Results 61 to 70 of about 51,738 (285)
BarekengHybrid ARIMA-NN is a combined approach of the ARIMA model used to capture linear patterns in time series data and Artificial Neural Networks (ANN) to handle non-linear and stochastic patterns.
Hisyam Ihsan +2 more
doaj +1 more source
A projeção dos lucros trimestrais para as companhias brasileiras através de modelos ARIMA [PDF]
, 2009 Dissertação (mestrado) - Universidade Federal de Santa Catarina, Centro Sócio-Econômico, Programa de Pós-Graduação em Economia, Florianópolis, 2009.O estudo trata da aplicação da metodologia Box e Jenkins (1970) para a previsão das séries dos lucros em ...
Fabris, Thiago Rocha
core
Forecasting With Dynamic Factor Models Estimated by Partial Least Squares
Journal of Forecasting, EarlyView.ABSTRACT Dynamic factor models (DFMs) have found great success in nowcasting and short‐term macroeconomic forecasting when incorporating large sets of predictive information. The factor loadings are typically estimated cross‐sectionally with principal component analysis (PCA) or maximum likelihood (ML), which ignore whether the factors have predictive ...
Samuel Rauhala
wiley +1 more source
Why Are the ARIMA and SARIMA not Sufficient
CoRR, 2019 The autoregressive moving average (ARMA) model takes the significant position in time series analysis for a wide-sense stationary time series. The difference operator and seasonal difference operator, which are bases of ARIMA and SARIMA (Seasonal ARIMA), respectively, were introduced to remove the trend and seasonal component so that the original non ...
Shixiong Wang +2 more
openaire +2 more sources
The decomposition of forecast in seasonal arima models. [PDF]
This paper presents a procedure to break down the forecast function of a seasonal ARIMA model in terms of its permanent and transitory components. Both depend on the initial values at the forecast origin, but their structures are fixed and independent of
Peña, Daniel, Espasa, Antoni
core
Point and Risk estImation Using an enSemble of Models for Nowcasting: PRISM‐Now
Journal of Forecasting, EarlyView.ABSTRACT We propose PRISM‐Now, a novel ensemble forecasting system for near‐term GDP projection. Recognizing that relevant economic information evolves over time, we treat forecasts from multiple base models as draws from a mixture distribution of “good” and “bad” estimates, whose composition changes continuously and cannot be identified ex ante.
Beomseok Seo, Hyungbae Cho, Dongjae Lee
wiley +1 more source
BarekengAir quality is a crucial factor due to its significant impact on environmental sustainability and public health. One of the major pollutants affecting air quality is Nitrogen Monoxide (NO), especially during periods of increased human mobility such as ...
Hani Khaulasari +4 more
doaj +1 more source
Energies, 2020 Solar renewable energy (SRE) applications are substantial in eradicating the rising global energy shortages and reversing the approaching environmental apocalypse.
Mustafa Jaihuni +8 more
doaj +1 more source
IDENTIFIKASI MODEL FLUKTUASI INDEKS K HARIAN MENGGUNAKAN MODEL ARIMA (2.0.1)
, 2005 The geomagnetic level called geomagnetic index. Based on the latitude, geomagnetic index for high to intermediate latitude is Kp index and for equator area is Dst index. For a certain location it is called local geomagnetic index, K index.
Habirun
core
Incidence values for 2012 forecasted by ARIMA, ARIMA-GRNN and ARIMA-NARNN model.
, 2015 Incidence values for 2012 forecasted by ARIMA, ARIMA-GRNN and ARIMA-NARNN model.
Junqiao Guo (38439) +6 more
core +1 more source