Results 161 to 170 of about 13,877 (197)
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Stationarity, VARMA, and ARIMA Models

2019
Statistically speaking, a time seriesy is a finite set of values {y1…, yn} taken by certain k-dimensional random vectors {Y1…, Yn}. The proper framework in which to study time series is that of stochastic processes.
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The Order of Differencing in ARIMA Models

Journal of the American Statistical Association, 1984
Abstract A Lagrange multiplier test is derived for testing for the order of differencing in an autoregressive integrated moving average (ARIMA) model. The procedure is illustrated with an example.
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ARIMA Modeling and Forecasting

2023
Patrick Woitschig, Wolfgang Karl Härdle
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ARMA- und ARIMA-Modelle

1990
Kann eine vorliegende Zeitreihe x1, x2,…,xT, als Realisation eines schwach stationaren stochastischen Prozesses angesehen werden, dann ist es entweder ein AR(p)-Prozess, ein MA(q)-Prozess oder eine Mischung aus einem schwach stationaren autoregressiven Prozess Xt p-ter Ordnung des (mittelwertbereinigten) Outputs mit einem gleitenden ...
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ARIMA Model for Stock Market Prediction

2022 8th International Conference on Computer Technology Applications, 2022
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ARIMA- und SARIMA-Modelle

2014
Bisher wurden in diesem Kapitel die linearen Modelle dazu benutzt, ausschlieslich stationare Prozesse zu modellieren und prognostizieren.
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ARIMA Models

2010
Robert H. Shumway, David S. Stoffer
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An ARIMA-LSTM model for predicting volatile agricultural price series with random forest technique

Applied Soft Computing Journal, 2023
Achal Lama   +2 more
exaly  

Forecasting daily Covid-19 cases in the world with a hybrid ARIMA and neural network model

Applied Soft Computing Journal, 2022
Lucas Rabelo   +1 more
exaly  

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