关键词: ARIMA Holt's exponential smoothing NNAR models Time series analysis Univariate analysis

来  源:   DOI:10.1007/s42979-022-01604-0   PDF(Pubmed)

Abstract:
This study uses three distinct models to analyse a univariate time series of data: Holt\'s exponential smoothing model, the autoregressive integrated moving average (ARIMA) model, and the neural network autoregression (NNAR) model. The effectiveness of each model is assessed using in-sample forecasts and accuracy metrics, including mean absolute percentage error, mean absolute square error, and root mean square log error. The area under cultivation in India for the following 5 years is predicted using the model whose fitted values are most like the observed values. This is determined by performing a residual analysis. The time series data used for the study was initially found to be non-stationary. It is then transformed into stationary data using differencing before the models can be used for analysis and prediction.
摘要:
本研究使用三个不同的模型来分析单变量时间序列数据:霍尔特指数平滑模型,自回归移动平均积分(ARIMA)模型,和神经网络自回归(NNAR)模型。使用样本内预测和准确性指标评估每个模型的有效性,包括平均绝对百分比误差,平均绝对平方误差,和均方根对数误差。使用拟合值与观测值最相似的模型预测印度接下来5年的种植面积。这是通过执行残差分析来确定的。最初发现用于研究的时间序列数据是非平稳的。然后,在模型可用于分析和预测之前,使用差分将其转换为平稳数据。
公众号