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Register a new userA New Suggested Technique to Determine the Best Models for Time Series
طريقة مقترحة لتحديد النماذج الكفوءة للسلاسل الزمنية
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Damascus University ورقة بحثية
Publication date
2012
fields
Physics
and research's language is
العربية
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يعد تحليل السلاسل الزمنية من الموضوعات الإحصائية المهمة في دراسة سلوك الظواهر عبر حقب زمنية محددة لتحقيق أهداف معينة. و لغرض تحديد النموذج الصحيح الكفوء ليمثل سلسلة زمنية مستقرة.
The analysis of time series data is one of the most important statistical topics, usually focuses on forecasting the future behavior of the series at a certain time for certain purposes.
References used
Box and Jenkins, 1976. Time Series Analysis forecasting & control, Holdon- Day inc. USA
Bhanasali, R.J , 1992, Autoregressive and window Estimates of the inverse correlation function, Biometrika, vol 67, No. 3, pp. 551-556
Dankit, Nassiuma, 1993, Non-stationary Autoregressive Moving Average Processes with Infinite Variance, Journal of time series Analysis, vol 14, No. 3, pp. 297-304
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حظيت نمذجة وتوقع السلاسل الزمنية بأهمية كبيرة في العديد من المجالات التطبيقية كالتنبؤ بالطقس وأسعار العملات ومعدلات استهلاك الوقود والكهرباء، إن توقع السلاسل الزمنية من شأنه أن يزود المنظمات والشركات بالمعلومات الضرورية لاتخاذ القرارات الهامة، وبسبب
أهمية هذا المجال من الناحية التطبيقية فإن الكثير من الأعمال البحثية التي جرت ضمنه خلال السنوات الماضية، إضافةً إلى العدد الكبير من النماذج والخوارزميات التي تم اقتراحها في أدب البحث العلمي والتي كان هدفها تحسين كل من الدقة والكفاءة في نمذجة وتوقع السلاسل الزمنية.
We discussed in this work some predictive methods for time series and it is decomposing time series to its component (trend, Seasonality, cycle, random), Exponential smoothing, ARIMA, then we discussed some combining methods, then we formed a new c
ombine for predict time series which depends on combining exponential smoothing and ARIMA using weighted average with MAPE weights, and applied all methods above on three seasonal time series , first hourly temperature in Aleppo in august 2011 ,second monthly milk production peer cow in Australia from Jan 1962 to Dec 1975,third quartly electricity production in Australia from Mar 1956 to Sep 1994, and compared the results which approved that the suggested method is the best.
The purpose of this research is issuing an Atlas of wind including study of all regions
in the Syrian Arab Republic, especially the off shore and on shore areas within the
territorial water to determine the economic returns for different sites all
over the country
where everyday could be invested in each one, and set perceptions and measurements in
the Mediterranean about currents, waves and wind so as to choose the forms of offshore
wind fans on the Syrian coast.
Using of the Syrian territorial water and shore as a site to build wind farms is a way
for facing the lack of available areas on land, staying away from the noise of towers fans
rotation by this study, the sites which could be used for generating electrical energy were
determined at the minimum speed in 4.5 m/sec, which is taken as an indicator to determine
the sites depending on the measurements of wind speed and direction from the research
centers in Cyprus and Greece.
The four components of temperature (max., min.) phenomena, seasonal(S), Trend(T),
cyclical(C), and random (I) for Tartous city have been studied. Four different methods
(Average percentages method, Percentage of the general trend method, The ratio
of the
moving average method, Link Relative method) are used to deduct the (S) components
and seasonal index for each method is determined.
The statistical inferences pointed that the Average percentages method can be used in
the prediction of temperature. for the year 2003 depending on a historical record (1957-
2002). The result of this deduction showed that the temperature is a cyclical phenomena.
The known statistical test like mean, Standard deviation and cumulative probability have
been done which showed a good correlation between the predicted and historical data.
Olive cultivation is witnessing a remarkable development in the Syrian Arab
Republic in terms of area cultivated and the number of trees and the quality of
cultivated varieties of olives. The result of this evolution Syria occupied first place in
the Arab and olive production ranked fifth in the world after Spain, Italy, Greece
and Turkey, by passing Tunisia, which occupies the first place was an Arab.
Olive production as dependent variable is affected by much of the factors which can
be considered independent: The number of trees and age of tree and tree type and
amount of rainfall, temperature and location of olive cultivation…… However, the
most important influence on the production of olive is a phenomenon alternate fruit
bearing in fruit trees.This lead to the affected by a time series of olive production, in
addition to the regular periodic of other factors, the general trend and random
factors.
This study aims to provide a new method for modeling and analysis of time series
with a regular cyclical factors and its application to olive production in the Syrian
Arab Republic.
The study to develop an econometric model based on the proposed new method can
be used to predict the production of olive in Syria, and predict the size of production
until 2016. ...
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