Modelos híbridos SARIMA-ANN para pronósticos de la COVID-19 en el Perú

  • Alipio Francisco Ordoñez Mercado Facultad de Ingeniería Económica, Estadística y Ciencias Sociales, Universidad Nacional de Ingeniería, Lima, Perú
Palabras clave: Modelos ARIMA, Redes Neuronales Autoregresivas, Perceptron Multicapas, Modelos híbridos NNAR-ARIMA, Modelos híbridos MLP-ARIMA

Resumen

Se ha construido modelos híbridos ANN-ARIMA por remodelamiento, para realizar los pronósticos de los nuevos casos de contagios por Covid-19 en el Perú, para ello se extrajo y uso los casos confirmados de Covid-19 entre el periodo 06/03/20 hasta el 28/02/21, desde la plataforma de los datos abiertos del Ministerio de Salud. Los resultados hallados indican que los 02 mejores modelos corresponden al modelo hibrido multiplicativo NNAR (27,1,6) * ARIMA(3,0,2)(1,0,1), y al modelo hibrido aditivo NNAR (27,1,6) + ARIMA(1,0,1), cuyos valores del error medio absoluto porcentual(MAPE) se diferencian en tan solo el 0.575% por lo que proporcionan casi los mismos pronósticos. Considerando el promedio de los valores del MAPE para los 03 mejores modelos de cada categoría de modelamiento se ha determinado que los modelos híbridos NNAR-ARIMA son mejores que los modelos híbridos MLP-ARIMA, que modelos híbridos aditivos NNAR+ARIMA tienen una superioridad del 1.20% sobre los modelos híbridos multiplicativos NNAR*ARIMA; mientras que la superioridad del modelo hibrido aditivo MLP+ARIMA sobre el modelo hibrido multiplicativo MLP*ARIMA alcanza al 2.31%.

Citas

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Publicado
2021-12-27
Cómo citar
Ordoñez Mercado, A. (2021). Modelos híbridos SARIMA-ANN para pronósticos de la COVID-19 en el Perú. Revista IECOS, 22(1), 7-22. https://doi.org/10.21754/iecos.v22i1.1332
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