Year: 2025
Type: article
Abstract: Time series analysis plays an important role in many fields. Autoregressive Integrated Moving Average (ARIMA) and Long Short-Term Memory (LSTM) methods are the most common tools to forecast sequential and time series data. However, both of them have obvious defects. The ARIMA model cannot capture non-linear information in sequences. Although the LSTM network is good at learning dynamic variations, it is prone to overfitting and requires a mass of long-term data. In this study, a hybrid technology blending the ARIMA and the LSTM algorithms was utilized to forecast the number of cases of influenza in China. This hybrid method leveraged the advantages of the ARIMA model and the LSTM network. Firstly, the ARIMA model was used to analyze the linear relationship within the time series. Then, the residuals of the ARIMA were taken as the input values to train the LSTM networks. A new hybrid ARIMA-LSTM model obtained, combining a SARIMA (0,1,0) (1,0,0)52 model and a LSTM model with 50 epochs and 32 batch size. This model successfully addressed the previously mentioned issues and enhanced the precision of the predictions. It managed to reduce 4.6% of RMSE, 8.9% of MSE, and 13.9% of MAE. In addition, this new algorithm was found that it didn’t have a high requirement like the individual LSTM model. Since there were not very many observations in the dataset, the performance of the individual LSTM model was not good. However, the integrated model improved this problem and obtained a more precise prediction. Even though the hybrid model had a better performance on prediction, it still has the risk of overfitting the data. The future work will be to improve the hybrid model to decrease this risk by adding more variables and modifying the structure of the LSTM model. Meanwhile, applying this method to another field further proves its feasibility and provides more effective prediction models.
DOI: 10.54097/vgfxm178
Author: Yi Zou
Institution: Universiti Putra Malaysia
Language: English
Field: Decision Sciences
Domain: Social Sciences
Open Access status: hybrid
OpenAlex ID: W4409133672