Editor, Ivanov, Vitalii, Series Editor, Haddar, Mohamed, Series Editor, Cavas-Martínez, Francisco, Editorial Board Member, di Mare, Francesca, Editorial Board Member, Kwon, Young W., Editorial Board Member, Tolio, Tullio A. M., Editorial Board Member, Trojanowska, Justyna, Editorial Board Member, Schmitt, Robert, Editorial Board Member, Xu, Jinyang, Editorial Board Member, Kusiak, Jan, editor, Rauch, Łukasz, editor, and Regulski, Krzysztof, editor
- Published
- 2024
- Full Text
- View/download PDF
6. Evaluation of a Fintech Sales Synthetic Data Generation Model Using a Generative Adversarial Network
- Author
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Lopez, Felipe A., Duran-Riveros, Marcia, Maldonado-Duran, Sebastian, Ruete, David, Costa, Giannina, Coronado-Hernandez, Jairo R., Gatica, Gustavo, Goos, Gerhard, Series Editor, Hartmanis, Juris, Founding Editor, Bertino, Elisa, Editorial Board Member, Gao, Wen, Editorial Board Member, Steffen, Bernhard, Editorial Board Member, Yung, Moti, Editorial Board Member, Gervasi, Osvaldo, editor, Murgante, Beniamino, editor, Garau, Chiara, editor, Taniar, David, editor, C. Rocha, Ana Maria A., editor, and Faginas Lago, Maria Noelia, editor
- Published
- 2024
- Full Text
- View/download PDF
7. A Novel ANN-ARMA Scheme Enhanced by Metaheuristic Algorithms for Dynamical Systems and Time Series Modeling and Identification.
- Author
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Nabi, Zahia, Ouali, Mohammed Assam, Ladjal, Mohamed, and Bennacer, Hamza
- Subjects
METAHEURISTIC algorithms ,DYNAMICAL systems ,TIME series analysis ,ARTIFICIAL neural networks ,CURVE fitting ,IDENTIFICATION - Abstract
This paper presents a new scheme for dynamical systems and time series modeling and identification. It is based on artificial neural networks (ANN) and metaheuristic algorithms. This scheme combines the strength of ANN with the dexterity of metaheuristic algorithms. This fusion is renowned for its ability to detect complex patterns, which considerably improves accuracy, computational efficiency, and robustness. The proposed scheme deals with the curve fitting and addresses ANN's local minima problem. This approach introduces the identification concept using a fresh novel identification element, referred to as the error model. The proposed framework encompasses a parallel interconnection of two models. The principal sub-model is the elementary model, characterized by standard specifications and a lower resolution, designed for the data being examined. In order to address the resolution limitation and achieve heightened precision, a second sub-model, named the error model, is introduced. This error model captures the disparities between the primary model and considered data. The parameters of the proposed scheme are adjusted using metaheuristic algorithms. This technique is tested across many benchmark data sets to determine its efficacy. A comparative study along with benchmark approaches will be provided. Extensive computer studies show that the suggested strategy considerably increases convergence and resolution. [ABSTRACT FROM AUTHOR]
- Published
- 2024
- Full Text
- View/download PDF
8. Second-Moment/Order Approximations by Kernel Smoothers with Application to Volatility Estimation.
- Author
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Beleña, León, Curbelo, Ernesto, Martino, Luca, and Laparra, Valero
- Subjects
- *
QUANTILE regression , *TIME series analysis , *MACHINE learning , *ECONOMETRICS - Abstract
Volatility estimation and quantile regression are relevant active research areas in statistics, machine learning and econometrics. In this work, we propose two procedures to estimate the local variances in generic regression problems by using kernel smoothers. The proposed schemes can be applied in multidimensional scenarios (not just for time series analysis) and easily in a multi-output framework as well. Moreover, they enable the possibility of providing uncertainty estimation using a generic kernel smoother technique. Several numerical experiments show the benefits of the proposed methods, even compared with the benchmark techniques. One of these experiments involves a real dataset analysis. [ABSTRACT FROM AUTHOR]
- Published
- 2024
- Full Text
- View/download PDF
9. Forecasting area and yield of cereal crops in India: intelligent choices among stochastic, machine learning and deep learning techniques
- Author
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Paul, Ranjit Kumar, Shankar, S. Vishnu, and Yeasin, Md
- Published
- 2024
- Full Text
- View/download PDF
10. Prediction of Airline Flow Using Data Analytics Methods
- Author
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Cayir Ervural, Beyzanur, Filipe, Joaquim, Editorial Board Member, Ghosh, Ashish, Editorial Board Member, Prates, Raquel Oliveira, Editorial Board Member, Zhou, Lizhu, Editorial Board Member, Ortiz-Rodríguez, Fernando, editor, Tiwari, Sanju, editor, Usoro Usip, Patience, editor, and Palma, Raul, editor
- Published
- 2023
- Full Text
- View/download PDF
11. Long-Term Average Temperature Forecast Using Machine Learning and Deep Learning in the Region of Beni Mellal
- Author
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Jdi, Hamza, Falih, Noureddine, Kacprzyk, Janusz, Series Editor, Gomide, Fernando, Advisory Editor, Kaynak, Okyay, Advisory Editor, Liu, Derong, Advisory Editor, Pedrycz, Witold, Advisory Editor, Polycarpou, Marios M., Advisory Editor, Rudas, Imre J., Advisory Editor, Wang, Jun, Advisory Editor, Aboutabit, Noureddine, editor, Lazaar, Mohamed, editor, and Hafidi, Imad, editor
- Published
- 2023
- Full Text
- View/download PDF
12. METHOD FOR AGENT-ORIENTED TRAFFIC PREDICTION UNDER DATA AND RESOURCE CONSTRAINTS.
- Author
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V. M., Lovkin, S. A., Subbotin, and A. O., Oliinyk
- Subjects
URBAN transportation ,DECISION trees ,RANDOM forest algorithms ,PREDICTION models ,AIR pollution ,TRAFFIC monitoring ,CITY traffic - Abstract
Context. Problem of traffic prediction in a city is closely connected to the tasks of transportations in a city as well as air pollution detection in a city. Modern prediction models have redundant complexity when used for separate stations, require large number of measuring stations, long measurement period when predictions are made hourly. Therefore, there is a lack of method to overcome these constraints. The object of the study is a city traffic. Objective. The objective of the study is to develop a method for traffic prediction, providing models for traffic quantification at measuring stations in the future under data and resource constraints. Method. The method for agent-oriented traffic prediction under data and resource constraints was proposed in the paper. This method uses biLSTM models with input features, including traffic data obtained from agent, representing target station, and other agents, representing informative city stations. These agents are selected by ensembles of decision trees using Random Forest method. Input time period length is proposed to set using autocorrelation data. Results. Experimental investigation was conducted on traffic data taken in Madrid from 59 measuring stations. Models created by the proposed method had higher prediction accuracy with lower values of MSE, MAE, RMSE and higher informativeness compared to base LSTM models. Conclusions. Obtained models as study results have optimal number of input features compared to the known models, do not require complete system of city stations for all roads. It enables to apply these models under city traffic data and resource constraints. The proposed solutions provide high informativeness of obtained models with practically applicable accuracy level. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
13. Identifying patterns in financial markets: extending the statistical jump model for regime identification
- Author
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Aydınhan, Afşar Onat, Kolm, Petter N., Mulvey, John M., and Shu, Yizhan
- Published
- 2024
- Full Text
- View/download PDF
14. Second-Moment/Order Approximations by Kernel Smoothers with Application to Volatility Estimation
- Author
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León Beleña, Ernesto Curbelo, Luca Martino, and Valero Laparra
- Subjects
quantile regression ,kernel smoothers ,times series ,heteroscedasticity ,nearest neighbors ,Mathematics ,QA1-939 - Abstract
Volatility estimation and quantile regression are relevant active research areas in statistics, machine learning and econometrics. In this work, we propose two procedures to estimate the local variances in generic regression problems by using kernel smoothers. The proposed schemes can be applied in multidimensional scenarios (not just for time series analysis) and easily in a multi-output framework as well. Moreover, they enable the possibility of providing uncertainty estimation using a generic kernel smoother technique. Several numerical experiments show the benefits of the proposed methods, even compared with the benchmark techniques. One of these experiments involves a real dataset analysis.
- Published
- 2024
- Full Text
- View/download PDF
15. Exploration of Vegetation Change Trend in the Greater Khingan Mountains Area of China Based on EEMD Method.
- Author
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Fan, Wenrui, Zhou, Hongmin, Wang, Changjing, Zhang, Guodong, Ma, Wu, and Wang, Qian
- Subjects
- *
VEGETATION dynamics , *CLIMATE change , *CONIFEROUS forests , *MOUNTAIN forests , *DROUGHTS , *FOREST plants - Abstract
Vegetation, especially forest ecosystems, plays an important role in the global energy flow and material cycle. The vegetation index (VI) is an important index reflecting the dynamic change in vegetation and directly reflects the response of ecosystem to global climate change. The Greater Khingan Mountains Forest region is located in the northeast of China. It is the largest primeval forest region in China, which is well preserved and less affected by human activities. It is of great significance to study the driving mechanism of forest vegetation change for future ecological prediction and management. In this study, GIMMS NDVI data were used to explore the characteristics of nonlinear temporal and spatial variation of NDVI in the Greater Khingan Mountains and its relationship with climatic factors. Firstly, the EEMD method was used to analyze the characteristics of vegetation change in the study area from 1982 to 2015. Secondly, the relationship between vegetation change and climate was discussed by using precipitation and temperature data. The results showed that the following: (1) from 1982 to 2015, the interannual change in vegetation in the Greater Khingan Mountains presented a trend of slow fluctuation and gradual decrease (SLOPE = −0.1645/10,000, p < 0.01). (2) The spatial distribution of vegetation change had obvious geographical differences, and in the central region, the overall distribution characteristics had an obvious browning trend, and in the northwest and southeast, the distribution characteristics had a green trend. (3) The correlation analysis results of vegetation change and climate factors showed that NDVI change was significantly positively correlated with temperature and precipitation; additionally, NDVI change was more correlated with temperature with a range of 0.8–1 than precipitation. (4) The results of vegetation attribution analysis in four typical areas of the study area showed that the following: the coniferous forest area has good cold tolerance and drought tolerance, the correlation between vegetation change and climate factors (temperature, precipitation) was not the strongest, which was 0.537 and 0.828, respectively. The ecological transition area and the broad-leaved forest area, which was located at the edge of the study area, have relatively fragile ecosystems, showed a strong correlation with precipitation, and the correlation coefficients reached 0.670 and 0.632, respectively. The surface water resources provide favorable conditions for the growth of vegetation, it showed a weak correlation with precipitation, and the correlation coefficient was 0.5349. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
16. The pattern of socio-economic segregation between schools in England 1989 to 2021: The pupil premium, Universal Credit, and Covid-19 eras.
- Author
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Gorard, Stephen
- Subjects
- *
SOCIOECONOMICS , *SCHOOL children , *SECONDARY schools , *SCHOOL food , *CLASSROOMS - Abstract
This paper presents an analysis of the extent to which poor pupils in England are clustered in schools with others like them. It is based on a segregation index of pupils eligible for free school meals for every year for which official national data is available. The trend over time has been published before up to 2019, and this paper extends the analysis to 2021, covering both the Covid-19 era so far and the beginning of transitional arrangements for Universal Credit, which have led to a substantial increase in the number of pupils eligible for free school meals. Results show that the segregation of poor pupils between secondary schools has continued to decline annually – a decline that started with the onset of Pupil Premium funding. This decline in segregation has not occurred for other possible indicators of disadvantage, such as pupils having a special educational need or disability, which are not addressed by Pupil Premium funding. Clustering disadvantaged pupils together in parts of a national school system has been linked to worse pupil outcomes overall, lower aspirations, less ethnic cohesion, and reduced trust in society by students. So, this ongoing reduction is encouraging, and is likely to lead to a lower poverty attainment gap in academic outcomes. However, the reduction in 2020 and 2021 is "false" to some extent, based mostly on a sudden increase in the number of pupils officially classed as poor, rather than an improvement in their distribution or evenness. It is, therefore, important to retain Pupil Premium funding or something like it for the time being to see what happens to the attainment gap. And the apparent success of this funding scheme could have implications for school systems worldwide that value fairness in the provision of national opportunities for education. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
17. DESALIENTO LABORAL POR BRECHA SALARIAL: UNA EXPLICACIÓN A LA PARTICIPACIÓN LABORAL FEMENINA EN MÉXICO 2005Q1-2020Q1.
- Author
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Salas, Emmanuel
- Subjects
- *
INCOME inequality , *TIME series analysis , *PARTICIPATION , *WAGE increases , *FEMALES , *LABOR market , *HYPOTHESIS , *LABOR time , *WAGES - Abstract
The article analyzes the low female labor participation in Mexico and proposes that it is due to labor discouragement caused by the wage gap. It is concluded that women are more likely to enter the labor market when the perception of the wage gap is reduced, and they withdraw when it increases. The importance of reducing the wage gap to increase female labor participation is highlighted. Additionally, it is mentioned that wage discrimination is still present in the world and that there are differences in the wage gap according to the sector and region of residence. [Extracted from the article]
- Published
- 2023
18. A Novel Machine Learning Approach for Solar Radiation Estimation.
- Author
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Hissou, Hasna, Benkirane, Said, Guezzaz, Azidine, Azrour, Mourade, and Beni-Hssane, Abderrahim
- Abstract
Solar irradiation (Rs) is the electromagnetic radiation energy emitted by the Sun. It plays a crucial role in sustaining life on Earth by providing light, heat, and energy. Furthermore, it serves as a key driver of Earth's climate and weather systems, influencing the distribution of heat across the planet, shaping global air and ocean currents, and determining weather patterns. Variations in Rs levels have significant implications for climate change and long-term climate trends. Moreover, Rs represents an abundant and renewable energy resource, offering a clean and sustainable alternative to fossil fuels. By harnessing solar energy, we can actively reduce greenhouse gas emissions. However, the utilization of Rs comes with its own challenges that must be addressed. One problem is its variability, which makes it difficult to predict and plan for consistent solar energy generation. Its intermittent nature also poses difficulties in meeting continuous energy demand unless appropriate energy storage or backup systems are in place. Integrating large-scale solar energy systems into existing power grids can present technical challenges. Rs levels are influenced by various factors; understanding these factors is crucial for various applications, such as renewable energy planning, climate modeling, and environmental studies. Overcoming the associated challenges requires advancements in technology and innovative solutions. Measuring and harnessing Rs for various applications can be achieved using various devices; however, the expense and scarcity of measuring equipment pose challenges in accurately assessing and monitoring Rs levels. In order to address this, alternative methods have been developed with which to estimate Rs, including artificial intelligence and machine learning (ML) models, like neural networks, kernel algorithms, tree-based models, and ensemble methods. To demonstrate the impact of feature selection methods on Rs predictions, we propose a Multivariate Time Series (MVTS) model using Recursive Feature Elimination (RFE) with a decision tree (DT), Pearson correlation (Pr), logistic regression (LR), Gradient Boosting Models (GBM), and a random forest (RF). Our article introduces a novel framework that integrates various models and incorporates overlooked factors. This framework offers a more comprehensive understanding of Recursive Feature Elimination and its integrations with different models in multivariate solar radiation forecasting. Our research delves into unexplored aspects and challenges existing theories related to solar radiation forecasting. Our results show reliable predictions based on essential criteria. The feature ranking may vary depending on the model used, with the RF Regressor algorithm selecting features such as maximum temperature, minimum temperature, precipitation, wind speed, and relative humidity for specific months. The DT algorithm may yield a slightly different set of selected features. Despite the variations, all of the models exhibit impressive performance, with the LR model demonstrating outstanding performance with low RMSE (0.003) and the highest R2 score (0.002). The other models also show promising results, with RMSE scores ranging from 0.006 to 0.007 and a consistent R2 score of 0.999. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
19. THE RELATIONSHIP BETWEEN FINANCE AND GROWTH IN GERMANY AND LUXEMBOURG: A TIME-SERIES ANALYSIS APPROACH.
- Author
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PALCAU, Teodora
- Abstract
The present paper examines the economic growth and financial development relationship in two of the European Union's founding countries and Eurozone members, namely Germany and Luxembourg, by taking into consideration a large period, from 1970 to 2019. We motivate the choice of these specific two countries based on the similar rate of GDP per capita growth over the years, and also on the relevance of the financial sector in the total economy. Five different measures of financial development are employed to address the depth and efficiency of the financial sector. We apply Granger causality tests, using the cointegration and Vector Error-Correction (VEC) methodology. The empirical analysis indicates consistent results, as both in the case of Germany and Luxembourg it can be established Granger causality for the economic growth -- financial development nexus. There is also evidence of bi-directional relationship. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
20. A lightweight time series method for prediction of solar radiation
- Author
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Hissou, Hasna, Benkirane, Said, Guezzaz, Azidine, Azrour, Mourade, and Beni-Hssane, Abderrahim
- Published
- 2024
- Full Text
- View/download PDF
21. Service Analytics on ITSM Processes Using Time Series
- Author
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Karamitsos, Ioannis, Murad, Omar, Modak, Sanjay, Bansal, Jagdish Chand, Series Editor, Deep, Kusum, Series Editor, Nagar, Atulya K., Series Editor, Pandit, Manjaree, editor, Gaur, M. K., editor, Rana, Prashant Singh, editor, and Tiwari, Akhilesh, editor
- Published
- 2022
- Full Text
- View/download PDF
22. Voluntary labour supply by birth cohort: empirical evidence from Germany.
- Author
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Dittrich, Marcus and Mey, Bianka
- Subjects
LABOR supply ,COHORT analysis ,VOLUNTEER service ,TIME series analysis ,SOCIAL capital - Abstract
This paper examines the relationship between the volunteer labour supply as a component of social capital accumulation and birth cohorts. Using cross-sectional data from Germany, we apply pseudo time series and panel methods to study the connection between volunteering, active membership status, and public and private good motivations to capture an apparently changing perception of volunteer work. Our results suggest that volunteering establishes itself as a stable behaviour. Active membership and motives to volunteer to do something for a common good have predictive power. The results suggest that the volunteer labour supply is associated with some kind of institutionalised structures and a public good orientation rather than 'just having a good time'. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
23. Time-Series Analysis and Healthcare Implications of COVID-19 Pandemic in Saudi Arabia.
- Author
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Zrieq, Rafat, Kamel, Souad, Boubaker, Sahbi, Algahtani, Fahad D., Alzain, Mohamed Ali, Alshammari, Fares, Alshammari, Fahad Saud, Aldhmadi, Badr Khalaf, Atique, Suleman, Al-Najjar, Mohammad A. A., and Villareal, Sandro C.
- Subjects
MORTALITY risk factors ,HISTORICAL research ,RISK assessment ,PREDICTION models ,INFECTION control ,RESEARCH funding ,MEDICAL care ,TIME series analysis ,DATA analytics ,DECISION making ,DESCRIPTIVE statistics ,REINFECTION ,CONVALESCENCE ,THEORY ,MACHINE learning ,COVID-19 pandemic ,FORECASTING ,COVID-19 ,DISEASE risk factors - Abstract
The first case of coronavirus disease 2019 (COVID-19) in Saudi Arabia was reported on 2 March 2020. Since then, it has progressed rapidly and the number of cases has grown exponentially, reaching 788,294 cases on 22 June 2022. Accurately analyzing and predicting the spread of new COVID-19 cases is critical to develop a framework for universal pandemic preparedness as well as mitigating the disease's spread. To this end, the main aim of this paper is first to analyze the historical data of the disease gathered from 2 March 2020 to 20 June 2022 and second to use the collected data for forecasting the trajectory of COVID-19 in order to construct robust and accurate models. To the best of our knowledge, this study is the first that analyzes the outbreak of COVID-19 in Saudi Arabia for a long period (more than two years). To achieve this study aim, two techniques from the data analytics field, namely the auto-regressive integrated moving average (ARIMA) statistical technique and Prophet Facebook machine learning technique were investigated for predicting daily new infections, recoveries and deaths. Based on forecasting performance metrics, both models were found to be accurate and robust in forecasting the time series of COVID-19 in Saudi Arabia for the considered period (the coefficient of determination for example was in all cases more than 0.96) with a small superiority of the ARIMA model in terms of the forecasting ability and of Prophet in terms of simplicity and a few hyper-parameters. The findings of this study have yielded a realistic picture of the disease direction and provide useful insights for decision makers so as to be prepared for the future evolution of the pandemic. In addition, the results of this study have shown positive healthcare implications of the Saudi experience in fighting the disease and the relative efficiency of the taken measures. [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF
24. Exploration of Vegetation Change Trend in the Greater Khingan Mountains Area of China Based on EEMD Method
- Author
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Wenrui Fan, Hongmin Zhou, Changjing Wang, Guodong Zhang, Wu Ma, and Qian Wang
- Subjects
times series ,EEMD ,correlation ,spatial distribution ,Meteorology. Climatology ,QC851-999 - Abstract
Vegetation, especially forest ecosystems, plays an important role in the global energy flow and material cycle. The vegetation index (VI) is an important index reflecting the dynamic change in vegetation and directly reflects the response of ecosystem to global climate change. The Greater Khingan Mountains Forest region is located in the northeast of China. It is the largest primeval forest region in China, which is well preserved and less affected by human activities. It is of great significance to study the driving mechanism of forest vegetation change for future ecological prediction and management. In this study, GIMMS NDVI data were used to explore the characteristics of nonlinear temporal and spatial variation of NDVI in the Greater Khingan Mountains and its relationship with climatic factors. Firstly, the EEMD method was used to analyze the characteristics of vegetation change in the study area from 1982 to 2015. Secondly, the relationship between vegetation change and climate was discussed by using precipitation and temperature data. The results showed that the following: (1) from 1982 to 2015, the interannual change in vegetation in the Greater Khingan Mountains presented a trend of slow fluctuation and gradual decrease (SLOPE = −0.1645/10,000, p < 0.01). (2) The spatial distribution of vegetation change had obvious geographical differences, and in the central region, the overall distribution characteristics had an obvious browning trend, and in the northwest and southeast, the distribution characteristics had a green trend. (3) The correlation analysis results of vegetation change and climate factors showed that NDVI change was significantly positively correlated with temperature and precipitation; additionally, NDVI change was more correlated with temperature with a range of 0.8–1 than precipitation. (4) The results of vegetation attribution analysis in four typical areas of the study area showed that the following: the coniferous forest area has good cold tolerance and drought tolerance, the correlation between vegetation change and climate factors (temperature, precipitation) was not the strongest, which was 0.537 and 0.828, respectively. The ecological transition area and the broad-leaved forest area, which was located at the edge of the study area, have relatively fragile ecosystems, showed a strong correlation with precipitation, and the correlation coefficients reached 0.670 and 0.632, respectively. The surface water resources provide favorable conditions for the growth of vegetation, it showed a weak correlation with precipitation, and the correlation coefficient was 0.5349.
- Published
- 2023
- Full Text
- View/download PDF
25. PROBABILIDADE DE OCORRÊNCIA DE TEMPERATURAS MÁXIMAS MENSAIS PREJUDICIAIS E FAVORÁVEIS AOS CULTIVOS AGRÍCOLAS EM MINAS GERAIS.
- Author
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de Morais Borges, Rodrigo, Cargnelutti Filho, Alberto, and Vieira Loro, Murilo
- Published
- 2022
- Full Text
- View/download PDF
26. Determinants of private domestic investment in Palestine: time series analysis
- Author
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Ibrahim M. Awad, Ghada K. Al-Jerashi, and Zaid Ahmad Alabaddi
- Subjects
Econometrics ,Investment ,Interest rate ,Palestine ,Times series ,Business ,HF5001-6182 ,Finance ,HG1-9999 - Abstract
Purpose – This empirical paper aims to examine the impact of interest rate (IR) and political instability (POLINS) on Palestine's domestic private investment. Design/methodology/approach – A set of econometric techniques of time series data are adopted to meet the study objectives. They include regression analysis, unit root tests, cointegration test, ARDL & Bound tests, VAR test and Granger causality test. Findings – The study's primary results complement the neoclassical approach, which states that the IR is negatively associated with domestic private investment. The empirical results reveal that there is no long-run relationship. Also, there is no causality between domestic investment and lending rates. Accordingly, these findings alert policymakers to draw a series of steps to minimize the IR at a minimum to stimulate investment for improved economic growth and development. Practical implications – There is still no national currency in Palestine. The Palestinian Monetary Authority (PMA) is advised to set an appropriate ratio of the IR for the currencies-in-circulation in Palestine for boosting investment and economic development. Originality/value – This paper provides new background information to both policymakers and researchers on the main determinants of investment in Palestine using econometric analysis. Accordingly, this critical issue is required to be examined in Palestine for stimulating investment.
- Published
- 2021
- Full Text
- View/download PDF
27. Enhancing digital cryptocurrency trading price prediction with an attention-based convolutional and recurrent neural network approach: The case of Ethereum.
- Author
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Shang, Dawei, Guo, Ziyu, and Wang, Hui
- Abstract
• Proposes an interpretable machine learning (IML) approach. • Improves recurrent neural network framework for cryptocurrency forecasting. • Incorporated an attention mechanism-enhanced distribution function algorithm. • Proposes attention-based approach improved interpretability and accuracy. • The new approach has higher accuracy than the GRU and ARIMA approaches. To predict Ethereum price fluctuations, this study proposes a new two-stage Machine Learning approach using an improved convolutional neural network and a recurrent neural network framework, integrating an attention mechanism-based distribution function algorithm. We construct a dataset and perform model training, fitting, and forecasting. The results indicate that compared with traditional neural networks and time-series models such as GRU and ARIMA, respectively, this approach can effectively use the data information of digital cryptocurrency and improve the prediction accuracy and interpretability of attention-based allocation functions. This study contributes to the literature by offering a new approach for stakeholders. [ABSTRACT FROM AUTHOR]
- Published
- 2024
- Full Text
- View/download PDF
28. Monitoring of Grasslands Management Practices Using Interferometric Products Sentinel-1
- Author
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Chiboub, Ons, Kallel, Amjad, Frison, Pierre-Louis, Lopes, Maïlys, Pisello, Anna Laura, Editorial Board Member, Hawkes, Dean, Editorial Board Member, Bougdah, Hocine, Editorial Board Member, Rosso, Federica, Editorial Board Member, Abdalla, Hassan, Editorial Board Member, Boemi, Sofia-Natalia, Editorial Board Member, Mohareb, Nabil, Editorial Board Member, Mesbah Elkaffas, Saleh, Editorial Board Member, Bozonnet, Emmanuel, Editorial Board Member, Pignatta, Gloria, Editorial Board Member, Mahgoub, Yasser, Editorial Board Member, De Bonis, Luciano, Editorial Board Member, Kostopoulou, Stella, Editorial Board Member, Pradhan, Biswajeet, Editorial Board Member, Abdul Mannan, Md., Editorial Board Member, Alalouch, Chaham, Editorial Board Member, O. Gawad, Iman, Editorial Board Member, Amer, Mourad, Series Editor, El-Askary, Hesham M., editor, Lee, Saro, editor, and Heggy, Essam, editor
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- 2019
- Full Text
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29. Application of Box-Jenkins Model in Predicting Road Traffic Crashes in Nigeria
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Oreko, Benjamin Ufuoma, Okiy, Stanley, Ao, Sio-Iong, editor, Kim, Haeng Kon, editor, and Amouzegar, Mahyar A., editor
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- 2019
- Full Text
- View/download PDF
30. Probabilidade de ocorrência de temperaturas mínimas e máximas mensais do ar prejudiciais e favoráveis aos cultivos agrícolas no Rio Grande do Sul.
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de Morais Borges, Rodrigo, Cargnelutti Filho, Alberto, and Vieira Loro, Murilo
- Subjects
- *
TIME series analysis , *WEIBULL distribution , *GAUSSIAN distribution , *DISTRIBUTION (Probability theory) , *GAMMA distributions , *CROPS , *LOGNORMAL distribution - Abstract
The objectives of this work were to verify the adjustment of time series of monthly minimum (Tmín) and monthly maximum (Tmáx) air temperatures, in the State of Rio Grande do Sul, to the normal, log-normal, gamma and weibull probability distributions, to determine probabilities of occurrence and prepare maps with the interpolation of isolines. The Kolmogorov-Smirnov test was applied to 216 time series of Tmín and 216 time series of Tmáx (18 cities × 12 months). Based on the normal distribution, values of Tmín were determined, whose probability of occurrence of Tmín less than or equal to this value is 90%, and values of Tmáx, whose probability of occurrence of Tmáx greater or equal to this value is 90%. From these values, maps were prepared with interpolation of isolines with a difference of 0.5°C. The Tmín and Tmáx data adjust the normal, log-normal, gamma and weibull distributions, showing better adherence to the normal distribution. The maps with the isolines are useful to verify the probability of occurrence of harmful or favorable Tmín and Tmáx for agricultural crops in the State of Rio Grande do Sul, during the months of the year. [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF
31. PREVISÃO DO CONSUMO DE ENERGIA ELÉTRICA NAS ÁREAS RURAIS BRASILEIRAS: UMA ABORDAGEM BOX-JENKINS.
- Author
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Ávila Santos, Regina, Bomfim Moreno, Mateus Hurbano, and Bolqui Dutra, Ítalo João
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BOX-Jenkins forecasting ,ELECTRIC power consumption ,ENERGY consumption ,RURAL geography ,RURAL families - Abstract
Copyright of Organizações Rurais & Agroindustriais is the property of Organizacoes Rurais & Agroindustriais and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
- Published
- 2022
- Full Text
- View/download PDF
32. COVID-19 epidemic in Brazil: Where are we at?
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Andréa de Paula Lobo, Augusto César Cardoso-dos-Santos, Marli Souza Rocha, Rejane Sobrino Pinheiro, João Matheus Bremm, Eduardo Marques Macário, Wanderson Kleber de Oliveira, and Giovanny Vinícius Araújo de França
- Subjects
COVID-19 ,Times series ,Epidemiology ,Brazil ,Joinpoint ,Infectious and parasitic diseases ,RC109-216 - Abstract
Objetive: To analyze the trends of COVID-19 in Brazil in 2020 by Federal Units (FU). Method: Ecological time-series based on cumulative confirmed cases of COVID-19 from March 11 to May 12. Joinpoint regression models were applied to identify points of inflection in COVID-19 trends, considering the days since the 50th confirmed case as time unit. Results: Brazil reached its 50th confirmed case of COVID-19 in 11 March 2020 and, 63 days after that, on May 12, 177,589 cases had been confirmed. The trends for all regions and FU are upward. In the last segment, from the 31st to the 63rd day, Brazil presented a daily percentage change (DPC) of 7.3% (95%CI= 7.2;7.5). For the country the average daily percentage change (ADPC) was 14.2% (95%CI: 13.8;14.5). The highest ADPC values were found in the North, Northeast and Southeast regions. Conclusions: In summary, our results show that all FUs in Brazil present upward trends of COVID-19. In some FUs, the slowdown in DPC in the last segment must be considered with caution. Each FU is at a different stage of the pandemic and, therefore, non-pharmacological measures should be adopted accordingly.
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- 2020
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- View/download PDF
33. Science, technology, innovation, theory and evidence: the new institutionality in Colombia.
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Pardo Martínez, Clara Inés and Cotte Poveda, Alexander
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ECONOMIC competition ,ECONOMIC expansion ,TIME series analysis ,ECONOMIC development ,TECHNOLOGICAL progress - Abstract
It is widely recognized that the design and application of suitable and robust science, technology and innovation (STI) policies and appropriate STI institutions promote development, economic growth and competitiveness in the long run. This paper analyses the dynamics of STI in Colombia over the 1995–2019 period to determine its relationship with its most important determinants and its collateral relationship with economic growth as an input affecting different issues; this work takes into account the creation of the new ministry of science, technology and innovation (MSTI) and uses different time series techniques. According to the analysis, a positive relationship exists between investments in research and development, STI activities, and the independence and transparency of STI management by the new MSTI, which could generate higher productivity, technological change, economic growth and development. The results of the models also demonstrate the long-run relationship and short-run dynamics related to STI investment and research results and the importance of transparency and independence. It is important to establish adequate STI governance and allow new ministries to play an important role to achieve a society based on knowledge that produces relevant research, technology and innovation based on the needs and resources of the country. [ABSTRACT FROM AUTHOR]
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- 2021
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34. Ressurgência: Um Estudo Estatístico de Temperatura e Salinidade da Boia 19°00's34°00'w.
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Couto Simões, Paulo Henrique, da Serra Costa, José Fabiano, Montillo Provenza, Marcello, Layter Xavier, Vinicius, and de Jesus Goulart, Jorge Luiz
- Subjects
- *
BOX-Jenkins forecasting , *STATISTICAL smoothing , *GEOGRAPHICAL positions , *BRAZILIANS , *COASTS - Abstract
The more than seven thousand kilometers of the Brazilian coast constitute an area of unparalleled wealth in our country, where a large part of the Brazilian population is concentrated. It is in the coastal region where a large part of fishing, navigation, oil extraction, leisure and tourism takes place in Brazil. In this scenario, a knowledge of the oceanic conditions existing along our coastline becomes increasingly necessary. Several programs encourage and carry out activities related to the study of the oceans. In this work, the GOOS-BRASIL database, which is a national ocean observation system, will be analyzed. The objective of the present study is to model the forecast of the time series between 2005 and 2014 of average temperatures and salinities at one meter depth, collected from the ATLAS buoy (geographical position 19 ° 00S34 ° 00W) of the PIRATA network. Initially, stationarity and seasonality analyzes were made, to later elaborate forecasts. The exponential smoothing and Box-Jenkins models were used, which were evaluated by the metrics of the Mean Square Error and the Absolute Mean Percentage of Error. The temperature had Brown Linear Exponential Smoothing and salinity AR (1) and Simple Exponential Smoothing as the best results. [ABSTRACT FROM AUTHOR]
- Published
- 2021
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- View/download PDF
35. Unifying ecosystem responses to disturbance into a single statistical framework.
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Lemoine, Nathan P.
- Subjects
- *
ECOLOGICAL disturbances , *IMPULSE response , *TIME series analysis , *STOCHASTIC processes - Abstract
Natural ecosystems are currently experiencing unprecedented rates of anthropogenic disturbance. Given the potential ramifications of more frequent disturbances, it is imperative that we accurately quantify ecosystem responses to severe disturbance. Specifically, ecologists and managers need estimates of resistance and recovery from disturbance that are free of observation error, not biased by temporal stochasticity and that standardize disturbance magnitude among many disparate ecosystems relative to normal interannual variability. Here, I propose a statistical framework that estimates all four components of ecosystem responses to disturbance (resistance, recovery, elasticity and return time), while resolving all of the issues described above. Coupling autoregressive time series with exogenous predictors (ARX) models with impulse response functions (IRFs) allows researchers to statistically subject all ecosystems to similar levels of disturbance, estimate lag effects and obtain standardized estimates of resistance to and recovery from disturbance that are free from observation error and stochastic processes inherent in raw data. [ABSTRACT FROM AUTHOR]
- Published
- 2021
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36. Channel Capabilities, Product Characteristics, and the Impacts of Mobile Channel Introduction.
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Bang, Youngsok, Lee, Dong-Joo, Han, Kunsoo, Hwang, Minha, and Ahn, Jae-Hyeon
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INTERNET searching ,REGRESSION analysis ,PRODUCT management research ,MARKETING management ,PRODUCT information management ,MOBILE commerce ,MARKETING - Abstract
Drawing on the notion of channel capability, we develop a theoretical ramework for understanding the interactions between mobile and traditional online channels for products with different characteristics. Specifically, we identify two channel capabilities-access and search capabilities-that differentiate mobile and online channels, and two product characteristics that are directly related to the channel capabilities-time criticality and information intensity. Based on this framework, we generate a set of predictions on the differential effects of mobile channel introduction across different product categories. We test the predictions by applying a counterfactual analysis based on vector autoregression to a large panel data set from a leading e-market in Korea that covers a 28-month period and contains all of the transactions made through the online and mobile channels before and after the mobile channel introduction. Consistent with our theoretical predictions, our results suggest that the performance impact of the mobile channel depends on the two product characteristics and the resulting product-channel fit. We discuss implications for theory and multichannel strategy. [ABSTRACT FROM AUTHOR]
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- 2013
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37. Variables meteorológicas y niveles de concentración de material particulado de 10 μm en Andacollo, Chile: un estudio de dispersión y entropías.
- Author
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Pacheco, Patricio R., Parodi, María C., Mera, Eduardo M., and Salini, Giovanni A.
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- *
PARTICULATE matter , *LYAPUNOV exponents , *TIME series analysis , *SOLAR radiation , *WIND speed , *CHAOS theory - Abstract
The objective of this research study is to compare pollutant dispersion in a Gaussian model, using the wind rose from the city of Andacollo (Chile), with a model based on the chaos theory that uses raw public Andacollo station data from the Chilean National Air Quality Information System (SINCA, for its acronym in Spanish). The data consist of time series for particulate matter, temperature, relative humidity, pressure, solar radiation, and wind speed magnitude. The chaotic treatment of each series provides their corresponding Lyapunov exponent, Hurst coefficient, and correlation entropy. The chaotic approximation shows that entropies of meteorological variables act on that of the pollutant, causing an asymptotic decay according to the loss of persistence. This explains its localized thermal interactions. It is concluded that both models show similar predictions when comparing the decay of the pollutant PM10. [ABSTRACT FROM AUTHOR]
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- 2020
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38. COVID-19 epidemic in Brazil: Where are we at?
- Author
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Lobo, Andréa de Paula, Cardoso-dos-Santos, Augusto César, Rocha, Marli Souza, Pinheiro, Rejane Sobrino, Bremm, João Matheus, Macário, Eduardo Marques, Oliveira, Wanderson Kleber de, and França, Giovanny Vinícius Araújo de
- Subjects
- *
COVID-19 , *COVID-19 pandemic , *EPIDEMICS , *REGRESSION analysis , *UNITS of time - Abstract
• Brazil registered 177,589 cases of COVID-19 between March 11 and May 12, 2020. • All Federative Units showed upward trends in accumulated cases of COVID-19. • The highest increments were found in the North, Northeast and Southeast regions. • Each Federative Unit in Brazil is at a different stage of the COVID-19 pandemic. To analyze the trends of COVID-19 in Brazil in 2020 by Federal Units (FU). Ecological time-series based on cumulative confirmed cases of COVID-19 from March 11 to May 12. Joinpoint regression models were applied to identify points of inflection in COVID-19 trends, considering the days since the 50th confirmed case as time unit. Brazil reached its 50th confirmed case of COVID-19 in 11 March 2020 and, 63 days after that, on May 12, 177,589 cases had been confirmed. The trends for all regions and FU are upward. In the last segment, from the 31st to the 63rd day, Brazil presented a daily percentage change (DPC) of 7.3% (95%CI= 7.2;7.5). For the country the average daily percentage change (ADPC) was 14.2% (95%CI: 13.8;14.5). The highest ADPC values were found in the North, Northeast and Southeast regions. In summary, our results show that all FUs in Brazil present upward trends of COVID-19. In some FUs, the slowdown in DPC in the last segment must be considered with caution. Each FU is at a different stage of the pandemic and, therefore, non-pharmacological measures should be adopted accordingly. [ABSTRACT FROM AUTHOR]
- Published
- 2020
- Full Text
- View/download PDF
39. Türkiye'de Beşeri Sermaye, İnovasyon ve Ekonomik Büyüme İlişkisinin Ekonometrik Analizi (1995-2018).
- Author
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EYGÜ, HAKAN and COŞKUN, HÜSEYİN
- Subjects
- *
ECONOMIC expansion , *TIME series analysis , *HUMAN capital , *CAPITAL investments , *GROSS domestic product - Abstract
In this study; human capital, innovation and economic growth for Turkey's economy were investigated by time series analysis methods using the 1995-2018 period annual data. Real GDP per capita representing economic growth was taken as a dependent variable, domestic patent registration numbers representing innovation from independent variables, and students graduating from higher education representing the human capital variable. Besides, variables of labor and capital investments, which are considered as indicators of growth, are also included in the model. Extended Dickey-Fuller and Phillips- Perron unit root tests in determining the stability of variables, Johansen cointegration analysis in determining long term relationship, the existence of a cointegration relationship between variables, were used. Granger causality analysis was used to determine the causality relationship. As a result of the analyzes applied to the model, it was determined that there is a cointegration relationship between the variables. It has been observed that human capital and innovation have no effect on economic growth in the short term, but they have a positive effect in the long term, and capital investments and workforce affect economic growth both in the short and long term. As a result of the Granger causality analysis, bidirectional causality relationships between capital investments and economic growth, from the workforce to economic growth, from the workforce to capital investments, from human capital to innovation, were determined. [ABSTRACT FROM AUTHOR]
- Published
- 2020
40. Quando a Política afeta a Economia? Os Efeitos da Instabilidade Macroeconômica e Incertezas Políticas sobre o Mercado de Capitais no Pós Crise.
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Salomão Neto, Benito Adelmo
- Subjects
- *
FOREIGN exchange rates , *TIME series analysis , *STOCK exchanges , *EXERCISE , *CRISES - Abstract
The Brazilian economy has been going through a series of shocks of a political nature in the last 10 years. This article assesses whether such shocks and whether exchange rate volatility had an effect on the value of listed companies in the post-2008 crisis. The results, estimated by OLS and GMM, point out that these political shocks and the volatility of the exchange rate exchange rates exercise statistically significant effects, causing significant reductions in the value of companies in Brazil. [ABSTRACT FROM AUTHOR]
- Published
- 2020
41. Short-time wind speed prediction based on Legendre multi-wavelet neural network
- Author
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Zheng, X., Jia, D., Lu, Zhihan, Luo, C., Zhao, J., Ye, Z., Zheng, X., Jia, D., Lu, Zhihan, Luo, C., Zhao, J., and Ye, Z.
- Abstract
As one of the most widespread renewable energy sources, wind energy is now an important part of the power system. Accurate and appropriate wind speed forecasting has an essential impact on wind energy utilisation. However, due to the stochastic and uncertain nature of wind energy, more accurate forecasting is necessary for its more stable and safer utilisation. This paper proposes a Legendre multiwavelet-based neural network model for non-linear wind speed prediction. It combines the excellent properties of Legendre multi-wavelets with the self-learning capability of neural networks, which has rigorous mathematical theory support. It learns input-output data pairs and shares weights within divided subintervals, which can greatly reduce computing costs. We explore the effectiveness of Legendre multi-wavelets as an activation function. Meanwhile, it is successfully being applied to wind speed prediction. In addition, the application of Legendre multi-wavelet neural networks in a hybrid model in decomposition-reconstruction mode to wind speed prediction problems is also discussed. Numerical results on real data sets show that the proposed model is able to achieve optimal performance and high prediction accuracy. In particular, the model shows a more stable performance in multi-step prediction, illustrating its superiority.
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- 2023
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42. Time Series Anomaly Detection using Convolutional Neural Networks in the Manufacturing Process of RAN
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Landin, C., Liu, Jie, Katsarou, Katerina, Tahvili, S., Landin, C., Liu, Jie, Katsarou, Katerina, and Tahvili, S.
- Abstract
The traditional approach of categorizing test results as 'Pass' or 'Fail' based on fixed thresholds can be labor-intensive and lead to dropping test data. This paper presents a framework to enhance the semi-automated software testing process by detecting deviations in executed data and alerting when anomalous inputs fall outside data-driven thresholds. In detail, the proposed solution utilizes classification with convolutional neural networks and prediction modeling using linear regression, Ridge regression, Lasso regression, and XGBoost. The study also explores transfer learning in a highly correlated use case. Empirical evaluation at a leading Telecom company validates the effectiveness of the approach, showcasing its potential to improve testing efficiency and accuracy. Despite its significance, limitations include the need for further research in different domains and industries to generalize the findings, as well as the potential biases introduced by the selected machine learning models. Overall, this study contributes to the field of semi-automated software testing and highlights the benefits of leveraging data-driven thresholds and machine learning techniques for enhanced software quality assurance processes.
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- 2023
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43. Change-Point and Model Estimation with Heteroskedastic Noise and Unknown Model Structure
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Alhashimi, Anas, Nolte, Thomas, Papadopoulos, Alessandro, Alhashimi, Anas, Nolte, Thomas, and Papadopoulos, Alessandro
- Abstract
In this paper, we investigate the problem of modeling time-series as a process generated through (i) switching between several independent sub-models; (ii) where each sub-model has heteroskedastic noise, and (iii) a polynomial bias, describing nonlinear dependency on system input. First, we propose a generic nonlinear and heteroskedastic statistical model for the process. Then, we design Maximum Likelihood (ML) parameters estimation method capable of handling heteroscedasticity and exploiting constraints on model structure. We investigate solving the intractable ML optimization using population-based stochastic numerical methods. We then find possible model change-points that maximize the likelihood without over-fitting measurement noise. Finally, we verify the usefulness of the proposed technique in a practically relevant case study, the execution-time of odometry estimation for a robot operating radar sensor, and evaluate the different proposed procedures using both simulations and field data.
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- 2023
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44. Time-series Anomaly Detection and Classification with Long Short-Term Memory Network on Industrial Manufacturing Systems
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Markovic, Tijana, Dehlaghi-Ghadim, A., Leon, Miguel, Balador, Ali, Punnekkat, Sasikumar, Markovic, Tijana, Dehlaghi-Ghadim, A., Leon, Miguel, Balador, Ali, and Punnekkat, Sasikumar
- Abstract
Modern manufacturing systems collect a huge amount of data which gives an opportunity to apply various Machine Learning (ML) techniques. The focus of this paper is on the detection of anomalous behavior in industrial manufacturing systems by considering the temporal nature of the manufacturing process. Long Short-Term Memory (LSTM) networks are applied on a publicly available dataset called Modular Ice-cream factory Dataset on Anomalies in Sensors (MIDAS), which is created using a simulation of a modular manufacturing system for ice cream production. Two different problems are addressed: anomaly detection and anomaly classification. LSTM performance is analysed in terms of accuracy, execution time, and memory consumption and compared with non-time-series ML algorithms including Logistic Regression, Decision Tree, Random Forest, and Multi-Layer Perceptron. The experiments demonstrate the importance of considering the temporal nature of the manufacturing process in detecting anomalous behavior and the superiority in accuracy of LSTM over non-time-series ML algorithms. Additionally, runtime adaptation of the predictions produced by LSTM is proposed to enhance its applicability in a real system.
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- 2023
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- View/download PDF
45. Signatureless Anomalous Behavior Detection in Information Systems
- Author
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Tkach, Volodymyr, Kudin, A., Zadiraka, V., Shvidchenko, I., Tkach, Volodymyr, Kudin, A., Zadiraka, V., and Shvidchenko, I.
- Abstract
The early detection of cyber threats with cyber-attacks adapted to the nature of information systems is a crucial cybersecurity problem. This problem and the task of recognizing normal and abnormal states and behavior of various processes in information systems are closely related. An additional condition is often the absence of templates, signatures, or rules of normal behavior that would allow the use of existing statistical or other known data analysis methods. We analyze the existing and propose a new method for detecting abnormal behavior without using signatures based on the finite state machine (FSM) model and the Security Information and Events Management (SIEM) system. © 2023, Springer Science+Business Media, LLC, part of Springer Nature.
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- 2023
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46. A theory-guided deep-learning method for predicting power generation of multi-region photovoltaic plants
- Author
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Du, J., Zheng, J., Liang, Y., Liao, Q., Wang, B., Sun, X., Zhang, Haoran, Maher, Azaza, Yan, Jinyue, Du, J., Zheng, J., Liang, Y., Liao, Q., Wang, B., Sun, X., Zhang, Haoran, Maher, Azaza, and Yan, Jinyue
- Abstract
Recently, clean solar energy has aroused wide attention due to its excellent potential for electricity production. A highly accurate prediction of photovoltaic power generation (PVPG) is the basis of the production and transmission of electricity. However, the current works neglect the regional correlation characteristics of PVPG and few studies propose an effective framework by incorporating prior knowledge for more physically reasonable results. In this work, a hybrid deep learning framework is proposed for simultaneously capturing the spatial correlations among different regions and temporal dependency patterns with various importance. The scientific theory and domain knowledge are incorporated into the deep learning model to make the predicted results possess physical reasonability. Subsequently, the theory-guided and attention-based CNN-LSTM (TG-A-CNN-LSTM) is constructed for PVPG prediction. In the training process, data mismatch and boundary constraint are incorporated into the loss function, and the positive constraint is utilized to restrict the output of the model. After receiving the parameters of the neural network, a TG-A-CNN-LSTM model, whose predicted results obey the physical law, is constructed. A real energy system in five regions is used to verify the accuracy of the proposed model. The predicted results indicate that TG-A-CNN-LSTM can achieve higher precision of PVPG prediction than other prediction models, with RMSE being 11.07, MAE being 4.98, and R2 being 0.94, respectively. Moreover, the performance of prediction models with sparse data is tested to illustrate the stability and robustness of TG-A-CNN-LSTM.
- Published
- 2023
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47. A Novel Machine Learning Approach for Solar Radiation Estimation
- Author
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Beni-Hssane, Hasna Hissou, Said Benkirane, Azidine Guezzaz, Mourade Azrour, and Abderrahim
- Subjects
sustainable energy ,solar radiation ,times series ,machine learning ,feature selection ,forecasting - Abstract
Solar irradiation (Rs) is the electromagnetic radiation energy emitted by the Sun. It plays a crucial role in sustaining life on Earth by providing light, heat, and energy. Furthermore, it serves as a key driver of Earth’s climate and weather systems, influencing the distribution of heat across the planet, shaping global air and ocean currents, and determining weather patterns. Variations in Rs levels have significant implications for climate change and long-term climate trends. Moreover, Rs represents an abundant and renewable energy resource, offering a clean and sustainable alternative to fossil fuels. By harnessing solar energy, we can actively reduce greenhouse gas emissions. However, the utilization of Rs comes with its own challenges that must be addressed. One problem is its variability, which makes it difficult to predict and plan for consistent solar energy generation. Its intermittent nature also poses difficulties in meeting continuous energy demand unless appropriate energy storage or backup systems are in place. Integrating large-scale solar energy systems into existing power grids can present technical challenges. Rs levels are influenced by various factors; understanding these factors is crucial for various applications, such as renewable energy planning, climate modeling, and environmental studies. Overcoming the associated challenges requires advancements in technology and innovative solutions. Measuring and harnessing Rs for various applications can be achieved using various devices; however, the expense and scarcity of measuring equipment pose challenges in accurately assessing and monitoring Rs levels. In order to address this, alternative methods have been developed with which to estimate Rs, including artificial intelligence and machine learning (ML) models, like neural networks, kernel algorithms, tree-based models, and ensemble methods. To demonstrate the impact of feature selection methods on Rs predictions, we propose a Multivariate Time Series (MVTS) model using Recursive Feature Elimination (RFE) with a decision tree (DT), Pearson correlation (Pr), logistic regression (LR), Gradient Boosting Models (GBM), and a random forest (RF). Our article introduces a novel framework that integrates various models and incorporates overlooked factors. This framework offers a more comprehensive understanding of Recursive Feature Elimination and its integrations with different models in multivariate solar radiation forecasting. Our research delves into unexplored aspects and challenges existing theories related to solar radiation forecasting. Our results show reliable predictions based on essential criteria. The feature ranking may vary depending on the model used, with the RF Regressor algorithm selecting features such as maximum temperature, minimum temperature, precipitation, wind speed, and relative humidity for specific months. The DT algorithm may yield a slightly different set of selected features. Despite the variations, all of the models exhibit impressive performance, with the LR model demonstrating outstanding performance with low RMSE (0.003) and the highest R2 score (0.002). The other models also show promising results, with RMSE scores ranging from 0.006 to 0.007 and a consistent R2 score of 0.999.
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- 2023
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48. Estimates of reference evapotranspiration in the municipality of Ariquemes (RO) using neural networks GMDH-type.
- Author
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Carvalho, Roberto L. da S. and Delgado, Angel R. S.
- Subjects
REVERSE osmosis process (Sewage purification) ,BOX-Jenkins forecasting ,EVAPOTRANSPIRATION ,AUTOMATIC meteorological stations ,TIME series analysis ,ARTIFICIAL neural networks - Abstract
Copyright of Revista Brasileira de Engenharia Agricola e Ambiental - Agriambi is the property of Revista Brasileira de Engenharia Agricola e Ambiental and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
- Published
- 2019
- Full Text
- View/download PDF
49. Impact of air pollution on low birth weight in Spain: An approach to a National Level Study.
- Author
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Arroyo, Virginia, Díaz, Julio, Salvador, P., and Linares, Cristina
- Subjects
- *
AIR pollution , *LOW birth weight , *HEALTH status indicators , *MATERNAL health - Abstract
Abstract Background According to the WHO, low birth weight (<2500 gr) is a primary maternal health indicator as the cause of multiple morbi-mortality in the short and long-term. It is known that air pollution from road traffic (PM 10 , NO 2) and O 3 have an important impact on low birth weight (LBW), but there are few studies of this topic in Spain. The objective of this study is to determine the possible exposure windows in the gestational period in which there is greater susceptibility to urban air pollution and to quantify the relative risks (RR) and population attributable risks (PAR) of low birth weight associated with pollutant concentrations in Spain. Methods We calculated the weekly average births with low birth weight (ICD-10: P07.0-P07.1) for each Spanish province for the period 2001–2009, using the average weekly concentrations of PM 10 , NO 2 and O 3 , measured in the capital cities of the provinces. The estimation of RR and PAR were carried out using generalized linear models with link Poisson, controlling for the trend, seasonality and auto-regressive character of the series and for the influence of temperature during periods of heat waves and/or cold. Finally, a meta-analysis was used to estimate the global RR and PAR based on the RR obtained for each of the provinces. Results The RR for the whole of Spain is 1.104 (CI95%: 1.072, 1.138) for the association between LBW and PM 10 , and 1.091 (CI95%: 1.059, 1.124) for the association between NO 2 and LBW. Our results suggest that 5% of low birth weight births in the case of PM 10 and 8% in the case of NO 2 could have been avoided with a reduction of 10 μg/m3 in the concentrations of these pollutants. Conclusions The impact of the results obtained- with 6105 cases attributable to PM 10 and up to 9385 cases attributable to NO 2 in a period of 9 study years- suggest the need to design structural and awareness public health measures to reduce air pollution in Spain. Highlights • Air pollutants are increasing in our cities playing an active role on LBW. • Reducing 10 μg/m3 in PM10 could have avoided a 5% of LBW. • Reducing 10 μg/m3 in NO2 could have avoided a 8% of LBW. • In Spain 6105 LBW cases attributable to PM10 and 9385 to NO 2 in 9 years occurred. [ABSTRACT FROM AUTHOR]
- Published
- 2019
- Full Text
- View/download PDF
50. ASSESSING LEVELLING AND DINSAR FOR DEFORMATION MONITORING IN SEISMIC REGION
- Author
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F. Di Stefano, María Cuevas-González, Guido Luzi, and E.S. Mlinverni
- Subjects
Area of interest ,Deformation monitoring ,Earthquake ,Time series ,Land deformation ,Times series ,Time series analysis ,Surveys ,Deformation ,Seismic regions ,Earthquakes ,Land deformation monitoring ,Levelings ,DInSAR ,Monitoring surveys - Abstract
Carrying out monitoring surveys in seismic regions is good practice both for the assessment of land deformation and the evaluation of building structures standing on it. In this work, topographic levelling and DInSAR techniques have been used for displacement measurement. These geomatic techniques are rarely applied in the same context and attempts are made to combine the results obtained for having a complete analysis of the site. The proposed work analyses, compares and discusses topographic levelling and advanced multi-temporal DInSAR techniques used to detect and measure ground deformation when the occurrence of seismic events might have played a role in the displacement. The area of interest had already been under observation through ground-based monitoring surveys, by means of metal bolts attached to façades of buildings detected by topographic level, from 1998 to 2021. The DInSAR analysis was carried out exploiting Sentinel-1A/B data acquired during the period 2014–2021. The goal of the DInSAR processing stage of the procedure is to derive the deformation map of the area of interest from SAR data. A zero date has been set for both survey methods in order to define similar time series for comparison analysis. The results showed that ground displacements measured by levelling and DInSAR have similar trends. On the geomorphological aspect, the same distribution map of terrain subsidence is found in both techniques.
- Published
- 2022
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