Analysis and prediction of groundwater level time series with Autoregressive Linear Models

2016 ◽  
Vol 39 ◽  
pp. 109-112
Author(s):  
Mirko Ginocchi ◽  
Giovanni Franco Crosta ◽  
Marco Rotiroti ◽  
Tullia Bonomi
Keyword(s):  
Time Series ◽  
Groundwater Level ◽  
Linear Models

scholarly journals A novel deseasonalized time series model with an improved seasonal estimate for groundwater level predictions

2019 ◽  
Vol 2 (1) ◽  
pp. 25-44 ◽  
Author(s):  
S. Mohanasundaram ◽  
G. Suresh Kumar ◽  
Balaji Narasimhan
Keyword(s):  
Time Series ◽  
Groundwater Level ◽  
Moving Average ◽  
Seasonal Component ◽  
Univariate Time Series ◽  
Level Data ◽  
Proposed Model ◽  
Interval Approach ◽  
Prediction And Forecasting ◽  
Observation Wells

Abstract Groundwater level prediction and forecasting using univariate time series models are useful for effective groundwater management under data limiting conditions. The seasonal autoregressive integrated moving average (SARIMA) models are widely used for modeling groundwater level data as the groundwater level signals possess the seasonality pattern. Alternatively, deseasonalized autoregressive and moving average models (Ds-ARMA) can be modeled with deseasonalized groundwater level signals in which the seasonal component is estimated and removed from the raw groundwater level signals. The seasonal component is traditionally estimated by calculating long-term averaging values of the corresponding months in the year. This traditional way of estimating seasonal component may not be appropriate for non-stationary groundwater level signals. Thus, in this study, an improved way of estimating the seasonal component by adopting a 13-month moving average trend and corresponding confidence interval approach has been attempted. To test the proposed approach, two representative observation wells from Adyar basin, India were modeled by both traditional and proposed methods. It was observed from this study that the proposed model prediction performance was better than the traditional model's performance with R2 values of 0.82 and 0.93 for the corresponding wells' groundwater level data.

scholarly journals Predicting Stock Market Index Using Hybrid Intelligence Model

2018 ◽  
Vol 7 (3.15) ◽  
pp. 36 ◽  
Author(s):  
Sarah Nadirah Mohd Johari ◽  
Fairuz Husna Muhamad Farid ◽  
Nur Afifah Enara Binti Nasrudin ◽  
Nur Sarah Liyana Bistamam ◽  
Nur Syamira Syamimi Muhammad Shuhaili
Keyword(s):  
Time Series ◽  
Stock Prices ◽  
Linear Models ◽  
Forecast Error ◽  
Arima Model ◽  
Real Data ◽  
Stock Index ◽  
Support Vector ◽  
Ann Model ◽  
Stock Market Index

Predicting financial market changes is an important issue in time series analysis, receiving an increasing attention due to financial crisis. Autoregressive integrated moving average (ARIMA) model has been one of the most widely used linear models in time series forecasting but ARIMA model cannot capture nonlinear patterns easily. Generalized autoregressive conditional heteroscedasticity (GARCH) model applied understanding of volatility depending to the estimation of previous forecast error and current volatility, improving ARIMA model. Support vector machine (SVM) and artificial neural network (ANN) have been successfully applied in solving nonlinear regression estimation problems. This study proposes hybrid methodology that exploits unique strength of GARCH + SVM model, and GARCH + ANN model in forecasting stock index. Real data sets of stock prices FTSE Bursa Malaysia KLCI were used to examine the forecasting accuracy of the proposed model. The results shows that the proposed hybrid model achieves best forecasting compared to other model.  

scholarly journals Analysis of long-term observations of the groundwater level In an aseismic region

2019 ◽  
pp. 47-67
Author(s):  
A. A. Lyubushin ◽  
O. S. Kazantseva ◽  
A. B. Manukin
Keyword(s):  
Time Series ◽  
Groundwater Level ◽  
Atmospheric Pressure ◽  
Active Regions ◽  
Sampling Interval ◽  
Pressure Effects ◽  
Adaptive Compensation ◽  
Groundwater Level Fluctuations ◽  
And Cluster Analysis

The results of the analysis of continuous precise time series of atmospheric pressure and groundwater level fluctuations in a well drilled to a depth of 400 m in the territory of Moscow are presented. The observations are remarkable in terms of their duration of more than 22 years (from February 2, 1993 to April 4, 2015) and by the sampling interval of 10 min. These long observations are suitable for exploring the stationarity of the properties of hydrogeological time series in a seismically quiet region, which is important from the methodological standpoint for interpreting the similar observations in seismically active regions aimed at earthquake prediction. Factor and cluster analysis applied to the sequence of multivariate vectors ofthe statistical properties of groundwater level time series in the successive 10-day windows after adaptive compensation for atmospheric pressure effects distinguish five different statistically significant states of the time series with the transitions between them. An attempt to geophysically interpret the revealed states is made. Two significant periods – 46 and 275 days – are established by spectral analysis of the sequence of the transitions times between the clusters.

On Bayesian model selection for INGARCH models viatrans-dimensional Markov chain Monte Carlo methods

2021 ◽  
pp. 1471082X2110347
Author(s):  
Panagiota Tsamtsakiri ◽  
Dimitris Karlis
Keyword(s):  
Time Series ◽  
Model Selection ◽  
Bayesian Model ◽  
Linear Models ◽  
Simulation Experiment ◽  
Mean Values ◽  
The Past ◽  
Competing Models ◽  
Selection For ◽  
Log Linear

There is an increasing interest in models for discrete valued time series. Among them, the integer autoregressive conditional heteroscedastic (INGARCH) is a model that has found several applications. In the present article, we study the problem of model selection for this family of models. Namely we consider that an observation conditional on the past follows a Poisson distribution where its mean depends on its past mean values and on past observations. We consider both linear and log-linear models. Our purpose is to select the most appropriate order of such models, using a trans-dimensional Bayesian approach that allows jumps between competing models. A small simulation experiment supports the usage of the method. We apply the methodology to real datasets to illustrate the potential of the approach.

Rescue of groundwater level time series: how to identify and treat errors

2021 ◽  
Author(s):  
Jānis Bikše ◽  
Inga Retike ◽  
Andis Kalvāns ◽  
Aija Dēliņa ◽  
Alise Babre ◽  
...  
Keyword(s):  
Time Series ◽  
Groundwater Level ◽  
Monitoring Network ◽  
Observation Data ◽  
Automatic Data ◽  
Mean Values ◽  
Temporal Prediction ◽  
National Monitoring ◽  
Groundwater Drought

<p>Groundwater level time series are the basis for various groundwater-related studies. The most valuable are long term, gapless and evenly spatially distributed datasets. However, most historical datasets have been acquired during a long-term period by various operators and database maintainers, using different data collection methods (manual measurements or automatic data loggers) and usually contain gaps and errors, that can originate both from measurement process and data processing. The easiest way is to eliminate the time series with obvious errors from further analysis, but then most of the valuable dataset may be lost, decreasing spatial and time coverage. Some gaps can be easily replaced by traditional methods (e.g. by mean values), but filling longer observation gaps (missing months, years) is complicated and often leads to false results. Thus, an effort should be made to retain as much as possible actual observation data.</p><p>In this study we present (1) most typical data errors found in long-term groundwater level monitoring datasets, (2) provide techniques to visually identify such errors and finally, (3) propose best ways of how to treat such errors. The approach also includes confidence levels for identification and decision-making process. The aim of the study was to pre-treat groundwater level time series obtained from the national monitoring network in Latvia for further use in groundwater drought modelling studies.</p><p>This research is funded by the Latvian Council of Science, project “Spatial and temporal prediction of groundwater drought with mixed models for multilayer sedimentary basin under climate change”, project No. lzp-2019/1-0165.</p>

Load Forecasting using Time Series Techniques

2021 ◽  
pp. 11343-11357
Author(s):  
Shahida Khatoon, Ibraheem, Priti, Mohammad Shahid
Keyword(s):  
Time Series ◽  
Linear Models ◽  
Linear Trend ◽  
Moving Average ◽  
Load Forecasting ◽  
Electric Load ◽  
Time Data ◽  
Efficient Operation ◽  
Use Of Time ◽  
Distribution Company

Load Forecasting is of great significance for effective and efficient operation of power system. Use of time series is of much importance in load forecasting. In this study, effectiveness of different time series techniques is identified to gathered valuable information. The objective is to predict electric load efficiently and effectively. This paper analyses the prediction accuracy of variety of time series method in modeling Electric load forecasts. The study examines the time series forecasting methods applied to estimate future electric load, specifically, Moving Average (MA), Linear Trend, the Exponential and Parabolic Trend. A comparison of different forecasting techniques of Time Series is demonstrated on real time data. The data utilized for forecast is made available through a distribution company of India. The traditional linear models and hybrid models along with ANN are developed. These models are appraised for the forecasting capability.

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