Results 11 to 20 of about 198 (153)
Majalah Ilmiah Matematika dan Statistika, 2022 The fuzzy time series method for forecasting continues to develop over time. This research discusses fuzzy time series, which considers two factors for high order using interval partitioning based on interval ratio with long relation construction for ...
Etna Vianita +2 more
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Ingeniería y Ciencia, 2012 Muchas series de tiempo con tendencia y ciclos estacionales son exitosamente modeladas y pronosticadas usando el modelo airline de Box y Jenkins; sin embargo, la presencia de no linealidades en los datos son despreciadas por este modelo. En este artículo,
J D Velásquez, C J Franco
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Estimation and inference in adaptive learning models with slowly decreasing gains
Journal of Time Series Analysis, Volume 43, Issue 5, Page 720-749, September 2022., 2022 An asymptotic theory for estimation and inference in adaptive learning models with strong mixing regressors and martingale difference innovations is developed. The maintained polynomial gain specification provides a unified framework which permits slow convergence of agents' beliefs and contains recursive least squares as a prominent special case ...
Alexander Mayer
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A novel approach to compare the spectral densities of some uncorrelated cyclostationary time series
Alexandria Engineering Journal, 2022 Our primary objective in this article is to compare the spectral densities of some cyclostationary time series. By using the limiting distributions of the discrete Fourier transform, a novel approach is introduced to determine whether the spectral ...
Mohammad Reza Mahmoudi +4 more
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Locf imputation for Astra Agro Lestari Tbk. (Indonesia) and Anadolu Group (Turkey) stock
Majalah Ilmiah Matematika dan Statistika, 2022 This study aims to apply time series graphs on stock of Astra Agro Lestari Tbk. and Anadolu Group with last observation carried forward (LOCF) imputation. The imputation was used because the data for the two companies had missing values on several dates.
Fadhlul Mubarak +2 more
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Peramalan nilai tukar rupiah terhadap dollar Amerika menggunakan model ARIMA
Majalah Ilmiah Matematika dan Statistika, 2023 The exchange rate of the Rupiah against the currencies of other countries is one of the factors in identifying the condition of an economic condition.
Andreas Rony Wijaya
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Time series modelling of the Kobe‐Osaka earthquake recordings
International Journal of Mathematics and Mathematical Sciences, Volume 29, Issue 8, Page 467-479, 2002., 2002 A problem of great interest in monitoring a nuclear test ban treaty (NTBT) is related to interpreting properly the differences between a waveform generated by a nuclear explosion and that generated by an earthquake. With a view of comparing these two types of waveforms, Singh (1992) developed a technique for identifying a model in time domain ...
N. Singh +2 more
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Quasi-maximum likelihood estimator of Laplace (1, 1) for GARCH models
Open Mathematics, 2017 This paper studies the quasi-maximum likelihood estimator (QMLE) for the generalized autoregressive conditional heteroscedastic (GARCH) model based on the Laplace (1,1) residuals.
Xuan Haiyan +3 more
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Majalah Ilmiah Matematika dan Statistika, 2022 The Infant Mortality Rate (IMR) is fundamental indicator that reflects the health status in the surrounding community. The Infant Mortality Rate is still categorized as high in Indonesia.
Muhammad Marizal +1 more
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Parallelization algorithms for modeling ARM processes
International Journal of Stochastic Analysis, Volume 13, Issue 4, Page 393-410, 2000., 2000 AutoRegressive Modular (ARM) processes are a new class of nonlinear stochastic processes, which can accurately model a large class of stochastic processes, by capturing the empirical distribution and autocorrelation function simultaneously. Given an empirical sample path, the ARM modeling procedure consists of two steps: a global search for locating ...
Benjamin Melamed, Santokh Singh
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