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Search Results (123)

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Keywords = seasonal autoregression integrated moving average (SARIMA)

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26 pages, 5325 KiB  
Article
Spatiotemporal Dengue Forecasting for Sustainable Public Health in Bandung, Indonesia: A Comparative Study of Classical, Machine Learning, and Bayesian Models
by I Gede Nyoman Mindra Jaya, Yudhie Andriyana, Bertho Tantular, Sinta Septi Pangastuti and Farah Kristiani
Sustainability 2025, 17(15), 6777; https://doi.org/10.3390/su17156777 - 25 Jul 2025
Viewed by 385
Abstract
Accurate dengue forecasting is essential for sustainable public health planning, especially in tropical regions where the disease remains a persistent threat. This study evaluates the predictive performance of seven modeling approaches—Seasonal Autoregressive Integrated Moving Average (SARIMA), Extreme Gradient Boosting (XGBoost), Recurrent Neural Network [...] Read more.
Accurate dengue forecasting is essential for sustainable public health planning, especially in tropical regions where the disease remains a persistent threat. This study evaluates the predictive performance of seven modeling approaches—Seasonal Autoregressive Integrated Moving Average (SARIMA), Extreme Gradient Boosting (XGBoost), Recurrent Neural Network (RNN), Long Short-Term Memory (LSTM), Bidirectional LSTM (BiLSTM), Convolutional LSTM (CNN–LSTM), and a Bayesian spatiotemporal model—using monthly dengue incidence data from 2009 to 2023 in Bandung City, Indonesia. Model performance was assessed using MAE, sMAPE, RMSE, and Pearson’s correlation (R). Among all models, the Bayesian spatiotemporal model achieved the best performance, with the lowest MAE (5.543), sMAPE (62.137), and RMSE (7.482), and the highest R (0.723). While SARIMA and XGBoost showed signs of overfitting, the Bayesian model not only delivered more accurate forecasts but also produced spatial risk estimates and identified high-risk hotspots via exceedance probabilities. These features make it particularly valuable for developing early warning systems and guiding targeted public health interventions, supporting the broader goals of sustainable disease management. Full article
(This article belongs to the Section Health, Well-Being and Sustainability)
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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 192
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 265
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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11 pages, 3574 KiB  
Article
Energy Transitions over Five Decades: A Statistical Perspective on Global Energy Trends
by Francina Pali, Roschlynn Dsouza, Yeeon Ryu, Jennifer Oishee, Joel Aikkarakudiyil, Manali Avinash Gaikwad, Payam Norouzzadeh, Steven Buckner and Bahareh Rahmani
Computers 2025, 14(5), 190; https://doi.org/10.3390/computers14050190 - 13 May 2025
Viewed by 763
Abstract
This study analyzes global energy trends from January 1973 to November 2022, using the “World Energy Statistics” dataset from Kaggle, which includes data on the production, consumption, import, and export of fossil fuels, nuclear energy, and renewable energy. The analysis employs statistical techniques [...] Read more.
This study analyzes global energy trends from January 1973 to November 2022, using the “World Energy Statistics” dataset from Kaggle, which includes data on the production, consumption, import, and export of fossil fuels, nuclear energy, and renewable energy. The analysis employs statistical techniques such as correlation analysis, quantile–quantile (Q–Q) plots, seasonal decomposition, and seasonal autoregressive integrated moving average (SARIMA) modeling. The results reveal strong positive correlations between nuclear energy production and consumption, as well as between renewable energy production and consumption. Seasonal decomposition highlights annual patterns in renewable energy use and a declining trend in fossil fuel dependency. SARIMA modeling forecasts continued growth in renewable energy consumption and a gradual reduction in fossil fuel reliance. These findings provide critical insights into long-term energy patterns and offer data-driven implications for global energy policy and strategic planning. Full article
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16 pages, 4064 KiB  
Article
Environmental Benefits Evaluation of a Bike-Sharing System in the Boston Area: A Longitudinal Study
by Mengzhen Ding, Shaohua Zhang, Lemei Li, Yishuang Wu, Qiyao Yang and Jun Cai
Urban Sci. 2025, 9(5), 159; https://doi.org/10.3390/urbansci9050159 - 8 May 2025
Viewed by 757
Abstract
With increasing concerns over climate change and air pollution, sustainable transportation has become a critical component of modern city planning. Bike-sharing systems have emerged as an eco-friendly alternative to motorized transport, contributing to energy conservation and emission reduction. To elaborate on bike-sharing’s contribution [...] Read more.
With increasing concerns over climate change and air pollution, sustainable transportation has become a critical component of modern city planning. Bike-sharing systems have emerged as an eco-friendly alternative to motorized transport, contributing to energy conservation and emission reduction. To elaborate on bike-sharing’s contribution to urban sustainable development, this study conducts a quantitative analysis of its environmental benefits through a case study of the Bluebikes program in the Boston area, using a longitudinal dataset of 20.07 million bike trips from January 2015 to December 2024, with data between January 2020 and December 2021 excluded. A combination of Scheiner’s model and Multinomial Logit model was adopted to evaluate the substitution of Bluebikes trips, an optimized Seasonal Autoregressive Integrated Moving Average (SARIMA) model was employed to predict future usage, while energy savings were calculated by estimating reductions in gasoline and diesel consumption. The findings reveal that during the analyzed period, Bluebikes trips saved 2616.44 tons of oil equivalent and reduced CO2 and NOX emissions by 7614.96 and 16.43 tons, respectively. Furthermore, based on the historical trends, it is forecasted that the Bluebikes program will annually save an average of 723.66 tons of oil equivalent and decrease CO2 and NOX emissions by 2422.65 and 4.52 tons between 2025 and 2027. The results highlight the substantial environmental impact of Bluebikes and support policies that encourage their usage. Full article
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20 pages, 9086 KiB  
Article
Monte Carlo Dropout Neural Networks for Forecasting Sinusoidal Time Series: Performance Evaluation and Uncertainty Quantification
by Unyamanee Kummaraka and Patchanok Srisuradetchai
Appl. Sci. 2025, 15(8), 4363; https://doi.org/10.3390/app15084363 - 15 Apr 2025
Cited by 1 | Viewed by 1286
Abstract
Accurately forecasting sinusoidal time series is essential in various scientific and engineering applications. However, traditional models such as the seasonal autoregressive integrated moving average (SARIMA) rely on assumptions of linearity and stationarity, which may not adequately capture the complex periodic behaviors of sinusoidal [...] Read more.
Accurately forecasting sinusoidal time series is essential in various scientific and engineering applications. However, traditional models such as the seasonal autoregressive integrated moving average (SARIMA) rely on assumptions of linearity and stationarity, which may not adequately capture the complex periodic behaviors of sinusoidal data, including varying amplitudes, phase shifts, and nonlinear trends. This study investigates Monte Carlo dropout neural networks (MCDO NNs) as an alternative approach for both forecasting and uncertainty quantification. The performance of MCDO NNs is evaluated across six sinusoidal time series models, each exhibiting different dynamic characteristics. Results indicate that MCDO NNs consistently outperform SARIMA in terms of root mean square error, mean absolute percentage error, and the coefficient of determination, while also producing more reliable prediction intervals. To assess real-world applicability, the airline passenger dataset is used, demonstrating MCDO’s ability to effectively capture periodic structures. These findings suggest that MCDO NNs provide a robust alternative to SARIMA for sinusoidal time series forecasting, offering both improved accuracy and well-calibrated uncertainty estimates. Full article
(This article belongs to the Special Issue Advanced Methods for Time Series Forecasting)
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26 pages, 5348 KiB  
Article
Transforming Wind Data into Insights: A Comparative Study of Stochastic and Machine Learning Models in Wind Speed Forecasting
by Türker Tuğrul, Sertaç Oruç and Mehmet Ali Hınıs
Appl. Sci. 2025, 15(7), 3543; https://doi.org/10.3390/app15073543 - 24 Mar 2025
Cited by 2 | Viewed by 664
Abstract
Wind speed is a critical parameter for both energy applications and climate studies, particularly under changing climatic conditions and has attracted increasing research interest from the scientific comunity. This parameter is of interest to both researchers interested in climate change and researchers working [...] Read more.
Wind speed is a critical parameter for both energy applications and climate studies, particularly under changing climatic conditions and has attracted increasing research interest from the scientific comunity. This parameter is of interest to both researchers interested in climate change and researchers working on issues related to energy production. Based on this, in this study, prospective analyses were made with various machine learning algorithms, the long-short term memory (LSTM), the artificial neural network (ANN), and the support vector machine (SVM) algorithms, and one of the stochastic methods, the seasonal autoregressive integrated moving average (SARIMA), using the monthly wind data obtained from Bodo. In these analyses, five different models were created with the assistance of cross-correlation. The models obtained from the analyses were improved with the wavelet transformation (WT), and the results obtained were evaluated for the correlation coefficient (R), the Nash–Sutcliffe model efficiency (NSE), the Kling–Gupta efficiency (KGE), the performance index (PI), the root mean standard deviation ratio (RSR), and the root mean square error (RMSE). The results obtained from this study unveiled that LSTM emerged as the best performance metric in the M04 model among other models (R = 0.9532, NSE = 0.8938, KGE = 0.9463, PI = 0.0361, RSR = 0.0870, and RMSE = 0.3248). Another notable finding obtained from this study was that the best performance values in analyses without WT were obtained with SARIMA. The results of this study provide information on forward-looking modeling for institutions and decision-makers related to energy and climate change. Full article
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27 pages, 3485 KiB  
Article
Spatio-Temporal Graph Neural Networks for Streamflow Prediction in the Upper Colorado Basin
by Akhila Akkala, Soukaina Filali Boubrahimi, Shah Muhammad Hamdi, Pouya Hosseinzadeh and Ayman Nassar
Hydrology 2025, 12(3), 60; https://doi.org/10.3390/hydrology12030060 - 17 Mar 2025
Viewed by 2526
Abstract
Streamflow prediction is vital for effective water resource management, enabling a better understanding of hydrological variability and its response to environmental factors. This study presents a spatio-temporal graph neural network (STGNN) model for streamflow prediction in the Upper Colorado River Basin (UCRB), integrating [...] Read more.
Streamflow prediction is vital for effective water resource management, enabling a better understanding of hydrological variability and its response to environmental factors. This study presents a spatio-temporal graph neural network (STGNN) model for streamflow prediction in the Upper Colorado River Basin (UCRB), integrating graph convolutional networks (GCNs) to model spatial connectivity and long short-term memory (LSTM) networks to capture temporal dynamics. Using 30 years of monthly streamflow data from 20 monitoring stations, the STGNN predicted streamflow over a 36-month horizon and was evaluated against traditional models, including random forest regression (RFR), LSTM, gated recurrent units (GRU), and seasonal auto-regressive integrated moving average (SARIMA). The STGNN outperformed these models across multiple metrics, achieving an R2 of 0.78, an RMSE of 0.81 mm/month, and a KGE of 0.79 at critical locations like Lees Ferry. A sequential analysis of input–output configurations identified the (36, 36) setup as optimal for balancing historical context and forecasting accuracy. Additionally, the STGNN showed strong generalizability when applied to other locations within the UCRB. These results underscore the importance of integrating spatial dependencies and temporal dynamics in hydrological forecasting, offering a scalable and adaptable framework to improve predictive accuracy and support adaptive water resource management in river basins. Full article
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25 pages, 4113 KiB  
Article
An Enhanced TimesNet-SARIMA Model for Predicting Outbound Subway Passenger Flow with Decomposition Techniques
by Tianzhuo Zuo, Shaohu Tang, Liang Zhang, Hailin Kang, Hongkang Song and Pengyu Li
Appl. Sci. 2025, 15(6), 2874; https://doi.org/10.3390/app15062874 - 7 Mar 2025
Cited by 2 | Viewed by 1238
Abstract
The accurate prediction of subway passenger flow is crucial for managing urban transportation systems. This research introduces a hybrid forecasting approach that combines an enhanced TimesNet model, Seasonal Autoregressive Integrated Moving Average (SARIMA), and Variational Mode Decomposition (VMD) to improve passenger flow prediction. [...] Read more.
The accurate prediction of subway passenger flow is crucial for managing urban transportation systems. This research introduces a hybrid forecasting approach that combines an enhanced TimesNet model, Seasonal Autoregressive Integrated Moving Average (SARIMA), and Variational Mode Decomposition (VMD) to improve passenger flow prediction. The method decomposes time series data into Intrinsic Mode Functions (IMFs) using VMD, followed by adaptive predictions for each IMF with TimesNet and SARIMA. The dataset spans from 1 January to 25 January 2019, encompassing 70 million records processed into five-minute intervals. The results show that the VMD preprocessing effectively extracts features, enhancing prediction performance (13.25% MAE, 19.7% RMSE improvements). The hybrid method excels during peak times (52.75% MAE, 50.61% RMSE improvements) and outperforms baseline models like Informer and Crossformer, achieving 66.14% and 63.24% improvements in the MAE and RMSE, respectively. This research offers a reliable tool for predicting subway passenger flow, supporting the smart evolution of urban transport systems. Full article
(This article belongs to the Section Transportation and Future Mobility)
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18 pages, 10818 KiB  
Article
The Spatiotemporal Evolution and Driving Forces of the Urban Heat Island in Shijiazhuang
by Xia Zhang, Yue Liu, Ruohan Chen, Menglin Si, Ce Zhang, Yiran Tian and Guofei Shang
Remote Sens. 2025, 17(5), 781; https://doi.org/10.3390/rs17050781 - 23 Feb 2025
Cited by 3 | Viewed by 998
Abstract
As a comprehensive reflection of the thermal characteristics of the urban environment, the urban heat island (UHI) effect has triggered a series of ecological and environmental issues. Existing studies on the UHI effect in Shijiazhuang, the capital of Hebei Province, China, have primarily [...] Read more.
As a comprehensive reflection of the thermal characteristics of the urban environment, the urban heat island (UHI) effect has triggered a series of ecological and environmental issues. Existing studies on the UHI effect in Shijiazhuang, the capital of Hebei Province, China, have primarily focused on spatial–temporal distribution characteristics and migration trends, with less focus on the influences of other contributing factors. This study focuses on Shijiazhuang city, using Landsat ETM+/OLI data from 2000 to 2020 to analyze the spatiotemporal traits of the UHI effect. The mono-window algorithm (MW) was used to retrieve land surface temperatures (LSTs), and the seasonal autoregressive integrated moving average (SARIMA) model was used to predict LST trends. Key factors such as the normalized difference vegetation index (NDVI), digital elevation model (DEM), population (POP), precipitation (PPT), impervious surface (IPS), potential evapotranspiration (PET), particulate matter 2.5 (PM2.5), and night light (NL) were analyzed using spatial autocorrelation to explore their dynamic relationship with the UHI. Specifically, a multi-scale analysis model was developed to search for the optimum urban spatial scale, enabling a comprehensive assessment of the spatiotemporal evolution and drivers of the UHI in Shijiazhuang. The UHI showed pronounced spatial clustering, expanding annually by 44.288 km2, with a southeastward shift. Autumn exhibited the greatest reduction in UHI, while predictions suggested peak temperatures in summer 2027. According to the bivariate clustering analysis, the NDVI was the most influential factor in mitigating the UHI, while the IPS spatially showed the most significant enhancement in the UHI in the central urban areas. Other factors generally promoted the UHI after 2005. The multi-scale geographically weighted regression (MGWR) model was best fitted at a 3 km × 3 km scale. Considering the joint effects of multiple factors, the ranking of contributing factors to the model prediction is as follows: PET > DEM > NDVI > IPS > PPT > PM2.5 > NL > POP. The interactive effects, especially between the PET and DEM, reach a significant value of 0.72. These findings may address concerns regarding both future trends and mitigation indications for UHI variations in Shijiazhuang. Full article
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38 pages, 13675 KiB  
Article
Advanced Hybrid Models for Air Pollution Forecasting: Combining SARIMA and BiLSTM Architectures
by Sabina-Cristiana Necula, Ileana Hauer, Doina Fotache and Luminița Hurbean
Electronics 2025, 14(3), 549; https://doi.org/10.3390/electronics14030549 - 29 Jan 2025
Cited by 1 | Viewed by 1553
Abstract
This study explores a hybrid forecasting framework for air pollutant concentrations (PM10, PM2.5, and NO2) that integrates Seasonal Autoregressive Integrated Moving Average (SARIMA) models with Bidirectional Long Short-Term Memory (BiLSTM) networks. By leveraging SARIMA’s strength in linear and [...] Read more.
This study explores a hybrid forecasting framework for air pollutant concentrations (PM10, PM2.5, and NO2) that integrates Seasonal Autoregressive Integrated Moving Average (SARIMA) models with Bidirectional Long Short-Term Memory (BiLSTM) networks. By leveraging SARIMA’s strength in linear and seasonal trend modeling and addressing nonlinear dependencies using BiLSTM, the framework incorporates Box-Cox transformations and Fourier terms to enhance variance stabilization and seasonal representation. Additionally, attention mechanisms are employed to prioritize temporal features, refining forecast accuracy. Using five years of daily pollutant data from Romania’s National Air Quality Monitoring Network, the models were rigorously evaluated across short-term (1-day), medium-term (7-day), and long-term (30-day) horizons. Metrics such as RMSE, MAE, and MAPE revealed the hybrid models’ superior performance in capturing complex pollutant dynamics, particularly for PM2.5 and PM10. The SARIMA combined with BiLSTM, Fourier, and Attention configuration demonstrated consistent improvements in predictive accuracy and interpretability, with attention mechanisms proving effective for extreme values and long-term dependencies. This study highlights the benefits of combining statistical preprocessing with advanced neural architectures, offering a robust and scalable solution for air quality forecasting. The findings provide valuable insights for environmental policymakers and urban planners, emphasizing the potential of hybrid models for improving air quality management and decision-making in dynamic urban environments. Full article
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21 pages, 5048 KiB  
Article
A Model-Data Dual-Driven Approach for Predicting Shared Bike Flow near Metro Stations
by Zhuorui Wang, Dexin Yu, Xiaoyu Zheng, Fanyun Meng and Xincheng Wu
Sustainability 2025, 17(3), 1032; https://doi.org/10.3390/su17031032 - 27 Jan 2025
Cited by 1 | Viewed by 1486
Abstract
Bike-sharing has emerged as an innovative green transportation mode, showing promising potential in addressing the ‘last-mile’ transportation challenge in an eco-friendly manner. However, shared bikes around metro stations often face supply–demand imbalance problems during peak hours, causing bike shortages or congestion that compromise [...] Read more.
Bike-sharing has emerged as an innovative green transportation mode, showing promising potential in addressing the ‘last-mile’ transportation challenge in an eco-friendly manner. However, shared bikes around metro stations often face supply–demand imbalance problems during peak hours, causing bike shortages or congestion that compromise user experience and bike utilization. Accurate prediction enables operators to develop rational dispatch strategies, improve bike turnover rate, and promote synergistic metro–bike integration. However, state-of-the-art research predominantly focuses on improving complex deep-learning models while overlooking their inherent drawbacks, such as overfitting and poor interpretability. This study proposes a model–data dual-driven approach that integrates the classical statistical regression model as a model-driven component and the advanced deep-learning model as a data-driven component. The model-driven component uses the Seasonal Autoregressive Integrated Moving Average (SARIMA) model to extract periodic patterns and seasonal variations of historical data, while the data-driven component employs an Extended Long Short-Term Memory (xLSTM) neural network to process nonlinear relationships and unexpected variations. The fusion model achieved R-squared values of 0.9928 and 0.9770 for morning access and evening egress flows, respectively, and reached 0.9535 and 0.9560 for morning egress and evening access flows. The xLSTM model demonstrates an 8% improvement in R2 compared to the conventional LSTM model in the morning egress flow scenario. For the morning egress and evening access flows, which exhibit relatively high variability, classical statistical models show limited effectiveness (SARIMA’s R2 values are 0.8847 and 0.9333, respectively). Even in scenarios like morning access and evening egress, where classical statistical models perform well, our proposed fusion model still demonstrates enhanced performance. Therefore, the proposed data–model dual-driven architecture provides a reliable data foundation for shared bike rebalancing and shows potential for addressing the challenges of limited robustness in statistical regression models and the susceptibility of deep-learning models to overfitting, ultimately enhancing transportation ecosystem sustainability. Full article
(This article belongs to the Section Sustainable Transportation)
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18 pages, 6918 KiB  
Article
Assessing Water Temperature and Dissolved Oxygen and Their Potential Effects on Aquatic Ecosystem Using a SARIMA Model
by Samuel Larance, Junye Wang, Mojtaba Aghajani Delavar and Marwan Fahs
Environments 2025, 12(1), 25; https://doi.org/10.3390/environments12010025 - 14 Jan 2025
Cited by 1 | Viewed by 3025
Abstract
Temperature and dissolved oxygen (DO) are of critical importance for sustainable aquatic ecosystem and biodiversity in the river systems. This study aims to develop a data-driven model for forecasting water quality in the Athabasca River using a seasonal autoregressive integrated moving average model [...] Read more.
Temperature and dissolved oxygen (DO) are of critical importance for sustainable aquatic ecosystem and biodiversity in the river systems. This study aims to develop a data-driven model for forecasting water quality in the Athabasca River using a seasonal autoregressive integrated moving average model (SARIMA) for forecasting monthly DO and water temperature. DO and water temperature observed at Fort McMurray and Athabasca from 1960 to 2023 were used to train and test the model. The results show the satisfied model performance of DO with a coefficient of determination (R2) value of 0.76 and an RMSE value of 0.79 for training and 0.67 and 0.92 for testing, respectively, at the Fort McMurray station. At the Town of Athabasca station, the RMSE and R2 of DO were 0.92 and 0.72 for training and 0.77 and 0.86 for testing, respectively. For the modeled temperature, RMSE and R2 were 2.7 and 0.87 for training and 2.2 and 0.95 for testing, respectively, at Fort McMurray and were 2.0 and 0.93 for training and 1.8 and 0.97 for testing, respectively, in the Town of Athabasca. The results show that DO concentration is inversely proportional to the temperature. This implies that the DO could be related to water temperature, which, in turn, is correlated with air temperature. Therefore, the SARIMA model performed reasonably well in representing the dynamics of water temperature and DO in the cold climate river. Such a model can be used in practice to reduce the risk of low DO events. Full article
(This article belongs to the Special Issue Hydrological Modeling and Sustainable Water Resources Management)
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18 pages, 461 KiB  
Article
Machine Learning vs. Econometric Models to Forecast Inflation Rate in Romania? The Role of Sentiment Analysis
by Mihaela Simionescu
Mathematics 2025, 13(1), 168; https://doi.org/10.3390/math13010168 - 6 Jan 2025
Cited by 1 | Viewed by 3187
Abstract
Given the high inflationary pressure in Romania, the aim of this paper is to demonstrate the potential of autoregressive distributed lag (ARDL) models incorporating sentiment analysis to provide better inflation forecasts compared to machine learning (ML) techniques. Sentiment analysis based on National Bank [...] Read more.
Given the high inflationary pressure in Romania, the aim of this paper is to demonstrate the potential of autoregressive distributed lag (ARDL) models incorporating sentiment analysis to provide better inflation forecasts compared to machine learning (ML) techniques. Sentiment analysis based on National Bank of Romania reports on quarterly inflation may provide valuable inputs for econometric models. The ARDL model, utilizing inflation and sentiment index data from the previous period, outperformed the proposed seasonal autoregressive integrated moving average (SARIMA) model and the ML techniques (support vector machine and artificial neural networks). The forecasts based on the ARDL model predicted correctly all the changes in inflation, while accuracy measures (mean error, mean absolute error, root squared mean error) in the short-run 2023: Q1–2024: Q3 indicated the most accurate predictions. The more accurate forecasts are essential for national banks, companies, policymakers, and households. Full article
(This article belongs to the Special Issue Advanced Statistical Applications in Financial Econometrics)
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27 pages, 4051 KiB  
Article
Fractal-Based Robotic Trading Strategies Using Detrended Fluctuation Analysis and Fractional Derivatives: A Case Study in the Energy Market
by Ekaterina Popovska and Galya Georgieva-Tsaneva
Fractal Fract. 2025, 9(1), 5; https://doi.org/10.3390/fractalfract9010005 - 26 Dec 2024
Cited by 1 | Viewed by 1699
Abstract
This paper presents an integrated robotic trading strategy developed for the day-ahead energy market that includes different methods for time series analysis and forecasting, such as Detrended Fluctuation Analysis (DFA), Rescaled Range Analysis (R/S analysis), fractional derivatives, Long Short-Term Memory (LSTM) Networks, and [...] Read more.
This paper presents an integrated robotic trading strategy developed for the day-ahead energy market that includes different methods for time series analysis and forecasting, such as Detrended Fluctuation Analysis (DFA), Rescaled Range Analysis (R/S analysis), fractional derivatives, Long Short-Term Memory (LSTM) Networks, and Seasonal Autoregressive Integrated Moving Average (SARIMA) models. DFA and R/S analysis may capture the long-range dependencies and fractal features inherited by the nature of the electricity price time series and give information about persistence and variability in their behavior. Given this, fractional derivatives can be used to analyze price movements concerning the minor changes in price and time acceleration for that change, which makes the proposed framework more flexible for quickly changing market conditions. LSTM, from their perspective, may capture complex and non-linear dependencies, while SARIMA models may help handle seasonal trends. This integrated approach improves market signal interpretation and optimizes the market risk through adjustable stop-loss and take-profit levels which could lead to better portfolio performance. The proposed integrated strategy is based on actual data from the Bulgarian electricity market for the years 2017–2024. Findings from this research show how the combination of fractals with statistical and machine learning models can improve complex trading strategies implementation for the energy markets. Full article
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