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Multivariate ARIMA and ARIMA-X Analysis:Package ‘marima’ [PDF]

open access: yes, 2016
Multivariate arima and arima-x estimation using Spliid's algorithm.
Spliid, Henrik
openaire   +2 more sources

Evaluating Cardiovascular Disease (CVD) risk scores for participants with known CVD and non-CVD in a multiracial/ethnic Caribbean sample [PDF]

open access: yesPeerJ, 2020
Background Cardiovascular Disease (CVD) risk prediction models have been useful in estimating if individuals are at low, intermediate, or high risk, of experiencing a CVD event within some established time frame, usually 10 years.
Amalia Hosein   +3 more
doaj   +2 more sources

دراسة إحصائية مقارنة بين نمــــاذجARIMA و ANN : مــفـــردة وهجـــــينة (مع التــطبيـــق) [PDF]

open access: yesMaǧallaẗ Al-Buḥūṯ Al-Tiǧāriyyaẗ, 2020
الملخص:         تناول البحث بناء النماذج الهجينة المتولدة من دمج نموذج الانحدار الذاتي والمتوسطات المتحرکة التکاملية ARIMA مع نموذج الشبکات العصبية الاصطناعية ANNs، وذلک باستخدام بواقي ARIMA  کمدخلات لنموذج ANN وبالعکس، بالاعتماد على بيانات السلسلة ...
محمد عبدالهادي صادق   +1 more
doaj   +1 more source

PENERAPAN METODE AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA) UNTUK PREDIKSI BILANGAN SUNSPOT

open access: yesBarekeng, 2021
Peristiwa magnetik pada matahari ditandai dengan salah satu tanda yaitu munculnya sunspot atau bintik matahari. Sunspot terletak di fotosfer matahari yang memiliki warna lebih gelap dari pancaran sekitarnya.
Felia Dria Yuliawanti   +4 more
doaj   +1 more source

Peramalan Harga Emas Saat Pandemi Covid-19 Menggunakan Model Hybrid Autoregressive Integrated Moving Average - Support Vector Regression

open access: yesJambura Journal of Mathematics, 2021
ABSTRAK Investasi emas merupakan salah satu investasi yang menjadi favorit dimasa pandemi Covid 19 seperti sekarang ini. Hal ini dikarenakan harga emas yang nilainya relatif fluktuatif tetapi menunjukkan tren peningkatan.
Drajat Indra Purnama
doaj   +1 more source

An Application of Hybrid Models for Weekly Stock Market Index Prediction: Empirical Evidence from SAARC Countries

open access: yesComplexity, 2021
The foremost aim of this research was to forecast the performance of three stock market indices using the multilayer perceptron (MLP), recurrent neural network (RNN), and autoregressive integrated moving average (ARIMA) on historical data.
Zhang Peng   +6 more
doaj   +1 more source

APPLICATION OF TIME SERIES ANALYSIS IN FORECASTING COAL PRODUCTION AND CONSUMPTION IN THE PHILIPPINES

open access: yesICTACT Journal on Soft Computing, 2022
Energy is the backbone of a country’s economic and technological development. For a country to be competitive in the global market and secure sustainable development, energy must be efficiently used.
Samuel John E. Parreño
doaj   +1 more source

TRANSFER FUNCTION AND ARIMA MODEL FOR FORECASTING BI RATE IN INDONESIA

open access: yesBarekeng, 2023
Fluctuating gold prices can have an impact on various sectors of the economy. Some of the impacts of rising and falling gold prices are inflation, currency exchange rates, and the value of the Bank Indonesia benchmark interest rate (BI Rate).
Khusnia Nurul Khikmah   +2 more
doaj   +1 more source

Forecasting the Spreading of COVID-19 across Nine Countries from Europe, Asia, and the American Continents Using the ARIMA Models

open access: yesMicroorganisms, 2020
Since mid-November 2019, when the first SARS-CoV-2-infected patient was officially reported, the new coronavirus has affected over 10 million people from which half a million died during this short period. There is an urgent need to monitor, predict, and
Ovidiu-Dumitru Ilie   +5 more
doaj   +1 more source

FORECASTING EXCHANGE RATE VOLATILITY IN INDIA UNDER UNIVARIATE AND MULTIVARIATE ANALYSIS

open access: yesBuletin Ekonomi Moneter dan Perbankan, 2023
This paper addresses the issue of variation in the exchange rate of the Indian Rupee (IR) against the US Dollar (USD) under a flexible exchange rate regime using monthly data spanning January 2005 to December 2020.
Sushil Rai, Akhilesh Sharma
doaj   +1 more source

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