Articles with tag: «arima»
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2017 № 3 Analysis and forecasting of socially dangerous acts committed by psychiatric patients by dint of modern mathematical methods
The article considers the possibility of analyzing and forecasting socially dangerous acts committed by psychiatric patients by dint of modern mathematical methods. The review of modern methods of analysis and forecasting of time series is presented. An algorithm for forecasting socially dangerous acts committed by psychiatric patients according to the data of the regional forensic psychiatric expert service of the Tyumen region for the last 16 years has been developed with a total of 17967 examinations and an example of its program implementation is presented. Considered eight times of the series, the optimal model of which is selected from 188 in no less than 30 seconds. To assess the adequacy of the forecast, the model data obtained on the basis of the 15-year time series with the actual ones for 2016 were compared. All the mathematical models obtained confirmed the absence of significant differences in the Mann-Whitney U-test at significance level p = 0,05. Examples of interpretation of possible forecasts and examples of scientifically grounded management decisions are given.
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2020 № 1 Modern methods of analysis and forecasting of time series and use in medicine
The article is a review of Russian and foreign scientific publications related to the use of methods of analysis and
forecasting of time series in medicine. 112 major publications over the past 5 years, located on the Internet resources e-library
and PubMed, are considered. Examples of the application of such methods as exponential smoothing, regression analysis,
the ARIMA method and their variants for time series analysis are shown. Various approaches to mathematical modeling of
the time series are presented. The results of the article can be used to select a method of analysis and forecasting time series
depending on the tasks.