Results 61 to 70 of about 145,010 (267)

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

THE COMPARISON OF ARIMA AND RNN FOR FORECASTING GOLD FUTURES CLOSING PRICES

Barekeng
In the financial markets, accurately forecasting the closing prices of gold futures is crucial for investors and analysts. Traditional methods like ARIMA (Autoregressive Integrated Moving Average) have been widely used for this purpose, particularly for ...
Windy Ayu Pratiwi, Anwar Fajar Rizki, Khairil Anwar Notodiputro, Yenni Angraini, Laily Nissa Atul Mualifah   +4 more
doaj   +1 more source

Comparison of Univariate ARIMA, Multivariate ARIMA and Vector Autoregression Forecasting [PDF]

Working paper (Federal Reserve Bank of Cleveland), 1986
A comparison of the forecasting abilities of univariate ARIMA, multivariate ARIMA, and VAR, and examination of whether series should be differenced before estimating models for forecasting purposes.
openaire   +2 more sources

Comparison of ARIMA and ARIMA/GARCH Models in EVN Traffic Prediction [PDF]

Journal of Research and Development on Information and Communication Technology, 2014
This  paper  focuses  on  building  statistical models  to  capture  and  forecast  the  traffic  of  mobile communication  network  in  Vietnam.  Following  BoxJenkins  method,  a  multiplicative  seasonal  ARIMA model is constructed  to  represent  the  mean  component using the past values of traffic, a GARCH model is then incorporated  to ...
Tran Quang Thanh, Trinh Quang Khai
openaire   +1 more source

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

IMPLEMENTATION OF BACKPROPAGATION AND HYBRID ARIMA-NN METHODS IN PREDICTING ACCURACY LEVELS OF RAINFALL IN MAKASSAR CITY

Barekeng
Hybrid 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, Irwan Irwan, Andi Illa Erviani Nensi   +2 more
doaj   +1 more source

Recent Perspectives on Phytochemical Profile, Pharmacological Activities, and Industrial Applications of Guava (Psidium guajava)

Food Safety and Health, EarlyView.
Psidium guajava leaves contain potent bioactive compounds like quercetin, myricetin, and triterpenoids that show antioxidant, antidiabetic, anti‐inflammatory, and anticancer effects. They act by modulating NF‐κB, PPARγ, and α‐glucosidase and by inducing apoptosis and cell cycle arrest.
Muhammad Waqar, Sehrish Jabbar, Qudrat Ullah, Farhang Hameed Awlqadr, Muhammad Tayyab Arshad, Md. Sakhawot Hossain, Sammra Maqsood, Ali Ikram, Ammar Ahmad Khan, Worawan Panpipat, Manat Chaijan   +10 more
wiley   +1 more source

Energy Management through Cost Forecasting for Residential Buildings in New Zealand [PDF]

, 2019
Over the last two decades, the residential building sector has been one of the largest energy consumption sectors in New Zealand. The relationship between that sector and household energy consumption should be carefully studied in order to optimize the ...
Liu, Zhansheng, Mbachu, Jasper, Zhao, Linlin   +2 more
core   +1 more source

Household Consumption Intentions by Income Group During Monetary Policy Easing and Tightening

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate how the monetary policy interest rate affects Brazilian households' consumption intentions under two distinct regimes: monetary easing and tightening cycles. Using data from low‐ and high‐income households, we assess both the magnitude and the dynamics of this relationship.
Helder Ferreira de Mendonça, Daniel Pereira dos Anjos   +1 more
wiley   +1 more source

THE GENERALIZED SPACE-TIME ARIMA (GSTARIMA) MODEL FOR PREDICTING NITROGEN MONOXIDE TO MITIGATE EID AL- FITR AIR POLLUTION IN SURABAYA

Barekeng
Air 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, Dian Candra Rini Novitasari, Maunah Setyawati, Jeneiro Maulana, Shukor Sanim Mohd Fauzi   +4 more
doaj   +1 more source