Results 121 to 130 of about 73,625 (339)
On continuous-time autoregressive fractionally integrated moving average processes
Bernoulli, 2009 In this paper, we consider a continuous-time autoregressive fractionally integrated moving average (CARFIMA) model, which is defined as the stationary solution of a stochastic differential equation driven by a standard fractional Brownian motion. Like the discrete-time ARFIMA model, the CARFIMA model is useful for studying time series with short memory,
openaire +3 more sources
Time is of the Essence: Machine Learning-based Intrusion Detection in Industrial Time Series Data
, 2018 The Industrial Internet of Things drastically increases connectivity of devices in industrial applications. In addition to the benefits in efficiency, scalability and ease of use, this creates novel attack surfaces.
Ahrens, Lia +3 more
core +1 more source
Waves of Uncertainty: Crude Oil Under Geopolitical, Economic, and ESG Turbulence
Energy Science &Engineering, EarlyView.Dynamic copula and wavelet coherence reveal that geopolitical, economic, and sustainability uncertainties significantly shape crude oil price co‐movements. Long‐term coherence, especially post‐2015, highlights the growing role of ESG risks alongside geopolitical shocks and economic crises in global energy risk transmission.
Sana Braiek +3 more
wiley +1 more source
A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap. [PDF]
In this paper we construct a test for the difference parameter d in the fractionally integrated autoregressive moving-average (ARFIMA) model. Obtaining estimates by smoothed spectral regression estimation method, we use the moving blocks bootstrap method
Maharaj, E.A.
core
Forecasting airport passenger traffic: the case of Hong Kong International Airport [PDF]
, 2011 Hong Kong International Airport is one of the main gateways to Mainland China and the major aviation hub in Asia. An accurate airport traffic demand forecast allows for short and long-term planning and decision making regarding airport facilities and ...
Balli, Hatice Ozer +2 more
core
Equine Veterinary Journal, EarlyView.Abstract Background Bodyweight, age and breed influence the echocardiographic assessment of foals. There are no echocardiographic studies in Standardbred neonatal foals. Objectives To describe echocardiographic values for selected variables, evaluate intra‐ and inter‐observer variability and assess cardiac changes in the first 5 days of life in healthy
Fernanda Timbó D'el Rey Dantas +8 more
wiley +1 more source
Matrix: Jurnal Manajemen Teknologi dan Informatika, 2016 Ramalan jumlah kunjungan wisatawan yang datang ke dalam suatu daerah tujuan wisata sangat diperlukan oleh pelaku bisnis wisata untuk perencanaan bisnis mereka.
Tri Tanami Sukraini
doaj
When Are Statistical Forecast Gains Economically Relevant? Evidence From Bitcoin Returns
Journal of Forecasting, EarlyView.ABSTRACT We study how statistical forecast gains for Bitcoin translate into trading profits. Using real‐time out‐of‐sample forecasts from daily bivariate VARs from October 2021 to February 2024, we show that Bitcoin returns are forecastable and that seven predictive indices yield significant gains in directional accuracy (DA).
Rehan Arain, Stephen Snudden
wiley +1 more source
A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets
Journal of Forecasting, EarlyView.ABSTRACT This study introduces a realized volatility fuzzy time series (RV‐FTS) model that applies a fuzzy c‐means clustering algorithm to estimate time‐varying c$$ c $$ latent volatility states and their corresponding membership degrees. These memberships are used to construct a fuzzified volatility estimate as a weighted average of cluster centroids.
Shafqat Iqbal, Štefan Lyócsa
wiley +1 more source