Hybridization of long short-term memory neural network in fractional time series modeling of inflation [PDF]
Frontiers in Big Data, 2023 Inflation is capable of significantly impacting monetary policy, thereby emphasizing the need for accurate forecasts to guide decisions aimed at stabilizing inflation rates.
Erman Arif +4 more
doaj +2 more sources
Considerations for Applying Entropy Methods to Temporally Correlated Stochastic Datasets [PDF]
Entropy, 2023 The goal of this paper is to highlight considerations and provide recommendations for analytical issues that arise when applying entropy methods, specifically Sample Entropy (SampEn), to temporally correlated stochastic datasets, which are representative
Joshua Liddy, Michael Busa
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PEMODELAN DATA HARGA CABAI DENGAN PENDEKATAN DERET WAKTU FRAKSIONAL ARFIMA
Jurnal Lebesgue, 2023 Long-memory is a type of time series data that has a high correlation between long observation times. This can be seen from the autocorrelation function where the lag falls slowly over a long period. Such long-memory data can be modeled in the form of an
Elsa Wahyuni +2 more
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Long-Range Dependence in Financial Markets: A Moving Average Cluster Entropy Approach. [PDF]
Entropy (Basel), 2020 A perspective is taken on the intangible complexity of economic and social systems by investigating the underlying dynamical processes that produce, store and transmit information in financial time series in terms of the \textit{moving average cluster ...
Murialdo P, Ponta L, Carbone A.
europepmc +5 more sources
Evaluating the long-term impact of COVID-19-associated public health interventions on zoonotic and vector-borne diseases in China: an interrupted time series analysis [PDF]
Journal of Translational MedicineBackground The long-term impact of COVID-19-associated public health interventions on zoonotic and vector-borne infectious diseases (ZVBs) remains uncertain.
Yongbin Wang +8 more
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Fractional and fractal processes applied to cryptocurrencies price series [PDF]
Journal of Advanced Research, 2021 Introduction: Cryptocurrencies have been attracting the attention from media, investors, regulators and academia during the last years. In spite of some scepticism in the financial area, cryptocurrencies are a relevant subject of academic research ...
S.A. David +3 more
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Frontiers in Applied Mathematics and Statistics, 2022 IntroductionThe price of crude oil as an essential commodity in the world economy shows a pattern and identifies the component factors that influence it in the short and long term.
Dodi Devianto +4 more
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ARFIMA Model for Short Term Forecasting of New Death Cases COVID-19 [PDF]
E3S Web of Conferences, 2020 COVID-19 is an infectious disease that can spread from one person to another and has a high potential for death. The infection of COVID-19 is spreading massive and fast that causes the extreme fluctuating data spread and long memory effects.
Kartikasari Puspita +2 more
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Lecturas de Economía, 2013 Prueba de hipótesis sobre la existencia de una raíz fraccional en una serie de tiempo no estacionaria Resumen: En este trabajo se propone una modificación de la prueba de hipótesis propuesta por Castaño, Gómez y Gallón (2008) para determinar la ...
Diego Lemus, Elkin Castaño
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Fractional differencing in stock market price and online presence of global tourist corporations [PDF]
Journal of Economics Finance and Administrative Science, 2019 Purpose - This work aims to explore the behavior of stock market prices according to the autoregressive fractional differencing integrated moving average model.
Francisco Flores-Muñoz +2 more
doaj +1 more source