Modelling multiple seasonalities with ARIMA: Forecasting Madrid NO2 hourly pollution levels Article Swipe
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· 2023
· Open Access
·
· DOI: https://doi.org/10.21203/rs.3.rs-2860239/v1
Multiple seasonalities often appear in high-frequency data. In this context multiple seasonal components are usually modelled in a deterministic way by trigonometric functions or dummy variables. This assumption may be too strict. Instead, a more flexible model is to allow the seasonality to slowly change as a seasonal Autoregressive Integrated Moving Average model, where the seasonality is modelled as a stochastic processes. In this study, we propose to model them iteratively, combining different seasonal Autoregressive Integrated Moving Average models. To this end, we test the proposed methodology with Madrid's NO 2 hourly measurements of pollutants with daily, weekly and annual seasonalities, due to human activity and weather conditions. Here, we demonstrate the usefulness of our approach by comparing it with other methodological approaches proposed for this type of data. In an extensive exercise involving 15-year hourly forecasts, we show that the proposed procedure performs very well in predicting hourly pollution over a 24-h horizon and improves on alternative procedures. Additionally, the impact on the predictions of covariates such as wind speed, temperature and festivities were evaluated.
Related Topics
- Type
- preprint
- Language
- en
- Landing Page
- https://doi.org/10.21203/rs.3.rs-2860239/v1
- https://www.researchsquare.com/article/rs-2860239/latest.pdf
- OA Status
- green
- Cited By
- 2
- References
- 27
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W4367312393
Raw OpenAlex JSON
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https://openalex.org/W4367312393Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.21203/rs.3.rs-2860239/v1Digital Object Identifier
- Title
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Modelling multiple seasonalities with ARIMA: Forecasting Madrid NO2 hourly pollution levelsWork title
- Type
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preprintOpenAlex work type
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enPrimary language
- Publication year
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2023Year of publication
- Publication date
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2023-04-28Full publication date if available
- Authors
-
Matias Luis Avila, Andrés M. Alonso, Daniel PeñaList of authors in order
- Landing page
-
https://doi.org/10.21203/rs.3.rs-2860239/v1Publisher landing page
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https://www.researchsquare.com/article/rs-2860239/latest.pdfDirect link to full text PDF
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YesWhether a free full text is available
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greenOpen access status per OpenAlex
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https://www.researchsquare.com/article/rs-2860239/latest.pdfDirect OA link when available
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Seasonality, Autoregressive integrated moving average, Context (archaeology), Econometrics, Meteorology, Environmental science, Statistics, Mathematics, Climatology, Geography, Time series, Geology, ArchaeologyTop concepts (fields/topics) attached by OpenAlex
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-
2Total citation count in OpenAlex
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2025: 1, 2024: 1Per-year citation counts (last 5 years)
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27Number of works referenced by this work
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-
10Other works algorithmically related by OpenAlex
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| abstract_inverted_index.Multiple | 1 |
| abstract_inverted_index.activity | 105 |
| abstract_inverted_index.approach | 116 |
| abstract_inverted_index.exercise | 133 |
| abstract_inverted_index.flexible | 36 |
| abstract_inverted_index.improves | 156 |
| abstract_inverted_index.modelled | 16, 58 |
| abstract_inverted_index.multiple | 11 |
| abstract_inverted_index.performs | 144 |
| abstract_inverted_index.proposed | 86, 124, 142 |
| abstract_inverted_index.seasonal | 12, 48, 74 |
| abstract_inverted_index.combining | 72 |
| abstract_inverted_index.comparing | 118 |
| abstract_inverted_index.different | 73 |
| abstract_inverted_index.extensive | 132 |
| abstract_inverted_index.functions | 23 |
| abstract_inverted_index.involving | 134 |
| abstract_inverted_index.pollution | 150 |
| abstract_inverted_index.procedure | 143 |
| abstract_inverted_index.Integrated | 50, 76 |
| abstract_inverted_index.approaches | 123 |
| abstract_inverted_index.assumption | 28 |
| abstract_inverted_index.components | 13 |
| abstract_inverted_index.covariates | 167 |
| abstract_inverted_index.evaluated. | 176 |
| abstract_inverted_index.forecasts, | 137 |
| abstract_inverted_index.pollutants | 95 |
| abstract_inverted_index.predicting | 148 |
| abstract_inverted_index.processes. | 62 |
| abstract_inverted_index.stochastic | 61 |
| abstract_inverted_index.usefulness | 113 |
| abstract_inverted_index.variables. | 26 |
| abstract_inverted_index.alternative | 158 |
| abstract_inverted_index.conditions. | 108 |
| abstract_inverted_index.demonstrate | 111 |
| abstract_inverted_index.festivities | 174 |
| abstract_inverted_index.methodology | 87 |
| abstract_inverted_index.predictions | 165 |
| abstract_inverted_index.procedures. | 159 |
| abstract_inverted_index.seasonality | 42, 56 |
| abstract_inverted_index.temperature | 172 |
| abstract_inverted_index.iteratively, | 71 |
| abstract_inverted_index.measurements | 93 |
| abstract_inverted_index.Additionally, | 160 |
| abstract_inverted_index.deterministic | 19 |
| abstract_inverted_index.seasonalities | 2 |
| abstract_inverted_index.trigonometric | 22 |
| abstract_inverted_index.Autoregressive | 49, 75 |
| abstract_inverted_index.high-frequency | 6 |
| abstract_inverted_index.methodological | 122 |
| abstract_inverted_index.seasonalities, | 101 |
| cited_by_percentile_year.max | 95 |
| cited_by_percentile_year.min | 90 |
| countries_distinct_count | 1 |
| institutions_distinct_count | 3 |
| citation_normalized_percentile.value | 0.57665277 |
| citation_normalized_percentile.is_in_top_1_percent | False |
| citation_normalized_percentile.is_in_top_10_percent | False |