Results 11 to 20 of about 111,952 (197)
Clustered Hybrid Wind Power Prediction Model Based on ARMA, PSO-SVM, and Clustering Methods
IEEE Access, 2020 Wind power prediction is the key technology to the safe dispatch and stable operation of power system with large-scale integration of wind power. In this work, based on the historical data of wind power, wind speed and temperature, the autoregressive ...
Yurong Wang, Dongchuan Wang, Yi Tang
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Implied Volatility Prediction Based on Different Term Structures: An Empirical Study of the SSE 50 ETF Options Market from High-Frequency Data [PDF]
E3S Web of Conferences, 2021 This article focuses on the implied volatility forecast of the SSE 50 ETF options market from June 1, 2017, to August 30, 2019, and constructs AR (1) model and ARMA-GARCH model based on liquidity characteristics to compare and analyze the prediction ...
Yang Wenqi, Ma Jingkun
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Pendugaan Imbal Hasil Saham dengan Model Autoregressive Moving Average
Jambura Journal of Mathematics, 2021 ABSTRAK Seorang investor pada umumnya berharap untuk membeli suatu saham dengan harga yang rendah dan menjual saham tersebut dengan harga yang lebih tinggi untuk memperoleh imbal hasil yang tinggi.
Grifin Ryandi Egeten +2 more
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Estimation of ARMA Model Order via Artificial Neural Network for Modeling Physiological Systems
IEEE Access, 2020 Model order estimation is the most important but challenging step for system identification using an autoregressive moving average (ARMA) model. In this paper, we propose an artificial neural network (ANN) structure to estimate the best model order for ...
Md-Billal Hossain +2 more
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Minimum Message Length in Hybrid ARMA and LSTM Model Forecasting
Entropy, 2021 Modeling and analysis of time series are important in applications including economics, engineering, environmental science and social science. Selecting the best time series model with accurate parameters in forecasting is a challenging objective for ...
Zheng Fang +3 more
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EMD-GM-ARMA Model for Mining Safety Production Situation Prediction
Complexity, 2020 In order to improve the prediction accuracy of mining safety production situation and remove the difficulty of model selection for nonstationary time series, a grey (GM) autoregressive moving average (ARMA) model based on the empirical mode decomposition
Menglong Wu +5 more
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BMC Medical Research Methodology, 2021 Background This study investigated the ArmA-TH sub-scale measurement properties based on item response theory using the Rasch model. Methods Patients with upper limb hemiplegia resulting from cerebrovascular and other brain disorders were asked to ...
Montana Buntragulpoontawee +6 more
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Groundwater Depth Forecasting Using a Coupled Model
Discrete Dynamics in Nature and Society, 2021 Accurate and reliable prediction of groundwater depth is a critical component in water resources management. In this paper, a new method based on coupling wavelet decomposition method (WA), autoregressive moving average (ARMA) model, and BP neural ...
Manfei Zhang +3 more
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Sensors, 2015 To solve the problem in which the conventional ARMA modeling methods for gyro random noise require a large number of samples and converge slowly, an ARMA modeling method using a robust Kalman filtering is developed.
Lei Huang
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Survey of Temporal and Special Changes of Nisan Rainfalls and Prediction of Them in East Azarbayjan Province [PDF]
نشریه جغرافیا و برنامهریزی, 2015 In this paper, Nisan rainfalls of East Azerbaijan Province in the period of 1980 to 2009 were investigated. Initially changes of Nisan rainfalls trend were analyzed using the non-parametric Mann-Kendall test and Sen's estimator slope that are the most ...
Tahere Jalali Ansaroodi +3 more
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