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Keywords = Box–Jenkins moving average approach

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16 pages, 4073 KB  
Article
Predicting the Aquatic Toxicity of Pharmaceutical and Personal Care Products: A Multitasking Modeling Approach
by Amit Kumar Halder, Tanushree Pradhan and M. Natália D. S. Cordeiro
Appl. Sci. 2025, 15(3), 1246; https://doi.org/10.3390/app15031246 - 26 Jan 2025
Viewed by 1209
Abstract
Pharmaceutical and Personal Care Products (PPCPs) have become a significant environmental concern due to their widespread use, persistence, and potential toxicity, often referred to as forever chemicals. This study aims to develop and validate robust in silico models for predicting the aquatic toxicity [...] Read more.
Pharmaceutical and Personal Care Products (PPCPs) have become a significant environmental concern due to their widespread use, persistence, and potential toxicity, often referred to as forever chemicals. This study aims to develop and validate robust in silico models for predicting the aquatic toxicity of PPCPs. To do so, we resorted to the ECOTOX database and employed a Python-based tool to prepare and curate the dataset. Multitasking Quantitative Structure–Toxicity Relationship (mt-QSTR) models were then developed employing the Box–Jenkins moving average approach, incorporating both linear and non-linear frameworks based on diverse feature selection algorithms and machine learning techniques. To further improve the external predictivity, a consensus modeling approach was also implemented. The most accurate model achieved an overall predictive accuracy exceeding 85%, providing valuable insights into the structural features influencing PPCP toxicity. Key factors contributing to high aquatic toxicity included high lipophilicity, mass density, molecular mass, and reduced electronegativity. This work offers a foundation for designing safer PPCPs with reduced environmental impact, aligning with sustainable chemical development goals. Full article
(This article belongs to the Section Chemical and Molecular Sciences)
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40 pages, 13829 KB  
Article
A Time Series Approach to Forecasting Financial Indicators in the Wholesale and Retail Trade
by Sylvia Jenčová, Petra Vašaničová, Martina Košíková and Marta Miškufová
World 2025, 6(1), 5; https://doi.org/10.3390/world6010005 - 1 Jan 2025
Cited by 1 | Viewed by 8522
Abstract
Forecasting using historical time series data has become increasingly important in today’s world. This paper aims to assess the potential for stable positive development within the wholesale and retail trade sector (SK NACE Section G) and the operations of HORTI, Ltd.( Košice, Slovakia), [...] Read more.
Forecasting using historical time series data has become increasingly important in today’s world. This paper aims to assess the potential for stable positive development within the wholesale and retail trade sector (SK NACE Section G) and the operations of HORTI, Ltd.( Košice, Slovakia), a company within this industry (SK NACE 46.31—wholesale of fruit and vegetables) by predicting three financial indicators: costs, revenues, and earnings before taxes (EBT) (or earnings after taxes (EAT)). We analyze quarterly data from Q1 2009 to Q4 2023 taken from the sector and monthly data from January 2013 to December 2022 for HORTI, Ltd. Through time series analysis, we aim to identify the most suitable model for forecasting the trends in these financial indicators. The study demonstrates that simple legacy forecasting methods, such as exponential smoothing and Box–Jenkins methodology, are sufficient for accurately predicting financial indicators. These models were selected for their simplicity, interpretability, and efficiency in capturing stable trends, and seasonality, especially in sectors with relatively stable financial behavior. The results confirm that traditional Holt–Winters’ and Autoregressive Integrated Moving Average (ARIMA) models can provide reliable forecasts without the need for more complex approaches. While advanced methods, such as GARCH or machine learning, could improve predictions in volatile conditions, the traditional models offer robust, interpretable results that support managerial decision-making. The findings can help managers estimate the financial health of the company and assess risks such as bankruptcy or insolvency, while also acknowledging the limitations of these models in predicting large shifts due to external factors or market disruptions. Full article
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16 pages, 894 KB  
Article
Forecasting CO2 Emissions in India: A Time Series Analysis Using ARIMA
by Hrithik P. M., Mohd Ziaur Rehman, Amir Ahmad Dar and Tashi Wangmo A.
Processes 2024, 12(12), 2699; https://doi.org/10.3390/pr12122699 - 29 Nov 2024
Cited by 2 | Viewed by 2786
Abstract
This study evaluates the capability of the ARIMA (Auto Regressive Integrated Moving Average) to predict CO2 emissions in India using data from 1990 to 2023, addressing a critical need for accurate forecasting amid various economic and environmental uncertainties. It is observed that [...] Read more.
This study evaluates the capability of the ARIMA (Auto Regressive Integrated Moving Average) to predict CO2 emissions in India using data from 1990 to 2023, addressing a critical need for accurate forecasting amid various economic and environmental uncertainties. It is observed that ARIMA yields high accuracy with respect to the prediction, and hence, it is reliable for environmental forecasting. These predictions give policymakers evidence-based information to aid in implementing sustainable climate policies within India. To ensure reliable predictions, the study methodology utilizes the Box–Jenkins approach, which encompasses model identification, estimation, and diagnostic checking. The initial step in the study is the Augmented Dickey–Fuller (ADF) test, which assesses data stationarity as a prerequisite for precise time series forecasting. Model selection is guided by the Akaike Information Criterion (AIC), which balances prediction accuracy with model complexity. The efficiency of the ARIMA model is assessed by comparing the actual observed values to the predicted CO2 emissions and the results demonstrate ARIMA’s effectiveness in forecasting India’s CO2 emissions, validated by statistical measures that confirm the model’s robustness. The value of the present study lies in its focused assessment of the relevance of the ARIMA model to the specific environmental and economic context of India, with actionable insight for policymakers. This study enhances prior research by incorporating a focused approach to data-driven policy formulation that increases climate resilience. The establishment of a reliable model for the forecasting of CO2 will aspire to support informed decision making in environmental policy and help India move forward toward sustainable climate goals. This study only serves to highlight the applicability of ARIMA in terms of environment-based forecasting and permits further emphasis on how much this method can be a useful data-based tool in climate planning. Full article
(This article belongs to the Special Issue Process Systems Engineering for Environmental Protection)
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13 pages, 1755 KB  
Article
A Hybrid of Box-Jenkins ARIMA Model and Neural Networks for Forecasting South African Crude Oil Prices
by Johannes Tshepiso Tsoku, Daniel Metsileng and Tshegofatso Botlhoko
Int. J. Financial Stud. 2024, 12(4), 118; https://doi.org/10.3390/ijfs12040118 - 28 Nov 2024
Cited by 2 | Viewed by 2483
Abstract
The current study aims to model the South African crude oil prices using the hybrid of Box-Jenkins autoregressive integrated moving average (ARIMA) and Neural Networks (NNs). This study introduces a hybrid approach to forecasting methods aimed at resolving the issues of lack of [...] Read more.
The current study aims to model the South African crude oil prices using the hybrid of Box-Jenkins autoregressive integrated moving average (ARIMA) and Neural Networks (NNs). This study introduces a hybrid approach to forecasting methods aimed at resolving the issues of lack of precision in forecasting. The proposed methodology includes two models, namely, hybridisation of ARIMA with artificial neural network (ANN)-based Extreme Learning Machine (ELM) and ARIMA with general regression neural network (GRNN) to model both linear and nonlinear simultaneously. The models were compared with the base ARIMA model. The study utilised monthly time series data spanning from January 2021 to March 2023. The formal stationarity test confirmed that the crude oil price series is integrated of order one, I(1). For the linear process, the ARIMA (2,1,2) model was identified as the best fit for the series and successfully passed all diagnostic tests. The ARIMA-ANN-based ELM hybrid model outperformed both the individual ARIMA model and the ARIMA-GRNN hybrid. However, the ARIMA model also showed better performance than the ARIMA-GRNN hybrid, highlighting its strong competitiveness compared to the ARIMA-ANN-based ELM model. The hybrid models are recommended for use by policy makers and practitioners in general. Full article
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19 pages, 8948 KB  
Article
Offline Identification of a Laboratory Incubator
by Süleyman Mantar and Ersen Yılmaz
Appl. Sci. 2024, 14(8), 3466; https://doi.org/10.3390/app14083466 - 19 Apr 2024
Viewed by 3064
Abstract
Laboratory incubators are used to maintain and cultivate microbial and cell cultures. In order to ensure suitable growing conditions and to avoid cell injuries and fast rise and settling times, minimum overshoot and undershoot performance indexes should be considered in the controller design [...] Read more.
Laboratory incubators are used to maintain and cultivate microbial and cell cultures. In order to ensure suitable growing conditions and to avoid cell injuries and fast rise and settling times, minimum overshoot and undershoot performance indexes should be considered in the controller design for incubators. Therefore, it is important to build proper models to evaluate the performance of the controllers before implementation. In this study, we propose an approach to build a model for a laboratory incubator. In this approach, the incubator is considered a linear time-invariant single-input, single-output system. Four different model structures, namely auto-regressive exogenous, auto-regressive moving average exogenous, output error and Box–Jenkins, are applied for modeling the system. The parameters of the model structures are estimated by using prediction error methods. The performances of the model structures are evaluated in terms of mean squared error, mean absolute error and goodness of fit. Additionally, residue analysis including auto-correlation and cross-correlation plots is provided. Experiments are carried out in two scenarios. In the first scenario, the identification dataset is collected from the unit-step response, while in the second scenario, it is collected from the pseudorandom binary sequence response. The experimental study shows that the Box–Jenkins model achieves an over 90% fit percentage for the first scenario and an over 95% fit percentage for the second scenario. Based on the experimental results, it is concluded that the Box–Jenkins model can be used as a successful model for laboratory incubators. Full article
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32 pages, 6056 KB  
Article
Water Flow Modeling and Forecast in a Water Branch of Mexico City through ARIMA and Transfer Function Models for Anomaly Detection
by David Barrientos-Torres, Erick Axel Martinez-Ríos, Sergio A. Navarro-Tuch, Jose Luis Pablos-Hach and Rogelio Bustamante-Bello
Water 2023, 15(15), 2792; https://doi.org/10.3390/w15152792 - 2 Aug 2023
Cited by 14 | Viewed by 4131
Abstract
Early identification of anomalies (such as leakages or sensor failures) in urban water distribution systems is critical to mitigating water scarcity in cities and is a challenge in water resource management. Several data-driven methods based on machine learning algorithms have been proposed in [...] Read more.
Early identification of anomalies (such as leakages or sensor failures) in urban water distribution systems is critical to mitigating water scarcity in cities and is a challenge in water resource management. Several data-driven methods based on machine learning algorithms have been proposed in the literature for leakage detection in urban water distribution systems. Still, most of them are challenging to implement due to their complexity and requirements of vast amounts of reliable data for proper model generation. In addition, the required infrastructure and instrumentation to collect the data needed to train the models could be unaffordable. This paper presents the use and comparison of Autoregressive Integrated Moving Average models and Transfer Function models generated via the Box–Jenkins approach to modeling the water flow in water distribution systems for anomaly detection. The models were fit using water flow data from tanks operating in a branch of the water distribution system of Mexico City. The results showed that both methods helped select the best model type for each variable in the analyzed water branch, with Seasonal ARIMA models achieving a lower mean absolute percentage error than the fitted Transfer Function models. Furthermore, this methodology can be adjusted to different time windows to generate alerts at different rates and does not require a large sample size. The generated anomaly detection models could improve the efficiency of the water distribution system by detecting anomalies such as wrong measurements and water leakages. Full article
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14 pages, 3392 KB  
Article
Analysis of Temperature Variability, Trends and Prediction in the Karachi Region of Pakistan Using ARIMA Models
by Muhammad Amjad, Ali Khan, Kaniz Fatima, Osama Ajaz, Sajjad Ali and Khusro Main
Atmosphere 2023, 14(1), 88; https://doi.org/10.3390/atmos14010088 - 31 Dec 2022
Cited by 15 | Viewed by 5689
Abstract
In this paper, the average monthly temperature of the Karachi region, Pakistan, has been modelled. The time period of the procured dataset is from January 1989 to December 2018. The Autoregressive Integrated Moving Average (ARIMA) modelling technique in conjunction with the Box–Jenkins approach [...] Read more.
In this paper, the average monthly temperature of the Karachi region, Pakistan, has been modelled. The time period of the procured dataset is from January 1989 to December 2018. The Autoregressive Integrated Moving Average (ARIMA) modelling technique in conjunction with the Box–Jenkins approach has been applied to forecast the average monthly temperature of the study area. A total of 83.33% of the trained dataset is used for construction of the model, and the remaining 16.67% of the dataset is used for the validation of the model. The best-fitted model is identified as ARIMA (2, 1, 4), generated on the basis of minimum values of the Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC) procedures. The accuracy parameters considered are Root Mean Square Error (RMSE) and Mean Absolute Error (MAE). Both parameters show that the model is 98.152% and 98.413% accurate, respectively. In addition, the Autoregressive Conditional Heteroscedasticity-Lagrange Multiplier (ARCH-LM) test has been conducted to check the presence of heteroscedasticity in the residuals of the identified model. This test shows no heteroscedasticity present in the residual series. By means of Autocorrelation Function (ACF) and Partial Autocorrelation Function (PACF) plots, the most appropriate orders of the ARIMA model are determined and evaluated. The model has been employed to investigate the time series variables’ precise impact on the scale of the regional warming scenario. Accordingly, the created model can help in determining future strategies related to weather conditions in the Karachi region. From the forecast result, it is found that the average temperature seems to show an increasing trend. Such an increasing trend can potentially upset the weather conditions and economic activities of the coastal area of Pakistan. Full article
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21 pages, 2571 KB  
Review
Moving Average-Based Multitasking In Silico Classification Modeling: Where Do We Stand and What Is Next?
by Amit Kumar Halder, Ana S. Moura and Maria Natália D. S. Cordeiro
Int. J. Mol. Sci. 2022, 23(9), 4937; https://doi.org/10.3390/ijms23094937 - 29 Apr 2022
Cited by 15 | Viewed by 2537
Abstract
Conventional in silico modeling is often viewed as ‘one-target’ or ‘single-task’ computer-aided modeling since it mainly relies on forecasting an endpoint of interest from similar input data. Multitasking or multitarget in silico modeling, in contrast, embraces a set of computational techniques that efficiently [...] Read more.
Conventional in silico modeling is often viewed as ‘one-target’ or ‘single-task’ computer-aided modeling since it mainly relies on forecasting an endpoint of interest from similar input data. Multitasking or multitarget in silico modeling, in contrast, embraces a set of computational techniques that efficiently integrate multiple types of input data for setting up unique in silico models able to predict the outcome(s) relating to various experimental and/or theoretical conditions. The latter, specifically, based upon the Box–Jenkins moving average approach, has been applied in the last decade to several research fields including drug and materials design, environmental sciences, and nanotechnology. The present review discusses the current status of multitasking computer-aided modeling efforts, meanwhile describing both the existing challenges and future opportunities of its underlying techniques. Some important applications are also discussed to exemplify the ability of multitasking modeling in deriving holistic and reliable in silico classification-based models as well as in designing new chemical entities, either through fragment-based design or virtual screening. Focus will also be given to some software recently developed to automate and accelerate such types of modeling. Overall, this review may serve as a guideline for researchers to grasp the scope of multitasking computer-aided modeling as a promising in silico tool. Full article
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20 pages, 6254 KB  
Article
Water Level Prediction through Hybrid SARIMA and ANN Models Based on Time Series Analysis: Red Hills Reservoir Case Study
by Abdus Samad Azad, Rajalingam Sokkalingam, Hanita Daud, Sajal Kumar Adhikary, Hifsa Khurshid, Siti Nur Athirah Mazlan and Muhammad Babar Ali Rabbani
Sustainability 2022, 14(3), 1843; https://doi.org/10.3390/su14031843 - 5 Feb 2022
Cited by 76 | Viewed by 7096
Abstract
Reservoir water level (RWL) prediction has become a challenging task due to spatio-temporal changes in climatic conditions and complicated physical process. The Red Hills Reservoir (RHR) is an important source of drinking and irrigation water supply in Thiruvallur district, Tamil Nadu, India, also [...] Read more.
Reservoir water level (RWL) prediction has become a challenging task due to spatio-temporal changes in climatic conditions and complicated physical process. The Red Hills Reservoir (RHR) is an important source of drinking and irrigation water supply in Thiruvallur district, Tamil Nadu, India, also expected to be converted into the other productive services in the future. However, climate change in the region is expected to have consequences over the RHR’s future prospects. As a result, accurate and reliable prediction of the RWL is crucial to develop an appropriate water release mechanism of RHR to satisfy the population’s water demand. In the current study, time series modelling technique was adopted for the RWL prediction in RHR using Box–Jenkins autoregressive seasonal autoregressive integrated moving average (SARIMA) and artificial neural network (ANN) hybrid models. In this research, the SARIMA model was obtained as SARIMA (0, 0, 1) (0, 3, 2)12 but the residual of the SARIMA model could not meet the autocorrelation requirement of the modelling approach. In order to overcome this weakness of the SARIMA model, a new SARIMA–ANN hybrid time series model was developed and demonstrated in this study. The average monthly RWL data from January 2004 to November 2020 was used for developing and testing the models. Several model assessment criteria were used to evaluate the performance of each model. The findings showed that the SARIMA–ANN hybrid model outperformed the remaining models considering all performance criteria for reservoir RWL prediction. Thus, this study conclusively proves that the SARIMA–ANN hybrid model could be a viable option for the accurate prediction of reservoir water level. Full article
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17 pages, 2269 KB  
Article
Multi-Target In Silico Prediction of Inhibitors for Mitogen-Activated Protein Kinase-Interacting Kinases
by Amit Kumar Halder and M. Natália D. S. Cordeiro
Biomolecules 2021, 11(11), 1670; https://doi.org/10.3390/biom11111670 - 10 Nov 2021
Cited by 20 | Viewed by 2891
Abstract
The inhibitors of two isoforms of mitogen-activated protein kinase-interacting kinases (i.e., MNK-1 and MNK-2) are implicated in the treatment of a number of diseases including cancer. This work reports, for the first time, a multi-target (or multi-tasking) in silico modeling approach (mt-QSAR) for [...] Read more.
The inhibitors of two isoforms of mitogen-activated protein kinase-interacting kinases (i.e., MNK-1 and MNK-2) are implicated in the treatment of a number of diseases including cancer. This work reports, for the first time, a multi-target (or multi-tasking) in silico modeling approach (mt-QSAR) for probing the inhibitory potential of these isoforms against MNKs. Linear and non-linear mt-QSAR classification models were set up from a large dataset of 1892 chemicals tested under a variety of assay conditions, based on the Box–Jenkins moving average approach, along with a range of feature selection algorithms and machine learning tools, out of which the most predictive one (>90% overall accuracy) was used for mechanistic interpretation of the likely inhibition of MNK-1 and MNK-2. Considering that the latter model is suitable for virtual screening of chemical libraries—i.e., commercial, non-commercial and in-house sets, it was made publicly accessible as a ready-to-use FLASK-based application. Additionally, this work employed a focused kinase library for virtual screening using an mt-QSAR model. The virtual hits identified in this process were further filtered by using a similarity search, in silico prediction of drug-likeness, and ADME profiles as well as synthetic accessibility tools. Finally, molecular dynamic simulations were carried out to identify and select the most promising virtual hits. The information gathered from this work can supply important guidelines for the discovery of novel MNK-1/2 inhibitors as potential therapeutic agents. Full article
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