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Record W4386898902 · doi:10.18280/i2m.220404

Time Series Modeling and Forecasting Using Autoregressive Integrated Moving Average and Seasonal Autoregressive Integrated Moving Average Models

2023· article· en· W4386898902 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

venuePublished in a venue whose home country is Canada.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueInstrumentation Mesure Métrologie · 2023
Typearticle
Languageen
FieldDecision Sciences
TopicForecasting Techniques and Applications
Canadian institutionsnot available
Fundersnot available
KeywordsAutoregressive modelAutoregressive integrated moving averageSTAR modelSeries (stratigraphy)SETARTime seriesNonlinear autoregressive exogenous modelAutoregressive–moving-average modelMoving averageMoving-average modelEconometricsComputer scienceStatisticsMathematicsGeology

Abstract

fetched live from OpenAlex

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.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.147
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.001
Science and technology studies0.0010.000
Scholarly communication0.0010.002
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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.

Opus teacher head0.139
GPT teacher head0.361
Teacher spread0.222 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it