Preferencje help
Widoczny [Schowaj] Abstrakt
Liczba wyników

Znaleziono wyników: 4

Liczba wyników na stronie
first rewind previous Strona / 1 next fast forward last
Wyniki wyszukiwania
Wyszukiwano:
w słowach kluczowych:  heteroscedasticity
help Sortuj według:

help Ogranicz wyniki do:
first rewind previous Strona / 1 next fast forward last
EN
In this study, the performance of continuous autoregressive moving average (CARMA), CARMA-generalized autoregressive conditional heteroscedasticity (CARMA-GARCH), random forest, support vector regression and ant colony optimization (SVR-ACO), and support vector regression and ant lion optimizer (SVR-ALO) models in bivariate simulating of discharge based on the rainfall variables in monthly time scale was evaluated over four sub-basins of Lake Urmia, located in northwestern Iran. The models were assessed in two stages: train and test. The results showed that the CARMA-GARCH hybrid model offered better performance in all cases than the stand-alone CARMA. The improvement percentages of the error rate in the CARMA model compared to the CARMA-GARCH hybrid model in the Mahabad Chai, Nazlu Chai, Siminehrood, and Zola Chai sub-basins were 9, 20, 17, and 6.4%, respectively, in the training phase. Among the models, the hybrid SVR models integrated with ACO and ALO optimization algorithms presented the best performance based on the Taylor diagram and evaluation criteria. Considering the use of ant colony and ant lion optimization algorithms to optimize the support vector regression model’s parameters, these models offered the best performance in the study area to simulate the discharge. The improvement percentages of the error rate in the SVR-ACO model compared to the CARMA-GARCH hybrid model in the Mahabad Chai, Nazlu Chai, Siminehrood, and Zola Chai sub-basins were 11, 10, 19, and 21%, respectively, in the training phase. In contrast, the random forest model provided the lowest accuracy and the highest error in discharge simulation.
EN
Knowledge of future river flow information is fundamental for development and management of a river system. In this study, Waterval River flow was forecasted by SARIMA model using GRETL statistical software. Mean monthly flows from 1960 to 2016 were used for modelling and forecasting. Different unit root and Mann–Kendall trend analysis proved the stationarity of the observed flow time series. Based on seasonally differenced correlogram characteristics, different SARIMA models were evaluated; their parameters were optimized, and diagnostic check up of forecasts was made using white noise and heteroscedasticity tests. Finally, based on minimum Akaike Information (AI) and Hannan–Quinn (HQ) criteria, SARIMA (3, 0, 2) x (3, 1, 3)12 model was selected for Waterval River flow forecasting. Comparison of forecast performance of SARIMA models with that of computational intelligent forecasting techniques was recommended for future study.
PL
Znajomość przyszłego przepływu wody w rzece jest istotna dla rozwoju i zarządzania w systemie rzecznym. W badaniach prezentowanych w niniejszym artykule prognozowano przepływ w rzece Waterval w Republice Południowej Afryki, używając modelu SARIMA i programu statystycznego GRETL. Do modelowania i budowania prognoz wykorzystano średnie miesięczne przepływy z lat 1960–2016. Różne pierwiastki jednostkowe i analiza trendu Manna–Kendalla dowiodły stacjonarności obserwowanych szeregów czasowych przepływu. Na podstawie sezonowo zróżnicowanych charakterystyk korelogramu oceniono różne modele SARIMA zoptymalizowano ich parametry i wykonano diagnostyczne sprawdzenie prognoz za pomocą białego szumu i testów heteroscedastyczności. Na podstawie minimum AI i kryteriów Hannana–Quinna (HQ), wybrano model SARIMA (3, 0, 2) x (3, 1, 3)12 do prognozowania przepływu w rzece Waterval. W dalszych badaniach proponuje się porównanie prognozowania za pomocą modeli SARIMA i technik komputerowych.
EN
Incremental localization algorithm is a distributed localization method with excellent characteristics for wireless network. However, its estimated result is generally influenced by the heteroscedasticity arising from cumulative errors and the collineation among anchor nodes. We have proposed a novel incremental localization algorithm with consideration to cumulative errors and collinearity among anchors. Using iteratively reweighted and regularized method, the algorithm reduces the influences of errors accumulation and avoids collinearity problem between anchors. Simulation experiment results show that compared with the previous incremental localization algorithms, the proposed algorithm obtains a localization solution which not only has high accuracy but also high stability. Therefore, the proposed algorithm is suitable for different deployment environments and has high adaptability.
EN
We study performance of several conditional variance estimators for an autoregressive time series which include local linear smoothers with various bandwidths, local likelihood and difference-based estimators. In the theoretical part, asymptotic normality of the local linear estimator of variance with no mixing assumptions imposed on the underlying process is proved. Moreover, numerical examples performed reveal that a two-stage local linear smoother with a bandwidth, proposed by Ruppert, Sheather and Wand, used to estimate the regression function and a simple rule of thumb bandwidth for variance estimation performs best for variances without much structure, whereas the bandwidth considered by Fan and Yao works very well for much more variable variances.
first rewind previous Strona / 1 next fast forward last
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.