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Matematika, 2018 Abstrak. Penelitian ini bertujuan untuk mendapatkan model terbaik dan meramalkan jumlah produksi kopi berdasarkan model terbaik yang telah diperoleh menggunakan metode Seasonal ARIMA yaitu dengan cara memodelkan data.
Hani Nastiti Tantika +2 more
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Jurnal Ilmu Keuangan dan Perbankan, 2020 Dalam berinvestasi para investor menggunakan alat statistik salah satunya adalah peramalan. Peramalan dilakukan oleh investor untuk memperlancar transaksi, meningkatkan keuntungan ataupun meminimalisir terjadinya kerugian.
Muhammad Tharmizi Junaid +2 more
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Nonlinear ARIMA Models with Feedback SVR in Financial Market Forecasting
Journal of Mathematics, 2021 In recent years, as global financial markets have become increasingly connected, the degree of correlation between financial assets has become closer, and technological advances have made the transmission of information faster and faster, and information
Shiwei Su
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Peramalan Data Cuaca Ekstrim Indonesia Menggunakan Model ARIMA dan Recurrent Neural Network
Jambura Journal of Mathematics, 2023 Extreme weather modeling is a challenge for modeling experts in Indonesia and the world. Extreme weather prediction is a complex problem because the chances of it happening are very small, so the developed models often have a low level of accuracy.
Hikmah Hikmah +3 more
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Forecasting growth with time series models [PDF]
, 1993 This paper compares the structure of three models for estimating future growth in a time series. It is shown that a regression model gives minimum weight to the last observed growth and maximum weight to the observed growth in the middle of the sample ...
Peña, Daniel
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Frontiers in Applied Mathematics and Statistics, 2023 IntroductionTime series models on financial data often have problems with the stationary assumption of variance on the residuals. It is well known as the heteroscedasticity effect.
Dodi Devianto +3 more
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MODEL PERAMALAN NILAI TUKAR RUPIAH TERHADAP DOLLAR SINGAPURA MENGGUNAKAN METODE HYBRID ARIMA-ANN
Jurnal LebesgueThis research aims to predict the Rupiah exchange rate against the Singapore Dollar using the hybrid ARIMA-ANN method. The hybrid model is used to increase prediction accuracy by utilizing the ARIMA model to capture linear patterns and the ANN model to ...
Sarah Fadhlia +2 more
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Forecasting Lebanese stocks using ARIMA models
Цифровые модели и решения, 2023 This paper presents method of building ARIMA model for stock price prediction. The experimental results obtained with best ARIMA model to predict stock exchange on short-run basis with aim to guide investors in stock market, to create profitable ...
Abdo Ali Nasser Aldine
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Determine neighboring region spatial effect on dengue cases using ensemble ARIMA models
Scientific Reports, 2021 The state of Selangor, in Malaysia consist of urban and peri-urban centres with good transportation system, and suitable temperature levels with high precipitations and humidity which make the state ideal for high number of dengue cases, annually.
Loshini Thiruchelvam +4 more
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Journal of Harbin University of Science and Technology, 2023 In order to perform fault early warning on the secondary protection devices of smart substations based on monitoring data, a trend analysis and early warning method of smart substation telemetry data based on the ARIMA-BP combined model is proposed ...
ZHOU Ke +3 more
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