Results 61 to 70 of about 467 (180)
Earth and Space Science, Volume 11, Issue 12, December 2024.Abstract This study aims to develop an absolute model of contemporary Vertical Crustal Movements (VCM) and Vertical Land Movements (VLM) in an area of Poland based on GNSS solutions. Velocities at permanent stations were subjected to geological, tectonic, hydrological and mineral information analyses.
B. Naumowicz +2 more
wiley +1 more source
Comparing the accuracy of the model Meta heuristic and Econometric in forecasting of financial time series with long-term memory (Case Study, Stock Index of Cement Industry in Iran) [PDF]
تحقیقات مالی, 2011 Data with high frequency have a particular type of none stationary that is called fractional none stationary. This property causes the emergence of long-term memory in financial time series with high frequency. The existence of long-term memory in cement
Farnaz Barzinpour +3 more
doaj
Labor market forecasting in unprecedented times: A machine learning approach
Bulletin of Economic Research, Volume 76, Issue 4, Page 893-915, October 2024.Abstract The COVID‐19 pandemic ushered in unprecedented social and economic conditions, alongside unexpected policy responses, challenging the effectiveness of traditional labor market forecasting approaches. This article presents a novel approach that integrates macroeconomic variables, traditional labor market metrics, and Google search data to ...
Johanna M. Orozco‐Castañeda +2 more
wiley +1 more source
Efficient Bayesian inference for ARFIMA processes [PDF]
, 2015 Abstract. Many geophysical quantities, like atmospheric temperature, water levels in rivers, and wind speeds, have shown evidence of long-range dependence (LRD). LRD means that these quantities experience non-trivial temporal memory, which potentially enhances their predictability, but also hampers the detection of externally forced trends. Thus, it is
Graves, T. +3 more
openaire +2 more sources
Estimation of a stationary multivariate ARFIMA process
Afrika Statistika, 2018 In this note, we consider an m-dimensional stationary multivariate long memory ARFIMA (AutoRegressive Fractionally Integrated Moving Average) process, which is defined as : A(L)D(L) (y1(t),...,ym(t))' = B(L) (∈1(t),..., ∈m(t))', where M' denotes the transpose of the matrix M.
Mbeke, Kévin Stanislas, Hili, Ouagnina
openaire +3 more sources
Jurnal LebesgueOil price movements are highly volatile and tend to be influenced over extended periods, often displaying long memory effect. This study utilizes the Autoregressive Fractionally Integrated Moving Average (ARFIMA) model, a long memory model, to analyze ...
Eza Syafri Ramadhani +2 more
doaj +1 more source
Does the ARFIMA really shift? [PDF]
, 2017 Short memory models contaminated by level shifts have long-memory features similar to those associated to processes generated under fractional integration. In this paper, we propose a robust testing procedure, based on an encompassing parametric specification, that allows to disentangle the level shift term from the ARFIMA component.
Monache, Davide Delle +2 more
openaire
Kripto Para Birimi Piyasalarında GPH Yöntemi ile Uzun Hafıza Analizi: Bitcoin Örneği
Ekonomi, Politika & Finans Araştırmaları DergisiSon yıllarda, para piyasalarında ve bankacılık sektöründe yaşanan krizlerin etkisiyle merkezi para otoritelerine olan güven sarsılmış ve bu nedenle merkezi olmayan bir sistem arayışına girilmiştir.
İpek Yurttagüler
doaj +1 more source
Lecturas de Economía, 2011 Sesgos en estimación, tamaño y potencia de una prueba sobre el parámetro de memoria larga en modelos ARFIMA Resumen: Castaño et al. (2008) proponen una prueba para investigar la existencia de memoria larga, basada en el parámetro de diferenciación ...
Elkin Castaño Vélez +2 more
doaj +1 more source
On the Efficacy of ARFIMA, ARTFIMA, and MARFIMA Models in Forecasting Nigerian Crude Oil Prices
UMYU Scientifica JournalThis study presents a comprehensive evaluation of three advanced long-memory time series models— the Autoregressive Fractionally Integrated Moving Average (ARFIMA), the Autoregressive Tempered Fractionally Integrated Moving Average (ARTFIMA), and the ...
Musa Tasi’u +3 more
doaj +1 more source