This repo contains the source code for network time series forecasting using SGWT.
For the detail, please refer to our paper: https://doi.org/10.1016/j.ijforecast.2023.08.006.
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Code
method.R
is a code for functions used for forecasting.seoulmetro.R
andcovidseoul.R
are codes for real data analysis.
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Data
seoulmetro
contains data of daily number of people getting on and off the Seoul Metropolitan Subway in South Korea.covidseoul
contains data of daily number of newly confirmed cases in the Seoul Metropolitan Area.
We apply various network forecasting methods to analyze real-world data, Seoul Metropolitan Subway data and Seoul Metropolitan COVID-19 data. The methods used in the analysis are
- Nodewise ARIMA
- LOCAAT-based method
- GNARI
- GNARI + LOCAAT
- GFT-based method
- SGWT-based method