scholarly journals Improved Semiparametric Time Series Models of Air Pollution and Mortality

2004 ◽  
Vol 99 (468) ◽  
pp. 938-948 ◽  
Author(s):  
Francesca Dominici ◽  
Aidan McDermott ◽  
Trevor J Hastie
Keyword(s):  
Air Pollution ◽  
Time Series ◽  
Time Series Models

scholarly journals Atmospheric PM2.5Concentration Prediction Based on Time Series and Interactive Multiple Model Approach

2019 ◽  
Vol 2019 ◽  
pp. 1-11 ◽  
Author(s):  
Jihan Li ◽  
Xiaoli Li ◽  
Kang Wang
Keyword(s):  
Air Pollution ◽  
Time Series ◽  
Air Quality ◽  
State Equation ◽  
Ar Model ◽  
Prediction Algorithm ◽  
Time Series Models ◽  
Multiple Model ◽  
Concentration Data ◽  
Interactive Multiple Model

Urbanization, industrialization, and regional economic integration have developed rapidly in China in recent years. Air pollution has attracted more and more attention. However, PM2.5is the main particulate matter in air pollution. Therefore, how to predict PM2.5accurately and effectively has become a concern of experts and scholars. For the problem, atmosphere PM2.5concentration prediction algorithm is proposed based on time series and interactive multiple model in this paper. PM2.5concentration is collected by using the monitor at different air quality levels. The time series models are established by historical PM2.5concentration data, which were given by the autoregressive model (AR). In the paper, three PM2.5time series models are established for three different air quality levels. Then, the three models are converted to state equation, respectively, by autoregressive integrated with Kalman filter (AR-Kalman) approaches. Besides, the proposed interactive multiple model (IMM) algorithm is, respectively, compared with autoregressive (AR) model algorithm and AR-Kalman prediction algorithm. It is turned out the proposed IMM algorithm is more accurate than the other two approaches for PM2.5prediction, and it is effective.

Time-Series Models in Marketing: Some Recent Developments

Marketing ZFP ◽  
2010 ◽  
Vol 32 (JRM 1) ◽  
pp. 24-29
Author(s):  
Marnik G. Dekimpe ◽  
Dominique M. Hanssens
Keyword(s):  
Time Series ◽  
Time Series Models ◽  
Recent Developments

A COMPARATIVE STUDY BETWEEN UNIVARIATE AND BIVARIATE TIME SERIES MODELS FOR CRUDE PALM OIL INDUSTRY IN PENINSULAR MALAYSIA

2020 ◽  
Vol 5 (1) ◽  
pp. 374
Author(s):  
Pauline Jin Wee Mah ◽  
Nur Nadhirah Nanyan
Keyword(s):  
Time Series ◽  
Palm Oil ◽  
Moving Average ◽  
Forecast Accuracy ◽  
Peninsular Malaysia ◽  
Time Series Models ◽  
Crude Palm Oil ◽  
Univariate Time Series ◽  
Import And Export ◽  
Bivariate Time Series

The main purpose of this study is to compare the performances of univariate and bivariate models on four time series variables of the crude palm oil industry in Peninsular Malaysia. The monthly data for the four variables, which are the crude palm oil production, price, import and export, were obtained from Malaysian Palm Oil Board (MPOB) and Malaysian Palm Oil Council (MPOC). In the first part of this study, univariate time series models, namely, the autoregressive integrated moving average (ARIMA), fractionally integrated autoregressive moving average (ARFIMA) and autoregressive autoregressive (ARAR) algorithm were used for modelling and forecasting purposes. Subsequently, the dependence between any two of the four variables were checked using the residuals’ sample cross correlation functions before modelling the bivariate time series. In order to model the bivariate time series and make prediction, the transfer function models were used. The forecast accuracy criteria used to evaluate the performances of the models were the mean absolute error (MAE), root mean square error (RMSE) and mean absolute percentage error (MAPE). The results of the univariate time series showed that the best model for predicting the production was ARIMA  while the ARAR algorithm were the best forecast models for predicting both the import and export of crude palm oil. However, ARIMA  appeared to be the best forecast model for price based on the MAE and MAPE values while ARFIMA  emerged the best model based on the RMSE value.  When considering bivariate time series models, the production was dependent on import while the export was dependent on either price or import. The results showed that the bivariate models had better performance compared to the univariate models for production and export of crude palm oil based on the forecast accuracy criteria used.

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