Results 71 to 80 of about 13,873,042 (261)

Two level Differential Evolution algorithms for ARMA parameters estimatio [PDF]

, 2013
The problem of determining simultaneously the model order and coefficient of an Autoregressive Moving Average (ARMA) model is examined in this paper. An Evolutionary Algorithm (EA) comprising two-level Differential Evolution (DE) optimization scheme ...
Tijani, Ismaila, Aibinu, Abiodun Musa, Salami, Momoh Jimoh Emiyoka   +2 more
core   +1 more source

Herbivore and mesocarnivore carcasses trigger divergent short‐term changes in soil properties

Journal of Animal Ecology, EarlyView.
Scavengers reshape nutrient cycles in soils under carrion. Compared to herbivore carcasses, smaller but longer‐lasting carnivore remains boost nutrient levels and microbial activity in dry soils. Abstract Animal corpses act as pulses of organic matter (OM) and serve a key zoogeochemical role by providing localized nutrient inputs to soils and thereby ...
Adrián Colino‐Barea, Fuensanta García‐Orenes, Zebensui Morales‐Reyes, Moisés Gonzálvez, Carlos Martínez‐Carrasco, Marcos Moleón, Daniel Redondo‐Gómez, Evan A. N. Marks, Minerva García‐Carmona, Victoria Arcenegui, José Carlos Huerta‐del‐Bosque, Adrián Orihuela‐Torres, Santiago Soliveres, Sofia Albolafio, Esther Sebastián‐González, José Antonio Sánchez‐Zapata   +15 more
wiley   +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
core  

How Important Are Sectoral Shocks in Australia?

Australian Economic Review, EarlyView.
ABSTRACT We examine the role of sectoral shocks in driving aggregate fluctuations for the Australian economy between 1994 and 2023, comparing the pre‐COVID and COVID periods. Using both statistical and structural factor models for disaggregated industrial production, we find that sectoral shocks accounted for a substantial portion of aggregate ...
Longye Tian, James Morley
wiley   +1 more source

ARMA Models for Mortality Forecast

Lietuvos statistikos darbai, 2016
In the last several decades, many countries have been paying a lot of attention to mortality forecastingbecause of high longevity risk. The purpose of this paper is to analyze mortality characteristics of Baltic countries andmake predictions using ARMA models.
Šiškina, Natalja, Šiaulys, Jonas
openaire   +5 more sources

Using Survey Expectations to Measure the Output Gap

Australian Economic Review, EarlyView.
ABSTRACT Research Question/Issue How can survey‐based measures of expected output be used to construct a reliable, timely measure of the output gap for the Australian economy? Research Findings/Insights A Vector‐Autoregressive model of actual and expected output (VAR‐E), estimated using Consensus Economics survey forecasts alongside ABS GDP data ...
Kevin Lee, Kalvinder Shields
wiley   +1 more source

MODEL SELECTION CRITERIA AND QUADRATIC DISCRIMINATION IN ARMA AND SETAR TIME SERIES MODELS [PDF]

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.
Daniel Peña, Pedro Galeano
core  

Real GDP Growth Predictability and Implications for Estimating Australia's Output Gap

Australian Economic Review, EarlyView.
ABSTRACT The output gap, defined as the cyclical component of real GDP, is a key variable for macroeconomic policy. It is also sometimes analogously interpreted as a measure of the business cycle. Real GDP growth in Australia has been known to be almost unpredictable beyond a constant level using standard time series models of its own past outcomes. We
Gilliane De Gorostiza‐Roudnitski, Benjamin Wong   +1 more
wiley   +1 more source