Results 101 to 110 of about 7,220 (228)
FORECASTING FRESH WATER AND MARINE FISH PRODUCTION IN MALAYSIA USING ARIMA AND ARFIMA MODELS
Malaysian Journal of Computing, 2018 Malaysia is surrounded by sea, rivers and lakes which provide natural sources of fish for human consumption. Hence, fish is one source of protein supply to the country and fishery is a sub-sector that contribute to the national gross domestic product ...
P.J.W. Mah, N.N.M. Zali, N.A.M. Ihwal, N.Z. Azizan
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İŞSİZLİKTE UZUN HAFIZA ETKİSİ VE HİSTERİSİZ HİPOTEZİNİN GEÇERLİLİĞİ
Cumhuriyet Üniversitesi İktisadi ve İdari Bilimler Dergisi, 2019 Ekonomilerin temel iktisadigöstergelerinden biri olan işsizlik gerek teorik gerekse ampirik literatüraçısından makro iktisadın güncel konuları arasında yer almaktadır.
İpek Yurttagüler, Sinem Kutlu
doaj
Gestão & Produção, 2012 Neste trabalho foram avaliados os ajustes de cinco modelos para previsão da variância, utilizando-se uma série de preços de soja, uma commodity negociada na bolsa de mercadorias de Chicago (CBOT), com dados de alta frequência. Os modelos utilizados foram
Mario Domingues Simões +3 more
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A guide to Whittle maximum likelihood estimator in MATLAB. [PDF]
Front Netw Physiol, 2023 Roume C.
europepmc +1 more source
Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach [PDF]
Previous models of monthly CPI inflation time series have focused on possible regime shifts, non-linearities and the feature of long memory. This paper proposes a new time series model, named Adaptive ARFIMA; which appears well suited to describe ...
Claudio Morana, Richard T. Baille
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Testing and Estimating Persistence in Canadian Unemployment. [PDF]
A vital implication of unemployment persistence applies to the Bank of Canada's disinflation policies since it adversely influences unemployment and considerably lengthens recessions.
Curtis J. Eberwein +2 more
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پژوهشهای ریاضی, 2020 Introduction The data obtained from observing a phenomenon over time is very common. One of the most popular models in time series and signal processing is the Autoregressive moving average model (ARMA).
Mahmod Afshari +2 more
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TESTING THE LONG RANGE-DEPENDENCE FOR THE CENTRAL EASTERN EUROPEAN AND THE BALKANS STOCK MARKETS [PDF]
Annals of the University of Oradea: Economic Science, 2013 In this study we tested the existence of long memory in the the return series for major Central Eastern European and Balkans stock markets, using the following statistical methods: Hurst Exponent, GPH method, Andrews and Guggenberger method, Reisen ...
Pece Andreea Maria +3 more
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Measuring core inflation in the euro area [PDF]
We propose a measure of core inflation which is derived from a Markov switching ARFIMA model. The Markov switching ARFIMA model generalises the standard ARFIMA model allowing mean reversion to take place with respect to a changing unconditional mean.
Morana, Claudio
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Network traffic prediction based on ARFIMA model
, 2013 ARFIMA is a time series forecasting model, which is an improved ARMA model, the ARFIMA model proposed in this article is demonstrated and deduced in detail. combined with network traffic of CERNET backbone and the ARFIMA model,the result shows that,compare to the ARMA model, the prediction efficiency and accuracy has increased significantly, and not ...
Zhou, Dingding +2 more
openaire +2 more sources