Adaptive Online Learning for the Autoregressive Integrated Moving Average Models
This paper addresses the problem of predicting time series data using the autoregressive integrated moving average (ARIMA) model in an online manner. Existing algorithms require model selection, which is time consuming and unsuitable for the setting of ...
Weijia Shao +3 more
doaj +1 more source
Indonesian Consumer Price Index Forecasting Using Autoregressive Integrated Moving Average
The Consumer Price Index is one of the indicators used to confirm financial success in inflation management. This study aims to help determine the CPI prediction value in Indonesia for the next twelve periods in a month using the ARIMA (Autoregressive ...
Shahnaz Salsabila Ishak +6 more
doaj +1 more source
Long-Range Dependence in Financial Markets: a Moving Average Cluster Entropy Approach [PDF]
A perspective is taken on the intangible complexity of economic and social systems by investigating the underlying dynamical processes that produce, store and transmit information in financial time series in terms of the \textit{moving average cluster ...
Carbone, Anna +2 more
core +3 more sources
PENERAPAN METODE AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA) UNTUK PREDIKSI BILANGAN SUNSPOT
Peristiwa magnetik pada matahari ditandai dengan salah satu tanda yaitu munculnya sunspot atau bintik matahari. Sunspot terletak di fotosfer matahari yang memiliki warna lebih gelap dari pancaran sekitarnya.
Felia Dria Yuliawanti +4 more
doaj +1 more source
Analysing COVID-19 Verified, Recuperate and Death Cases in Ethiopia Using ARIMA Models
Applying a successful prediction of the confirmed, recovered and deaths is thought to be the basic requirement to successfully control the spreading rate of diseases.
Birhanu Betela Warssamo
doaj +5 more sources
FORECASTING STOCK PRICES ON THE LQ45 INDEX USING THE VARIMAX METHOD
Forecasting using the Autoregressive Integrated Moving Average (ARIMA) method is not appropriate to predict more than one stock price because this method is only able to model one dependent variable.
Dinul Darma Atmaja +2 more
doaj +1 more source
Forecasting wind speed data by using a combination of ARIMA model with single exponential smoothing [PDF]
Wind serves as natural resources as the solution to minimize global warming and has been commonly used to produce electricity. Because of their uncontrollable wind characteristics, wind speed forecasting is considered one of the best challenges in ...
A. Rahman, Nur H. +5 more
core +1 more source
Implementasi Model Autoregressive Integrated Moving Average pada Proyeksi Komoditas Ekspor Timah
The Bangka Belitung Archipelago is a potential area in the mining sector because many soils contain tin minerals and minerals that are spread evenly. Based on this phenomenon, this study uses the ARIMA model to analyze the prediction of the number of tin
Desy Yuliana Dalimunthe, Herman Aldila
doaj +1 more source
AUTOREGRESSIVE INTEGRATED MOVING AVERAGE FOR COCOA PRODUCTION IN SULAWESI ISLAND 2021-2030
Agribusiness Cocoa on the island of Sulawesi is very supported by the availability of land plantations to produce production even bigger cocoa with management plant and processing seed good cocoa _ thus producing quality cocoa beans.
Nixia Tenriawaru +6 more
doaj +1 more source
Autoregressive Integrated Moving Average (ARIMA) Model for Forecasting Cryptocurrency Exchange Rate in High Volatility Environment: A New Insight of Bitcoin Transaction [PDF]
The cryptocurrency is a decentralized digital money. Bitcoin is a digital asset designed to work as a medium of exchange using cryptography to secure the transactions, to control the creation of additional units, and to verify the transfer of assets. The
Bakar, N. A. (Nashirah) +1 more
core +1 more source

