Abstract: In this paper, we present a new kind of the bilinear systems in the form of state space model. The evolution of this system depends on the product of state vector by its self. The well known Lotak Volterra and Lorenz models are special cases of this new model. We also present here a generalization of Kalman filter which is suitable to work with the new bilinear model. An application to real measurements is introduced to illustrate the efficiency of the proposed algorithm.
Abstract: The focus in this work is to assess which method
allows a better forecasting of malaria cases in Bujumbura ( Burundi)
when taking into account association between climatic factors and
the disease. For the period 1996-2007, real monthly data on both
malaria epidemiology and climate in Bujumbura are described and
analyzed. We propose a hierarchical approach to achieve our
objective. We first fit a Generalized Additive Model to malaria cases
to obtain an accurate predictor, which is then used to predict future
observations. Various well-known forecasting methods are compared
leading to different results. Based on in-sample mean average
percentage error (MAPE), the multiplicative exponential smoothing
state space model with multiplicative error and seasonality performed
better.