Results 71 to 80 of about 7,220 (228)
International Journal of Mathematics and Mathematical Sciences, Volume 2025, Issue 1, 2025.Accurate temperature forecasting is of paramount importance across various sectors, influencing decision‐making processes and impacting numerous aspects of daily life. This study analyzes temperature time series data from the Nairobi County in Kenya, aiming to develop accurate hybrid time series forecasting models.
John Kamwele Mutinda +3 more
wiley +1 more source
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model [PDF]
In this paper, we apply the ARFIMA-GARCH model to the realized volatility and the continuous sample path variations constructed from high-frequency Nikkei 225 data.
Isao Ishida, Toshiaki Watanabe
core +3 more sources
Optimal spectral bandwidth for long memory [PDF]
, 1993 For long range dependent time series with a spectral singularity at frequency zero, a theory for optimal bandwidth choice in non-parametric analysis ofthe singularity was developed by Robinson (1991b).
Delgado, Miguel A., Robinson, Peter M.
core +1 more source
Predicting BRICS stock returns using ARFIMA models [PDF]
Applied Financial Economics, 2014 This article examines the existence of long memory in daily stock market returns from Brazil, Russia, India, China and South Africa (BRICS) countries and also attempts to shed light on the efficacy of autoregressive fractionally integrated moving average (ARFIMA) models in predicting stock returns.
Aye, Goodness Chioma +5 more
openaire +2 more sources
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
PM10 AIR QUALITY INDEX MODELING USING ARFIMA-GARCH METHOD: BUNDARAN HI AREA OF DKI JAKARTA PROVINCE
BarekengAir quality is an essential factor in urban life, and its’ assessment often relies on the concentration of measurable air pollution parameters. One critical parameter is Particulate Matter (PM), particularly PM10, which comprises solid or liquid ...
Susilo Hariyanto +2 more
doaj +1 more source
Malaysian Journal of Computing, 2020 The main purpose of this study is to compare the performances of univariate and bivariate models on four-time series variables of the crude palm oil industry in Peninsular Malaysia.
Pauline Jin Wee Mah, Nur Nadhirah Nanyan
doaj +1 more source
Estimação do parâmetro "d " em modelos arfima [PDF]
Pesquisa Operacional, 2000 Os modelos ARFIMA caracterizam-se por sua longa dependência e por possuírem o parâmetro d do modelo ARIMA (grau de diferenciação) assumindo valores fracionários. Quando no caso d <FONT FACE=Symbol>Î</FONT> (-0,5; 0,5), há estacionariedade. A longa dependência aparece quando d é positivo.
Trevisan, Elma Suema +2 more
openaire +3 more sources
Time Series Modeling of Guinea Fowls Production in Kenya Using the ARIMA and ARFIMA Models
, 2021 Commercial farming of Guinea Fowls is at its infant stages and is generating a lot of interest for farmers in Kenya. This, coupled with an increased demand for poultry products in the Kenyan market in the recent past, calls for the rearing of the guinea ...
Cecilia Mbithe Titus +2 more
semanticscholar +1 more source
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