A Hybrid Model Based on Wavelet Decomposition-Reconstruction in Track Irregularity State Forecasting

Wavelet is able to adapt to the requirements of time-frequency signal analysis automatically and can focus on any details of the signal and then decompose the function into the representation of a series of simple basis functions. It is of theoretical and practical significance. Therefore, this paper does subdivision on track irregularity time series based on the idea of wavelet decomposition-reconstruction and tries to find the best fitting forecast model of detail signal and approximate signal obtained through track irregularity time series wavelet decomposition, respectively. On this ideology, piecewise gray-ARMA recursive based on wavelet decomposition and reconstruction (PG-ARMARWDR) and piecewise ANN-ARMA recursive based on wavelet decomposition and reconstruction (PANN-ARMARWDR) models are proposed. Comparison and analysis of two models have shown that both these models can achieve higher accuracy

Study of Railway Track Irregularity Standard Deviation Time Series Based on Data Mining and Linear Model

Good track geometry state ensures the safe operation of the railway passenger service and freight service. Railway transportation plays an important role in the Chinese economic and social development. This paper studies track irregularity standard deviation time series data and focuses on the characteristics and trend changes of track state by applying clustering analysis. Linear recursive model and linear-ARMA model based on wavelet decomposition reconstruction are proposed, and all they offer supports for the safe management of railway transportation

Study of Track Irregularity Time Series Calibration and Variation Pattern at Unit Section

Focusing on problems existing in track irregularity time series data quality, this paper first presents abnormal data identification, data offset correction algorithm, local outlier data identification, and noise cancellation algorithms. And then proposes track irregularity time series decomposition and reconstruction through the wavelet decomposition and reconstruction approach. Finally, the patterns and features of track irregularity standard deviation data sequence in unit sections are studied, and the changing trend of track irregularity time series is discovered and described

Novel analysis–forecast system based on multi-objective optimization for air quality index

© 2018 Elsevier Ltd The air quality index (AQI) is an important indicator of air quality. Owing to the randomness and non-stationarity inherent in AQI, it is still a challenging task to establish a reasonable analysis–forecast system for AQI. Previous studies primarily focused on enhancing either forecasting accuracy or stability and failed to improve both aspects simultaneously, leading to unsatisfactory results. In this study, a novel analysis–forecast system is proposed that consists of complexity analysis, data preprocessing, and optimize–forecast modules and addresses the problems of air quality monitoring. The proposed system performs a complexity analysis of the original series based on sample entropy and data preprocessing using a novel feature selection model that integrates a decomposition technique and an optimization algorithm for removing noise and selecting the optimal input structure, and then forecasts hourly AQI series by utilizing a modified least squares support vector machine optimized by a multi-objective multi-verse optimization algorithm. Experiments based on datasets from eight major cities in China demonstrated that the proposed system can simultaneously obtain high accuracy and strong stability and is thus efficient and reliable for air quality monitoring

Forecasting Export Volume of Indonesian and Colombian Coffee in the World Market using ARIMA Model

Colombian coffee exports influence Indonesian coffee exports in the short term, so this study aims to forecast the export volume of Indonesian and Colombian coffee in the future. The study used time-series data from 2001 to 2021, further analyzed using the ARIMA model. Based on the projection, Indonesian coffee export is projected to increase with an average value of 1.14 percent and a potential increase of 1.79 percent. However, this result still needed to reach the desired value since the projected coffee export of Indonesia in 2025 only reached 429 172 tons, or lower than the export quantity of Colombian coffee in 2011. This finding indicated that Indonesian coffee export tended to increase stagnantly and was considered low compared to the increasing export of Colombian coffee.JEL Classification: C22, C53, E37, F17, Q13How to Cite:Zuhdi, F., Maulana A. S., & Rambe, K. R. (2023). Forecasting Export Volume of Indonesian and Colombian Coffee in the World Market using ARIMA Model. Signifikan: Jurnal Ilmu Ekonomi, 12(1), 57-68. https://doi.org/10.15408/sjie.v12i1.25456

Combined forecast model involving wavelet-group methods of data handling for drought forecasting

Vigorous efforts to improve the effectiveness of drought forecasting models has yet to yield accurate result. The situation gives room on the use of robust forecasting methods that could effectively improve existing methods. The complex nature of time series data does not enable one single method that is suitable in all situations. Thus, a combined model that will provide a better result is then proposed. This study introduces a wavelet and group methods of data handling (GMDH) by integrating discrete wavelet transform (DWT) and GMDH with transfer functions such as sigmoid and radial basis function (RBF) to form three wavelet-GMDH models known as modified W-GMDH (MW-GMDH), sigmoid W-GMDH (SW-GMDH) and RBF W-GMDH. To assess the effectiveness of this approach, these models were applied to rainfall data at four study stations namely Arau and Kuala Krai in Malaysia as well as Badeggi and Duku-Lade in Nigeria. These data were transformed into four Standardized Precipitation Index (SPI) known as SPI3, SPI6, SPI9 and SPI12. The result shows that the integration of DWT improved the performance of the conventional GMDH model. The combination of these models further improved the performance of each model. The proposed model provides efficient, simple, and reliable accuracy when compared with other models. The incorporation of wavelet to the study results in improving performance for all four stations with the Combined W-GMDH (CW-GMDH) and Combined Regression W-GMDH (CRW-GMDH) models. The results show that Duku-Lade station produced the lowest value of 0.0239 and 0.0211 for RMSE and MAE and highest value of 0.9858 for R respectively. In addition, CRW-GMDH model produce the lowest value of 0.0168 and 0.0117, and the highest value of 0.9870 for RMSE MAE, and R respectively. On the percentage improvement, Duku-Lade station shows improvement over other models with the reductions in RMSE and MAE by 42.3% and 80.3% respectively. This indicates that the model is most suitable for the drought forecasting in this station. The results of the comparison among the four stations indicate that the CW-GMDH and CRW-GMDH models are more accurate and perform better than MW-GMDH, SW-GMDH and RBFW-GMDH models. However, the overall performance of the CRW-GMDH model outweigh that of the CW-GMDH model. In conclusion, CRW-GMDH model performs better than other models for drought forecasting and capable of providing a promising alternative to drought forecasting technique