Forecasting Under-5 Mortality Rate in Somalia to 2030: a comparative analysis of univariate and multivariate ARIMAX models. [PDF]
Front Public HealthSeiman SMK +6 more
europepmc +1 more source
Forecasting tuberculosis epidemics using an autoregressive fractionally integrated moving average model: a 17-year time series analysis. [PDF]
J Glob HealthWang Y +9 more
europepmc +1 more source
Time trends and persistence of the return difference between growth and value investment strategies. [PDF]
PLoS OneMonge M, Hurtado R, Infante J.
europepmc +1 more source
NEO: NEuro-Inspired Optimization-A Fractional Time Series Approach. [PDF]
Front Physiol, 2021 Chatterjee S, Das S, Pequito S.
europepmc +1 more source
Generalised linear regression GARMA model adopted in Denmark's tourism industry. [PDF]
PLoS OneYan H, Yan X, Sun L.
europepmc +1 more source
Fractional and fractal processes applied to cryptocurrencies price series. [PDF]
J Adv Res, 2021 David SA +3 more
europepmc +1 more source
Testing for threshold effect in ARFIMA models: Application to US unemployment rate data
Macroeconomic time series often involve a threshold effect in their ARMA representation, and exhibit long memory features. In this paper we introduce a new class of threshold ARFIMA models to account for this.
Olivier SCAILLET, Amine LAHIANI
core +1 more source
Transformation-based median estimation under skewed-symmetric distributions with long-memory data applications. [PDF]
Sci RepDaraz U, Aljohani HM, Alshanbari HM.
europepmc +1 more source
Forecasting Acute Hemorrhagic Conjunctivitis Incidence in Henan, China: A Comparative Study of Seasonal Autoregressive Fractionally Integrated Moving Average and Seasonal Autoregressive Integrated Moving Average Models. [PDF]
Risk Manag Healthc PolicyWang Y, Zhao R, Liu W, Lin F, Xu C.
europepmc +1 more source
Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008-2019). [PDF]
SN Bus Econ, 2022 Vogl M.
europepmc +1 more source