Results 11 to 20 of about 6,660,147 (290)

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
doaj   +2 more sources

ARIMA Modeling of Noise of Piezoelectric Accelerometer

IEEE Access
Piezoelectric accelerometer is well-known for ultra-high sensitivity that is limited by the noise floor. Due to its importance, the modeling of the noise of piezoelectric accelerometers using Autoregressive Integrated Moving Average (ARIMA) is presented herein.
Ghulam Ali, Faisal Mohd-Yasin
openaire   +3 more sources

Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on S&P500 Index

Entropy, 2022
This research aims to compare the performance of ARIMA as a linear model with that of the combination of ARIMA and GARCH family models to forecast S&P500 log returns in order to construct algorithmic investment strategies on this index.
Nguyen Vo, Robert Ślepaczuk
doaj   +1 more source

Brent Crude Oil Price Forecasting by Combining Grey Theory and Econometrics Techniques [PDF]

Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2020
The characteristics of crude oil and the factors affecting the price of this energy carrier have made its price forecast always considered by researchers, oil market participants, governments, and policymakers.
Hossein Yadegari, Teymour Mohamadi, Hamid Amadeh, abdorrasoul ghasemi,, hamidreza mostafaee   +4 more
doaj   +1 more source

An improved wavelet-ARIMA approach for forecasting metal prices [PDF]

, 2014
Metal price forecasts support estimates of future profits from metal exploration and mining and inform purchasing, selling and other day-to-day activities in the metals industry.
Angus, Andrew, Kriechbaumer, Thomas, Parsons, David J., Rivas Casado, Monica   +3 more
core   +1 more source

Research Leadership and High Standards in Economic Forecasting: Neural Network Models Compared with Etalon ARIMA Models [PDF]

Business Ethics and Leadership
Maintaining high standards in socio-economic research and achieving leadership positions in scientific circles requires a scientist to have a perfect command of mathematical tools developing accurate forecasts.
Hacene Tchoketch-Kebir, Abderazak Madouri   +1 more
doaj   +1 more source

Modeling of Lake Malombe Annual Fish Landings and Catch per Unit Effort (CPUE)

Forecasting, 2021
Forecasting, using time series data, has become the most relevant and effective tool for fisheries stock assessment. Autoregressive integrated moving average (ARIMA) modeling has been commonly used to predict the general trend for fish landings with ...
Rodgers Makwinja, Seyoum Mengistou, Emmanuel Kaunda, Tena Alemiew, Titus Bandulo Phiri, Ishmael Bobby Mphangwe Kosamu, Chikumbusko Chiziwa Kaonga   +6 more
doaj   +1 more source

ARIMA models in load modelling with clustering approach [PDF]

2005 IEEE Russia Power Tech, 2005
In distribution system, bus load estimation is complicated because system load is usually monitored at only a few points. As a rule receiving nodes are not equipped with stationary measuring instruments so measurements of loads are performed sporadically. In general, the only information commonly available regarding loads, other than major distribution
Nazarko, Joanicjusz, Jurczuk, Arkadiusz, Zalewski, Wojciech   +2 more
openaire   +2 more sources

The Identification of Multiple Outliers in ARIMA Models [PDF]

Communications in Statistics - Theory and Methods, 2003
The presence of outliers causes biases in the estimation of ARIMA models. In this work we present a procedure for detecting outliers and obtaining a robust estimator of the parameters in univariate ARIMA time series models. There are three main problems in the existing procedures for detecting outliers in ARIMA time series models.
Sánchez, María Jesús, Peña, Daniel
openaire   +2 more sources

Using autoregressive integrated moving average (ARIMA) models to predict and monitor the number of beds occupied during a SARS outbreak in a tertiary hospital in Singapore. [PDF]

, 2005
BACKGROUND: The main objective of this study is to apply autoregressive integrated moving average (ARIMA) models to make real-time predictions on the number of beds occupied in Tan Tock Seng Hospital, during the recent SARS outbreak.
Donald Ng, Arul Earnest, Leo Yee Sin, Mark I Chen, Chen, Mark I, Earnest, Arul, Ng, Donald, Sin, Leo Yee, Sin Leo, Chen Mark I, Earnest Arul, Ng D., Chen M.I., Ng Donald, Earnest A., Leo Y.S.   +15 more
core   +2 more sources