Comparative Performance of Mechanistic, Statistical, and Hybrid Models of Forecasting Dengue Fever Incidence in Somalia. A Retrospective Time Series Analysis. [PDF]
Health Sci RepABSTRACT Background and Aims Dengue fever is a growing menace in Somalia, a climate change prone region with a weak healthcare system. An imperative of public health is effective forecasting models. This paper will provide a detailed comparative analysis comparing mechanistic, statistical, and hybrid models in order to find the best forecasting model ...
Abdi AM, Nadarajah S, Muse AH.
europepmc +2 more sources
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
doaj +2 more sources
Error and Model Misspecification in ARFIMA Process [PDF]
Brazilian Review of Econometrics, 2001 In developing the long and short memory estimation, it is usually assumed that the innovations in the ARFIMA model are normally distributed. However, circumstances may occur where this assumption is not true. This paper uses Monte Carlo simulation to evaluate the robustness of different estimators of the fractional parameter in stationary and ...
Valderio A. Reisen +2 more
core +4 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
doaj +2 more sources
Nelson And Plosser Revisited: Evidence From Fractional Arima Models [PDF]
, 2004 In this paper fractionally integrated ARIMA (ARFIMA) models are estimated using an extended version of Nelson and Plosser’s (1982) dataset. The analysis employs Sowell’s (1992) maximum likelihood procedure.
Caporale, GM, Gil-Alana, LA
core +6 more sources
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
doaj +1 more source
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
doaj +5 more sources
MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES [PDF]
Journal of Time Series Analysis, 2014 AbstractWe consider a model for the discrete nonboundary wavelet coefficients of autoregressive fractionally integrated moving average (ARFIMA) processes in each scale. Because the utility of the wavelet transform for the long‐range dependent processes, which many authors have explained in semi‐parametrical literature, is approximating the transformed ...
openaire +1 more source
تحسين التنبؤ باستخدام الجمع بين نماذج ARFIMA و GARCH (دراسة تطبيقية) Improving Forecasting Using a Combination of ARFIMA and GARCH Models ( An Applied Study). [PDF]
المجلة العلمية للدراسات والبحوث المالية والتجاريةتهدف هذه الدراسة إلى بناء نموذج هجين يجمع بين نماذج ARFIMA و GARCH لتوقع أسعار الذهب الشهرية خلال الفترة من 2010 إلى 2025، نظرًا لما تتسم به هذه السلسلة من تقلبات وتعقيد، أظهرت اختبارات ADF وPP أن السلسلة غير ساكنة، كما أكدت تحليلات الذاكرة الطويلة مثل
فاطمة الزهراء ابراهيم ابراهيم اللاوندي +2 more
doaj +1 more source