基于奇异谱分析的混合模型应急救护需求时间序列预测

IF 1.9 3区 工程技术 Q3 MANAGEMENT
Jing Wang, Xuhong Peng, Jindong Wu, Youde Ding, Barkat Ali, Yizhou Luo, Yiting Hu, Keyao Zhang
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引用次数: 0

摘要

摘要紧急救护需求(EAD)时间序列的非平稳性是其预测面临的挑战之一。本文研究了这一重要问题,提出了奇异谱分析(SSA)时间序列技术与自回归综合移动平均(ARIMA)参数化多元预测相结合的混合预测模型。研究了日和小时时间序列。利用SSA将非平稳时间序列分解为三个特征组:趋势、周期分量和残差。周期分量群边界点的选取是SSA方法中的一个关键问题。我们使用频谱分析来计算周期分量最大信息含量的阈值。采用ARIMA均值预测模型对趋势、周期分量和残差子序列进行预测。以广州市6个核心区2021年1月1日至2021年12月31日的应急调度离场记录为例,比较了基于ARIMA和ssa的混合模型。结果表明,综合SSA-ARIMA模型效果最好。SSA是一种非常有效的非平稳时间序列预测预处理方法。混合模型对小时EAD时间序列的预测精度高于日EAD时间序列。我们的讨论应该有助于在我们的研究之外的环境中改进EAD预测。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Singular Spectrum analysis based hybrid models for emergency ambulance demand time series forecasting
Abstract One of the challenges of emergency ambulance demand (EAD) time series prediction lies in their non-stationary nature. We study this important problem and propose two hybrid forecasting models, which combine the Singular Spectrum Analysis (SSA) time-series technique with Autoregressive Integrated Moving Average (ARIMA) parameterized multivariate forecasting. Both daily and hourly time series are studied. The non-stationary time series are decomposed into three eigentriples by SSA: trends, periodic components and residuals. Selection of the group boundary point of the periodic component is a key issue in the SSA method. We use spectrum analysis to compute a threshold for maximum information content of periodic components. ARIMA mean value prediction models are employed to forecast the trends, periodic components and residuals sub-series. Our research compares ARIMA and SSA-based hybrid models by considering the emergency dispatching departure records of six core districts in Guangzhou city from January 1, 2021 to December 31, 2021. Results show that the integrated SSA-ARIMA model performs best. SSA is a very effective pre-processing method for non-stationary time series prediction. The predictive accuracy of using a hybrid model for hourly EAD time series is higher than that for daily ones. Our discussion should be useful for improving EAD prediction in contexts others than that considered in our research.
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来源期刊
IMA Journal of Management Mathematics
IMA Journal of Management Mathematics OPERATIONS RESEARCH & MANAGEMENT SCIENCE-MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
CiteScore
4.70
自引率
17.60%
发文量
15
审稿时长
>12 weeks
期刊介绍: The mission of this quarterly journal is to publish mathematical research of the highest quality, impact and relevance that can be directly utilised or have demonstrable potential to be employed by managers in profit, not-for-profit, third party and governmental/public organisations to improve their practices. Thus the research must be quantitative and of the highest quality if it is to be published in the journal. Furthermore, the outcome of the research must be ultimately useful for managers. The journal also publishes novel meta-analyses of the literature, reviews of the "state-of-the art" in a manner that provides new insight, and genuine applications of mathematics to real-world problems in the form of case studies. The journal welcomes papers dealing with topics in Operational Research and Management Science, Operations Management, Decision Sciences, Transportation Science, Marketing Science, Analytics, and Financial and Risk Modelling.
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