Results 71 to 80 of about 467 (180)

Previsão de preços futuros de Commodities agrícolas com diferenciações inteira e fracionária, e erros heteroscedásticos

Revista de Economia e Sociologia Rural, 2007
O presente trabalho tem como objetivo modelar séries temporais para efeito de previsão com diferenciações inteira e fracionária, utilizando dados de preços futuros de commodities agrícolas.
Ricardo Chaves Lima, Marcos Roberto Góis, Charles Ulises   +2 more
doaj   +1 more source

Prediction of maintenance workforce efficiency using neural networks, fuzzy inference system and autoregressive fractionally integrated moving average for a process industry

Vietnam Journal of Science, Technology and Engineering
This study establishes the efficiency of the maintenance workforce in a process plant, utilising combined models, including artificial neural networks (ANN)-weighted aggregated sum product assessment (WASPAS) and ANN-fuzzy inference system (FIS)-WASPAS.
Sunday Ayoola Oke, Desmond Eseoghene Ighravwe   +1 more
doaj  

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  

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
doaj   +1 more source

A guide to Whittle maximum likelihood estimator in MATLAB. [PDF]

Front Netw Physiol, 2023
Roume C.
europepmc   +1 more source

Wavelet Covariance Matrix Structure and Bayesian-Wavelet Estimation of Autoregressive Process Parameters with Long-Term Memory

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, Saeed Tahmasbi, Shabnam Shadman   +2 more
doaj  

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, Ludusan (Corovei) Emilia Anuta, Mutu Simona,   +3 more
doaj  

SaPt-CNN-LSTM-AR-EA: a hybrid ensemble learning framework for time series-based multivariate DNA sequence prediction. [PDF]

PeerJ, 2023
Yan W, Tan L, Meng-Shan L, Sheng S, Jun W, Fu-An W.   +5 more
europepmc   +1 more source

Stock market volatility simulation with the LSTM neural network

Вестник Пермского университета: Серия Экономика
Introduction. Stock market volatility simulation and forecast are relevant issues which could contribute into lower risks and higher revenues of the market transactions.
Dmitry Aleksandrovich Patlasov, Robert Viktorovich Garafutdinov   +1 more
doaj   +1 more source

South African inflation modelling using bootstrapped long short-term memory methods. [PDF]

SN Bus Econ, 2023
Kubheka S.
europepmc   +1 more source