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Forecasting comparisons using a hybrid ARFIMA and LRNN models
Communications in Statistics - Simulation and Computation, 2017In this article, an autoregressive fractionally integrated moving average model (ARFIMA) and a layer recurrent neural network (LRNN) were combined to form a hybrid forecasting model.
Augustine Pwasong, Saratha Sathasivam
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ARFIMA model decomposition for hydrological time series
2004In questo lavoro viene proposta una procedura statistica per la decomposizione di processi ARFIMA(p,d,q) in componenti elementari. Il problema viene ricondotto a quello della decomposizione di un processo ARMA(p+1,q+1) sfruttando il modello ARMA(1,1) come ’proxy’ della componente di lunga memoria.
CORDUAS, MARCELLA, PICCOLO, DOMENICO
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Calculating and analyzing impulse responses for the vector ARFIMA model
Economics Letters, 2001zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Efficient estimation method for generalized ARFIMA models
Communications in Statistics - Theory and Methods, 2022S. S. Pandher +3 more
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Adaptive ARFIMA Models of Inflation
SSRN Electronic Journal, 2011Claudio Morana, Richard Baillie
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A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting
Computational Economics, 2022Heni Boubaker +2 more
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Time-varying ARFIMA-GARCH model with symmetric thresholds: applications to inflation
Applied Economics Letters, 2021Zhengxun Tan, Juan Liu
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A hybrid ARFIMA and neural network model for electricity price prediction
International Journal of Electrical Power and Energy Systems, 2014Najeh Chaâbane
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