Results 81 to 90 of about 2,441 (205)

On the Efficacy of ARFIMA, ARTFIMA, and MARFIMA Models in Forecasting Nigerian Crude Oil Prices

UMYU Scientifica Journal
This 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, Abubakar Bello, Hussaini Dikko Garba, Baba Alhaji Bukar   +3 more
doaj   +1 more source

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

Model Hybrid ARFIMA-ANN untuk Mengatasi Heteroskedastisitas dan Nonlinieritas dalam Residu Model ARFIMA pada Peramalan Harga Perak Berjangka [PDF]

Perak memiliki volatilitas harga yang tinggi sehingga menimbulkan tantangan dalam melakukan peramalan harga pada pasar berjangka. Penelitian ini mengusulkan penggunaan model hybrid ARFIMA–ANN untuk meningkatkan akurasi peramalan dengan mengatasi ...
Elvira, Nia Dwi
core  

Identificación de los modelos ARFIMA

, 2016
Since the introduction of ARFIMA models for fractionally integrated time series with long memory, there has been great interest in the study of their properties and application areas.
Castaño Velez, Elkin
core   +1 more source

Autoregression-Based Estimators for ARFIMA Models [PDF]

, 2001
Nous décrivons une méthode d'estimation pour les paramètres des modèles ARFIMA stationnaires ou non-stationnaires, basée sur l'approximation auto-régressive.
Galbraith, John, Zinde-Walsh, Victoria
core   +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  

ARFIMA time series models

, 2014
The thesis deal with long-memory processes which are defined by several ways. The main concern is dedicated to ARFIMA model, to its basic properties and its application.
Vdovičenko, Martin
core  

Forecasting UNTR Weekly Stock Price using ARFIMA

Predicting stock prices plays a pivotal role in the decision-making processes of organizations and individual investors. This research focuses on the predicting weekly closing stock prices, specifically for UNTR, using the ARFIMA method.
Gabriella Maria Singgih, Dadang Amir Hamzah   +1 more
core   +1 more source

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