Relevant bibliographies by topics / ARIMA model30

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'ARIMA model30'

Author: Grafiati
Published: 11 September 2021
Last updated: 30 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'ARIMA model30.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "ARIMA model30"

1

Pokhrel, Aditya, and Renisha Adhikari. "Leveraging Exogenous Insights: A Comparative Forecast of Paddy Production in Nepal Using ARIMA and ARIMAX Models." Economic Review of Nepal 6, no. 1 (2023): 52–69. http://dx.doi.org/10.3126/ern.v6i1.67970.

Full text
Abstract:
Using annual time series data from 1975 to 2022, this study analyzed the ARIMA (1,1,7) and ARIMAX (1,1,7) models to improve paddy production forecasts in Nepal. The ARIMA model was initially employed to forecast paddy production. The availability of agricultural land was subsequently included as an exogenous variable in the ARIMAX model (after a significant endogeneity test) to increase precision. In contrast to the ARIMA model, which predicted paddy production of 5787.64 metric tons per hectare for the year 2022, the ARIMAX model predicted 5681.17 metric tons per hectare. Compared to the ARIM
APA, Harvard, Vancouver, ISO, and other styles
2

Dou, Haoyuan. "Forecasting the JPY/USD Exchange Rate Using the ARIMA Model." Advances in Economics, Management and Political Sciences 193, no. 1 (2025): 246–54. https://doi.org/10.54254/2754-1169/2025.lh24938.

Full text
Abstract:
In this paper, based on the monthly JPY/USD exchange rate data from June 2010 to June 2024, a systematic time series analysis and forecasting is carried out by using the ARIMA (0,1,0) (0,0,2) [12] model. Firstly, the study ensures the data smoothness by first order differencing and checked with ADF test, and then determines the model structure by using auto.arima method. The model diagnosis shows that the residuals are white noise (Qualified by Ljung-Box Test) and the model fit performs well. By forecasting the exchange rate from July to December 2024 and comparing it with the actual data, the
APA, Harvard, Vancouver, ISO, and other styles
3

Lamboni, Batablinlè, and Agnidé Emmanuel Lawin. "Time series analysis and forecasting of Streamflow at Nangbeto dam in Mono Basin using stochastic approaches." World Journal of Advanced Research and Reviews 23, no. 2 (2024): 754–62. https://doi.org/10.5281/zenodo.14844761.

Full text
Abstract:
Accurate prediction of the streamflow has a significantly importance in water resources management. In this study, two time series models, Autoregressive Moving Average model (ARMA) and Autoregressive Integrated Moving Average model (ARIMA) are used for predicting streamflow based on observed monthly streamflow data from 2000 to 2020. The statistics related to first 16 years were used to train the models and last 5 years (2016-2020) were used to forecast. The accuracy of the models was assessed using statistical metrics such as the Nash efficiency (NE), the Root Mean Square Error (RMSE) and me
APA, Harvard, Vancouver, ISO, and other styles
4

Wan, Hongyu. "Chinese Housing Prices Prediction using Autoregressive Integrated Moving Average Model." Highlights in Science, Engineering and Technology 94 (April 26, 2024): 91–96. http://dx.doi.org/10.54097/v85rf878.

Full text
Abstract:
This paper investigates the application of the Autoregressive Integrated Moving Average (ARIMA) model to predict future trends in Chinese housing prices. The Chinese real estate market, characterized by its volatility, especially during the post-COVID-19 period, presents a complex environment for buyers and investors. The paper investigates how the ARIMA model is employed to make informed predictions in this uncertain market. Although it has some limitations, such as a heavy reliance on historical data and insensitivity to unexpected macroeconomic shifts, the ARIMA model offers a structure for
APA, Harvard, Vancouver, ISO, and other styles
5

Tretiakov, I. "INTELLIGENT MODELS FOR DEMAND FORECASTING USING AI." SCIENTIFIC-DISCUSSION, no. 95 (December 16, 2024): 28–30. https://doi.org/10.5281/zenodo.14498995.

Full text
Abstract:
This article examines modern demand forecasting methods using intelligent models, including machine learning (ML) algorithms, deep learning, and statistical time series models. The study analyzes the effectiveness of various approaches, such as neural networks, ensemble methods, and time series models (e.g., ARIMA and ARIMAX), in demand forecasting across different economic sectors. Based on real data analysis, the accuracy and applicability of the proposed models are assessed, highlighting the advantages and limitations of intelligent models compared to traditional forecasting methods.
APA, Harvard, Vancouver, ISO, and other styles
6

Gu, Baorun. "Forecasting the Index of Nikkei 225 Based on ARIMA Model." Advances in Economics, Management and Political Sciences 147, no. 1 (2025): 74–80. https://doi.org/10.54254/2754-1169/2024.ga19124.

Full text
Abstract:
In this study, the ARIMA (1, 1, 0) model forecasts the Nikkei 225 index from September 2022 to September 2024. Initially, the difference operation and ADF test are used to guarantee that the data is smooth, and then an optimal ARIMA model is chosen. Meanwhile, ARIMA (1, 1, 0) is considered the most appropriate model based on AIC and BIC criteria. The model shows an excellent prediction ability, particularly over the next 30 days, indicating that the market trend is consistent. However, the confidence intervals increasingly broaden with time, increasing in forecasting uncertainty, particularly
APA, Harvard, Vancouver, ISO, and other styles
7

Villaren, M. Vibas, and R. Raqueño Avelina. "A Mathematical Model for Estimating Retail Price Movements of Basic Fruit and Vegetable Commodities Using Time Series Analysis." International Journal of Advance Study and Research Work 2, no. 7 (2019): 01–05. https://doi.org/10.5281/zenodo.3333529.

Full text
Abstract:
<strong><em>Prices of basic agricultural commodities in the market truly concern the entire populace in a region or country. They directly affect the consumers, farmers, traders, entrepreneurs, and even the government and policymakers. Developing a mathematical model in relation to the retail price movements of these basic agricultural commodities could possibly help every concerned individual with regard to economic matters as well as in planning the future. Specifically, the study included basic commodities such as fruits (banana and mango) and vegetables (tomato, cabbage, and pechay) in the
APA, Harvard, Vancouver, ISO, and other styles
8

KOZICKI, Bartosz. "THE IMPLEMENTATION OF ARIMA MODEL FOR THE FORECAST OF IMPORTATION OF GOODS TO POLAND IN 2019." Systemy Logistyczne Wojsk 50, no. 1 (2019): 127–41. http://dx.doi.org/10.37055/slw/129236.

Full text
Abstract:
W artykule poruszony został problem z zakresu analizy i oceny danych dotyczących importu towarów do Polski w latach 2011-2018 w milionach ton oraz próba przeprowadzenia prognozowania eksportu w Polsce na czternaście przyszłych okresów modelem ARIMA. Badania rozpoczęto od analizy i oceny danych dotyczących importu towarów w milionach ton w Polsce w ujęciu dynamicznym. Następnie na podstawie uzyskanych ocen wybrano model prognostyczny ARIMA, a następnie zbudowano dwa modele uczące typu ARIMA. Zbudowane modele ARIMA zostały poddane analizie i ocenie. Wybrano najlepszy. Na jego podstawie wykonano
APA, Harvard, Vancouver, ISO, and other styles
9

Jin, Xi, and Hyuntai Kim. "Exploring the Business-Culture Relationship with Box-Jenkins ARIMA Analysis for Forecasting the Path and Future Prospects of the Popular Music Industry." International Journal on Recent and Innovation Trends in Computing and Communication 11, no. 6 (2023): 372–79. http://dx.doi.org/10.17762/ijritcc.v11i6.7726.

Full text
Abstract:
Time series analysis plays a crucial role in understanding and predicting the path and future prospects of industries, including the popular music industry. This paper constructed an Box-Jenkins ARIMA (BJ-ARIMA) methodology to analyze the time series data in the popular music industry, with a focus on the relationship between business and culture. By employing the Box-Jenkins approach, BJ-ARIMA forecast future trends and make informed predictions about the development of the industry. Identification, estimation, and diagnostic testing using the BJ-ARIMA framework are the three main components
APA, Harvard, Vancouver, ISO, and other styles
10

Elvina Catria, Atus Amadi Putra, Dony Permana, and Dina Fitria. "Adding Exogenous Variable in Forming ARIMAX Model to Predict Export Load Goods in Tanjung Priok Port." UNP Journal of Statistics and Data Science 1, no. 1 (2023): 31–38. http://dx.doi.org/10.24036/ujsds/vol1-iss1/10.

Full text
Abstract:
The main idea of world maritime has been launched by the Indonesia’s Government through the development of inter-island connectivity, namely a logistics distribution line system using cargo ships with scheduled routes. However, in terms of inter-island sea transportation connectivity using sea transportation, the number of ships used for loading and unloading activities at Tanjung Priok in 2020 reached 11,876 units, which number decreased by 12.6% compared to the previous year, this figure was not sufficient for transportation of Indonesian loading and unloading goods (exports). This condition
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "ARIMA model30"

1

Muller, Daniela. "Estimação para os parâmetros de processos estocásticos estacionários com característica de longa dependência." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 1999. http://hdl.handle.net/10183/127017.

Full text
Abstract:
Estudos recentes em séries temporais direcionam-se àquelas que apresentam característica de longa dependência, ou seja, séries temporais nas quais a dependência entre observações distantes não é desprezível. Neste trabalho, analisamos o modelo ARFIN!A(p, d,q ), para dE (0,0;0,5), que apresenta a. característica de longa dependência. Como estimativas para o grau de diferenciação d consideramos os estimadores obtidos através da função periodograma, da função periodograma suavizado e da função de máxima verossimilhança sugerida por Whittle, comparando a variância e o erro quadrático médio destes
APA, Harvard, Vancouver, ISO, and other styles
2

Ribeiro, Liliana Patrícia Teixeira. "Aplicação de modelos econométricos na previsão de preço de azeites." Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20862.

Full text
Abstract:
Mestrado em Econometria Aplicada e Previsão<br>O presente relatório tem por base as atividades desenvolvidas no estágio na empresa Gallo Worldwide, nomeadamente a análise das bases de dados da empresa de modo a efetuar a previsão do preço do azeite extra-virgem, azeite virgem e lampante. Uma vez que a modelação dos preços dos azeites é realizada através da modelação de séries temporais, existem diversos modelos que podem ser aplicados. Segundo a literatura científica analisada, a estimação das séries temporais utilizadas pode ser realizada através do modelo ARIMA, ARIMAX, GARCH e SUR. Neste se
APA, Harvard, Vancouver, ISO, and other styles
3

Cardoso, Neto Jose. "Agregação temporal de variavel fluxo em modelos Arima." [s.n.], 1990. http://repositorio.unicamp.br/jspui/handle/REPOSIP/305854.

Full text
Abstract:
Orientador : Luiz Koodi Hotta<br>Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Ciencia da Computação<br>Made available in DSpace on 2018-07-14T02:03:40Z (GMT). No. of bitstreams: 1 CardosoNeto_Jose_M.pdf: 1451231 bytes, checksum: 825d0beda95d7e2c6988f58b7c49500a (MD5) Previous issue date: 1990<br>Resumo: Não informado<br>Abstract: Not informed<br>Mestrado<br>Mestre em Estatística
APA, Harvard, Vancouver, ISO, and other styles
4

Логін, Вадим Вікторович. "Моделі для прогнозування характеристик трафіка цифрової реклами". Master's thesis, Київ, 2018. https://ela.kpi.ua/handle/123456789/23748.

Full text
Abstract:
Магістерська дисертація: 112 с., 48 рис., 40 табл., 3 додатки і 30 джерел. Об’єкт дослідження – трафік цифрової реклами у формі статистичних даних. Предмет дослідження – моделі та методи аналізу даних у формі часових рядів, методи прикладної статистики. Мета роботи – побудова моделей часових рядів для прогнозування найважливіших характеристик трафіка цифрової реклами. Методи дослідження – моделі часових рядів для прогнозування даних та порівняльний аналіз отриманих моделей. У даній роботі наведені результати побудови моделей часових рядів, що призначені для прогнозування найважливіши
APA, Harvard, Vancouver, ISO, and other styles
5

Abalos, Choque Melisa. "Modelo Arima con intervenciones." Universidad Mayor de San Andrés. Programa Cybertesis BOLIVIA, 2009. http://www.cybertesis.umsa.bo:8080/umsa/2009/abalos_cme/html/index-frames.html.

Full text
Abstract:
El desarrollo de gran parte de los modelos y métodos estadísticos, específicamente relacionados con series temporales, ha ido ligado al deseo de estudiar aplicaciones específicas dentro de diversos ámbitos científicos. El presente trabajo también surgió con el objetivo de resolver diversos problemas que se plantean dentro del ámbito econométrico, aunque también puede ser usado en otros ámbitos, todos ellos ligados con un conjunto de datos históricos y con una aplicación muy concreta al estudio del “egreso de divisas” en Bolivia. Se han estudiado a profundidad los modelos para series temporales
APA, Harvard, Vancouver, ISO, and other styles
6

Almeida, Leonardo Lourenço de. "Aplicação de modelos preditivos para o setor alimentar : um estudo comparativo." Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20761.

Full text
Abstract:
Mestrado em Econometria Aplicada e Previsão<br>Na sociedade atual a inovação surge como um papel cada vez mais preponderante nas empresas. O presente relatório surge no âmbito de um estágio curricular desenvolvido numa empresa líder a nível mundial no comércio grossista de azeites, com o principal objetivo de encontrar um modelo capaz de prever os preços das suas mercadorias. Para tal, foram analisadas várias metodologias, fazendo uma junção entre modelos tradicionais e mais inovadores e recentes. Sendo por isso, analisados os modelos ARIMA; ARIMAX; VAR como modelos mais tradicionais, em contr
APA, Harvard, Vancouver, ISO, and other styles
7

Hatadani, Izabella Mendes. "Estimação de parametros em modelos ARFIMA." [s.n.], 2004. http://repositorio.unicamp.br/jspui/handle/REPOSIP/307482.

Full text
Abstract:
Orientador: Aluisio de Souza Pinheiro<br>Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Cientifica<br>Made available in DSpace on 2018-08-04T01:50:57Z (GMT). No. of bitstreams: 1 Hatadani_IzabellaMendes_M.pdf: 928963 bytes, checksum: 23ead94a9b643fb48d852b47082f0b41 (MD5) Previous issue date: 2004<br>Resumo: Recursos computacionais mais poderosos tem intensicado a cria»cao e utilizacao de metodologias de ajuste e predicao em situacoes em que nao se tem expectativa de observacoes cujo grau de dependencia decaia rapidamente ao long
APA, Harvard, Vancouver, ISO, and other styles
8

Cruz, Cristovam Colombo dos Santos. "AnÃlise de sÃries temporais para previsÃo mensal do icms: o caso do PiauÃ." Universidade Federal do CearÃ, 2007. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=1648.

Full text
Abstract:
nÃo hÃ<br>Esta DissertaÃÃo trata de pesquisa sobre a anÃlise de sÃries temporais para previsÃo mensal do Imposto Sobre CirculaÃÃo e Mercadorias e PrestaÃÃo de ServiÃos â ICMS no estado do PiauÃ. Objetiva-se com essa pesquisa oferecer aos gestores do estado um modelo de previsÃo consistente e com bom poder preditivo, de forma a contribuir com a gestÃo financeira estadual. No trabalho, utilizaram-se os modelos ARIMA e FunÃÃo de TransferÃncia para realizar previsÃes, bem como o Modelo CombinaÃÃo de PrevisÃes. A dissertaÃÃo apresenta um diagnÃstico do ICMS no estado do Piauà e uma revisÃo da liter
APA, Harvard, Vancouver, ISO, and other styles
9

Santos, Alan Vasconcelos. "AnÃlise de modelos de sÃries temporais para a previsÃo mensal do imposto de renda." Universidade Federal do CearÃ, 2003. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=1463.

Full text
Abstract:
Conselho Nacional de Desenvolvimento CientÃfico e TecnolÃgico<br>O presente trabalho objetiva realizar previsÃes mensais da sÃrie do imposto de renda para o perÃodo de 2002. A metodologia empregada para alcanÃar essa finalidade consiste na utilizaÃÃo da tÃcnica de combinaÃÃo de previsÃes. Especificamente, combinam-se os resultados de previsÃo advindos de trÃs mÃtodos diferentes: tÃcnica do alisamento exponencial, metodologia de Box-Jenkins (modelos ARIMA) e modelos vetoriais de correÃÃo de erro. Obtida a previsÃo final, compara-se este resultado com os valores reais observados da sÃrie do impo
APA, Harvard, Vancouver, ISO, and other styles
10

Putzulu, Matteo. "Modelli ARIMA implementati in ambiente Python applicati a serie temporali GNSS." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2022. http://amslaurea.unibo.it/25884/.

Full text
Abstract:
Nella presente tesi, si è discusso sul corretto trattamento dei dati di posizione, provenienti da una stazione permanente GPS in PPP, per studiarne l’andamento e successivamente elaborarne le previsioni per il futuro. E' stato utlizzato un approccio con la classe del Modelli ARIMA implementati su linguaggio Python.
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "ARIMA model30"

1

Choi, ByoungSeon. ARMA model identification. Springer-Verlag, 1992.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

Yŏ, Un-bang. Sŭngpŏp kyejŏl ARIMA mohyŏng ŭi kujo sikpyŏl pangbŏp. Hang̕uk Kaebal Yŏng̕uwŏn, 1985.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Fritzer, Friedrich. Forecasting Austrian HICP and its components using VAR and ARIMA models. Oesterreichische Nationalbank, 2002.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
4

Hella, Heikki. On robust ESACF indentification [sic] of mixed ARIMA models. Bank of Finland, 2003.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

Özgüler, Verda Canbey. İş arama teorisi, sosyal ağlar ve internet. Anadolu Üniversitesi, 2007.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

Marcucci, Benedetto. Modello Roma: Il grande bluff : perché la fama di Veltroni sindaco è campata in aria. Rubbettino, 2008.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Fargues, Monique P. TLS-based prefiltering technique for time-domain ARMA modeling. Naval Postgraduate School, 1994.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
8

Azencott, Robert. Series of irregular observations: Forecasting and model building. Springer-Verlag, 1986.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

McCleary, Richard, David McDowall, and Bradley J. Bartos. Noise Modeling. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190661557.003.0003.

Full text
Abstract:
Chapter 3 introduces the Box-Jenkins AutoRegressive Integrated Moving Average (ARIMA) noise modeling strategy. The strategy begins with a test of the Normality assumption using a Kolomogov-Smirnov (KS) statistic. Non-Normal time series are transformed with a Box-Cox procedure is applied. A tentative ARIMA noise model is then identified from a sample AutoCorrelation function (ACF). If the sample ACF identifies a nonstationary model, the time series is differenced. Integer orders p and q of the underlying autoregressive and moving average structures are then identified from the ACF and partial a
APA, Harvard, Vancouver, ISO, and other styles
10

McCleary, Richard, David McDowall, and Bradley J. Bartos. ARIMA Algebra. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190661557.003.0002.

Full text
Abstract:
The goal of Chapter 2 is to derive the properties of common processes and, based on these properties, to develop a general scheme for classifying processes. Stationary processes includes white noise, moving average (MA), and autoregressive (AR) processes. MA and AR models can approximate mixed ARMA models. A lag or backshift operator is used to solve ARIMA models for time series observations or random shocks. Covariance functions are derived for each of the common processes.Maximum likelihood estimates are introduced for the purposes of estimating autoregressive and moving average parameters.
APA, Harvard, Vancouver, ISO, and other styles
More sources

Book chapters on the topic "ARIMA model30"

1

Schips, Bernd. "ARMA- und ARIMA-Modelle." In Beiträge zur psychologischen Forschung. Gabler Verlag, 1990. http://dx.doi.org/10.1007/978-3-322-89329-1_38.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Groß, Jürgen. "ARIMA Modelle." In Grundlegende Statistik mit R. Vieweg+Teubner, 2010. http://dx.doi.org/10.1007/978-3-8348-9677-3_24.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Vogel, Jürgen. "ARIMA- und SARIMA-Modelle." In Prognose von Zeitreihen. Springer Fachmedien Wiesbaden, 2014. http://dx.doi.org/10.1007/978-3-658-06837-0_6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Vogel, Jürgen. "ARMA-Modelle." In Prognose von Zeitreihen. Springer Fachmedien Wiesbaden, 2014. http://dx.doi.org/10.1007/978-3-658-06837-0_5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Svetunkov, Ivan. "ADAM ARIMA." In Forecasting and Analytics with the Augmented Dynamic Adaptive Model (ADAM). Chapman and Hall/CRC, 2023. http://dx.doi.org/10.1201/9781003452652-9.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Weber, Karl. "Multivariate ARIMA-Modelle. Struktur und Einsatzmöglichkeiten." In Operations Research Proceedings 1991. Springer Berlin Heidelberg, 1992. http://dx.doi.org/10.1007/978-3-642-46773-8_144.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Neusser, Klaus. "Modelle für stationäre Zeitreihen (ARMA-Modelle)." In Zeitreihenanalyse in den Wirtschaftswissenschaften. Vieweg+Teubner, 2009. http://dx.doi.org/10.1007/978-3-8348-9564-6_2.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Neusser, Klaus. "Modelle für stationäre Zeitreihen (ARMA-Modelle)." In Zeitreihenanalyse in den Wirtschaftswissenschaften. Vieweg+Teubner Verlag, 2011. http://dx.doi.org/10.1007/978-3-8348-8653-8_2.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Deistler, Manfred, and Wolfgang Scherrer. "ARMA Systems and ARMA Processes." In Time Series Models. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-13213-1_6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Deistler, Manfred, and Wolfgang Scherrer. "ARMA-Prozesse." In Modelle der Zeitreihenanalyse. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-68664-6_6.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "ARIMA model30"

1

Yin, Zi Wen, and Chun Jiang. "Extreme Learning Machine-Autoregression Integrated Moving Average Composite Model." In 12th Annual International Conference on Material Science and Engineering. Trans Tech Publications Ltd, 2025. https://doi.org/10.4028/p-4rjyxe.

Full text
Abstract:
Excessive carbon dioxide emissions are the primary factor causing global warming. Currently, models for controlling carbon dioxide emissions mainly focus on population, economy, and technology. A significant amount of research has been conducted on multivariate linear regression analysis encompassing factors such as population, GDP, and energy consumption. However, the studies examining the impact of green finance on emissions have been limited to qualitative and semi-quantitative levels, lacking in-depth and systematic research. This study establishes a composite model combining the Autoregre
APA, Harvard, Vancouver, ISO, and other styles
2

Ghafoor, Hifsa, Rahila Umer, Fatima, Jan Muhammad, Zahid Rauf, and Pamir Khan. "Predicting groundwater levels at Colorado state of USA using ARIMA and ANN models." In 2024 2nd International Conference on Foundation and Large Language Models (FLLM). IEEE, 2024. https://doi.org/10.1109/fllm63129.2024.10852492.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Santos, Danilo da Silva, and Allan Edgard Silva Freitas. "Predição de Cargas de Trabalho de Nós de Computação em Nuvem Usando Modelos ARIMA e Redes Neurais Recorrentes Tipo LSTM." In Anais Estendidos do Simpósio Brasileiro de Engenharia de Sistemas Computacionais. Sociedade Brasileira de Computação - SBC, 2021. http://dx.doi.org/10.5753/sbesc_estendido.2021.18488.

Full text
Abstract:
Manter ambientes de computação em nuvem sempre disponíveis e cumprindo os níveis mínimos de serviço é uma tarefa que exige um gerenciamento eficiente dos recursos computacionais. Prever cargas de trabalho computacionais é uma estratégia que pode trazer ganhos ao possibilitar a tomada de ações proativas no uso eficiente dos recursos, no entanto, fazer tais predições em ambientes heterogêneos e dinâmicos é um desafio. Neste sentido, este trabalho demonstra a aplicação de técnicas para predizer valores de séries temporais utilizando modelos ARIMA e Redes Neurais Recorrentes (RNR) tipo LSTM ao ana
APA, Harvard, Vancouver, ISO, and other styles
4

Almeida, Charles M. P., Geymerson S. Ramos, and Andre L. L. Aquino. "Predição de dados de sensoriamento visando eficiência energética de redes de sensores sem fio." In X Simpósio Brasileiro de Computação Ubíqua e Pervasiva. Sociedade Brasileira de Computação - SBC, 2018. http://dx.doi.org/10.5753/sbcup.2018.3282.

Full text
Abstract:
Este artigo tem como objetivo comparar modelos de predição de dados de sensoriamento em redes de sensores sem fio com a finalidade de economizar energia na coleta de dados. Modelos ARIMA, SVM e ANN foram utilizados em uma aplicação de coleta de dados de temperatura e avaliados quanto à economia de energia proporcionada. As medições foram realizados por dispositivos reais e foi possível observar o desempenho dos modelos para um conjunto de dados de sensoriamento em um ambiente de escritório. Para este estudo de caso, o modelo ARIMA apresentou melhor desempenho em relação ao SVM e ANN em termos
APA, Harvard, Vancouver, ISO, and other styles
5

Rasanjali, R. P. B., M. D. G. Tharupathi, S. R. J. M. Dharmarathne, M. M. Weerakoon, and T. S. G. Peris. "Forecasting Global Annual Average CO2 Concentrations." In SLIIT INTERNATIONAL CONFERENCE ON ADVANCEMENTS IN SCIENCES AND HUMANITIES. Faculty of Humanities & Sciences, SLIIT, 2024. https://doi.org/10.54389/ncix3883.

Full text
Abstract:
This study aims to enhance the accuracy of CO₂ level forecasts, compare the efficacy of different predictive models, and provide insights for policy development. Employing time series and regression analysis techniques, the study uses historical data from global monitoring stations (1979- 2022) to model the annual mean concentration of atmospheric CO2 The results reveal that the ARIMA (1,1,1) model outperforms the simple linear regression model in predictive accuracy. Nevertheless, the regression model came across a technical problem as residuals are significantly autocorrelated. The Augmented
APA, Harvard, Vancouver, ISO, and other styles
6

Carvalho, Davi Matos de, and Omar Andres Carmona Cortes. "Uso de Redes Neurais Recorrentes Para Predição de Doenças Isquêmicas do Coração Usando Séries Temporais." In Anais Estendidos do Simpósio Brasileiro de Computação Aplicada à Saúde. Sociedade Brasileira de Computação (SBC), 2025. https://doi.org/10.5753/sbcas_estendido.2025.7338.

Full text
Abstract:
O presente trabalho tem como objetivo avaliar a eficiência do uso de redes neurais recorrentes para análise de séries temporais de óbitos por doenças isquêmicas do coração na cidade de São Luís do Maranhão, por meio de três modelos: LSTM, BiLSTM e GRU, buscando identificar a combinação de parâmetros que proporcione melhores resultados. As referidas RNNs são comparadas com o modelo tradicional ARIMA em um experimento usando k-fold. Resultados indica que a LSTM chega a um RMSE de 0,70, o BiLSTM de 0,45 e a GRU de 0.46, enquanto que ARIMA alcança um RSME de 7,5.
APA, Harvard, Vancouver, ISO, and other styles
7

Nascimento, Oberis S., Felipe G. Santos, and Karl Hansimuller A. Ferreira. "Previsão de Preços de Ações Utilizando Inteligência Artificial." In Brazilian Workshop on Artificial Intelligence in Finance. Sociedade Brasileira de Computação, 2022. http://dx.doi.org/10.5753/bwaif.2022.223129.

Full text
Abstract:
O uso da Inteligência artificial pode por meio de análise de dados de séries temporais conseguir prever a tendência dos preços das ações possibilitando ajudar na tomada de decisões. O presente artigo teve como objetivo analisar e aplicar técnicas de análise de dados utilizando inteligência artificial para prever tendências dos preços das ações e auxiliar os investidores sobre qual decisão tomar na hora de comprar ou vender. Utilizou-se três algoritmos de aprendizagem de máquina ARIMA, PROPHET e LSTM, onde todos os testes foram realizados no Google Colab e posteriormente após definir o melhor m
APA, Harvard, Vancouver, ISO, and other styles
8

Amoroso, Cheyenne, Carolina García-Martos, Germán Aneiros, José A. Vilar, Manuel Oviedo de la Fuente, and Mario Francisco-Fernández. "New Proposal for Seasonal Adjustment of Long Time Series." In VII Congreso XoveTIC: impulsando el talento científico. Servizo de Publicacións. Universidade da Coruña, 2024. https://doi.org/10.17979/spudc.9788497498913.17.

Full text
Abstract:
A common task in economics is the seasonal adjustment of time series, which involves removing the seasonal component from the data. Currently, at the National Statistics Institute (Spain), this task is performed using the Tramo-Seats methodology. Nevertheless, the time series currently being processed extend over many years, which complicates the identification of a single reg-ARIMA model that adequately describes the behaviour of the entire series. New general methodologies are suggested to perform seasonal adjustment on long time series that change its structure due to the effect of a certai
APA, Harvard, Vancouver, ISO, and other styles
9

Sulejmani, Brikena. "FORECASTING EXPORTS IN ALBANIA." In International Conference on Business, Economics, Law, Language & Psychology, 19-20 June 2024, Amsterdam. Global Research & Development Services, 2024. http://dx.doi.org/10.20319/icssh.2024.376389.

Full text
Abstract:
Time series forecasting plays a crucial role in various fields, including economics, finance, and weather prediction. This study explores the application of time series forecasting techniques to predict future values based on historical data patterns. Different models, such as ARIMA, SARIMA, and exponential smoothing, are commonly employed to capture the underlying trends, seasonality, and irregularities in time series data. The accuracy of the forecasts depends on selecting the appropriate model and fine-tuning its parameters. Regular validation and refinement of the forecasting models are es
APA, Harvard, Vancouver, ISO, and other styles
10

Sánchez Girón, Javier Ramón, Álvaro Fernández Theotonio, Rosa Mary de la Campa Portela, and María Natividad López López. "Autoregressive integrated moving average (ARIMA) model as a tool for predicting accidents in the maritime domain: The case of the galician fishing fleet." In Maritime Transport Conference. Universitat Politècnica de Catalunya. Iniciativa Digital Politècnica, 2024. http://dx.doi.org/10.5821/mt.13137.

Full text
Abstract:
The Autoregressive Integrated Moving Average (ARIMA) model has proven to be a powerful statistical prediction technique due to its simplicity and wide acceptance. Its main application lies within the realms of economics and social sciences, although not limited to these. This study explores its utilization in the context of maritime safety within the Galician fishing fleet. Specifically, its application is proposed for predicting the vessels involved in accidents quarterly index. The Galician fishing environment, of significant socioeconomic relevance to the region, is affected by serious acci
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "ARIMA model30"

1

Cook, Steve. Visual identification of ARIMA models. The Economics Network, 2016. http://dx.doi.org/10.53593/n2817a.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Martínez-Rivera, Wilmer, Edgar Caicedo-García, and Juan Bonilla-Pérez. Instantaneous Inflation as a Predictor of Inflation. Banco de la República, 2025. https://doi.org/10.32468/be.1296.

Full text
Abstract:
This article studies the relationship between instantaneous and year-on-year inflation and the benefit of the forecast performance using instantaneous as a predictor. Instantaneous inflation is a transformation of year-on-year inflation, assigning different weights to each month of the Consumer Price Index (CPI) used to calculate the year-on-year inflation. We study the relationship using the Coincident Profile, which allows us to determine whether instantaneous inflation is coincident or anticipates the dynamic of year-on-year inflation. This finding establishes the lag order of the VAR, VECM
APA, Harvard, Vancouver, ISO, and other styles
3

Mikosch, Thomas, Tamar Gadrich, Claudia Kluppelberg, and Robert J. Adler. Parameter Estimation for ARMA Models with Infinite Variance Innovations. Defense Technical Information Center, 1993. http://dx.doi.org/10.21236/ada275125.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Carriere, R., and R. L. Moses. High Resolution Radar Target Modeling Using ARMA (Autoregressive Moving Average)Models. Defense Technical Information Center, 1989. http://dx.doi.org/10.21236/ada218212.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Cárdenas-Cárdenas, Julián Alonso, Deicy J. Cristiano-Botia, and Nicolás Martínez-Cortés. Colombian inflation forecast using Long Short-Term Memory approach. Banco de la República, 2023. http://dx.doi.org/10.32468/be.1241.

Full text
Abstract:
We use Long Short Term Memory (LSTM) neural networks, a deep learning technique, to forecast Colombian headline inflation one year ahead through two approaches. The first one uses only information from the target variable, while the second one incorporates additional information from some relevant variables. We employ sample rolling to the traditional neuronal network construction process, selecting the hyperparameters with criteria for minimizing the forecast error. Our results show a better forecasting capacity of the network with information from additional variables, surpassing both the ot
APA, Harvard, Vancouver, ISO, and other styles
6

Babiniec, Sean, Emilee Reinholz, Eric Coker, and Marin Larsen. Thermochemical characterization of intumescent materials and their application in FEM models using Aria. Office of Scientific and Technical Information (OSTI), 2022. http://dx.doi.org/10.2172/1871622.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Rouseff, Russell L., and Michael Naim. Characterization of Unidentified Potent Flavor Changes during Processing and Storage of Orange and Grapefruit Juices. United States Department of Agriculture, 2002. http://dx.doi.org/10.32747/2002.7585191.bard.

Full text
Abstract:
Citrus juice flavor quality traditionally diminishes after thermal processing and continuously during storage. Our prior studies found that four of the five most potent off-aromas formed during orange juice storage had not been identified. The primary emphasis of this project was to characterize and identify those potent flavor degrading aroma volatiles so that methods to control them could be developed and final flavor quality improved. Our original objectives included: 1 Isolate and characterize the most important unidentified aroma impact compounds formed or lost during pasteurization and s
APA, Harvard, Vancouver, ISO, and other styles
8

Lunsford, Kurt G., and Kenneth D. West. Random Walk Forecasts of Stationary Processes Have Low Bias. Federal Reserve Bank of Cleveland, 2023. http://dx.doi.org/10.26509/frbc-wp-202318.

Full text
Abstract:
We study the use of a zero mean first difference model to forecast the level of a scalar time series that is stationary in levels. Let bias be the average value of a series of forecast errors. Then the bias of forecasts from a misspecified ARMA model for the first difference of the series will tend to be smaller in magnitude than the bias of forecasts from a correctly specified model for the level of the series. Formally, let P be the number of forecasts. Then the bias from the first difference model has expectation zero and a variance that is O(1/P²), while the variance of the bias from the l
APA, Harvard, Vancouver, ISO, and other styles
9

Schnitta-Israel, B. Robust Detection and Classification of Regional Seismic Signals Using a Two Mode/Two Stage Cascaded Adaptive Arma (CAARMA) Model. Defense Technical Information Center, 1985. http://dx.doi.org/10.21236/ada154710.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Cardenas Solano, Leidy Johanna, and Carlos Alberto Contreras Pedraza. Vigilancia científica sobre desarrollo de vacunas contra Leptospira spp. Corporación colombiana de investigación agropecuaria - AGROSAVIA, 2025. https://doi.org/10.21930/agrosavia.vigilanciacientifica.2025.4.

Full text
Abstract:
El presente estudio tiene como objetivo ofrecer un análisis actualizado de los principales avances en el desarrollo de vacunas y herramientas diagnósticas para la leptospirosis. Para ello, se realizó una revisión sistemática apoyada en el análisis de indicadores bibliométricos y cienciométricos que permiten identificar patrones de 7 Perspectivas científicas del agro Vigilancia científica sobre desarrollo de vacunas contra Leptospira spp. publicación, redes de colaboración, tópicos emergentes y áreas de alta productividad científica. La estrategia metodológica incluyó la consulta estructurada d
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'ARIMA model30' for particular source types:
Journal articles Dissertations / Theses Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography