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Search Results (556)

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Keywords = auto-regressive integrated moving average (ARIMA)

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21 pages, 5536 KiB  
Article
Analyzing and Forecasting Vessel Traffic Through the Panama Canal: A Comparative Study
by Mitzi Cubilla-Montilla, Anabel Ramírez, William Escudero and Clara Cruz
Appl. Sci. 2025, 15(15), 8389; https://doi.org/10.3390/app15158389 - 29 Jul 2025
Viewed by 174
Abstract
The Panama Canal, inaugurated in 1914, continues to play a pivotal role in global maritime connectivity. In 2016, the Canal underwent a significant expansion, reshaping maritime transit by accommodating larger vessels and reinforcing its strategic importance in international trade. The objective of this [...] Read more.
The Panama Canal, inaugurated in 1914, continues to play a pivotal role in global maritime connectivity. In 2016, the Canal underwent a significant expansion, reshaping maritime transit by accommodating larger vessels and reinforcing its strategic importance in international trade. The objective of this study is to identify a suitable time series statistical model to forecast the number of vessels transiting the Panama Canal. The three approaches employed were the following: the Autoregressive Integrated Moving Average (ARIMA) model, the Holt–Winters (HW) exponential smoothing method, and the Neural Network Autoregressive (NNAR) model. The models were compared based on forecasting errors to evaluate their predictive accuracy. Overall, the NNAR model exhibited slightly better predictive performance than the SARIMA (1,0,1) (0,1,1) model in terms of error, with both outperforming the Holt–Winters model by a significant margin. Full article
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21 pages, 4181 KiB  
Article
Addressing Volatility and Nonlinearity in Discharge Modeling: ARIMA-iGARCH for Short-Term Hydrological Time Series Simulation
by Mahshid Khazaeiathar and Britta Schmalz
Hydrology 2025, 12(8), 197; https://doi.org/10.3390/hydrology12080197 - 27 Jul 2025
Viewed by 360
Abstract
Selecting an appropriate model for discharge simulation remains a fundamental challenge in modeling. While artificial neural networks (ANNs) have been widely accepted due to detecting streamflow patterns, they require large datasets for efficient training. However, when short-term datasets are available, training ANNs becomes [...] Read more.
Selecting an appropriate model for discharge simulation remains a fundamental challenge in modeling. While artificial neural networks (ANNs) have been widely accepted due to detecting streamflow patterns, they require large datasets for efficient training. However, when short-term datasets are available, training ANNs becomes problematic. Autoregressive integrated moving average (ARIMA) models offer a promising alternative; however, severe volatility, nonlinearity, and trends in hydrological time series can still lead to significant errors. To address these challenges, this study introduces a new adaptive hybrid model, ARIMA-iGARCH, designed to account volatility, variance inconsistency, and nonlinear behavior in short-term hydrological datasets. We apply the model to four hourly discharge time series from the Schwarzbach River at the Nauheim gauge in Hesse, Germany, under the assumption of normally distributed residuals. The results demonstrate that the specialized parameter estimation method achieves lower complexity and higher accuracy. For the four events analyzed, R2 values reached 0.99, 0.96, 0.99, and 0.98; RMSE values were 0.031, 0.091, 0.023, and 0.052. By delivering accurate short-term discharge predictions, the ARIMA-iGARCH model provides a basis for enhancing water resource planning and flood risk management. Overall, the model significantly improves modeling long memory, nonlinear, nonstationary shifts in short-term hydrological datasets by effectively capturing fluctuations in variance. Full article
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16 pages, 855 KiB  
Article
Evaluating Time Series Models for Monthly Rainfall Forecasting in Arid Regions: Insights from Tamanghasset (1953–2021), Southern Algeria
by Ballah Abderrahmane, Morad Chahid, Mourad Aqnouy, Adam M. Milewski and Benaabidate Lahcen
Geosciences 2025, 15(7), 273; https://doi.org/10.3390/geosciences15070273 - 20 Jul 2025
Viewed by 302
Abstract
Accurate precipitation forecasting remains a critical challenge due to the nonlinear and multifactorial nature of rainfall dynamics. This is particularly important in arid regions like Tamanghasset, where precipitation is the primary driver of agricultural viability and water resource management. This study evaluates the [...] Read more.
Accurate precipitation forecasting remains a critical challenge due to the nonlinear and multifactorial nature of rainfall dynamics. This is particularly important in arid regions like Tamanghasset, where precipitation is the primary driver of agricultural viability and water resource management. This study evaluates the performance of several time series models for monthly rainfall prediction, including the autoregressive integrated moving average (ARIMA), Exponential Smoothing State Space Model (ETS), Seasonal and Trend decomposition using Loess with ETS (STL-ETS), Trigonometric Box–Cox transform with ARMA errors, Trend and Seasonal components (TBATS), and neural network autoregressive (NNAR) models. Historical monthly precipitation data from 1953 to 2020 were used to train and test the models, with lagged observations serving as input features. Among the approaches considered, the NNAR model exhibited superior performance, as indicated by uncorrelated residuals and enhanced forecast accuracy. This suggests that NNAR effectively captures the nonlinear temporal patterns inherent in the precipitation series. Based on the best-performing model, rainfall was projected for the year 2021, providing actionable insights for regional hydrological and agricultural planning. The results highlight the relevance of neural network-based time series models for climate forecasting in data-scarce, climate-sensitive regions. Full article
(This article belongs to the Section Climate and Environment)
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23 pages, 14080 KiB  
Article
Regional Ecological Environment Quality Prediction Based on Multi-Model Fusion
by Yiquan Song, Zhengwei Li and Baoquan Wei
Land 2025, 14(7), 1486; https://doi.org/10.3390/land14071486 - 17 Jul 2025
Viewed by 297
Abstract
Regional ecological environmental quality (EEQ) is a vital indicator for environmental management and supporting sustainable development. However, the absence of robust and accurate EEQ prediction models has hindered effective environmental strategies. This study proposes a novel approach to address this gap by integrating [...] Read more.
Regional ecological environmental quality (EEQ) is a vital indicator for environmental management and supporting sustainable development. However, the absence of robust and accurate EEQ prediction models has hindered effective environmental strategies. This study proposes a novel approach to address this gap by integrating the ecological index (EI) model with several predictive models, including autoregressive integrated moving average (ARIMA), convolutional neural network (CNN), long short-term memory (LSTM), and cellular automata (CA), to forecast regional EEQ. Initially, the spatiotemporal evolution of the input data used to calculate the EI score was analyzed. Subsequently, tailored prediction models were developed for each dataset. These models were sequentially trained and validated, and their outputs were integrated into the EI model to enhance the accuracy and coherence of the final EEQ predictions. The novelty of this methodology lies not only in integrating existing predictive models but also in employing an innovative fusion technique that significantly improves prediction accuracy. Despite data quality issues in the case study dataset led to higher prediction errors in certain regions, the overall results exhibit a high degree of accuracy. A comparison of long-term EI predictions with EI assessment results reveals that the R2 value for the EI score exceeds 0.96, and the kappa value surpasses 0.76 for the EI level, underscoring the robust performance of the integrated model in forecasting regional EEQ. This approach offers valuable insights into exploring regional EEQ trends and future challenges. Full article
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8 pages, 2051 KiB  
Proceeding Paper
Predicting Traffic Load Data: ARIMA and SARIMA Comparison
by Todor Peychinov, Adeliya Karaivanova and Teodora Mecheva
Eng. Proc. 2025, 100(1), 29; https://doi.org/10.3390/engproc2025100029 - 11 Jul 2025
Viewed by 170
Abstract
The article presents comparison of two statistical methods of data prediction over transport datasets. Autoregressive integrated moving average and its seasonal modification—seasonal autoregressive integrated moving average—are often applied in timeseries data. In current article their effectiveness is assessed using transport data. The data [...] Read more.
The article presents comparison of two statistical methods of data prediction over transport datasets. Autoregressive integrated moving average and its seasonal modification—seasonal autoregressive integrated moving average—are often applied in timeseries data. In current article their effectiveness is assessed using transport data. The data are acquired from data surveillance traffic system of Technical University of Sofia, branch Plovdiv. The conducted experiment encompasses STL transformation, ADF and KPSS stationarity tests, analysis of ACF and PACF, and comparison of different ARIMA and SARIMA configurations. Comparative analysis of MAE, MAPE, and RMSE confirms that ARIMA outperforms SARIMA in current datasets. Full article
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27 pages, 10832 KiB  
Article
Discrete Time Series Forecasting in Non-Invasive Monitoring of Managed Honey Bee Colonies: Part II: Are Hive Weight and In-Hive Temperature Seasonal and Colony-Specific?
by Vladimir A. Kulyukin, Aleksey V. Kulyukin and William G. Meikle
Sensors 2025, 25(14), 4319; https://doi.org/10.3390/s25144319 - 10 Jul 2025
Viewed by 230
Abstract
We explored the stationarity, trend, and seasonality of the hive weight and in-hive temperature of ten managed honey bee (Apis mellifera) colonies at a research apiary of the Carl Hayden Bee Research Center in Tucson, Arizona, USA. The hives were monitored [...] Read more.
We explored the stationarity, trend, and seasonality of the hive weight and in-hive temperature of ten managed honey bee (Apis mellifera) colonies at a research apiary of the Carl Hayden Bee Research Center in Tucson, Arizona, USA. The hives were monitored with electronic scales and in-hive temperature sensors from June to October 2022. The weight and temperature were recorded every five minutes around the clock. The collected data were curated into 2160 timestamped weight and 2160 timestamped temperature observations. We performed a systematic autoregressive integrated moving average (ARIMA) time series analysis to answer three fundamental questions: (a) Does seasonality matter in the ARIMA forecasting of hive weight and in-hive temperature? (b) To what extent do the best forecasters of one hive generalize to other hives? and (c) Which time series type (i.e., hive weight or in-hive temperature) is better predictable? Our principal findings were as follows: (1) The hive weight and in-hive temperature series were not white noise, were not normally distributed, and, for most hives, were not difference- or trend-stationary; (2) Seasonality matters, in that seasonal ARIMA (SARIMA) forecasters outperformed their ARIMA counterparts on the curated dataset; (3) The best hive weight and in-hive temperature forecasters of the ten monitored colonies appeared to be colony-specific; (4) The accuracy of the hive weight forecasts was consistently higher than that of the in-hive temperature forecasts; (5) The weight and temperature forecasts exhibited common qualitative patterns. Full article
(This article belongs to the Special Issue Smart Decision Systems for Digital Farming: 2nd Edition)
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24 pages, 817 KiB  
Review
Quantifying Mental Stress Using Cardiovascular Responses: A Scoping Review
by Samira Ziyadidegan, Neda Sadeghi, Moein Razavi, Elaheh Baharlouei, Vahid Janfaza, Saber Kazeminasab, Homa Pesarakli, Amir Hossein Javid and Farzan Sasangohar
Sensors 2025, 25(14), 4281; https://doi.org/10.3390/s25144281 - 9 Jul 2025
Viewed by 349
Abstract
(1) Background: Physiological responses, such as heart rate and heart rate variability, have been increasingly utilized to monitor, detect, and predict mental stress. This review summarizes and synthesizes previous studies which analyzed the impact of mental stress on heart activity as well as [...] Read more.
(1) Background: Physiological responses, such as heart rate and heart rate variability, have been increasingly utilized to monitor, detect, and predict mental stress. This review summarizes and synthesizes previous studies which analyzed the impact of mental stress on heart activity as well as mathematical, statistical, and visualization methods employed in such analyses. (2) Methods: A total of 119 articles were reviewed following the Systematic Reviews and Meta-Analyses extension for Scoping Reviews (PRISMA-ScR) guidelines. Non-English documents, studies not related to mental stress, and publications on machine learning techniques were excluded. Only peer-reviewed journals and conference proceedings were considered. (3) Results: The studies revealed that heart activities and behaviors changed during stressful events. The majority of the studies utilized descriptive statistical tests, including t-tests, analysis of variance (ANOVA), and correlation analysis, to assess the statistical significance between stress and non-stress events. However, most of them were performed in controlled laboratory settings. (4) Conclusions: Heart activity shows promise as an indicator for detecting stress events. This review highlights the application of time series techniques, such as autoregressive integrated moving average (ARIMA), detrended fluctuation analysis, and autocorrelation plots, to study heart rate rhythm or patterns associated with mental stress. These models analyze physiological data over time and may help in understanding acute and chronic cardiovascular responses to stress. Full article
(This article belongs to the Section Biomedical Sensors)
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25 pages, 3974 KiB  
Article
The Hybrid Model: Prediction-Based Scheduling and Efficient Resource Management in a Serverless Environment
by Louai Shiekhani, Hui Wang, Wen Shi, Jiahao Liu, Yuan Qiu, Chunhua Gu and Weichao Ding
Appl. Sci. 2025, 15(14), 7632; https://doi.org/10.3390/app15147632 - 8 Jul 2025
Viewed by 417
Abstract
Serverless computing has gained significant attention in recent years. However, the cold start problem remains a major challenge, not only because of the substantial latency it introduces to function execution time, but also because frequent cold starts lead to poor resource utilization, especially [...] Read more.
Serverless computing has gained significant attention in recent years. However, the cold start problem remains a major challenge, not only because of the substantial latency it introduces to function execution time, but also because frequent cold starts lead to poor resource utilization, especially during workload fluctuations. To address these issues, we propose a multi-level scheduling solution: the Hybrid Model. This model is designed to reduce the frequency of cold starts while maximizing container utilization. At the global level (across invokers), the Hybrid Model employs a skewness-aware scheduling strategy to select the most appropriate invoker for each request. Within each invoker, we introduce a greedy buffer-aware scheduling method that leverages the available slack (remaining buffer) of warm containers to aggressively encourage their reuse. Both the global and the local schedule are tightly integrated with a prediction component- The Hybrid Predictor- that combines Auto-Regressive Integrated Moving Average ARIMA (linear trends) and Random Forest (non-linear residuals + environment-aware features) for 5-min workload forecasts. The Hybrid Model is implemented on Apache OpenWhisk and evaluated using Azure-like traces and real FaaS applications. The evaluations show that the Hybrid Model achieves up to 34% SLA violation reductions compared to three state-of-the-art approaches and maintains the container utilization to be more than 80%. Full article
(This article belongs to the Special Issue Advancements in Computer Systems and Operating Systems)
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15 pages, 3904 KiB  
Article
Forecasting the Regional Demand for Medical Workers in Kazakhstan: The Functional Principal Component Analysis Approach
by Berik Koichubekov, Bauyrzhan Omarkulov, Nazgul Omarbekova, Khamida Abdikadirova, Azamat Kharin and Alisher Amirbek
Int. J. Environ. Res. Public Health 2025, 22(7), 1052; https://doi.org/10.3390/ijerph22071052 - 30 Jun 2025
Viewed by 270
Abstract
The distribution of the health workforce affects the availability of health service delivery to the public. In practice, the demographic and geographic maldistribution of the health workforce is a long-standing national crisis. In this study, we present an approach based on Functional Principal [...] Read more.
The distribution of the health workforce affects the availability of health service delivery to the public. In practice, the demographic and geographic maldistribution of the health workforce is a long-standing national crisis. In this study, we present an approach based on Functional Principal Component Analysis (FPCA) of data to identify patterns in the availability of health workers across different regions of Kazakhstan in order to forecast their needs up to 2033. FPCA was applied to the data to reduce dimensionality and capture common patterns across regions. To evaluate the forecasting performance of the model, we employed rolling origin cross-validation with an expanding window. The resulting scores were forecasted one year ahead using Autoregressive Integrated Moving Average (ARIMA) and Long Short-Term Memory (LSTM) methods. LSTM showed higher accuracy compared to ARIMA. The use of the FPCA method allowed us to identify national and regional trends in the dynamics of the number of doctors. We identified regions with different growth rates, highlighting where the most and least intensive growth is taking place. Based on the FPSA, we have predicted the need for doctors in each region in the period up to 2033. Our results show that the FPCA can serve as a significant tool for analyzing the situation relating to human resources in healthcare and be used for an approximate assessment of future needs for medical personnel. Full article
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27 pages, 816 KiB  
Article
Time-Series Autoregressive Models for Point and Interval Forecasting of Raw and Derived Commercial Near-Infrared Spectroscopy Measures: An Exploratory Cranial Trauma and Healthy Control Analysis
by Amanjyot Singh Sainbhi, Logan Froese, Kevin Y. Stein, Nuray Vakitbilir, Rakibul Hasan, Alwyn Gomez, Tobias Bergmann, Noah Silvaggio, Mansoor Hayat, Jaewoong Moon and Frederick A. Zeiler
Bioengineering 2025, 12(7), 682; https://doi.org/10.3390/bioengineering12070682 - 21 Jun 2025
Viewed by 445
Abstract
Cerebral near-infrared spectroscopy (NIRS) systems have been demonstrated to continuously measure aspects of oxygen delivery and cerebrovascular reactivity. However, it remains unknown whether the prediction of these cerebral physiologic signals into the future is feasible. Leveraging existing archived data sources, four point and [...] Read more.
Cerebral near-infrared spectroscopy (NIRS) systems have been demonstrated to continuously measure aspects of oxygen delivery and cerebrovascular reactivity. However, it remains unknown whether the prediction of these cerebral physiologic signals into the future is feasible. Leveraging existing archived data sources, four point and interval-forecasting methods using autoregressive integrative moving average (ARIMA) models were evaluated to assess their ability to predict NIRS cerebral physiologic signals. NIRS-based regional cerebral oxygen saturation (rSO2) and cerebral oximetry index signals were derived in three temporal resolutions (10 s, 1 min, and 5 min). Anchored- and sliding-window forecasting, with varying model memory, using point and interval approaches were used to forecast signals using fitted optimal ARIMA models. The absolute difference in the forecasted and measured data was evaluated with median absolute deviation, along with root mean squared error analysis. Further, Pearson correlation and Bland–Altman statistical analyses were performed. Data from 102 healthy controls, 27 spinal surgery patients, and 101 traumatic brain injury patients were retrospectively analyzed. All ARIMA-based point and interval prediction models demonstrated small residuals, while correlation and agreement varied based on model memory. The ARIMA-based sliding-window approach performed superior to the anchored approach due to data partitioning and model memory. ARIMA-based sliding-window forecasting using point and interval approaches can forecast rSO2 and the cerebral oximetry index with reasonably small residuals across all populations. Correlation and agreement between the predicted versus actual values varies substantially based on data-partitioning methods and model memory. Further work is required to assess the ability to forecast high-frequency NIRS signals using ARIMA and ARIMA-variant models in healthy and cranial trauma populations. Full article
(This article belongs to the Section Biosignal Processing)
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24 pages, 7069 KiB  
Article
AI-Driven Time Series Forecasting of Coastal Water Quality Using Sentinel-2 Imagery: A Case Study in the Gulf of Thailand
by Arsanchai Sukkuea, Pensiri Akkajit, Korakot Suwannarat, Punnawit Foithong, Nasrin Afsarimanesh and Md Eshrat E. Alahi
Water 2025, 17(12), 1798; https://doi.org/10.3390/w17121798 - 16 Jun 2025
Cited by 1 | Viewed by 1932
Abstract
The accurate prediction of water quality parameters is essential for effective pollution control and resource management. This study presents a hybrid AI-remote sensing framework for forecasting water quality in the Gulf of Thailand, which combines Sentinel-2 imagery with Support Vector Machine (SVM) and [...] Read more.
The accurate prediction of water quality parameters is essential for effective pollution control and resource management. This study presents a hybrid AI-remote sensing framework for forecasting water quality in the Gulf of Thailand, which combines Sentinel-2 imagery with Support Vector Machine (SVM) and Autoregressive Integrated Moving Average (ARIMA) models. Our approach achieves a 5.4× increase in data coverage over traditional methods, demonstrating the effectiveness of machine learning in environmental monitoring. Predictive accuracy was evaluated across Support Vector Machine (SVM), ARIMA, and Amazon Forecast models. Results indicate that SVM, optimised through RBF kernel and grid search, outperforms other models for Chlorophyll-a (RMSE: 1.8), while ARIMA exhibits superior performance for Secchi Depth (RMSE: 0.2) and Trophic State Index (RMSE: 0.8). The study also introduces Aqua Sight, a web-based visualisation tool built on Google Earth Engine, enabling stakeholders to access real-time water quality forecasts. These findings highlight the potential of integrating satellite-derived data with machine learning to enhance early warning systems and support environmental decision making in coastal ecosystems. Full article
(This article belongs to the Special Issue Monitoring and Modelling of Contaminants in Water Environment)
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25 pages, 8055 KiB  
Article
On the Application of Long Short-Term Memory Neural Network for Daily Forecasting of PM2.5 in Dakar, Senegal (West Africa)
by Ahmed Gueye, Serigne Abdoul Aziz Niang, Ismaila Diallo, Mamadou Simina Dramé, Moussa Diallo and Ali Ahmat Younous
Sustainability 2025, 17(12), 5421; https://doi.org/10.3390/su17125421 - 12 Jun 2025
Viewed by 585
Abstract
This study aims to optimize daily forecasts of the PM2.5 concentrations in Dakar, Senegal using a long short-term memory (LSTM) neural network model. Particulate matter, aggravated by factors such as dust, traffic, and industrialization, poses a serious threat to public health, especially in [...] Read more.
This study aims to optimize daily forecasts of the PM2.5 concentrations in Dakar, Senegal using a long short-term memory (LSTM) neural network model. Particulate matter, aggravated by factors such as dust, traffic, and industrialization, poses a serious threat to public health, especially in developing countries. Existing models such as the Autoregressive integrated moving average (ARIMA) have limitations in capturing nonlinear relationships and complex dynamics in environmental data. Using four years of daily data collected at the Bel Air station, this study shows that the LSTM neural network model provides more accurate forecasts with a root mean square error (RMSE) of 3.2 μg/m3, whereas the RMSE for ARIMA is about 6.8 μg/m3. The LSTM model predicts reliably up to 7 days in advance, accurately reproducing extreme values, especially during dust event outbreaks and peak travel periods. Computational analysis shows that using Graphical Processing Unit and Tensor Processing Unit processors significantly reduce the execution time, improving the model efficiency while maintaining high accuracy. Overall, these results highlight the usefulness of the LSTM network for air quality prediction and its potential for public health management in Dakar. Full article
(This article belongs to the Special Issue Sustainable Urban Designs to Enhance Human Health and Well-Being)
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20 pages, 1859 KiB  
Article
Data Flow Forecasting for Smart Grid Based on Multi-Verse Expansion Evolution Physical–Social Fusion Network
by Kun Wang, Bentao Hu, Jiahao Zhang, Ruqi Zhang, Hongshuo Zhang, Sunxuan Zhang and Xiaomei Chen
Energies 2025, 18(12), 3093; https://doi.org/10.3390/en18123093 - 12 Jun 2025
Viewed by 322
Abstract
The accurate forecasting of financial flow data in power-grid operations is critical for improving operational efficiency. To tackle the challenges of low forecasting accuracy and high error rates caused by the long sequences, nonlinearity, and multi-scale and non-stationary characteristics of financial flow data, [...] Read more.
The accurate forecasting of financial flow data in power-grid operations is critical for improving operational efficiency. To tackle the challenges of low forecasting accuracy and high error rates caused by the long sequences, nonlinearity, and multi-scale and non-stationary characteristics of financial flow data, a forecasting model based on multi-verse expansion evolution (MVE2) and spatial–temporal fusion network (STFN) is proposed. Firstly, preprocess data for power-grid financial flow data based on the autoregressive integrated moving average (ARIMA) model. Secondly, establish a financial flow data forecasting framework using MVE2-STFN. Then, a feature extraction model is developed by integrating convolutional neural networks (CNN) for spatial feature extraction and bidirectional long short-term memory networks (BiLSTM) for temporal feature extraction. Next, a hybrid fine-tuning method based on MVE2 is proposed, exploiting its global optimization capability and fast convergence speed to optimize the STFN parameters. Finally, the experimental results demonstrate that our approach significantly reduces forecasting errors. It reduces RMSE by 5.75% and 13.37%, MAPE by 22.28% and 41.76%, and increases R2 by 1.25% and 6.04% compared to CNN-BiLSTM and BiLSTM models, respectively. These results confirm the model’s effectiveness in improving both accuracy and efficiency in financial flow data forecasting for power grids. Full article
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16 pages, 5551 KiB  
Article
An Enhanced Interval Type-2 Fuzzy C-Means Algorithm for Fuzzy Time Series Forecasting of Vegetation Dynamics: A Case Study from the Aksu Region, Xinjiang, China
by Yongqi Chen, Li Liu, Jinhua Cao, Kexin Wang, Shengyang Li and Yue Yin
Land 2025, 14(6), 1242; https://doi.org/10.3390/land14061242 - 10 Jun 2025
Viewed by 410
Abstract
Accurate prediction of the Normalized Difference Vegetation Index (NDVI) is crucial for regional ecological management and precision decision-making. Existing methodologies often rely on smoothed NDVI data as ground truth, overlooking uncertainties inherent in data acquisition and processing. Fuzzy time series (FTS) prediction models [...] Read more.
Accurate prediction of the Normalized Difference Vegetation Index (NDVI) is crucial for regional ecological management and precision decision-making. Existing methodologies often rely on smoothed NDVI data as ground truth, overlooking uncertainties inherent in data acquisition and processing. Fuzzy time series (FTS) prediction models based on the Fuzzy C-Means (FCM) clustering algorithm address some of these uncertainties by enabling soft partitioning through membership functions. However, the method remains limited by its reliance on expert experience in setting fuzzy parameters, which introduces uncertainty in the definition of fuzzy intervals and negatively affects prediction performance. To overcome these limitations, this study enhances the interval type-2 fuzzy clustering time series (IT2-FCM-FTS) model by developing a pixel-level time series forecasting framework, optimizing fuzzy interval divisions, and extending the model from unidimensional to spatial time series forecasting. Experimental results from 2021 to 2023 demonstrate that the proposed model outperforms both the Autoregressive Integrated Moving Average (ARIMA) and conventional FCM-FTS models, achieving the lowest RMSE (0.0624), MAE (0.0437), and SEM (0.000209) in 2021. Predictive analysis indicates a general ecological improvement in the Aksu region (Xinjiang, China), with persistent growth areas comprising 61.12% of the total and persistent decline areas accounting for 2.6%. In conclusion, this study presents an improved fuzzy model for NDVI time series prediction, providing valuable insights into regional desertification prevention and ecological strategy formulation. Full article
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23 pages, 2098 KiB  
Article
Modeling Time Series with SARIMAX and Skew-Normal and Zero-Inflated Skew-Normal Errors
by M. Alejandro Dinamarca, Fernando Rojas, Claudia Ibacache-Quiroga and Karoll González-Pizarro
Mathematics 2025, 13(11), 1892; https://doi.org/10.3390/math13111892 - 5 Jun 2025
Viewed by 618
Abstract
This study proposes an extension of Seasonal Autoregressive Integrated Moving Average models with exogenous regressors (SARIMAX) by incorporating skew-normal and zero-inflated skew-normal error structures to better accommodate asymmetry and excess zeros in time series data. The proposed framework demonstrates improved flexibility and robustness [...] Read more.
This study proposes an extension of Seasonal Autoregressive Integrated Moving Average models with exogenous regressors (SARIMAX) by incorporating skew-normal and zero-inflated skew-normal error structures to better accommodate asymmetry and excess zeros in time series data. The proposed framework demonstrates improved flexibility and robustness compared to traditional Gaussian-based models. Simulation experiments reveal that the skewness parameter significantly affect forecasting accuracy, with reductions in mean absolute error (MAE) and root mean square error (RMSE) observed across both positively and negatively skewed scenarios. Notably, in negative-skew contexts, the model achieved an MAE of 0.40 and RMSE of 0.49, outperforming its symmetric-error counterparts. The inclusion of zero-inflation probabilities further enhances model performance in sparse datasets, yielding superior values in goodness-of-fit criteria such as the Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC). To illustrate the practical value of the methodology, a real-world case study is presented involving the modeling of optical density (OD600) data from Escherichia coli during stationary-phase growth. A SARIMAX(1,1,1) model with skew-normal errors was fitted to 200 time-stamped absorbance measurements, revealing significant positive skewness in the residuals. Bootstrap-derived confidence intervals confirmed the significance of the estimated skewness parameter (α=14.033 with 95% CI [12.07, 15.99]). The model outperformed the classical ARIMA benchmark in capturing the asymmetry of the stochastic structure, underscoring its relevance for biological, environmental, and industrial applications in which non-Gaussian features are prevalent. Full article
(This article belongs to the Special Issue Applied Statistics in Management Sciences)
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