Results 91 to 100 of about 13,793,172 (210)
Statistics, Optimization & Information ComputingIn this research, we studied forecasting based on time series data for red onion prices in Nineveh Governorate using model ARFIMA Autoregressive fractionally integrated moving average. A ARFIMA-FUZZY (FTS) hybrid model was proposed This model has the advantage and strength of the ARFIMA partial autoregressive integral in addition to the FUZZY-ARFIMA ...
Rehab Talal Ahmed, Omar salim Ibrahim
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INTERNATIONAL TOURISTS’ EXPENDITURES IN THAILAND: A MODELLING OF THE ARFIMA-FIGARCH APPROACH [PDF]
Annals of the University of Petrosani: Economics, 2010 Forecasting is an essential analytical tool for tourism policy andplanning. This paper focuses on forecasting methods based on ARFIMA(p,d,q)-FIGARCH(p,d,q). Secondary data was used to produce forecasts of international tourists’expenditures in Thailand for the period 2009-2010.
Kanchana Chokethaworn +5 more
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MODEL AUTOREGRESSIVE FRACTIONAL INTEGRATED MOVING AVERAGE (ARFIMA) DAN PENERAPANNYA
, 2010 Dalam analisis runtun waktu terdapat data yang memiliki ciri proses jangka pendek (short memory) dan data yang memiliki ciri proses jangka panjang (long memory).
Adyta Prabandoro Saputri
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Stock market volatility simulation with the LSTM neural network
Вестник Пермского университета: Серия ЭкономикаIntroduction. 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 +1 more
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Estimating the Degree of Integration in CPI with ARFIMA-FIGARCH Model: Case study of Iran [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2014 The study of the effect of memory in different economic indices, especially inflation and money market, has high research attractiveness. In this paper, by using the data of consumer price index for Iran during 1990/04 – 2011/11, we investigate the ...
Hossein Abbasinejad +1 more
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Revista Colombiana de Estadística, 2008 This paper presents a new test for the fractional differencing parameter of an ARFIMA model, based on an autoregressive approximation of its short-range component.
Castaño Elkin +2 more
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Revista Colombiana de Estadística, 2008 Este documento presenta una nueva prueba para el parámetro de diferenciación fraccional de un modelo ARFIMA, basada en una aproximación autorregresiva de su componente a corto plazo.
ELKIN CASTAÑO +2 more
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PastoralismBackgroundThe national economy of Somalia is significantly reliant on the production of pastoralist red meat, a sector that is increasingly debilitated by severe and recurrent climate-related shocks. Accurate forecasting of supply trajectories is crucial
Abdirisak Osman Bade +3 more
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Peramalan dengan model Hibrida Arfima Fuzzy Time series Markov Chain pada Long-Memory Data menggunakan Software R [PDF]
Penelitian ini bertujuan untuk menguji akurasi metode hibrida ARFIMA Fuzzy Time Series Markov chain dalam meramalkan harga minyak mentah dunia yang memiliki sifat long-memory, serta mengatasi kompleksitas dan volatilitas data.
Al-Maulida, Fatiya
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The Role of Inflation Persistence in the Inflation Process in the New EU Member States [PDF]
The aim of this paper is to compare inflation persistence between the New Member States (NMS) that joined the European Union in 2004 and 2007 and selected euro area members. If the levels of inflation persistence between the two groups are different, the
Michal Franta +2 more
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