Selecting single model in combination forecasting based on cointegration test and encompassing test.
Ontology highlight
ABSTRACT:
SUBMITTER: Jiang C
PROVIDER: S-EPMC4032655 | biostudies-other | 2014
REPOSITORIES: biostudies-other
Similar Datasets
Project description:BackgroundIn recent years, the price of pork in China continues to fluctuate at a high level. The forecast of pork price becomes more important. Single prediction models are often used for this work, but they are not accurate enough. This paper proposes a new method based on Census X12-GM(1,1) combination model.MethodsMonthly pork price data from January 2014 to December 2020 were obtained from the State Statistics Bureau(Mainland China). Census X12 model was adopted to get the long-term trend factor, business cycle change factor and seasonal factor of pork price data before September 2020. GM (1,1) model was used to fit and predict the long-term trend factor and business cycle change factor. The fitting and forecasting values of GM(1,1) were multiplied by the seasonal factor and empirical seasonal factor individually to obtain the fitting and forecasting values of the original monthly pork price series.ResultsThe expression of GM(1,1) model for fitting and forecasting long-term trend factor and and business cycle change factor was X(1)(k) = -1704.80e-0.022(k-1) + 1742.36. Empirical seasonal factor of predicted values was 1.002 Using Census X12-GM(1,1) method, the final forecast values of pork price from July 2020 to December 2020 were 34.75, 33.98, 33.23, 32.50, 31.78 and 31.08 respectively. Compared with ARIMA, GM(1,1) and Holt-Winters models, Root mean square error (RMSE), mean absolute percentage error (MAPE) and mean absolute error (MAE) of Census X12-GM(1,1) method was the lowest on forecasting part.ConclusionsCompared with other single model, Census X12-GM(1,1) method has better prediction accuracy for monthly pork price series. The monthly pork price predicted by Census X12-GM(1,1) method can be used as an important reference for stakeholders.
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Project description:Gene selection is an important issue in analyzing multiclass microarray data. Among many proposed selection methods, the traditional ANOVA F test statistic has been employed to identify informative genes for both class prediction (classification) and discovery problems. However, the F test statistic assumes an equal variance. This assumption may not be realistic for gene expression data. This paper explores other alternative test statistics which can handle heterogeneity of the variances. We study five such test statistics, which include Brown-Forsythe test statistic and Welch test statistic. Their performance is evaluated and compared with that of F statistic over different classification methods applied to publicly available microarray datasets.
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Project description:BackgroundGenerating and analysing single-cell data has become a widespread approach to examine tissue heterogeneity, and numerous algorithms exist for clustering these datasets to identify putative cell types with shared transcriptomic signatures. However, many of these clustering workflows rely on user-tuned parameter values, tailored to each dataset, to identify a set of biologically relevant clusters. Whereas users often develop their own intuition as to the optimal range of parameters for clustering on each data set, the lack of systematic approaches to identify this range can be daunting to new users of any given workflow. In addition, an optimal parameter set does not guarantee that all clusters are equally well-resolved, given the heterogeneity in transcriptomic signatures in most biological systems.ResultsHere, we illustrate a subsampling-based approach (chooseR) that simultaneously guides parameter selection and characterizes cluster robustness. Through bootstrapped iterative clustering across a range of parameters, chooseR was used to select parameter values for two distinct clustering workflows (Seurat and scVI). In each case, chooseR identified parameters that produced biologically relevant clusters from both well-characterized (human PBMC) and complex (mouse spinal cord) datasets. Moreover, it provided a simple "robustness score" for each of these clusters, facilitating the assessment of cluster quality.ConclusionchooseR is a simple, conceptually understandable tool that can be used flexibly across clustering algorithms, workflows, and datasets to guide clustering parameter selection and characterize cluster robustness.
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Project description:The objective of this study was to make use of gene expression signatures and functional assays to delineate differences between various intestinal colon carcinoma cell lines and normal intestinal epithelium to assess their appropriateness as a tumor model or for drug absorption studies.
2012-06-24 | GSE30292 | GEO
Project description:The objective of this study was to make use of gene expression signatures and functional assays to delineate differences between various intestinal colon carcinoma cell lines and normal intestinal epithelium to assess their appropriateness as a tumor model or for drug absorption studies. [Cell lines] Total RNA of biological replicate samples (i.e.different passages) from a panel of cell lines was collected and resulting amplified cRNA hybridized to Affymetrix Human Genome U133 Plus 2.0 arrays. Samples are labeled as follows: SampleNumber_CellLine. [Laser dissected tumor cells (LDM)] Total RNA of three different samples laser dissected tumor cells, normal colonocytes, and enterocytes of ileum and two samples of jejunum was collected and resulting amplified cRNA hybridized to Affymetrix Human Genome U133 Plus 2.0 arrays. Samples are labeled as follows: SampleNumber_TissueType_Origin.
2012-06-23 | E-GEOD-30292 | biostudies-arrayexpress
Project description:Ensuring an adequate electric power supply while minimizing redundant generation is the main objective of power load forecasting, as this is essential for the power system to operate efficiently. Therefore, accurate power load forecasting is of great significance to save social resources and promote economic development. In the current study, a hybrid CEEMDAN-TCN-ESN forecasting model based on complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN) and higher-frequency and lower-frequency component reconstruction is proposed for short-term load forecasting research. In this paper, we select the historical national electricity load data of Panama as the research subject and make hourly forecasts of its electricity load data. The results show that the RMSE and MAE predicted by the CEEMDAN-TCN-ESN model on this dataset are 15.081 and 10.944, respectively, and R2 is 0.994. Compared to the second-best model (CEEMDAN-TCN), the RMSE is reduced by 9.52%, and the MAE is reduced by 17.39%. The hybrid model proposed in this paper effectively extracts the complex features of short-term power load data and successfully merges subseries according to certain similar features. It learns the complex and varying features of higher-frequency series and the obvious regularity of the lower-frequency-trend series well, which could be applicable to real-world short-term power load forecasting work.
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Project description:The epidemic-type aftershock sequence (ETAS) model provides an effective tool for predicting the spatio-temporal evolution of aftershock clustering in short-term. Based on this model, a fully probabilistic procedure was previously proposed by the first two authors for providing spatio-temporal predictions of aftershock occurrence in a prescribed forecasting time interval. This procedure exploited the versatility of the Bayesian inference to adaptively update the forecasts based on the incoming information provided by the ongoing seismic sequence. In this work, this Bayesian procedure is improved: (1) the likelihood function for the sequence has been modified to properly consider the piecewise stationary integration of the seismicity rate; (2) the spatial integral of seismicity rate over the whole aftershock zone is calculated analytically; (3) background seismicity is explicitly considered within the forecasting procedure; (4) an adaptive Markov Chain Monte Carlo simulation procedure is adopted; (5) leveraging the stochastic sequences generated by the procedure in the forecasting interval, the N-test and the S-test are adopted to verify the forecasts. This framework is demonstrated and verified through retrospective early forecasting of seismicity associated with the 2017-2019 Kermanshah seismic sequence activities in western Iran in two distinct phases following the main events with Mw7.3 and Mw6.3, respectively.
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Project description:A new model for disease prevalence based on the analytical solutions of McKendric-von Foerster's partial differential equations is developed. Derivation of the model and methods to cross check obtained results are explicitly demonstrated. Obtained equations describe the time evolution of the healthy and unhealthy age-structured sub-populations and age patterns of disease prevalence. The projection of disease prevalence into the future requires estimates of time trends of age-specific disease incidence, relative survival functions, and prevalence at the initial age and year available in the data. The computational scheme for parameter estimations using Medicare data, analytical properties of the model, application for diabetes prevalence, and relationship with partitioning models are described and discussed. The model allows natural generalization for the case of several diseases as well as for modeling time trends in cause-specific mortality rates.
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Project description:Many different time-series methods have been widely used in forecast stock prices for earning a profit. However, there are still some problems in the previous time series models. To overcome the problems, this paper proposes a hybrid time-series model based on a feature selection method for forecasting the leading industry stock prices. In the proposed model, stepwise regression is first adopted, and multivariate adaptive regression splines and kernel ridge regression are then used to select the key features. Second, this study constructs the forecasting model by a genetic algorithm to optimize the parameters of support vector regression. To evaluate the forecasting performance of the proposed models, this study collects five leading enterprise datasets in different industries from 2003 to 2012. The collected stock prices are employed to verify the proposed model under accuracy. The results show that proposed model is better accuracy than the other listed models, and provide persuasive investment guidance to investors.
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Project description:Epidemics of seasonal influenza inflict a huge burden in temperate climes such as Melbourne (Australia) where there is also significant variability in their timing and magnitude. Particle filters combined with mechanistic transmission models for the spread of influenza have emerged as a popular method for forecasting the progression of these epidemics. Despite extensive research it is still unclear what the optimal models are for forecasting influenza, and how one even measures forecast performance. In this paper, we present a likelihood-based method, akin to Bayes factors, for model selection when the aim is to select for predictive skill. Here, "predictive skill" is measured by the probability of the data after the forecasting date, conditional on the data from before the forecasting date. Using this method we choose an optimal model of influenza transmission to forecast the number of laboratory-confirmed cases of influenza in Melbourne in each of the 2010-15 epidemics. The basic transmission model considered has the susceptible-exposed-infectious-recovered structure with extensions allowing for the effects of absolute humidity and inhomogeneous mixing in the population. While neither of the extensions provides a significant improvement in fit to the data they do differ in terms of their predictive skill. Both measurements of absolute humidity and a sinusoidal approximation of those measurements are observed to increase the predictive skill of the forecasts, while allowing for inhomogeneous mixing reduces the skill. We discuss how our work could be integrated into a forecasting system and how the model selection method could be used to evaluate forecasts when comparing to multiple surveillance systems providing disparate views of influenza activity.
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