Results 31 to 40 of about 12,105 (264)

Trend and Volatility Analysis of Shanghai Composite Index Returns Based on ARMA and LSTM Model

Journal of Applied Science and Engineering
This paper takes the daily return rate of the Shanghai Composite Index as a sample to establish the ARMA-LSTM (Long Short-Term Memory) model for the Shanghai Composite Index.
Wenting Ma
doaj   +1 more source

Volatility analysis and forecasting of vegetable prices using an ARMA‐GARCH model: An application of the CF filter and seasonal adjustment method to Korean green onions

Agribusiness, EarlyView.
Abstract The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
wiley   +1 more source

Predicting Annual Tigris River Streamflow at Kut Barrage using SAMS Program

Wasit Journal of Engineering Sciences
Forecasting synthetic hydrologic data is the primary goal of the Stochastic Analysis, Modeling, and Simulation (SAMS) program. This research examined yearly data on the streamflow of the Kut Barrage on the Tigris River spanning 21 years, from 2003 to ...
Ghufran R. AL-Youdawi, Laith B. AL-Badranee   +1 more
doaj   +1 more source

Using R/S analysis for forecasting stock quotes with ARMA and ARIMA methods [PDF]

ITM Web of Conferences
The article observes the methods of forecasting time series Autoregressive Moving Average Model (ARMA) and Integrated Autoregressive Moving Average Model (ARIMA).
Stupina Alena, Zinenko Anna
doaj   +1 more source

Intrusion Detection Technology for Wireless Sensor Networks Based on Autoregressive Moving Average

Advances in Multimedia, 2022
In wireless sensor networks (WSNs), aiming at the problems that internal attacks such as network congestion and high energy consumption seriously threaten the network security and normal operation, an intrusion detection technology based on traffic ...
Ju-zhen Yu
doaj   +1 more source

The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics

Agribusiness, EarlyView.
ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley   +1 more source

A methodology for stochastic inventory modelling with ARMA triangular distribution for new products

Cogent Business & Management, 2017
This paper proposes a stochastic inventory policy of continuous review with random demand described with temporal dependence through an autoregressive moving average (ARMA) model with explicative variables, of usefulness in new products without a history
Fernando Rojas
doaj   +1 more source

Forecasting and change point test for nonlinear heteroscedastic time series based on support vector regression.

PLoS ONE, 2022
SVR-ARMA-GARCH models provide flexible model fitting and good predictive powers for nonlinear heteroscedastic time series datasets. In this study, we explore the change point detection problem in the SVR-ARMA-GARCH model using the residual-based CUSUM ...
HsinKai Wang, Meihui Guo, Sangyeol Lee, Cheng-Han Chua   +3 more
doaj   +1 more source

The ARMA alphabet soup: A tour of ARMA model variants

Statistics Surveys, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Holan, Scott H., Lund, Robert, Davis, Ginger   +2 more
openaire   +2 more sources

Model selection criteria and quadratic discrimination in ARMA and SETAR time series models [PDF]

, 2004
We show that analyzing model selection in ARMA time series models as a quadratic discrimination problem provides a unifying approach for deriving model selection criteria.
Peña, Daniel, Galeano, Pedro
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