A procedure for identification of appropriate state space and ARIMA models based on time-series cross-validation

In this work, a cross-validation procedure is used to identify an appropriate Autoregressive Integrated Moving Average model and an appropriate state space model for a time series. A minimum size for the training set is specified. The procedure is based on one-step forecasts and uses different training sets, each containing one more observation than the previous one. All possible state space models and all ARIMA models where the orders are allowed to range reasonably are fitted considering raw data and log-transformed data with regular differencing (up to second order differences) and, if the time series is seasonal, seasonal differencing (up to first order differences). The value of root mean squared error for each model is calculated averaging the one-step forecasts obtained. The model which has the lowest root mean squared error value and passes the Ljung–Box test using all of the available data with a reasonable significance level is selected among all the ARIMA and state space models considered. The procedure is exemplified in this paper with a case study of retail sales of different categories of women’s footwear from a Portuguese retailer, and its accuracy is compared with three reliable forecasting approaches. The results show that our procedure consistently forecasts more accurately than the other approaches and the improvements in the accuracy are significant.info:eu-repo/semantics/publishedVersio

Temporally-aware algorithms for the classification of anuran sounds

Several authors have shown that the sounds of anurans can be used as an indicator of climate change. Hence, the recording, storage and further processing of a huge number of anuran sounds, distributed over time and space, are required in order to obtain this indicator. Furthermore, it is desirable to have algorithms and tools for the automatic classification of the different classes of sounds. In this paper, six classification methods are proposed, all based on the data-mining domain, which strive to take advantage of the temporal character of the sounds. The definition and comparison of these classification methods is undertaken using several approaches. The main conclusions of this paper are that: (i) the sliding window method attained the best results in the experiments presented, and even outperformed the hidden Markov models usually employed in similar applications; (ii) noteworthy overall classification performance has been obtained, which is an especially striking result considering that the sounds analysed were affected by a highly noisy background; (iii) the instance selection for the determination of the sounds in the training dataset offers better results than cross-validation techniques; and (iv) the temporally-aware classifiers have revealed that they can obtain better performance than their nontemporally-aware counterparts.Consejería de Innovación, Ciencia y Empresa (Junta de Andalucía, Spain): excellence eSAPIENS number TIC 570