Results 131 to 140 of about 72,436 (339)

Environmental Noise Pollution Forecasting using Fuzzy-autoregressive Integrated Moving Average Modelling [PDF]

open access: diamond, 2022
Muhammad Shukri Che Lah   +3 more
openalex   +1 more source

Generalized and Subset Integrated Autoregressive Moving Average Bilinear Time Series Models [PDF]

open access: yes, 2012
Generalized integrated autoregressive moving average bilinear model which is capable of achieving stationary for all non linear series is proposed and compared with subset generalized integrated autoregressive moving average bilinear model using the ...
J. F., Ojo
core   +1 more source

A central limit theorem for autoregressive integrated moving average processes

open access: yesMathematical and Computer Modelling, 1993
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

Waves of Uncertainty: Crude Oil Under Geopolitical, Economic, and ESG Turbulence

open access: yesEnergy 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

Predicting Traffic Load Data: ARIMA and SARIMA Comparison

open access: yesEngineering Proceedings
The article presents comparison of two statistical methods of data prediction over transport datasets. Autoregressive integrated moving average and its seasonal modification—seasonal autoregressive integrated moving average—are often applied in ...
Todor Peychinov   +2 more
doaj   +1 more source

Threshold MIDAS Forecasting of Canadian Inflation Rate

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT We propose several threshold mixed data sampling (TMIDAS) autoregressive models to forecast the Canadian inflation rate using predictors observed at different frequencies. These models take two low‐frequency variables and a high‐frequency index as threshold variables.
Chaoyi Chen, Yiguo Sun, Yao Rao
wiley   +1 more source

An investigation of income inequality through autoregressive integrated moving average and regression analysis

open access: yesHealthcare Analytics
Income inequality is a prominent contributor to health disparities in the U.S. As a leading capitalist nation, the U.S. registers the highest healthcare expenditure among developed countries yet grapples with widening income disparities.
John Wang   +3 more
doaj   +1 more source

Development of a first order integrated moving average model corrupted with a Markov modulated convex combination of autoregressive moving average errors

open access: yesStatistical Theory and Related Fields, 2019
With a view to providing a tool to accurately model time series processes which may be corrupted with errors such as measurement, round-off and data aggregation, this study developed an integrated moving average (IMA) model with a transition matrix for ...
S. A. Komolafe   +3 more
doaj   +1 more source

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