Table 3 Forecast comparison with SARIMA.

From: Some developments on seasonal INAR processes with application to influenza data

 

SARIMA

INAR(1)\(_s\) ZMPL

k

PRMSE

PMAE

PTP

PRMSE

PMAE

PTP-Mean

PTP-Med

PTP-Mode

\(\lambda =0.3,~\alpha =0.5,~\delta =0.7\)

 1

2.376

1.555

10.00

2.374

1.186

9.80

58.10

61.30

 2

2.622

1.727

8.90

2.618

1.411

9.50

55.00

57.30

 3

2.602

1.679

8.10

2.592

1.300

8.20

59.20

60.20

 4

2.545

1.643

9.10

2.546

1.244

8.50

58.60

62.80

 5

2.443

1.595

10.20

2.438

1.203

9.80

60.30

62.30

\(\lambda = 0.5,~\alpha =1,~\delta =0.5\)

 1

1.787

1.310

17.50

1.784

1.140

17.50

43.10

47.50

 2

1.671

1.254

16.60

1.673

1.035

16.90

45.20

51.10

 3

1.791

1.322

16.10

1.788

1.122

16.00

43.30

50.60

 4

1.809

1.335

15.30

1.810

1.134

15.00

42.30

49.50

 5

1.834

1.335

17.00

1.832

1.128

17.00

46.00

48.70

\(\lambda = 0.6,~\alpha =1.5,~\delta =-0.5\)

 1

2.391

1.730

19.60

2.391

1.701

19.60

22.20

23.70

 2

2.209

1.677

19.00

2.213

1.645

18.70

20.70

22.20

 3

2.483

1.868

15.60

2.470

1.839

15.10

18.00

21.60

 4

2.307

1.705

19.50

2.302

1.674

18.90

20.80

22.00

 5

2.300

1.719

19.50

2.294

1.683

19.20

20.90

22.70

\(\lambda = 0.7,~\alpha =2,~\delta =-1\)

 1

2.584

1.875

19.20

2.587

1.858

18.90

19.90

20.30

 2

2.448

1.856

17.30

2.442

1.841

17.30

18.10

20.30

 3

2.586

1.873

18.90

2.575

1.849

18.50

20.50

22.00

 4

2.565

1.862

20.90

2.562

1.846

20.30

21.10

19.80

 5

2.752

1.959

21.30

2.736

1.953

21.00

21.60

20.20