{"title":"基于奇异谱分析的混合模型应急救护需求时间序列预测","authors":"Jing Wang, Xuhong Peng, Jindong Wu, Youde Ding, Barkat Ali, Yizhou Luo, Yiting Hu, Keyao Zhang","doi":"10.1093/imaman/dpad019","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":56296,"journal":{"name":"IMA Journal of Management Mathematics","volume":"50 1","pages":"0"},"PeriodicalIF":1.9000,"publicationDate":"2023-10-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Singular Spectrum analysis based hybrid models for emergency ambulance demand time series forecasting\",\"authors\":\"Jing Wang, Xuhong Peng, Jindong Wu, Youde Ding, Barkat Ali, Yizhou Luo, Yiting Hu, Keyao Zhang\",\"doi\":\"10.1093/imaman/dpad019\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":56296,\"journal\":{\"name\":\"IMA Journal of Management Mathematics\",\"volume\":\"50 1\",\"pages\":\"0\"},\"PeriodicalIF\":1.9000,\"publicationDate\":\"2023-10-03\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"IMA Journal of Management Mathematics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1093/imaman/dpad019\",\"RegionNum\":3,\"RegionCategory\":\"工程技术\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MANAGEMENT\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"IMA Journal of Management Mathematics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1093/imaman/dpad019","RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MANAGEMENT","Score":null,"Total":0}
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.
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.