Results 71 to 80 of about 412,561 (324)
Forecasting telecommunications data with Autoregressive Integrated Moving Average models [PDF]
Forecasting of telecommunication data find difficult according to International Telecommunication Union (ITU) due to uncertainty involved and the continuous growth of data in telecommunication markets as it helps them in planning and determining their networks. So, there is a need of good forecasting model to predict the future.
Nilesh Subhash Nalawade+1 more
openaire +2 more sources
Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes [PDF]
AbstractA practical method is developed for computing moments of insurance functions when interest rates are assumed to follow an autoregressive integrated moving average process.
openaire +3 more sources
On Long Memory Origins and Forecast Horizons [PDF]
Most long memory forecasting studies assume that the memory is generated by the fractional difference operator. We argue that the most cited theoretical arguments for the presence of long memory do not imply the fractional difference operator, and assess the performance of the autoregressive fractionally integrated moving average $(ARFIMA)$ model when ...
arxiv +1 more source
Modeling of covid-19 in Indonesia using vector autoregressive integrated moving average
A phenomenon of coronavirus became a big deal around the world at the end of December 2019. To find out how deadly the disease is, we can use the Case Fatality Rate (CFR), which provides the ratio number of deaths due to covid-19 between founded cases ...
A. Meimela+4 more
semanticscholar +1 more source
Statistical trend analysis and forecast modeling of air pollutants [PDF]
The study provides a statistical trend analysis of different air pollutants using Mann-Kendall and Sen’s slope estimator approach on past pollutants statistics from air quality index station of Varanasi, India.
A. Jaiswal, C. Samuel, V.M. Kadabgaon
doaj +1 more source
Statistical inference for ARTFIMA time series with stable innovations [PDF]
Autoregressive tempered fractionally integrated moving average with stable innovations modifies the power-law kernel of the fractionally integrated time series model by adding an exponential tempering factor. The tempered time series is a stationary model that can exhibits semi-long-range dependence. This paper develops the basic theory of the tempered
arxiv
Asymptotic properties of autoregressive integrated moving average processes
AbstractIn this paper we study the asymptotic behavior of so-called autoregressive integrated moving average processes. These processes constitute a large class of stochastic difference equations which includes among many other well-known processes the simple one-dimensional random walk. They were dubbed by G.E.P. Box and G.M. Jenkins who found them to
openaire +2 more sources
Rubber has long been become a mainstay of Indonesian exports along with oil palm, coffee and tea. As a commodity that has increasing world demand, rubber exports are given priority.
Fadhlan Zuhdi+2 more
doaj +1 more source
Modeling and predicting measured response time of cloud-based web services using long-memory time series [PDF]
Predicting cloud performance from user's perspective is a complex task, because of several factors involved in providing the service to the consumer. In this work, the response time of 10 real-world services is analyzed. We have observed long memory in terms of the measured response time of the CPU-intensive services and statistically verified this ...
arxiv +1 more source
This study provides support for the immunity debt hypothesis, revealing a 131.72% increase in influenza rates during winter and a 161.23% rise in summer, 1 year following the global easing of COVID‐19 restrictions. This study offers empirical evidence of immunity debt on a global level, highlighting the importance of incorporating this concept into the
Li Chen+6 more
wiley +1 more source