Using the Conditional Maximum Likelihood function with the genetic algorithm to estimate STARIMA models (pλ, d, qm)

Authors

  • Ali Tareq Abdul Majeed
  • Firas A. Mohammed ALmohana

DOI:

https://doi.org/10.33095/mxsvs771

Keywords:

spatiotemporal series; STARIMA; weight matrices; Inverse Distance; Conditional Maximum Likelihood Estimation; Genetic Algorithm.

Abstract

Strategic planning for a specific phenomenon depends mainly on accurate prediction by developing a model to represent that phenomenon. Therefore, this research dealt with spatiotemporal series models such as the STARIMA model (pλ, d, qm) model when there is a spatial correlation for neighbouring sites and a spatial correlation for the same geographical location. The methods for estimating the parameters are the Conditional Maximum Likelihood method and the method of estimating the parameters using the genetic algorithm (MLEGA). These models were compared using the statistical comparison metrics (RMSE). The data represents the daily infections with the COVID-19 epidemic for (10) sectors on the Rusafa side of the city of Baghdad from 29/2/2020 until 25/4/2023; it was found that spatiotemporal series data consider the analysis of spatial relationships between geographic points, which allows for a better understanding of the development of phenomena across time and space. The applied results reached the superiority of the spatiotemporal model STARIMA (11,1,31) with the presence of spatial correlation of neighbouring sites using the genetic algorithm because it has a lower (RMSE), so it was used to predict the daily infections of the Covid-19 epidemic for (10) sectors on the Rusafa side of the city of Baghdad For the period from 26/2/2020 until 5/5/2023.

Paper type :Research paper.

 

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Published

2024-11-03

Issue

Section

Statistical Researches

How to Cite

Tareq Abdul Majeed, A. and A. Mohammed ALmohana , F. (2024) “Using the Conditional Maximum Likelihood function with the genetic algorithm to estimate STARIMA models (pλ, d, qm)”, Journal of Economics and Administrative Sciences, 30(143), pp. 455–473. doi:10.33095/mxsvs771.

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