Results 31 to 40 of about 4,093 (257)
The Burr XII Autoregressive Moving Average Model
Computer Sciences & Mathematics Forum, 2023 The present work proposes a new class of model for random variables with support in the positive real line, this model explains the conditional quantile and is an alternative for modeling data that indicate asymmetric behavior and heavy tails. We present
Fernando José Monteiro de Araújo +2 more
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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. +2 more
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The Anatomical Record, EarlyView.Abstract The Pleistocene is a key period for understanding the evolutionary history and palaeobiogeography of the European rabbit (Oryctolagus cuniculus). The species was first documented in southeastern Iberia at the beginning of the Middle Pleistocene and appears to have rapidly spread throughout Southwestern Europe, where it was found in numerous ...
Maxime Pelletier
wiley +1 more source
The Volatility of the Index of Shanghai Stock Market Research Based on ARCH and Its Extended Forms
Discrete Dynamics in Nature and Society, 2009 The proposed ARCH and its extension model have brought a powerful tool for the study of stock market volatility as well as verify that a “high risk brings high-yield” and the “leverage effect” of stock market.
Hao Liu, Zuoquan Zhang, Qin Zhao
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Proper ARMA Modeling and Forecasting in the Generalized Segre’s Quaternions Domain
Mathematics, 2022 The analysis of time series in 4D commutative hypercomplex algebras is introduced. Firstly, generalized Segre’s quaternion (GSQ) random variables and signals are studied.
Jesús Navarro-Moreno +2 more
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Multivariate ARMA modeling by scalar algorithms
, 1993 An algorithm for multichannel autoregressive moving average (ARMA) modeling which uses scalar computations only and is well suited for parallel implementation is proposed. The given ARMA process is converted to an equivalent scalar, periodic ARMA process.
Prasad, S., Charaborty, M.
core +1 more source
Energy Science &Engineering, EarlyView.This graphical abstract summarizes the proposed framework for improving short‐term residential natural gas consumption forecasting by integrating a novel socioeconomic indicator, the subscription growth ratio (SGR), with conventional meteorological variables.
Ali Pirzad, Mostafa Khanzadi
wiley +1 more source
Bitcoin Return Dynamics Volatility and Time Series Forecasting
International Journal of Financial StudiesBitcoin and other cryptocurrency returns show higher volatility than equity, bond, and other asset classes. Increasingly, researchers rely on machine learning techniques to forecast returns, where different machine learning algorithms reduce the ...
Punit Anand, Anand Mohan Sharan
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The Scientific World Journal, 2014 The study has two aims. The first aim is to propose a family of nonlinear GARCH models that incorporate fractional integration and asymmetric power properties to MS-GARCH processes.
Melike Bildirici, Özgür Ersin
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Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2015 The article points out the possibilities of using static D-Vine copula ARMA-GARCH model for estimation of 1 day ahead market Value at Risk. For the illustration we use data of the four companies listed on Prague Stock Exchange in range from 2010 to 2014.
Václav Klepáč, David Hampel
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