Results 291 to 300 of about 72,436 (339)

Space-Time Autoregressive Integrated Moving Average (Starima) Modeling for Predicting Criminal Cases of Motor Vehicle Theft in Surabaya, Indonesia

Yohanes Manasye Triangga, Dwi Rantini, Ratih Ardiati Ningrum, Arip Ramadan, Alhassan Sesay   +4 more
openalex   +1 more source

Consumer confidence and household investment

Economic Inquiry, EarlyView.
Abstract Can consumer confidence account for the leading indicator property of household investment (HI) over the US business cycle? We find that it does. Consumer confidence leads HI and housing starts by two and one‐quarter, respectively. Household investment increases persistently after a positive confidence shock, and so do total hours worked ...
Hashmat Khan, Jean‐François Rouillard, Santosh Upadhayaya   +2 more
wiley   +1 more source

Autoregressive Integrated Moving Average (ARIMA) Algorithm Adaptation for Business Financial Forecasting

Khyrina Airin Fariza Abu Samah, Nurul Azifah Mohd Khalid, Jamaluddin Jasmis, Noor Afni Deraman, Lala Septem Riza, Zainab Othman   +5 more
openalex   +2 more sources

Analisis Performa Autoregressive Integrated Moving Average Model dan Deep Learning Long Short-Term Memory Model untuk Peramalan Data Cuaca

Vithiaz Montolalu, Cindy Pamela Cornelia Munaiseche, Made Krisnanda   +2 more
openalex   +2 more sources

Applied forecasting with an autoregressive integrated moving average (ARIMA) model

, 2018
openaire   +3 more sources

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Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models

Journal of the American Statistical Association, 1993
Abstract Test procedures for detecting overdifferencing or a moving average unit root in Gaussian autoregressive integrated moving average (ARIMA) models are proposed. The tests can be used when an autoregressive unit root is a serious alternative but the hypothesis of primary interest implies stationarity of the observed time series. This is the case,
Pentti Saikkonen, Ritva Luukkonen
openaire   +1 more source

THE EFFECT OF AGGREGATION ON PREDICTION IN AUTOREGRESSIVE INTEGRATED MOVING‐AVERAGE MODELS

Journal of Time Series Analysis, 1993
Abstract.Letxtbe a time series generated by an autoregressive integrated moving‐average process ARIMA(p, d, q). The non‐overlapping aggregate series also follows an ARIMA process. Thus, the prediction of the aggregated observations could be done by either the disaggregate model or the aggregate model.
Hotta, L. K., Neto, J. Cardoso
openaire   +1 more source

Bayesian analysis of autoregressive fractionally integrated moving‐average processes

Journal of Time Series Analysis, 1998
For the autoregressive fractionally integrated moving‐average (ARFIMA) processes which characterize both long‐memory and short‐memory behavior in time series, we formulate Bayesian inference using Markov chain Monte Carlo methods. We derive a form for the joint posterior distribution of the parameters that is computationally feasible for repetitive ...
Pai, Jeffrey S., Ravishanker, Nalini
openaire   +2 more sources

Empirical Mode Decomposition–Autoregressive Integrated Moving Average

Transportation Research Record: Journal of the Transportation Research Board, 2014
Short-term freeway traffic speed prediction is essential to improving mobility and roadway safety. It has been a challenging and unresolved issue. Traffic speed prediction can be applied to enhance the intelligent freeway traffic management and control for applications such as operational and regulation planning.
Haizhong Wang, Lu Liu, Zhen (Sean) Qian, Heng Wei, Shangjia Dong   +4 more
openaire   +1 more source

A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING‐AVERAGE PROCESS

Journal of Time Series Analysis, 1996
Abstract. This paper considers the long memory Gegenbauer autoregressive movingaverage (GARMA) process that generalizes the fractionally integrated ARMA (ARFIMA) process to allow for hyperbolic and sinusoidal decay in autocorrelations. We propose the conditional sum of squares method for estimation (which is asymptotically equivalent to the maximum ...
openaire   +2 more sources