scholarly journals Hybrid Support Vector Regression and Autoregressive Integrated Moving Average Models Improved by Particle Swarm Optimization for Property Crime Rates Forecasting with Economic Indicators

2013 ◽  
Vol 2013 ◽  
pp. 1-11 ◽  
Author(s):  
Razana Alwee ◽  
Siti Mariyam Hj Shamsuddin ◽  
Roselina Sallehuddin
Keyword(s):  
Particle Swarm Optimization ◽  
Support Vector Regression ◽  
Hybrid Model ◽  
Moving Average ◽  
Property Crime ◽  
Crime Rates ◽  
Economic Indicators ◽  
Support Vector ◽  
Swarm Optimization ◽  
Autoregressive Integrated Moving Average

Crimes forecasting is an important area in the field of criminology. Linear models, such as regression and econometric models, are commonly applied in crime forecasting. However, in real crimes data, it is common that the data consists of both linear and nonlinear components. A single model may not be sufficient to identify all the characteristics of the data. The purpose of this study is to introduce a hybrid model that combines support vector regression (SVR) and autoregressive integrated moving average (ARIMA) to be applied in crime rates forecasting. SVR is very robust with small training data and high-dimensional problem. Meanwhile, ARIMA has the ability to model several types of time series. However, the accuracy of the SVR model depends on values of its parameters, while ARIMA is not robust to be applied to small data sets. Therefore, to overcome this problem, particle swarm optimization is used to estimate the parameters of the SVR and ARIMA models. The proposed hybrid model is used to forecast the property crime rates of the United State based on economic indicators. The experimental results show that the proposed hybrid model is able to produce more accurate forecasting results as compared to the individual models.

scholarly journals Peramalan Harga Emas Saat Pandemi Covid-19 Menggunakan Model Hybrid Autoregressive Integrated Moving Average - Support Vector Regression

2021 ◽  
Vol 1 (1) ◽  
pp. 52-65
Author(s):  
Drajat Indra Purnama
Keyword(s):  
Support Vector Regression ◽  
Hybrid Model ◽  
Moving Average ◽  
Arima Model ◽  
Training Data ◽  
Series Data ◽  
Support Vector ◽  
Autoregressive Integrated Moving Average ◽  
Testing Data ◽  
Linearity Test

ABSTRAKInvestasi emas merupakan salah satu investasi yang menjadi favorit dimasa pandemi Covid 19 seperti sekarang ini. Hal ini dikarenakan harga emas yang nilainya relatif fluktuatif tetapi menunjukkan tren peningkatan. Investor dituntut pandai dalam berinvestasi emas, mampu memprediksi peluang dimasa yang akan datang. Salah satu model peramalan data deret waktu adalah model Autoregressive Integrated Moving Average (ARIMA). Model ARIMA baik digunakan pada data yang berpola linear tetapi jika digunakan pada data data nonlinear keakuratannya menurun. Untuk mengatasi permasalahan data nonlinear dapat menggunakan model Support Vector Regression (SVR). Pengujian linearitas pada data harga emas menunjukkan adanya pola data linear dan nonlinear sekaligus sehingga digunakan kombinasi ARIMA dan SVR yaitu model hybrid ARIMA-SVR. Hasil peramalan menggunakan model hybrid ARIMA-SVR menunjukkan hasil lebih baik dibanding model ARIMA. Hal ini dibuktikan dengan nilai MAPE model hybrid ARIMA-SVR lebih kecil dibandingkan nilai MAPE model ARIMA. Nilai MAPE model hybrid ARIMA-SVR sebesar 0,355 pada data training dan 4,001 pada data testing, sedangkan nilai MAPE model ARIMA sebesar 0,903 pada data training dan 4,076 pada data testing.ABSTRACTGold investment is one of the favorite investments during the Covid 19 pandemic as it is today. This is because the price of gold is relatively volatile but shows an increasing trend. Investors are required to be smart in investing in gold, able to predict future opportunities. One of the time series data forecasting models is the Autoregressive Integrated Moving Average (ARIMA) model. The ARIMA model is good for use on linear patterned data but if it is used on nonlinear data the accuracy decreases. To solve the problem of nonlinear data, you can use the Support Vector Regression (SVR) model. The linearity test on the gold price data shows that there are linear and nonlinear data patterns at the same time so that a combination of ARIMA and SVR is used, namely the ARIMA-SVR hybrid model. Forecasting results using the ARIMA-SVR hybrid model show better results than the ARIMA model. This is evidenced by the MAPE value of the ARIMA-SVR hybrid model which is smaller than the MAPE value of the ARIMA model. The MAPE value of the ARIMA-SVR hybrid model is 0.355 on the training data and 4.001 on the testing data, while the MAPE value of the ARIMA model is 0.903 in the training data and 4.076 in the testing data.

scholarly journals Peramalan Harga Emas Saat Pandemi Covid-19 Menggunakan Model Hybrid Autoregressive Integrated Moving Average - Support Vector Regression

2021 ◽  
Author(s):  
Drajat Indra Purnama
Keyword(s):  
Support Vector Regression ◽  
Hybrid Model ◽  
Moving Average ◽  
Arima Model ◽  
Training Data ◽  
Series Data ◽  
Support Vector ◽  
Autoregressive Integrated Moving Average ◽  
Testing Data ◽  
Linearity Test

Gold investment is one of the favorite investments during the Covid 19 pandemic as it is today. This is because the price of gold is relatively volatile but shows an increasing trend. Investors are required to be smart in investing in gold, able to predict future opportunities. One of the time series data forecasting models is the Autoregressive Integrated Moving Average (ARIMA) model. The ARIMA model is good for use on linear patterned data but if it is used on nonlinear data the accuracy decreases. To solve the problem of nonlinear data, you can use the Support Vector Regression (SVR) model. The linearity test on the gold price data shows that there are linear and nonlinear data patterns at the same time so that a combination of ARIMA and SVR is used, namely the ARIMA-SVR hybrid model. Forecasting results using the ARIMA-SVR hybrid model show better results than the ARIMA model. This is evidenced by the MAPE value of the ARIMA-SVR hybrid model which is smaller than the MAPE value of the ARIMA model. The MAPE value of the ARIMA-SVR hybrid model is 0.355 on the training data and 4.001 on the testing data, while the MAPE value of the ARIMA model is 0.903 in the training data and 4.076 in the testing data.

scholarly journals Peramalan Harga Emas Saat Pandemi Covid-19 Menggunakan Model Hybrid Autoregressive Integrated Moving Average - Support Vector Regression

2021 ◽  
Vol 3 (1) ◽  
pp. 52-65
Author(s):  
Drajat Indra Purnama
Keyword(s):  
Support Vector Regression ◽  
Hybrid Model ◽  
Moving Average ◽  
Arima Model ◽  
Training Data ◽  
Series Data ◽  
Support Vector ◽  
Autoregressive Integrated Moving Average ◽  
Testing Data ◽  
Linearity Test

ABSTRAKInvestasi emas merupakan salah satu investasi yang menjadi favorit dimasa pandemi Covid 19 seperti sekarang ini. Hal ini dikarenakan harga emas yang nilainya relatif fluktuatif tetapi menunjukkan tren peningkatan. Investor dituntut pandai dalam berinvestasi emas, mampu memprediksi peluang dimasa yang akan datang. Salah satu model peramalan data deret waktu adalah model Autoregressive Integrated Moving Average (ARIMA). Model ARIMA baik digunakan pada data yang berpola linear tetapi jika digunakan pada data data nonlinear keakuratannya menurun. Untuk mengatasi permasalahan data nonlinear dapat menggunakan model Support Vector Regression (SVR). Pengujian linearitas pada data harga emas menunjukkan adanya pola data linear dan nonlinear sekaligus sehingga digunakan kombinasi ARIMA dan SVR yaitu model hybrid ARIMA-SVR. Hasil peramalan menggunakan model hybrid ARIMA-SVR menunjukkan hasil lebih baik dibanding model ARIMA. Hal ini dibuktikan dengan nilai MAPE model hybrid ARIMA-SVR lebih kecil dibandingkan nilai MAPE model ARIMA. Nilai MAPE model hybrid ARIMA-SVR sebesar 0,355 pada data training dan 4,001 pada data testing, sedangkan nilai MAPE model ARIMA sebesar 0,903 pada data training dan 4,076 pada data testing.ABSTRACTGold investment is one of the favorite investments during the Covid 19 pandemic as it is today. This is because the price of gold is relatively volatile but shows an increasing trend. Investors are required to be smart in investing in gold, able to predict future opportunities. One of the time series data forecasting models is the Autoregressive Integrated Moving Average (ARIMA) model. The ARIMA model is good for use on linear patterned data but if it is used on nonlinear data the accuracy decreases. To solve the problem of nonlinear data, you can use the Support Vector Regression (SVR) model. The linearity test on the gold price data shows that there are linear and nonlinear data patterns at the same time so that a combination of ARIMA and SVR is used, namely the ARIMA-SVR hybrid model. Forecasting results using the ARIMA-SVR hybrid model show better results than the ARIMA model. This is evidenced by the MAPE value of the ARIMA-SVR hybrid model which is smaller than the MAPE value of the ARIMA model. The MAPE value of the ARIMA-SVR hybrid model is 0.355 on the training data and 4.001 on the testing data, while the MAPE value of the ARIMA model is 0.903 in the training data and 4.076 in the testing data.

scholarly journals Forecasting Time Series Movement Direction with Hybrid Methodology

2017 ◽  
Vol 2017 ◽  
pp. 1-8 ◽  
Author(s):  
Salwa Waeto ◽  
Khanchit Chuarkham ◽  
Arthit Intarasit
Keyword(s):  
Time Series ◽  
Support Vector Regression ◽  
Hybrid Model ◽  
Moving Average ◽  
Forecast Accuracy ◽  
Movement Direction ◽  
Support Vector ◽  
Autoregressive Integrated Moving Average ◽  
Proposed Model ◽  
Hybrid Methodology

Forecasting the tendencies of time series is a challenging task which gives better understanding. The purpose of this paper is to present the hybrid model of support vector regression associated with Autoregressive Integrated Moving Average which is formulated by hybrid methodology. The proposed model is more convenient for practical usage. The tendencies modeling of time series for Thailand’s south insurgency is of interest in this research article. The empirical results using the time series of monthly number of deaths, injuries, and incidents for Thailand’s south insurgency indicate that the proposed hybrid model is an effective way to construct an estimated hybrid model which is better than the classical time series model or support vector regression. The best forecast accuracy is performed by using mean square error.

MODELING OF VIOLENT CRIME RATES WITH ECONOMIC INDICATORS USING HYBRIDIZATION OF GREY RELATIONAL ANALYSIS AND SUPPORT VECTOR REGRESSION

2015 ◽  
Vol 76 (1) ◽  
Author(s):  
Razana Alwee ◽  
Siti Mariyam Shamsuddin ◽  
Roselina Sallehuddin
Keyword(s):  
Support Vector Regression ◽  
Hybrid Model ◽  
Violent Crime ◽  
Historical Data ◽  
Crime Rates ◽  
Economic Indicators ◽  
Support Vector ◽  
Relational Analysis ◽  
Proposed Model ◽  
Grey Relational

Regression and econometric models are commonly applied in modeling of violent crime rates. However, these models are mainly linear and only capable in modeling linear relationships. Moreover, the econometric models are quite complex to develop. Although time series model is a promising alternative tool, limited historical data of crime rates makes the standard time series models less suitable for modeling the violent crime rates. Thus, in this study, a hybrid model that can handle limited historical data is proposed for modeling the violent crime rates. The proposed hybrid model combines grey relational analysis and support vector regression. Since inaccurate parameters setting leads to inaccuracy of support vector regression model, particle swarm optimization is used to increase the accuracy of the model. The proposed hybrid model is used to model the violent crime rates of United State based on economic indicators. The proposed model also has additional features such as able to choose the data series for economic indicators and significant economic indicators for the violent crime rates. The experimental results showed that the proposed model produces more accurate forecast as compared to multiple linear regression in forecasting the violent crime rates.

scholarly journals A Hybrid Forecasting Model for Prediction of Stock Index of Tata Motors using Principal Component Analysis, Support Vector Regression and Particle Swarm Optimization

2019 ◽  
Vol 9 (1) ◽  
pp. 3032-3037
Keyword(s):  
Principal Component Analysis ◽  
Particle Swarm Optimization ◽  
Stock Market ◽  
Support Vector Regression ◽  
Hybrid Model ◽  
Principal Component ◽  
Component Analysis ◽  
Stock Index ◽  
Support Vector ◽  
Swarm Optimization

This paper presents an extremely precise prediction method which improved the decision of the investors on daily direction of the stock market. Among the studies that focus on daily stock market forecasting, the hybrid machine learning techniques are more appreciated than the conventional data mining procedures. With an intent to produce such a model with more accurate predictions, this paper analyzes a series of technological indicators used in usual studies of the stock market and uses principal component analysis (PCA), along with support vector regression (SVR) and particle swarm optimization (PSO) algorithm. Feature extraction is such a procedure that can remove the unnecessary and unrelated factors, and reduce the dimension of the input variables from the original dataset. The feasibility and efficiency of the proposed PCA-SVR-PSO hybrid model was applied to forecast the daily closing prices of stock index of TATA Motors. The performance of the proposed approach is evaluated with 4304 (from 1st January 2001 to 6th April 2018) trading days historical stock price data of Tata motors collected from Bombay Stock Exchange (BSE). The total data sets were splits into two parts, 80% of the data (3444) has been used in the training phase and rest 20% of the data (860) for the testing phase. We compared our results with ANN-PSO and SVR-PSO hybrid models. The experimental results reflect that the proposed hybrid model incorporating PCA is more practicable and better performs than SVR-PSO.

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