Results 161 to 170 of about 72,436 (339)

Speed of Adjustment in Digital Assets in a Decentralized Financial World

Journal of Futures Markets, EarlyView.
ABSTRACT This paper investigates the stability and co‐movement of cryptocurrency assets in Decentralized Finance (DeFi), with a focus on the Speed of Adjustment (SA), the rate at which shocks dissipate, and prices revert to long‐run equilibrium. SA provides a critical measure of market efficiency and portfolio allocation in a highly volatile DeFi ...
Jeremy Eng‐Tuck Cheah, Thong Dao, Hung Do, Tapas Mishra   +3 more
wiley   +1 more source

Prediksi Penyebaran Demam Berdarah Dangue dengan Algoritma Hybrid Autoregressive Integrated Moving Average dan Artificial Neural Network: Studi Kasus di Kabupaten Bandung

, 2022
Ichwanul Muslim Karo Karo
openalex   +2 more sources

Lactation milk yield prediction in primiparous cows on a farm using the seasonal auto-regressive integrated moving average model, nonlinear autoregressive exogenous artificial neural networks and Wood’s model [PDF]

, 2020
Wilhelm Grzesiak, Daniel Zaborski, Iwona Szatkowska, Katarzyna Królaczyk   +3 more
openalex   +1 more source

"On RegARIMA Model, RegSSARMA Model and Seasonality" [PDF]

In the recent X-12-ARIMA program developed by the United States Census Bureau for seasonal adjustments,the RegARIMA modeling has been extensively utilized.We shall discuss some problems in the RegARIMA modeling when the time series are realizations ofnon-
Makoto Takaoka, Naoto Kunitomo
core  

When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market

Journal of Futures Markets, EarlyView.
ABSTRACT This paper examines how the relationship between Bitcoin spot and futures markets has evolved using a time‐varying Fractionally Cointegrated Vector Autoregressive (FCVAR) model. We are the first to apply this methodology dynamically to cryptocurrency markets, allowing us to simultaneously analyze long‐run equilibrium, pricing patterns, market ...
Filippo di Pietro, Antonio A. Golpe, Jose Carlos Vides   +2 more
wiley   +1 more source

Forecasting GDP Movements in Nepal Using Autoregressive Integrated Moving Average (ARIMA) Modelling Process

, 2019
Surya Bahadur Rana
openalex   +2 more sources

Performance Analysis of Autoregressive Integrated Moving Average (ARIMA) and ‘earlyR’ Statistical Models for Predicting Epidemic Outbreaks: A Case Study on COVID-19 Data in India

, 2023
K. Karthick, G. Ponkumar, Saurav Kumar
openalex   +2 more sources

Forecasting Inflation Rate in the Philippines Using Seasonal Autoregressive Integrated Moving Average (SARIMA) Model [PDF]

, 2023
Shaina Jennifer T. Corpin, Joshua Nathaniel P. Marbella, Shairamagne Jade J. Kua, Romie C. Mabborang, Chedy T. Lamprea   +4 more
openalex   +1 more source

Intensifying Drought Patterns and Agricultural Water Stress in Erbil Governorate, Iraq: A Spatiotemporal Climate Analysis

Global Challenges, EarlyView.
ABSTRACT Drought is a prolonged lack of rainfall that causes water shortages for agricultural land by reducing soil moisture and limiting crop yields. This study assesses the impacts of drought in Erbil, Iraq, using 28 years of data from the southern, central, and northern regions.
Karrar Mahdi, Heman Abdulkhaleq A. Gaznayee, Payman Hussein Aliehsan, Sara H. Zaki, Dawod R. Keya, Kawa Hakzi, Fuad Alqrinawi, Michel Riksen   +7 more
wiley   +1 more source

Improved autoregressive integrated moving average model for COVID-19 prediction by using statistical significance and clustering techniques. [PDF]

Heliyon, 2023
Ilu SY, Prasad R.
europepmc   +1 more source