Results 101 to 110 of about 4,760 (217)

Comparison between the FUZZY-ARFIMA model and the Hybrid ARFIMA -FUZZY model with application to agricultural data in the city of Mosul

Statistics, Optimization & Information Computing
In 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
openaire   +1 more source

A guide to Whittle maximum likelihood estimator in MATLAB. [PDF]

Front Netw Physiol, 2023
Roume C.
europepmc   +1 more source

"Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model" [PDF]

In this paper, we apply the ARFIMA-GARCH model to the realized volatility and the continuous sample path variations constructed from high-frequency Nikkei 225 data.
Isao Ishida, Toshiaki Watanabe
core  

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, Aree Wiboonponse, Songsak Sriboonchitta, Jittaporn Sriboonjit, Chukiat Chaiboonsri, Prasert Chaitip   +5 more
openaire   +1 more source

A NEW TEST FOR THE FRACTIONAL DIFFERENCING PARAMETER UNA NUEVA PRUEBA PARA EL PARÁMETRO DE DIFERENCIACIÓN FRACCIONAL

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, Gómez Karoll, Gallón Santiago   +2 more
doaj  

Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes [PDF]

, 2013
This paper investigates the accuracy of bootstrap-based inference in the case of long memory fractionally integrated processes. The re-sampling method is based on the semi-parametric sieve approach, whereby the dynamics in the process used to produce the
Grose, Simone D., Martin, Gael M., Poskitt, D. S.   +2 more
core   +1 more source

Una nueva prueba para el parámetro de diferenciación fraccional A New Test for the Fractional Differencing Parameter

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, KAROLL GÓMEZ, SANTIAGO GALLÓN   +2 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, Tan L, Meng-Shan L, Sheng S, Jun W, Fu-An W.   +5 more
europepmc   +1 more source

A Mixture Multiplicative Error Model for Realized Volatility [PDF]

A multiplicative error model with time-varying parameters and an error term following a mixture of gamma distributions is introduced. The model is fitted to the daily realized volatility series of Deutschemark/Dollar and Yen/Dollar returns and is shown ...
Markku Lanne
core  

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, Flávio Vilela Vieira   +1 more
doaj