Chinese Journal of Antituberculosis ›› 2020, Vol. 42 ›› Issue (6): 614-620.doi: 10.3969/j.issn.1000-6621.2020.06.014
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ZHANG Shun-xian, QIU Lei, ZHANG Shao-yan, LI Cui, HU Jun, TIAN Li-ming, LU Zhen-hui()
Received:
2020-01-17
Online:
2020-06-10
Published:
2020-06-11
Contact:
LU Zhen-hui
E-mail:Dr_luzh@shutcm.edu.cn
ZHANG Shun-xian, QIU Lei, ZHANG Shao-yan, LI Cui, HU Jun, TIAN Li-ming, LU Zhen-hui. A study of prediction effect of autoregressive integrated moving average model on the monthly reported pulmonary tuberculosis cases in China[J]. Chinese Journal of Antituberculosis, 2020, 42(6): 614-620. doi: 10.3969/j.issn.1000-6621.2020.06.014
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ARIMA 模型类型 | 参数 | 估计值 | s | t值 | P值 | R2值 | RMSE值 | NBIC值 | Ljung-Box Q值 | df值 | P值 |
---|---|---|---|---|---|---|---|---|---|---|---|
ARIMA(2,1,1) | AR(1) | -0.398 | 0.099 | -4.009 | <0.001 | 0.628 | 9933.982 | 18.581 | 11.045 | 14 | 0.682 |
(1,1,0)12 | AR(2) | -0.294 | 0.094 | -3.119 | 0.002 | ||||||
MA(1) | 0.754 | 0.072 | 10.458 | <0.001 | |||||||
SAR(1) | -0.495 | 0.074 | -6.652 | <0.001 | |||||||
ARIMA(1,1,1) | AR(1) | -0.248 | 0.091 | -2.738 | 0.007 | 0.607 | 10210.333 | 18.601 | 18.859 | 15 | 0.327 |
(1,1,0)12 | SMA(1) | 0.859 | 0.050 | 17.319 | <0.001 | ||||||
SAR(1) | -0.458 | 0.076 | -6.019 | <0.001 | |||||||
ARIMA(0,1,1) | MA(1) | 0.88 | 0.042 | 20.777 | <0.001 | 0.588 | 9784.939 | 18.507 | 11.875 | 15 | 0.688 |
(1,0,1)12 | SAR(1) | 0.995 | 0.008 | 121.115 | <0.001 | ||||||
SMA(1) | 0.872 | 0.105 | 8.296 | <0.001 | |||||||
ARIMA(0,1,1) | MA(1) | 0.875 | 0.045 | 19.243 | <0.001 | 0.684 | 9185.703 | 18.355 | 9.876 | 16 | 0.873 |
(0,1,1)12 | SMA(1) | 0.876 | 0.115 | 7.596 | <0.001 | ||||||
ARIMA(1,0,1) | AR(1) | 0.991 | 0.013 | 76.633 | <0.001 | 0.707 | 9964.917 | 18.576 | 9.836 | 14 | 0.777 |
(1,0,1)12 | MA(1) | 0.861 | 0.053 | 16.183 | <0.001 | ||||||
SAR(1) | 0.990 | 0.011 | 92.778 | <0.001 | |||||||
SMA(1) | 0.817 | 0.097 | 8.422 | <0.001 | |||||||
ARIMA(0,1,1) | MR(1) | 0.955 | 0.025 | 37.691 | <0.001 | 0.482 | 10815.905 | 18.675 | 21.403 | 16 | 0.164 |
(1,0,0)12 | SAR(1) | 0.646 | 0.063 | 10.312 | <0.001 | ||||||
ARIMA(1,0,1) | AR(1) | 0.987 | 0.017 | 56.469 | <0.001 | 0.634 | 10833.238 | 18.710 | 18.407 | 15 | 0.242 |
(1,0,0)12 | MR(1) | 0.916 | 0.048 | 18.961 | <0.001 | ||||||
SAR(1) | 0.661 | 0.063 | 10.546 | <0.001 | |||||||
ARIMA(0,1,1) | MR(1) | 0.907 | 0.039 | 23.467 | <0.001 | 0.594 | 10204.620 | 18.565 | 18.894 | 16 | 0.274 |
(1,1,0)12 | SAR(1) | -0.439 | 0.078 | -5.640 | <0.001 | ||||||
ARIMA(1,1,1) | AR(1) | -0.205 | 0.096 | -2.139 | 0.034 | 0.690 | 9206.244 | 18.394 | 8.797 | 15 | 0.888 |
(0,1,1)12 | MA(1) | 0.833 | 0.056 | 14.869 | <0.001 | ||||||
SMA(1) | 0.840 | 0.099 | 8.495 | <0.001 | |||||||
ARIMA(1,1,2) | AR(1) | -1.000 | 0.001 | -1157.500 | <0.001 | 0.686 | 9247.755 | 18.438 | 10.347 | 14 | 0.736 |
(0,1,1)12 | MA(1) | -0.125 | 0.049 | -2.538 | 0.012 | ||||||
MA(2) | 0.869 | 0.050 | 17.365 | <0.001 | |||||||
SMA(1) | 0.915 | 0.163 | 5.625 | <0.001 | |||||||
ARIMA(0,1,2) | MA(1) | 1.096 | 0.085 | 12.907 | <0.001 | 0.692 | 9147.85 | 18.381 | 9.155 | 15 | 0.817 |
(0,1,1)12 | MA(2) | -0.251 | 0.086 | -2.935 | 0.004 | ||||||
SMA(1) | 0.819 | 0.093 | 8.840 | <0.001 |
月份 | 实际报告 患者例数 | 预测患者例数 | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
ARIMA(0,1,1) (0,1,1)12 | 相对误 差(%) | ARIMA(1,0,1) (1,0,1)12 | 相对误 差(%) | ARIMA(1,1,1) (0,1,1)12 | 相对误 差(%) | ARIMA(1,1,2) (0,1,1)12 | 相对误 差(%) | |||
1 | 88597 | 81357 | -8.17 | 84631 | -4.48 | 83187 | -6.11 | 81645 | -7.85 | |
2 | 73096 | 78500 | 7.39 | 81047 | 10.88 | 78947 | 8.00 | 77350 | 5.82 | |
3 | 97866 | 105754 | 8.06 | 106916 | 9.25 | 106248 | 8.56 | 107240 | 9.58 | |
4 | 101191 | 98741 | -2.42 | 99946 | -1.23 | 98852 | -2.31 | 97941 | -3.21 | |
5 | 96106 | 97944 | 1.91 | 99922 | 3.97 | 98403 | 2.39 | 99288 | 3.31 | |
6 | 99555 | 93363 | -6.22 | 95174 | -4.40 | 93465 | -6.12 | 92607 | -6.98 | |
7 | 93318 | 92447 | -0.93 | 95091 | 1.90 | 92932 | -0.41 | 93662 | 0.37 | |
8 | 84304 | 88324 | 4.77 | 91223 | 8.21 | 88746 | 5.27 | 87307 | 3.56 | |
平均相 对误差 | 0.55 | 3.01 | 1.16 | 0.58 |
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