Results 121 to 130 of about 4,093 (257)
, 2015 ARMA models provide a parsimonious and flexible mechanism for modeling the evolution of a time series. Some useful measures of these models (e.g., the autocorrelation function or the spectral density function) are tedious to compute by hand.
Keith H. Webb, Lawrence M. Leemis
core
Intraday Functional PCA Forecasting of Cryptocurrency Returns
Journal of Forecasting, Volume 45, Issue 5, Page 2186-2212, August 2026.ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley +1 more source
Modeling of Periodic Time Series by Bilateral ARMA Representations
, 2014 In this extended abstract for an oral presentation we describe a moment-based approach to modeling of stationary, periodic time series from a finite sequence of covariance lags. We present a complete parameterization of a family of solutions and a convex
Picci, Giorgio, Lindquist, Anders,
core
Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach
Journal of Forecasting, Volume 45, Issue 5, Page 2379-2392, August 2026.ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant +2 more
wiley +1 more source
Beta Autoregressive Moving Average Model with the Aranda-Ordaz Link Function
AxiomsIn this work, we introduce an extension of the so-called beta autoregressive moving average (βARMA) models. βARMA models consider a linear dynamic structure for the conditional mean of a beta distributed variable. The conditional mean is connected to the
Carlos E. F. Manchini +3 more
doaj +1 more source
Arma-Arch Modeling Of The Returns Of First Bank Of Nigeria
, 2016 This study looks at a possible combination of both the ARMA and ARCH-types models to form a single model such as ARMA-ARCH that will completely model the linear and non-linear features of financial data.
Moffat, Imoh Udo +2 more
core +1 more source
DSGE Model Forecasting: Rational Expectations Versus Adaptive Learning
Journal of Forecasting, Volume 45, Issue 5, Page 2565-2586, August 2026.ABSTRACT This paper compares within‐sample and out‐of‐sample fit of a DSGE model with rational expectations to a model with adaptive learning. The Galí, Smets, and Wouters model is the chosen laboratory using quarterly real‐time euro area data vintages, covering 2001Q1–2019Q4.
Anders Warne
wiley +1 more source
Wavelet-Based ARMA Model Application in Power Network
, 2011 The theoretical properties of the ARMA model and the modeling process, then, the Shanghai power network and Shenzhen power network in China were established ARMA model and wavelet-based ARMA model fitting, prediction, and finally, to fit forecast The ...
Hao Ma, Wei Wei
core +1 more source
Political Psychology, Volume 47, Issue 4, August 2026.Abstract Communities worldwide face growing polarization, often fueled by misperceptions. Across three studies, we investigate the relationship between partisan news media exposure and meta‐(mis)perceptions (e.g., meta‐prejudice, meta‐dehumanization) in the United States and Israel.
Muhammad Ehab Rasul +4 more
wiley +1 more source
High-Precision BDS PPP Positioning Method Based on SSR Correction Prediction
Remote SensingThe interruption of real-time state space representation (SSR) corrections significantly degrades the performance of precise point positioning (PPP). To address this challenge, we propose a novel residual-enhanced iTransformer model specifically designed
Minghui Gao +6 more
doaj +1 more source