Results 51 to 60 of about 111,952 (197)

Türkiye'de Ekonomik Şoklar ve Krizler Bağlamında Enflasyon Öngörüsü: XGBOOST ve ARMA Yöntemlerinin Karşılaştırması

Ekonomi, Politika & Finans Araştırmaları Dergisi
Enflasyon, ekonomik istikrar ve büyüme üzerinde derin etkiler yaratan, temel bir makroekonomik göstergedir. Fiyatlar genel düzeyindeki süreklilik arz eden artışlar, yalnızca bireylerin satın alma güçlerini zayıflatmakla kalmayıp, ulusal ekonominin ...
Savaş Gayaker
doaj   +1 more source

Prediction and Analysis of Meteorological Drought Based on Time Series(Case Study: SALMAS Watershed) [PDF]

محیط زیست و مهندسی آب, 2016
Time series analyses is a base method for more decisions about hydrological process and water operation. In Iran, drought is a continues and normal condition happening frequently and can be predicted by statistical and mathematical methods and models. In
Motaleb Byzedi, Maroof Siosemardeh, Azita Asragah   +2 more
doaj  

Closed-form expression for finite predictor coefficients of multivariate ARMA processes

, 2019
We derive a closed-form expression for the finite predictor coefficients of multivariate ARMA (autoregressive moving-average) processes. The expression is given in terms of several explicit matrices that are of fixed sizes independent of the number of ...
Inoue, Akihiko
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A univariate time varying analysis of periodic ARMA processes

, 2014
The standard approach for studying the periodic ARMA model with coefficients that vary over the seasons is to express it in a vector form. In this paper we introduce an alternative method which views the periodic formulation as a time varying univariate ...
Dafnos, Stavros, Karanasos, Menelaos, Paraskevopoulos, Alexandros   +2 more
core   +1 more source

A Fusion of Statistical and Machine Learning Methods: GARCH-XGBoost for Improved Volatility Modelling of the JSE Top40 Index

International Journal of Financial Studies
Volatility modelling is a key feature of financial risk management, portfolio optimisation, and forecasting, particularly for market indices such as the JSE Top40 Index, which serves as a benchmark for the South African stock market.
Israel Maingo, Thakhani Ravele, Caston Sigauke   +2 more
doaj   +1 more source

Perbandingan Model AR(1), ARMA (1,1), dan ARIMA (1,1,1) pada Prediksi Tinggi Muka Air Sungai Bengawan Solo pada Pos Pemantauan Jurug

MUST: Journal of Mathematics Education, Science and Technology, 2018
Suatu aliran sungai menentukan prediksi debit sungai sulit, biasanya nilai yang digunakan sebagai patokan adalah hasil pantauan tinggi muka air. Pada bulan Juli 2016, luapan sungai Bengawan Solo mengakibatkan banjir di kawasan Solo Timur.
Retno Tri Vulandari, Tika Andarasni Parwitasari   +1 more
doaj   +1 more source

On the stability of nonlinear ARMA models [PDF]

In the present paper we study the stability of a class of nonlinear ARMA models. We derive a sufficient condition to ensure the geometric ergodicity and we apply it to a very general threshold ARMA model imposing a mild assumption on the ...
Fonseca Giovanni
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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

Bayesian analysis of ARMA models using noninformative priors [PDF]

Parameters in ARMA models are only locally identified. It is shown that the use of diffuse priors in these models leads to a preference for locally nonidentified parameter values.
Hoek, H., Kleibergen, F.R.
core   +1 more source

An Econometric model for the evolution of the Romanian Interbank Bid Rate (ROBID) in the context of the international financial crisis [PDF]

The paper presents the econometric modeling of overnight inter-banking interest rates (ROBID) in our country, the analyzed period is between 1999-2010.
Cociuba Mihail-Ioan, Zapodeanu Daniela Author   +1 more
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