Time Series Modeling and Forecasting Using Autoregressive Integrated Moving Average and Seasonal Autoregressive Integrated Moving Average Models
Bibliographic record
Abstract
Time series analysis is pivotal in discerning temporospatial data patterns and facilitating precise forecasts.This study scrutinizes the cardinal challenges associated with time series modeling, namely stationarity, parsimony, and overfitting, focusing on the application of Autoregressive Integrated Moving Average (ARIMA) and Seasonal Autoregressive Integrated Moving Average (SARIMA) models.An examination of six datasets reveals that these models adeptly encapsulate underlying data trends, enabling reliable predictions and yielding insightful conclusions.Relative to baseline methods, the proposed models demonstrate superior performance, as indicated by five evaluation metrics: Mean Squared Error (MSE), Frantic, Root Mean Squared Error (RMSE), Mean Absolute Percentage Error (MAPE), and Theil's U-statistics.The most parsimonious ARIMA or SARIMA model was selected for each dataset, with the resultant forecast summary graphically demonstrating the proximity between original and predicted observations.This study aims to contribute to the discourse on the validity and applicability of ARIMA and SARIMA models in time series analysis and forecasting.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.003 | 0.008 |
| Meta-epidemiology (narrow) | 0.001 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.001 |
| Bibliometrics | 0.002 | 0.003 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.002 | 0.001 |
| Open science | 0.001 | 0.001 |
| Research integrity | 0.001 | 0.001 |
| Insufficient payload (model declined to judge) | 0.001 | 0.001 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".