Results 11 to 20 of about 70 (64)
Forecasting of Indonesian Crude Prices using ARIMA and Hybrid TSR-ARIMA
International Journal of Computing Science and Applied MathematicsEtik Zukhronah +5 more
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Some of the next articles are maybe not open access.
Management Science, 2005
This paper presents a multistage supply chain model that is based on Autoregressive Integrated Moving Average (ARIMA) time-series models. Given an ARIMA model of consumer demand and the lead times at each stage, it is shown that the orders and inventories at each stage are also ARIMA, and closed-form expressions for these models are given.
exaly +2 more sources
This paper presents a multistage supply chain model that is based on Autoregressive Integrated Moving Average (ARIMA) time-series models. Given an ARIMA model of consumer demand and the lead times at each stage, it is shown that the orders and inventories at each stage are also ARIMA, and closed-form expressions for these models are given.
exaly +2 more sources
Forecasting stock index returns using ARIMA-SVM, ARIMA-ANN, and ARIMA-random forest hybrid models
International Journal of Banking, Accounting and Finance, 2014The purpose of this paper is to develop and identify the best hybrid model to predict stock index returns. We develop three different hybrid models combining linear ARIMA and non-linear models such as support vector machines (SVM), artificial neural network (ANN) and random forest (RF) models to predict the stock index returns. The performance of ARIMA-
Thenmozhi M
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ARIMA and Wavelet-ARIMA Models for the Signal Produced by Ultrasound in Diesel
2021 25th International Conference on System Theory, Control and Computing (ICSTCC), 2021This article presents new results on modeling the signals collected in an experiment related to the propagation of ultrasound in liquids. An experimental set-up designed for this purpose was utilized for capturing the signals produced in the cavitation field by ultrasound when the studied liquid was diesel.
Alina Barbulescu +1 more
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ARIMA model's superiority over f-ARIMA model
WCC 2000 - ICCT 2000. 2000 International Conference on Communication Technology Proceedings (Cat. No.00EX420), 2002We make it clear that the SRD model is better than the LRD model with time-scale resolution over 60 seconds. The conclusion was derived in the following way. We used the real traffic data observed at our university's router, which is the gateway to the Internet for approximately 1000 machines.
Y. Takahashi, H. Aida, T. Saito
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ARIMA Processes With ARIMA Parameters
Journal of Business & Economic Statistics, 1993This article introduces a general class of nonlinear and nonstationary time series models whose basic scheme is an autoregressive integrated moving average (ARIMA). The main feature is that the parameters are assumed to behave like a vector ARIMAx model in which the exogenous (x) component is represented by the regressors of the observable process. For
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2017
The goal of Chapter 2 is to derive the properties of common processes and, based on these properties, to develop a general scheme for classifying processes. Stationary processes includes white noise, moving average (MA), and autoregressive (AR) processes. MA and AR models can approximate mixed ARMA models.
Richard McCleary +2 more
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The goal of Chapter 2 is to derive the properties of common processes and, based on these properties, to develop a general scheme for classifying processes. Stationary processes includes white noise, moving average (MA), and autoregressive (AR) processes. MA and AR models can approximate mixed ARMA models.
Richard McCleary +2 more
openaire +1 more source
2015
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?? ???????????? ???????????????????????? ARIMA-???????????? ???????????????????? ?????????? ?? ???????????????????????? ?????????????? ???? ?????????????? ???????????????????? ????????????????????. ?????????????????? ???????????????????? ???????????? ?? ?????????????????????????????? ???????????????? ???????????????????? ???????? ?????????????????? ????
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