Ahmed, N., Abdulqader, Q. (2023). Enhancing the ARIMAX model by using the bivariate wavelet denoising: Application on road traffic accidents. Alustath, 20(2), 15-29. doi: 10.33899/iqjoss.2023.0181146
nawroz mikaeel Ahmed; Qais Mustafa Abdulqader. "Enhancing the ARIMAX model by using the bivariate wavelet denoising: Application on road traffic accidents". Alustath, 20, 2, 2023, 15-29. doi: 10.33899/iqjoss.2023.0181146
Ahmed, N., Abdulqader, Q. (2023). 'Enhancing the ARIMAX model by using the bivariate wavelet denoising: Application on road traffic accidents', Alustath, 20(2), pp. 15-29. doi: 10.33899/iqjoss.2023.0181146
Ahmed, N., Abdulqader, Q. Enhancing the ARIMAX model by using the bivariate wavelet denoising: Application on road traffic accidents. Alustath, 2023; 20(2): 15-29. doi: 10.33899/iqjoss.2023.0181146

Enhancing the ARIMAX model by using the bivariate wavelet denoising: Application on road traffic accidents

IRAQI JOURNAL OF STATISTICAL SCIENCES
Volume 20, Issue 2, December 2023, Pages 15-29    PDF (1.58 M)
Document Type: Research Paper
DOI: 10.33899/iqjoss.2023.0181146
Authors
nawroz mikaeel Ahmed* 1; Qais Mustafa Abdulqader* 2
1Statistics Department-College of Administration and Economic-University of Duhok, Duhok, Iraq
2Petroleum Geology Department–Technical College of Petroleum and Mineral Science-Duhok Polytechnic University, Duhok, Iraq
Abstract
The purpose of this study is to determine whether an enhanced confound model representing bivariate wavelet-autoregressive integrated moving average with exogenous variable BWARIMAX is beneficial for predicting monthly traffic accidents. A wavelet-based multiresolution analysis MRA, conducted before the ARIMAX model fitting, shows that the performance of ARIMAX models in predicting traffic accidents can be significantly improved. The method described in this study identifies the ideal wavelet function, wavelet transform, and number of decomposition levels for the MRA and consequently considerably improves forecast accuracy. The analysis of the study demonstrated the superiority of the suggested approach and revealed that utilizing the BWARIMAX method, we can extract more information from the series, which enhances the performance of the original ARIMAX model in terms of predicting. Additionally, it has been demonstrated through extensive empirical testing using a wide range of wavelet families that Daubechies and Coiflet wavelets are excellent choices for denoising data. Furthermore, the study concluded that out of the two wavelet families, the performance of the Coiflet wavelet of order 3 was better

Highlights

In this paper, the issue of the possibility of improving the traditional ARIMAX model based on the ‎bivariate wavelet analysis method was mentioned. A proposed model was applied to the monthly data ‎that represents the number of traffic accidents. Based on the results of the statistical analysis, the ‎following can be concluded:‎

‎1- The hybrid model BWARIMAX (3,0,0) represents the optimal reliable model for predicting the number of ‎traffic accidents.

‎2- The Fixed-Form threshold level was determined better than the other thresholds used in the ‎analysis.

‎3- Among the wavelet family group used in the analysis, the Coiflet wavelet of order 3 gave the best ‎result.

‎4- The soft rule threshold was better than the hard rule to obtain the best result.‎

‎5- Depending on the selected BWARIMAX (3,0,0) model, a slight decrease will happen in the number of traffic ‎accidents in 2023 compared to 2022.‎

Keywords
Keywords:; Traffic accidents; Excessive speed; ARIMAX; Time series; Bivariate wavelet
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