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Record W4388100099 · doi:10.36548/jscp.2023.3.007

Fuel Sales Forecasting with SARIMA-GARCH and Rolling Window

2023· article· en· W4388100099 on OpenAlexaboutno aff
Ramneet Singh Chadha, Jugesh, Shahzadi Parveen, Jasmehar Singh

Bibliographic record

VenueJournal of Soft Computing Paradigm · 2023
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsMean absolute percentage errorAutoregressive conditional heteroskedasticityMean squared errorEconometricsTerm (time)Autoregressive integrated moving averageStatisticsVariance (accounting)Sample (material)Moving averageComputer scienceEconomicsTime seriesMathematicsVolatility (finance)

Abstract

fetched live from OpenAlex

This research article proposes an innovative strategy to improve long-term forecasting accuracy for gasoline sales in Canada. The SARIMA-GARCH model was used with the rolling window forecasting technique to successfully address varying seasons, changing patterns, and conditional variance on the historical data of gasoline sales in Canada (1993-01-01 to 2015-12-01) with the sample size of 276. The rolling window forecasting technique was used to forecast one-step-ahead value and update the model to fresh observations while minimizing look-back bias and attaining good long-term forecasting accuracy. The findings revealed considerable improvements in forecasting accuracy. The proposed SARIMA-GARCH model with rolling window forecasting produced a RMSE of 151026.28 and a Mean Absolute Percentage Error (MAPE) of 0.0340. This outperformed other baseline models, including simple SARIMA model which had a RMSE of 329,689.88 and a MAPE of 0.0786, and the GARCH model which had a RMSE of 316,168.33 and a MAPE of 0.0685. The data shows that the proposed approach is effective for accurate long-term forecasting of gasoline sales in Canada. The study provides significant data for politicians, industry professionals, and energy investors, assisting them in making informed decisions about resource allocation, strategic planning, and risk management.

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.

How this classification was reachedexpand

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)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.751
Threshold uncertainty score0.512

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
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 head0.048
GPT teacher head0.238
Teacher spread0.189 · 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

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

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".

Quick stats

Citations1
Published2023
Admission routes1
Has abstractyes

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