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Development of Algorithm for Forecasting System Software

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Theory and Applications of Time Series Analysis and Forecasting (ITISE 2021)

Abstract

Forecast systems related to forecasting infection cases of Covid-19 are based on time series models because they are considered to be highly accurate in forecasting Covid-19 cases due to their accuracy over epidemiological models that are related to forecasting Covid-19 cases. In this paper, we have two tasks. The first task is to improve forecasting and decrease MAPE% errors in forecasting infection cases through the development of the “Epidemic.TA” system. The development of this algorithm will be called the ensembling time series and neural network system (ET-system). The development of the system was completed by adding a cubic smoothing spline model. This system also applies the method of ensembling between these models in the system (neural network autoregression, Box-Cox transformation, ARMA residuals Trend and Seasonality, trigonometric Box-Cox transformation, ARMA residuals Trend and Seasonality, Holt’s linear trend, autoregressive integrated moving average, and cubic smoothing splines). We applied ensembling by using two methods. The first is the aggregation (average) of results from these models, and the second is ensembling by using average weight by using a prioritizer. The prioritizer gives weights to time series models and neural network models and then gets the ensembling model’s average weight and compares the errors between these models to choose the best forecast model. The results of the developed system (ET-system) were more accurate than the “Epidemic.TA.” On the other hand, the second task in this paper is to use the bootstrap aggregating (bagging) methodology for the NNAR model to decrease the error value of the peak of the wave of infection cases.

The work was supported by Act 211 Government of the Russian Federation, contract No. 02.A03.21.0011. The work was supported by the Ministry of Science and Higher Education of the Russian Federation (government order FENU-2020-0022).

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Notes

  1. 1.

    Here and later, the acronyms of ensembling time series and neural network system (ET-system) are listed at the end of the Introduction section.

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Correspondence to Mostafa Abotaleb .

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See Table 8.

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Abotaleb, M., Makarovskikh, T. (2023). Development of Algorithm for Forecasting System Software. In: Valenzuela, O., Rojas, F., Herrera, L.J., Pomares, H., Rojas, I. (eds) Theory and Applications of Time Series Analysis and Forecasting. ITISE 2021. Contributions to Statistics. Springer, Cham. https://doi.org/10.1007/978-3-031-14197-3_14

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