Prediction of congenital heart disease for newborns: comparative analysis of Holt-Winters exponential smoothing and autoregressive integrated moving average models. [PDF]
BMC Med Res Methodol, 2022 Xu W +6 more
europepmc +1 more source
Information Flows, Stock Market Volatility and the Systemic Risk in Global Finance
International Journal of Finance &Economics, EarlyView.ABSTRACT Information flows are a theoretical explanation for stock market volatility, but controversy remains regarding how to measure them. Based on cross‐sectional and temporal properties of information flows, we decompose total trading volume into four types: cross‐country shocks and country‐specific shocks due to arrivals of private information ...
Yen‐Hsiao Chen +3 more
wiley +1 more source
Autoregressive Integrated Moving Average Model to Predict Graduate Unemployment in Indonesia
Practice and Theory in Systems of Education, 2017 Abstract Nowadays it is getting harder for higher education graduates in finding a decent job. This study aims to predict the graduate unemployment in Indonesia by using autoregressive integrated moving average (ARIMA) model. A time series data of the graduate unemployment from 2005 to 2016 is analyzed.
openaire +2 more sources
Noncausal AR‐ARCH Model and Its Applications to Financial Time Series
International Journal of Finance &Economics, EarlyView.ABSTRACT We extend the noncausal autoregressive models by introducing noncausality into the variance component, allowing the volatility to depend on future prices as well. We refer to this model as the noncausal AR‐ARCH model, and it enables us to account for shocks arising from market agents who possess more information and engage in forward‐looking ...
Yaosong Zhan +3 more
wiley +1 more source
Talent Cultivation of New Ventures by Seasonal Autoregressive Integrated Moving Average Back Propagation Under Deep Learning. [PDF]
Front Psychol, 2022 Han F, Zhang C, Zhu D, Zhang F.
europepmc +1 more source
PEMODELAN AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA) CURAH HUJAN DI KOTA BANDUNG
, 1970 Anie Lusiani, Endang Habinuddin
openalex +2 more sources
International Studies of Economics, EarlyView.ABSTRACT This study examines the impact of climate policy uncertainty (CPU) on world energy stock returns. Evidence shows that a rise in CPU causes stocks to plummet in individual countries, regions, and the world energy stock markets. The negative effects are also exhibited in climate induced risks, the covariance between a change in CPU and equity ...
Thomas C. Chiang
wiley +1 more source
Forecasting of Milk Production in Northern Thailand Using Seasonal Autoregressive Integrated Moving Average, Error Trend Seasonality, and Hybrid Models. [PDF]
Front Vet Sci, 2021 Punyapornwithaya V +3 more
europepmc +1 more source
Electricity Cost Prediction using Autoregressive Integrated Moving Average (ARIMA) in Korea [PDF]
, 2020 Safdar Ali, Do‐Hyeun Kim
openalex +1 more source
A Novel Autoregressive Rainflow—Integrated Moving Average Modeling Method for the Accurate State of Health Prediction of Lithium-Ion Batteries [PDF]
, 2021 Junhan Huang +4 more
openalex +1 more source