The Use of Weather Variables in the Modeling of Demand for Electricity in One of the Regions in the Southern Poland [PDF]
The main objective of the paper is the verification of usefulness of the ARFIMA-FIGARCH class models in the description of tendencies in the energy consumption in a selected region of the southern Poland taking into consideration weather variables ...
Aneta Wlodarczyk, Marcin Zawada
core
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
doaj
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
doaj
Autoregressive Times Series Methods for Time Domain Astronomy
Frontiers in Physics, 2018 Celestial objects exhibit a wide range of variability in brightness at different wavebands. Surprisingly, the most common methods for characterizing time series in statistics—parametric autoregressive modeling—are rarely used to interpret astronomical ...
Eric D. Feigelson +4 more
doaj +1 more source
A guide to Whittle maximum likelihood estimator in MATLAB. [PDF]
Front Netw Physiol, 2023 Roume C.
europepmc +1 more source
Persistência inflacionária regional brasileira: uma aplicação dos modelos arfima
Economia Aplicada, 2013 Este artigo analisa o fenômeno da persistência das taxas de inflação (IPCA) das regiões metropolitanas de Belém, Fortaleza, Recife, Salvador, Belo Horizonte, Rio de Janeiro, São Paulo, Curitiba e Porto Alegre, além de Brasília e Goiânia.
Cleomar Gomes da Silva +1 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 +5 more
europepmc +1 more source
Volatility and Return Transmission among Cement Industry Stock Prices: an Application of Multivariate FIGARCH Modeling in High Frequency Financial time Series [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2011 Long memory in asset returns and volatilities is a new research area, both in theoretical and empirical modeling of high frequent financial time series. The most popular techniques of time series modeling with long memory is the ARFIMA-FIGARCH, but this ...
Gholamreza Keshavarz Haddad +2 more
doaj
Minimum distance estimation of stationary and non-stationary ARFIMA processes [PDF]
A new parametric minimum distance time-domain estimator for ARFIMA processes is introduced in this paper. The proposed estimator minimizes the sum of squared correlations of residuals obtained after filtering a series through ARFIMA parameters.
Laura Mayoral
core
South African inflation modelling using bootstrapped long short-term memory methods. [PDF]
SN Bus Econ, 2023 Kubheka S.
europepmc +1 more source