Application of SARIMA-GRNN combined model in forecasting the monthly incidence of typhoid fever and paratyphoid fever
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摘要:
目的 建立季节性差分自回归移动平均(seasonal autoregressive integrated moving average, SARIMA)-广义回归神经网络(generalized regression neural network, GRNN)组合模型,为伤寒与副伤寒发病数的预测提供方法学上的新思路。 方法 利用2011年1月-2019年12月中国伤寒与副伤寒逐月发病数资料,分别构建SARIMA模型和SARIMA-GRNN组合模型,比较两种模型的拟合和预测效果。 结果 最优的SARIMA模型为SARIMA (2, 1, 1) (0, 1, 1)12,SARIMA-GRNN组合模型的最优光滑因子(spread)为0.21。评价SARIMA-GRNN组合模型拟合效果的参数均方根误差(root mean squared error, RMSE)、平均绝对误差(mean absolute error, MAE)和平均绝对百分比误差(mean absolute percentage error, MAPE)为90.08、71.44和7.07%,分别小于SARIMA模型的99.44、79.15和7.86%;评价预测效果的RMSE、MAE和MAPE为100.86、75.94和9.57%,均小于SARIMA模型的125.44、97.33和10.89%。 结论 SARIMA-GRNN组合模型比传统SARIMA模型更能拟合中国伤寒与副伤寒逐月的发病数,而且预测精度更高,可应用于伤寒与副伤寒逐月发病数的预测。 -
关键词:
- 伤寒与副伤寒 /
- 季节性差分自回归移动平均模型 /
- 广义回归神经网络 /
- 组合模型
Abstract:Objective This study aimed to establish a seasonal autoregressive integrated moving average (SARIMA)-general regression neural network (GRNN) combined model, so as to provide new methodological ideas for forecasting the incidence of typhoid fever and paratyphoid fever. Methods Using data of typhoid fever and paratyphoid fever from January 2011 to December 2019, the SARIMA model and the SARIMA-GRNN combined model were constructed respectively, and the fitting and forecasting effects of the two models were compared. Results The optimal SARIMA model was SARIMA (2, 1, 1) (0, 1, 1)12 and the optimal smoothing factor of SARIMA-GRNN combined model was 0.21. The root mean squared error (RMSE), mean absolute error (MAE), and mean absolute percentage error (MAPE) of the SARIMA-GRNN combined model fitting effect were 90.08, 71.44, and 7.07%, which were smaller than the SARIMA model's 99.44, 79.15, and 7.86% respectively. The RMSE, MAE, and MAPE of the forecasting effect were 100.86, 75.94, 9.57%, which were all smaller than 125.44, 97.33, 10.89% of the SARIMA model. Conclusions The SARIMA-GRNN combined model has a better fitting effect and higher forecasting effect than the traditional SARIMA model to forecast the monthly incidence of typhoid fever and paratyphoid fever in China. It can be used to predict the monthly incidence of typhoid fever and paratyphoid fever. -
Key words:
- Typhoid fever and paratyphoid fever /
- SARIMA Model /
- GRNN /
- Combined Model
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表 1 SARIMA (2, 1, 1) (0, 1, 1)12模型参数显著性检验
Table 1. Significance test of the SARIMA (2, 1, 1) (0, 1, 1)12 model parameters
模型 参数 标准差 t值 P值 ar1 -1.069 5 0.167 7 -6.377 4 < 0.001 ar2 -0.465 0 0.102 8 4.523 3 < 0.001 ma1 0.838 5 0.206 4 4.062 5 < 0.001 sma1 -0.999 9 0.331 8 -3.013 6 < 0.001 表 2 两种模型2019年逐月发病数的预测值及相对误差
Table 2. Forecast value and relative error of monthly incidence of two models in 2019
时间 实际值 SARIMA模型 SARIMA-GRNN模型 预测值 相对误差(%) 预测值 相对误差(%) 2019年1月 702 653.19 6.95 681.62 2.90 2019年2月 502 502.73 0.15 626.55 24.81 2019年3月 591 631.55 6.86 669.97 13.36 2019年4月 1 000 754.62 24.54 779.69 22.03 2019年5月 950 1 146.91 20.73 1 067.44 12.36 2019年6月 1 000 1 078.38 7.84 1 015.80 1.58 2019年7月 1 102 1 336.12 21.25 1 274.82 15.68 2019年8月 1 040 1 127.72 8.43 1 050.82 1.04 2019年9月 881 967.54 9.82 937.11 6.37 2019年10月 806 816.81 1.34 836.96 3.84 2019年11月 642 569.49 11.29 648.61 1.03 2019年12月 571 505.46 11.48 627.53 9.90 注: 相对误差=(预测值-实际值)/实际值×100%。 表 3 SARIMA模型与SARIMA-GRNN模型拟合和预测效果的比较
Table 3. Comparison of fitting and forecasting effects between SARIMA model and SARIMA-GRNN model
模型 拟合效果(2012-2018年) 预测效果(2019年) RMSE MAE MAPE(%) RMSE MAE MAPE(%) SARIMA 99.44 79.15 7.86 125.44 97.33 10.89 SARIMA-GRNN 90.08 71.44 7.07 100.86 75.94 9.57 -
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