Results 131 to 140 of about 6,621,438 (152)

A new automatic forecasting method based on explainable deep dendritic artificial neural network. [PDF]

Sci Rep
Bas E, Egrioglu E.
europepmc   +1 more source

Temporal and Spatial Scales of Human Resting-State Cortical Activity across the Lifespan. [PDF]

J Neurosci
Bero J, Humphries C, Li Y, Kumar A, Lee H, Shinn M, Murray JD, Vickery TJ, Lee D.   +8 more
europepmc   +1 more source

Entropy as a Tool for Quantifying Biomedical Signals: Gaps and Opportunities in Clinical Methodological Approaches-A Scoping Review. [PDF]

Biomed Eng Comput Biol
Gómez Acosta LG, Chacón Pacheco M.
europepmc   +1 more source

Predicting BRICS stock returns using ARFIMA models [PDF]

Applied Financial Economics, 2014
This article examines the existence of long memory in daily stock market returns from Brazil, Russia, India, China and South Africa (BRICS) countries and also attempts to shed light on the efficacy of autoregressive fractionally integrated moving average
Goodness C Aye, Mehmet Balcilar
exaly   +2 more sources

Another look at the forecast performance of ARFIMA models

International Review of Financial Analysis, 2004
This paper investigates the out-of-sample forecast performance of the autoregressive fractionally integrated moving average [ARFIMA (0,d,0)] specification, both when the underlying value of the fractional differencing parameter (d) is known a priori and ...
Craig Ellis
exaly   +2 more sources

Forecasting realised volatility using ARFIMA and HAR models [PDF]

Quantitative Finance, 2019
Recent literature provides mixed empirical evidence with respect to the forecasting performance of ARFIMA and HAR models. This paper compares the forecasting performance of both models using high frequency data of 100 stocks representing 10 business ...
M Kabir Hassan, Mike Tsionas, Marwan Izzeldin   +2 more
exaly   +6 more sources

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A Forecast of Brent Prices in Times of Ukrainian Crisis Using ARFIMA Models

Lecture Notes in Business Information Processing, 2023
Adriana Anamaría Davidescu
exaly  

Statistical analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models

Physica A: Statistical Mechanics and Its Applications, 2020
Enamundram Chandrasekhar
exaly  

Consistent order selection for ARFIMA processes

Annals of Statistics, 2022

exaly  

Testing for threshold effect in ARFIMA models: Application to US unemployment rate data

International Journal of Forecasting, 2009
Olivier Scaillet
exaly