Relevant bibliographies by topics / ARIMAX

Contents

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

Academic literature on the topic 'ARIMAX'

Author: Grafiati
Published: 4 June 2021
Last updated: 11 September 2023

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 'ARIMAX.'

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 "ARIMAX"

1

Amelia, R., D. Y. Dalimunthe, E. Kustiawan, and I. Sulistiana. "ARIMAX model for rainfall forecasting in Pangkalpinang, Indonesia." IOP Conference Series: Earth and Environmental Science 926, no. 1 (November 1, 2021): 012034. http://dx.doi.org/10.1088/1755-1315/926/1/012034.

Full text
Abstract:
Abstract In recent years, the weather and climate are unpredictable and the most visible is the rotation of the rainy season and the dry season. The extreme changes in rainfall can cause disasters and losses for the community. For that we need to predict the rainfall to anticipate the worst events. Rainfall is included in the periodic series data, so the forecasting method that can be used is the ARIMAX model which is ARIMA model expanded by adding the exogen variable. The aim of this research is to predict the rainfall data in Pangkalpinang City, Indonesia. The best model for each rainfall is ARIMAX (0,1,3) for monthly rainfall data and ARIMAX (0,1,2) for maximum daily rainfall. This research shows that there is an influence maximum wind speed variable to monthly rainfall and maximum daily rainfall in the Pangkalpinang City. Nevertheless, when viewed from the ARIMA and ARIMAX models based on the obtained AIC value, the ARIMAX value is still better than ARIMA. However, the prediction value using ARIMAX needs to increase again to take into account seasonal data rainfall. Then, possible to add other exogeneous factors besides maximum wind speed.
APA, Harvard, Vancouver, ISO, and other styles
2

Chen, Yun-Peng, Le-Fan Liu, Yang Che, Jing Huang, Guo-Xing Li, Guo-Xin Sang, Zhi-Qiang Xuan, and Tian-Feng He. "Modeling and Predicting Pulmonary Tuberculosis Incidence and Its Association with Air Pollution and Meteorological Factors Using an ARIMAX Model: An Ecological Study in Ningbo of China." International Journal of Environmental Research and Public Health 19, no. 9 (April 28, 2022): 5385. http://dx.doi.org/10.3390/ijerph19095385.

Full text
Abstract:
The autoregressive integrated moving average with exogenous regressors (ARIMAX) modeling studies of pulmonary tuberculosis (PTB) are still rare. This study aims to explore whether incorporating air pollution and meteorological factors can improve the performance of a time series model in predicting PTB. We collected the monthly incidence of PTB, records of six air pollutants and six meteorological factors in Ningbo of China from January 2015 to December 2019. Then, we constructed the ARIMA, univariate ARIMAX, and multivariate ARIMAX models. The ARIMAX model incorporated ambient factors, while the ARIMA model did not. After prewhitening, the cross-correlation analysis showed that PTB incidence was related to air pollution and meteorological factors with a lag effect. Air pollution and meteorological factors also had a correlation. We found that the multivariate ARIMAX model incorporating both the ozone with 0-month lag and the atmospheric pressure with 11-month lag had the best performance for predicting the incidence of PTB in 2019, with the lowest fitted mean absolute percentage error (MAPE) of 2.9097% and test MAPE of 9.2643%. However, ARIMAX has limited improvement in prediction accuracy compared with the ARIMA model. Our study also suggests the role of protecting the environment and reducing pollutants in controlling PTB and other infectious diseases.
APA, Harvard, Vancouver, ISO, and other styles
3

ALKALI, MUSA ABUBAKAR. "ASSESSING THE FORECASTING PERFORMANCE OF ARIMA AND ARIMAX MODELS OF RESIDENTIAL PRICES IN ABUJA NIGERIA." Asia Proceedings of Social Sciences 4, no. 1 (April 17, 2019): 4–6. http://dx.doi.org/10.31580/apss.v4i1.528.

Full text
Abstract:
This paper compared the out of sample forecasting ability of two Box-Jenkins ARIMA family models: ARIMAX and ARIMA. The forecasting models were tested to forecast real estate residential price in Abuja, Nigeria with quarterly data of average sales of residential price from the first quarter of year 2000 to the last quarter of year 2017. The result shows that the ARIMAX forecasting models, with macroeconomic factors as exogenous variables such as the household income, interest rate, gross domestic products, exchange rate and crude oil price and their lags, provide the best out of sample forecasting models for 2 bedroom, 3 bedroom, 4 bedroom and 5 bedroom, than ARIMA models. Generally, both ARIMA and ARIMAX models are good for short term forecasting modelling.
APA, Harvard, Vancouver, ISO, and other styles
4

Putera, Muhammad Luthfi Setiarno. "PERAMALAN TRANSAKSI PEMBAYARAN NON-TUNAI MENGGUNAKAN ARIMAX-ANN DENGAN KONFIGURASI KALENDER." BAREKENG: Jurnal Ilmu Matematika dan Terapan 14, no. 1 (March 1, 2020): 135–46. http://dx.doi.org/10.30598/barekengvol14iss1pp135-146.

Full text
Abstract:
Akses internet yang luas mendorong kian seringnya sistem pembayaran non-tunai digunakan. Di Indonesia, berbagai aktivitas dan transaksi ekonomi seringkali dipengaruhi oleh pergerakan kalender, terutama kalender Hijriyah. Tujuan penelitian ini untuk memodelkan dan meramalkan total pembayaran non-tunai di Indonesia dengan menambahkan konfigurasi kalender sebagai variabel. Digunakan metode ARIMA, ARIMAX dan hibrida ARIMAX-ANN yang akan dibandingkan akurasinya. Diperoleh model terbaik untuk peramalan jumlah pembayaran non-tunai adalah ARIMAX-ANN dengan RMSE terkecil, yaitu Rp 20,9 triliun. Spesifikasi model terbaik tersebut adalah ARIMAX(2,1,1) yang dihibrida dengan ANN yang inputnya diseleksi melalui regresi stepwise. Selain memenuhi asumsi galat yang identik, independen, dan berdistribusi normal, ARIMAX-ANN juga mampu mengikuti dinamika dan tren dari pembayaran non-tunai, khususnya pada bulan jatuhnya Idul Fitri dan periode akhir tahun.
APA, Harvard, Vancouver, ISO, and other styles
5

TAMUKE, Edmund, Emerson Abraham JACKSON, and Abdulai SILLAH. "FORECASTING INFLATION IN SIERRA LEONE USING ARIMA AND ARIMAX: A COMPARATIVE EVALUATION. MODEL BUILDING AND ANALYSIS TEAM." Theoretical and Practical Research in the Economic Fields 9, no. 1 (June 30, 2018): 63. http://dx.doi.org/10.14505/tpref.v9.1(17).07.

Full text
Abstract:
The study has provided empirical investigation of both ARIMA and ARIMAX methodology as a way of providing forecast of Headline Consumer Price Index (HCPI) for Sierra Leone based on data collected from the Sierra Leone Statistical Office and the Bank of Sierra Leone. In this, the main research question of addressing outcomes from in and out-of-sample forecast were provided using the Static technique and this shows that both methodologies were proved to have tracked past and future occurrences of HCPI with minimal margin of error as indicated in the MAPE results. In a similar note, the key objective of identifying whether the ARIMAX methodology or the ARIMA methodology is a better predictor of forecasting future trends in HCPI. However, on the whole, both ARIMA and ARIMAX seem to have provided very good outcome in predicting future events of HCPI, particularly when Static technique is used as the option for forecasting outcomes, with the ARIMAX marginally coming out as the preferred choice on the basis of its evaluation outcomes.
APA, Harvard, Vancouver, ISO, and other styles
6

Kurnia, Alma, and Ibnu Hadi. "Peramalan Nilai Ekspor Produk Industri Alas Kaki Menggnakan Model ARIMAX dengan Efek Variasi Kalender." Jurnal Statistika dan Aplikasinya 3, no. 2 (December 30, 2019): 25–34. http://dx.doi.org/10.21009/jsa.03204.

Full text
Abstract:
Model ARIMAX adalah model ARIMA dengan peubah tambahan. Peubah tambahan yang digunakan untuk data deret waktu dengan variasi kalender berupa variabel dummy. Pada makalah ini, akan dilakukan penghitungan peramalan nilai ekspor produk industri alas kaki bulan Juli 2019 sampai dengan Jui 2020 dengan menggunakan model ARIMAX dengan efek variasi kalender. Efek variasi kalender yang ditemukan pada data nilai ekspor produk industri alas kaki adalah libur hari raya Idul Fitri. Data yang digunakan pada makalah ini yaitu data nilai ekspor produk industri alas kaki mulai dari bulan Januari tahun 2010 sampai dengan bulan Juni tahun 2019. Pemodelan ARIMAX dilakukan dengan menggabungkan model regresi dummy dari data aktual dan model ARIMA dari data residual.
APA, Harvard, Vancouver, ISO, and other styles
7

Bielak, Jarosław. "Prognozowanie rynku pracy woj. lubelskiego z wykorzystaniem modeli ARIMA i ARIMAX." Barometr Regionalny. Analizy i Prognozy, no. 1 (19) (May 13, 2010): 27–44. http://dx.doi.org/10.56583/br.1379.

Full text
Abstract:
W artykule przedstawiono metodę prognozowania rynku pracy – poziomu bezrobocia i przeciętnego zatrudnienia – w woj. lubelskim w oparciu o modele ARIMA i ARIMAX. Dodatkowymi zmiennymi egzogenicznymi wprowadzanymi do standardowych modeli ARIMA były szeregi wartości indeksu nastrojów gospodarczych. Pokazano różnice we wskaźnikach charakteryzujących jakość prognoz generowanych przez model ARIMAX i „czysty” model ARIMA. Uwzględniono modele budowane dla danych kwartalnych i dla danych miesięcznych oraz omówiono sposób konwersji kwartalnych szeregów czasowych indeksu nastrojów gospodarczych do szeregów miesięcznych. Wykonano analizę weryfikującą rzeczywistą przydatność takiej metody prognozowania i korzyści płynące z jej stosowania.
APA, Harvard, Vancouver, ISO, and other styles
8

Rizalde, Fadlika Arsy, Sri Mulyani, and Nelayesiana Bachtiar. "Forecasting Hotel Occupancy Rate in Riau Province Using ARIMA and ARIMAX." Proceedings of The International Conference on Data Science and Official Statistics 2021, no. 1 (January 4, 2022): 578–89. http://dx.doi.org/10.34123/icdsos.v2021i1.199.

Full text
Abstract:
Hotel Occupancy Rate is one of the important leading indicators for calculating the Accommodation Sub-Category of Gross Regional Domestic Product (GRDP). By the extreme decline of the Hotel Occupancy Rate data due to COVID-19 and the unavailability of current data to counting GRDP quarterly, the Hotel Occupancy Rate prediction needs to do with the appropriate forecasting method. The authors use data from Google Trends as an additional variable in predicting the Hotel Occupancy Rate using the ARIMAX model and then compares it with the ARIMA model. The results showed that the ARIMAX model had better accuracy than ARIMA, with a MAPE value of 9.64 percent and an RMSE of 4.21 percent. This research concluded that if there is no change in government policy related to social restrictions until the end of the year, the ARIMAX model predicts the December 2021 Hotel Occupancy Rate of 38.59 percent.
APA, Harvard, Vancouver, ISO, and other styles
9

Putera, Muhammad Luthfi Setiarno. "IMPROVISASI MODEL ARIMAX-ANFIS DENGAN VARIASI KALENDER UNTUK PREDIKSI TOTAL TRANSAKSI NON-TUNAI." Indonesian Journal of Statistics and Its Applications 4, no. 2 (July 31, 2020): 296–310. http://dx.doi.org/10.29244/ijsa.v4i2.603.

Full text
Abstract:
Developed information technology boosts interest to use non-cash payment media in many areas. Following the high usage of a non-cash scheme in many payment transactions recently, the objective of this work is two-fold that is to predict the total of a non-cash transaction by using various time-series models and to compare the forecasting accuracy of those models. As a country with a mostly dense Moslem population, plenty of economical activities are arguably influenced by the Islamic calendar effect. Therefore the models being compared are ARIMA, ARIMA with Exogenous (ARIMAX), and a hybrid between ARIMAX and Adaptive Neuro-Fuzzy Inference Systems (ANFIS). By taking such calendar variation into account, the result shows that ARIMAX-ANFIS is the best method in predicting non-cash transactions since it produces lower MAPE. It is indicated that non-cash transaction increases significantly ahead of Ied Fitr occurrence and hits the peak in December. It demonstrates that the hybrid model can improve the accuracy performance of prediction.
APA, Harvard, Vancouver, ISO, and other styles
10

Diksa, I. Gusti Bagus Ngurah. "Forecasting the Existence of Chocolate with Variation and Seasonal Calendar Effects Using the Classic Time Series Approach." Jurnal Matematika, Statistika dan Komputasi 18, no. 2 (January 1, 2022): 237–50. http://dx.doi.org/10.20956/j.v18i2.18542.

Full text
Abstract:
Chocolate is the raw material for making cakes, so consumption of chocolate also increases on Eid al-Fitr. However, this is different in the United States where the tradition of sharing chocolate cake is carried out on Christmas. To monitor the existence of this chocolate can be through the movement of data on Google Trends. This study aims to predict the existence of chocolate from the Google trend where the use of chocolate by the community fluctuates according to the calendar variance and seasonal rhythm. The method used is classic time series, namely nave, double exponential smoothing, multiplicative decomposition, addictive decomposition, holt winter multiplicative, holt winter addictive, time series regression, hybrid time series, ARIMA, and ARIMAX. Based on MAPE in sample, the best time series model to model the existence of chocolate in Indonesia is ARIMAX (1,0,0) while for the United States it is Hybrid Time Series Regression-ARIMA(2,1,[10]). For forecasting the existence of chocolate in Indonesia, the best models in forecasting are ARIMA (([11],[12]),1,1) and Naïve Seasonal. In contrast to the best forecasting model for the existence of chocolate in the United States, namely Hybrid Naïve Seasonal-SARIMA (2,1,0)(0,0,1)12 Hybrid Time Series Regression- ARIMA(2,1,[10]), Time Series Regression, Winter Multiplicative, ARIMAX([3],0,0).
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "ARIMAX"

1

Barrera, González Francisco Javier. "Determinación de óptimos de Rolling, en modelos Arimax." Tesis, Universidad de Chile, 2006. http://www.repositorio.uchile.cl/handle/2250/112089.

Full text
Abstract:
Tesis para optar al grado de Magíster en Finanzas
No disponible a texto completo
Durante la presente Tesis comprenderemos como la importancia de predecir el Futuro es importante, pero es vital la exactitud y/o cercanía del pronóstico dado. Por medio del Modelo de Optimos de Rolling, nos daremos cuenta que cada vez requerimos de información correcta, actual y oportuna que definitivamente nos ayudará a tomar nuestra mejor decisión, no solo el las Finanzas, sino en todas nuestras actividades que requieran de un pronóstico. Seleccioné la empresa Wal-Mart por que de una manera personal, considero que es una de las empresas de mayor éxito que conozco. Tenemos información del precio de sus acciones a la mano, tenemos el modelo en matriz del Optimo de Rolling y contamos con el conocimiento necesario para corroborar la importancia de manejar la información y sobre todo llegar a un modelo óptimo que me permitirá, para esas acciones, tomar la mejor de las decisiones en el mercado bursátil. A través de una serie de gráficas que presento, podremos ver la comparativa de varios modelos y la secuencia de cómo elegir la información y llegar a la mejor opción.
APA, Harvard, Vancouver, ISO, and other styles
2

Uppling, Hugo, and Adam Eriksson. "Single and multiple step forecasting of solar power production: applying and evaluating potential models." Thesis, Uppsala universitet, Institutionen för teknikvetenskaper, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-384340.

Full text
Abstract:
The aim of this thesis is to apply and evaluate potential forecasting models for solar power production, based on data from a photovoltaic facility in Sala, Sweden. The thesis evaluates single step forecasting models as well as multiple step forecasting models, where the three compared models for single step forecasting are persistence, autoregressive integrated moving average (ARIMA) and ARIMAX. ARIMAX is an ARIMA model that also takes exogenous predictors in consideration. In this thesis the evaluated exogenous predictor is wind speed. The two compared multiple step models are multiple step persistence and the Gaussian process (GP). Root mean squared error (RMSE) is used as the measurement of evaluation and thus determining the accuracy of the models. Results show that the ARIMAX models performed most accurate in every simulation of the single step models implementation, which implies that adding the exogenous predictor wind speed increases the accuracy. However, the accuracy only increased by 0.04% at most, which is determined as a minimal amount. Moreover, the results show that the GP model was 3% more accurate than the multiple step persistence; however, the GP model could be further developed by adding more training data or exogenous variables to the model.
APA, Harvard, Vancouver, ISO, and other styles
3

Fracaro, Nelize. "Estacionariedade das séries temporais do modelo matemático arimax de propulsores eletromecânicos." reponame:Repositório Institucional da UNIJUI, 2018. http://bibliodigital.unijui.edu.br:8080/xmlui/handle/123456789/5565.

Full text
Abstract:
Este trabalho científico apresenta o estudo da modelagem matemática de propulsores eletromecânicos das aeronaves tipo multirrotor, uma vez que estes são responsáveis pela estabilidade dessas aeronaves. Esses veículos aéreos de pequeno porte se caracterizam pela ausência física de um controlador. Atualmente, essas naves vêm sendo utilizadas em diversas áreas, para fiscalizar, inspecionar e/ou monitorar através de imagens aéreas e filmagens. Portanto, investiga-se principalmente a estacionariedade das séries temporais da corrente e da velocidade angular do propulsor eletromecânico de forma a obter um modelo matemático não espúrio. Para isso, o estudo visa aprofundar o conhecimento de testes de raiz unitária, os quais são aplicados nos dados coletados das grandezas supracitadas. A metodologia proposta consiste no estudo do sistema de propulsão implementado numa plataforma de testes para a coleta de dados. Posteriormente é realizada a aplicação dos testes de estacionariedade sobre os dados coletados e efetuado o cálculo das funções de autocorrelação e autocorrelação parcial para determinação da estrutura e ordem do modelo. Em seguida é feita a estimação de parâmetros e validação do modelo através da simulação dos dados da plataforma e a análise residual. Após estimados os parâmetros do modelo ARIMAX, foi validado o mesmo pela análise residual e também pelo cálculo do erro, obtendo assim um resultado satisfatório. Com este trabalho auxilia-se a comunidade científica que projeta e desenvolve naves do tipo multirrotor, uma vez que os modelos obtidos dos propulsores eletromecânicos são mais consistentes.
88 f.
APA, Harvard, Vancouver, ISO, and other styles
4

Ballesteros, Lozano Horacio. "Determinación de óptimo de Rolling bajo modelo Arimax para ADR mexicana TMM." Tesis, Universidad de Chile, 2006. http://www.repositorio.uchile.cl/handle/2250/112088.

Full text
Abstract:
Tesis para optar al grado de Magíster en Finanzas
No disponible a texto completo
A través del tiempo tanto las empresas como los mercados enfrentan cada día nuevos retos o desafíos relacionados con demandas estables, competencia intensa, consumidores exigentes y nuevos fenómenos sociales. Estos desafíos requieren en situaciones su previa predicción; debido a esto se han implementado nuevos conceptos y técnicas con el propósito de obtener resultados con mayor eficiencia, disminuyendo la aversión al riesgo para una mejor toma de decisiones. Para el caso de la decisiones financieras las técnicas de pronósticos estadísticos han ayudado a que las personas busquen maneras para poder acceder a mayor información, que les permita poder tomar decisiones de una forma correcta, en donde las posibilidades de equivocarse sean las mínimas y el éxito en la toma de decisiones sea lo más alto posible. La predicción de los fenómenos futuros, están basados en premisas de que los elementos que suceden en la práctica, no son un efecto aleatorio, sino que representan tendencias que podrían ser explicadas de cierta forma por algún modelo; algunas de estas tendencias han servido de mucha ayuda para los inversionistas en sus decisiones. El surgimiento de modelos con comportamiento lineal puede crear cierta certeza en la predicción de resultados, solo que el planteamiento del problema va a ser un elemento clave para lograr una mayor capacidad predictiva junto con la manera de utilizar la información en el modelo
APA, Harvard, Vancouver, ISO, and other styles
5

Liendeborg, Zaida, and Mattias Karlsson. "Prognostisering av försäljningsvolym med hjälp av omvärldsindikatorer." Thesis, Linköpings universitet, Institutionen för datavetenskap, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-129572.

Full text
Abstract:
Background Forecasts are used as a basis for decision making and they mainly affect decisions at strategic and tactical levels in a company or organization. There are two different methods to perform forecasts. The first one is a qualitative method where a n expert or group of experts tell about the future. The second one is a quantitative method where forecast are produced by mathematical and statistical models. This study used a quantitative method to build a forecast model and took into account external f actors in forecasting the sales volume of Bosch Rexroth’s hydraulic motors. There is a very wide range of external factors and only a limited selection had been analyzed in this study. The selection of the variables was based on the markets where Bosch Rexroth products are used, such as mining. Purpose This study aimed to develop five predictive models: one model for the global sales volume, one model each for sales volume in USA and China and one model each for sales volume of CA engine and Viking engine. By identifying external factors that showed significant relationship in various time lags with Bosch Rexroth’s sales volume, the forecasts 2016 and 2017 were produced. Methods The study used a combination of multiple linear regression and a Box - Jenkins AR MA errors to analyze the association of external factors and to produce forecasts. Externa l factors such as commodity prices, inflation and exchange rates between different currencies were taken into account. By using a cross - correlation function between external factors and the sales volume, significant external factors in different time lags were identified and then put into the model. The forecasting method used is a Causal forecasting model. Conclusions The global sales volume of Bosch Rexroth turned out to be affected by the historical price of copper in three different time lags , one, six and seven months . From 2010 to 2015, the copper price have been continuously dropping which explain s the downward trend of the sales volume. The sales volume in The U SA showed a significant association by the price of coal with three and four time lags. This means that the change of coal price takes three and four months before it affects the sales volume in the USA. The market in China showed to be affected by the development of the price of silver. The volume of sales is affected by the price of silver by four and six time lags. CA engine also displayed association with the price of copper at the same time lags as in the global sales volume. On the other hand, Viking engine showed no significant association at all with any of the external factors that were analyzed in this study. The forecast for global mean sales volume will be between 253 to 309 units a month for May 2016 – December 2017. Mean sales volume in USA projected to be in between 24 to 32 units per month. China's mean sales volume is expected to be in between 42 to 81 units a month. Mean sales volume of CA engine has a forecast of 175 to 212 units a month. While the mean s ales of Viking engine projected to stay in a constant volume of 25 units per month.
APA, Harvard, Vancouver, ISO, and other styles
6

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
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 sentido, será apresenta de uma forma detalhada a análise dos modelos econométricos em estudo para a obtenção das previsões pretendidas. Os modelos utilizados foram aplicados a conjuntos de dados com diferentes periodicidades: semanal e mensal. Sendo os modelos aplicados a conjuntos de dados com diferentes periodicidades também foram efetuadas previsões através de todos os modelos aplicados aos dois conjuntos de dados, existindo conclusões para ambos os casos.
The current report was built around the tasks performed during the internship on the company Gallo Worldwide, where the main responsibilities consisted in the analysis of the database to be able to forecast extra-virgin olive oil, virgin olive oil and lampante prices. Considering the olive oil pricing modelling is achieved through the modelling of time series, several models can be applied. According to the scientific literature reviewed, the estimation of time series may be accomplished using the ARIMA, ARIMAX, GARCH and SUR models. In this sense, it will be presented, in a detailed manner, the analysis of the econometrical models being studied as a resource to obtain the intended predictions. The models utilized were applied to a group of data with different periodicities: data with weekly periodicity and data with monthly periodicity. Considering the models are employed over a set of data with different periodicities, similarly the predictions were made through all the models used in both sets of data, resulting in the existence ofconclusions for both cases.
info:eu-repo/semantics/publishedVersion
APA, Harvard, Vancouver, ISO, and other styles
7

Valer, Leila Ana. "Modelo matemático ARIMAX de um propulsor eletromecânico utilizado em naves do tipo multirrotor." reponame:Repositório Institucional da UNIJUI, 2016. http://bibliodigital.unijui.edu.br:8080/xmlui/handle/123456789/3628.

Full text
Abstract:
As aeronaves do tipo multirrotor vêm sendo utilizadas como plataforma padrão para o estudo da motricidade e percepção espacial. A capacidade de decolagem e aterrissagem de modo vertical, bem como sua navegação horizontal são desafios de investigação na área de controle. Isto demanda a obtenção do modelo matemático do conjunto de propulsão eletromecânico. Assim, surge a necessidade de compreender e modelar matematicamente a dinâmica deste sistema de forma a otimizar, posteriormente, o seu controle. Portanto, o objetivo deste trabalho é obter o modelo matemático do sistema de propulsão eletromecânico, usando para tal a teoria de identificação de sistemas. A metodologia utilizada consiste na compreensão do sistema de propulsão e construção da plataforma de testes para a coleta de dados. Seguida da aplicação de testes de estacionariedade para a análise dos dados, e cálculo das funções de autocorrelação e autocorrelação parcial para determinação da estrutura e ordem do modelo. Posteriormente, os parâmetros são estimados pelo método de mínimos quadrado estendido. Por fim, pela comparação da simulação do modelo com os dados da plataforma e a análise residual, o modelo é validado. Diante disso, conclui-se que o modelo proposto é capaz de descrever as características do sistema de propulsão eletromecânico e poderá contribuir para novas técnicas de controle.
111 f.
APA, Harvard, Vancouver, ISO, and other styles
8

Post, Eduardo. "Análise dos critérios de erros na validação do modelo matemático Arimax de propulsores eletromecânicos." reponame:Repositório Institucional da UNIJUI, 2018. http://bibliodigital.unijui.edu.br:8080/xmlui/handle/123456789/5526.

Full text
Abstract:
Este trabalho apresenta o estudo da modelagem matemática caixa preta de propulsores eletromecânicos de aeronaves do tipo multirrotor. Estas aeronaves têm sido crescentemente investigadas e ainda estão em evolução. Justifica-se este fato em função de possuírem aplicações em diversas áreas, inclusive em situações que causam risco à vida humana. Dentre os multirrotores destaca-se o quadrirrotor, que vem sendo utilizado como plataforma padrão de estudo. Este possui a capacidade de decolagem e aterrissagem vertical, o que desafia a área de controle. Nesse sentido, estudou-se a modelagem matemática do sistema de propulsão eletromecânico dos multirrotores a fim de poder contribuir futuramente com a otimização de seu controle. A metodologia utilizada consiste na compreensão do sistema de propulsão e utilização de uma plataforma de testes para a coleta de dados, seguida da aplicação de testes de estacionariedade para a análise dos mesmos. O cálculo das funções de autocorrelação e autocorrelação parcial é utilizado para determinação da estrutura e ordem dos modelos matemáticos e posteriormente, os parâmetros são estimados. A validação se dá pela comparação da simulação de cada modelo com os dados da plataforma e a análise dos resíduos. Além disso, são utilizados critérios de informação para seleção de modelos obtendo-se, a partir do Critério de Informação Bayesiano (BIC), uma aproximação prévia de resultados para diferentes modelos, visando garantir possíveis condições impostas pelo projeto que os utilizará. Dessa forma, a metodologia apresentada contribui para novas técnicas de controle.
83 f.
APA, Harvard, Vancouver, ISO, and other styles
9

Lee, Ming-Tsung [Verfasser], and Bernhard [Akademischer Betreuer] Friedrich. "Short-term Freeway Traffic Flow Forecasting with ARIMAX Modeling / Ming-Tsung Lee ; Betreuer: Bernhard Friedrich." Braunschweig : Technische Universität Braunschweig, 2010. http://d-nb.info/1175827878/34.

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

Fredén, Daniel, and Hampus Larsson. "Forecasting Daily Supermarkets Sales with Machine Learning." Thesis, KTH, Optimeringslära och systemteori, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-276483.

Full text
Abstract:
Improved sales forecasts for individual products in retail stores can have a positive effect both environmentally and economically. Historically these forecasts have been done through a combination of statistical measurements and experience. However, with the increased computational power available in modern computers, there has been an interest in applying machine learning for this problem. The aim of this thesis was to utilize two years of sales data, yearly calendar events, and weather data to investigate which machine learning method could forecast sales the best. The investigated methods were XGBoost, ARIMAX, LSTM, and Facebook Prophet. Overall the XGBoost and LSTM models performed the best and had a lower mean absolute value and symmetric mean percentage absolute error compared to the other models. However, Facebook Prophet performed the best in regards to root mean squared error and mean absolute error during the holiday season, indicating that Facebook Prophet was the best model for the holidays. The LSTM model could however quickly adapt during the holiday season improved the performance. Furthermore, the inclusion of weather did not improve the models significantly, and in some cases, the results were worsened. Thus, the results are inconclusive but indicate that the best model is dependent on the time period and goal of the forecast.
Förbättrade försäljningsprognoser för individuella produkter inom detaljhandeln kan leda till både en miljömässig och ekonomisk förbättring. Historiskt sett har dessa utförts genom en kombination av statistiska metoder och erfarenhet. Med den ökade beräkningskraften hos dagens datorer har intresset för att applicera maskininlärning på dessa problem ökat. Målet med detta examensarbete är därför att undersöka vilken maskininlärningsmetod som kunde prognostisera försäljning bäst. De undersökta metoderna var XGBoost, ARIMAX, LSTM och Facebook Prophet. Generellt presterade XGBoost och LSTM modellerna bäst då dem hade ett lägre mean absolute value och symmetric mean percentage absolute error jämfört med de andra modellerna. Dock, gällande root mean squared error hade Facebook Prophet bättre resultat under högtider, vilket indikerade att Facebook Prophet var den bäst lämpade modellen för att förutspå försäljningen under högtider. Dock, kunde LSTM modellen snabbt anpassa sig och förbättrade estimeringarna. Inkluderingen av väderdata i modellerna resulterade inte i några markanta förbättringar och gav i vissa fall även försämringar. Övergripande, var resultaten tvetydiga men indikerar att den bästa modellen är beroende av prognosens tidsperiod och mål.
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "ARIMAX"

1

Arima Akito. Tōkyō: Kashinsha, 2002.

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

Arima, Yoriyasu. Arima Yoriyasu nikki. Tōkyō: Shōyū Kurabu, 1997.

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

Arima, Takashi. Arima Takashi shishū. Tōkyō: Doyō Bijutsusha, 1988.

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

Tanaka, Mojirō. Hyōden Arima Takashi. Tōkyō: Doyō Bijutsusha Shuppan Hanbai, 2011.

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

Iinkai, Shibukawa-shi Kyōiku. Arima kugūmado iseki. Shibukawa: Shibukawa-shi Kyōiku Iinkai, 1997.

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

Yi, Sŭng-gi. Malssŭm i kot arimal. Sŏul: Arimal, 2022.

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

Arima Ineko "waga ai". Tōkyō: Kōdansha, 1985.

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

Gunma-ken Maizō Bunkazai Chōsa Jigyōdan, ed. Arima iseki: Yayoi, Kofun Jidai. Kitatachibana-mura (Gunma-ken): Gunma-ken kōko shiryō fukyūkai, 1990.

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

Arima Akito kushū, fuki: Fuki. Tōkyō: Kadokawa Shoten, 2004.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
10

Malinin, Evgeniǐ. Prokli︠a︡tie Arimana. Moskva: AST, 2001.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Book chapters on the topic "ARIMAX"

1

Islam, Noman, Enayat Raza, Sheraz Mohsin, Ahsar Ansari, Razeen Shuja, and Darakhshan Syed. "Forecasting on Covid-19 Data Using ARIMAX Model." In Data Science with Semantic Technologies, 95–113. Boca Raton: CRC Press, 2023. http://dx.doi.org/10.1201/9781003310785-5.

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

Tungtrakul, Tanaporn, Natthaphat Kingnetr, and Songsak Sriboonchitta. "An Empirical Confirmation of the Superior Performance of MIDAS over ARIMAX." In Lecture Notes in Computer Science, 601–11. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-49046-5_51.

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

Maggina, Anastasia. "Market-Based Accounting Research (MBAR) Models: A Test of ARIMAX Modeling." In Handbook of Financial Econometrics and Statistics, 279–98. New York, NY: Springer New York, 2014. http://dx.doi.org/10.1007/978-1-4614-7750-1_10.

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

Hu, Ruixin, and Xuecheng Wang. "Linkage Analysis Between Bitcoin and Nasdaq Index Based on ARIMAX Model." In Proceedings of the 2022 3rd International Conference on Modern Education and Information Management (ICMEIM 2022), 905–12. Dordrecht: Atlantis Press International BV, 2022. http://dx.doi.org/10.2991/978-94-6463-044-2_113.

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

Sarpong-Streetor, Richard M. N. Y., Rajalingam Sokkalingam, Mahmod Othman, Hanita Daud, and Derrick Asamoah Owusu. "ARIMAX Modelling of Ron97 Price with Crude Oil Price as an Exogenous Variable in Malaysian." In Proceedings of the 6th International Conference on Fundamental and Applied Sciences, 679–91. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-4513-6_59.

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

Sharma, Archit, Prakhar Tiwari, Akshat Gupta, and Pardeep Garg. "Use of LSTM and ARIMAX Algorithms to Analyze Impact of Sentiment Analysis in Stock Market Prediction." In Intelligent Data Communication Technologies and Internet of Things, 377–94. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-15-9509-7_32.

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

Suhermi, Novri, Suhartono, Regita Putri Permata, and Santi Puteri Rahayu. "Forecasting the Search Trend of Muslim Clothing in Indonesia on Google Trends Data Using ARIMAX and Neural Network." In Communications in Computer and Information Science, 272–86. Singapore: Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-15-0399-3_22.

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

Gass, Saul I., and Carl M. Harris. "ARIMA." In Encyclopedia of Operations Research and Management Science, 1. New York, NY: Springer US, 2001. http://dx.doi.org/10.1007/1-4020-0611-x_5.

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

Shumway, Robert H., and David S. Stoffer. "ARIMA Models." In Springer Texts in Statistics, 75–163. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-52452-8_3.

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

Groß, Jürgen. "ARIMA Modelle." In Grundlegende Statistik mit R, 251–60. Wiesbaden: Vieweg+Teubner, 2010. http://dx.doi.org/10.1007/978-3-8348-9677-3_24.

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

Conference papers on the topic "ARIMAX"

1

Aji, Bimo Satrio, Indwiarti, and Aniq Atiqi Rohmawati. "Forecasting Number of COVID-19 Cases in Indonesia with ARIMA and ARIMAX Models." In 2021 9th International Conference on Information and Communication Technology (ICoICT). IEEE, 2021. http://dx.doi.org/10.1109/icoict52021.2021.9527453.

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

Li, Chunyan, and Jun Chen. "Traffic Accident Macro Forecast Based on ARIMAX Model." In 2009 International Conference on Measuring Technology and Mechatronics Automation. IEEE, 2009. http://dx.doi.org/10.1109/icmtma.2009.250.

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

He, Qing, Yong-Shen Chen, Jun Qiao, Jian-Dong Qiu, and Yang Li. "Prediction Model of Urban Traffic Performance Index Using ARIMAX." In 17th COTA International Conference of Transportation Professionals. Reston, VA: American Society of Civil Engineers, 2018. http://dx.doi.org/10.1061/9780784480915.371.

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

Yang, Mofeng, Jiaohong Xie, Peipei Mao, Chao Wang, and Zhirui Ye. "Application of the ARIMAX Model on Forecasting Freeway Traffic Flow." In 17th COTA International Conference of Transportation Professionals. Reston, VA: American Society of Civil Engineers, 2018. http://dx.doi.org/10.1061/9780784480915.061.

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

Andreas, Christopher, Anifatul Faricha, Siti Maghfirotul Ulyah, Rika Susanti, Hawwin Mardhiana, M. Achirul Nanda, and Firman Adi R. "Comparison study using ARIMAX and VARX in cash flow forecasting." In 7TH INTERNATIONAL CONFERENCE ON MATHEMATICS: PURE, APPLIED AND COMPUTATION: Mathematics of Quantum Computing. AIP Publishing, 2022. http://dx.doi.org/10.1063/5.0118519.

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

Azhari and Pradita Eko Prasetyo Utomo. "Prediction the Crime Motorcycles of Theft using ARIMAX-TFM with Single Input." In 2018 Third International Conference on Informatics and Computing (ICIC). IEEE, 2018. http://dx.doi.org/10.1109/iac.2018.8780520.

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

Monica, Marieta, and Agus Suharsono. "Forecasting cash outflow and inflow in Jember with ARIMAX calendar variation effect." In THE THIRD INTERNATIONAL CONFERENCE ON MATHEMATICS: Education, Theory and Application. AIP Publishing, 2021. http://dx.doi.org/10.1063/5.0039283.

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

Xu, Qiang, Wei Li, Dean Kong, Xiang Zhao, Xiaoyu Wang, Yongji Li, Yong Shen, Xiangshuo Wang, and Zheng Zhao. "Ultra-short-term Wind Speed Forecast Based on WD-ARIMAX-GARCH Model." In 2019 IEEE 2nd International Conference on Automation, Electronics and Electrical Engineering (AUTEEE). IEEE, 2019. http://dx.doi.org/10.1109/auteee48671.2019.9033198.

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

Fan, Yingbing, Jinxiu Hu, and Xuemei Lu. "Prediction of employment and reemployment in China based on SARIMA-ARIMAX model." In 6th International Workshop on Advanced Algorithms and Control Engineering (IWAACE 2022), edited by Daowen Qiu, Xuexia Ye, and Ning Sun. SPIE, 2022. http://dx.doi.org/10.1117/12.2652499.

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

Santana, W. C., K. Al-Haddad, S. Rahmani, F. Fnaiech, and L. E. B. da Silva. "An Active Resonance Damper for Distribution Systems Using an ARIMAX Parameter Estimator." In 2007 IEEE Canada Electrical Power Conference (EPC 2007). IEEE, 2007. http://dx.doi.org/10.1109/epc.2007.4520345.

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

Reports on the topic "ARIMAX"

1

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

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

Pina-Burón, María Rosa. Cerro de Ariza. Institut Català d’Arqueologia Clàssica, 2022. http://dx.doi.org/10.51417/figlinae_003.

Full text
Abstract:
Ficha del yacimiento Cerro de Ariza ubicado a Écija (Córdoba) incluida en el proyecto "Figlinae Hispanae (FIGHISP). Catálogo en red de las alfarerías hispanorromanas y estudio de la comercialización de sus productos".
APA, Harvard, Vancouver, ISO, and other styles
3

Chang, J. L., H. Nazari, C. O. Font, G. C. Gilbreath, and E. Oh. Turbulence Time Series Data Hole Filling using Karhunen-Loeve and ARIMA methods. Fort Belvoir, VA: Defense Technical Information Center, January 2007. http://dx.doi.org/10.21236/ada472169.

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

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, June 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 other LSTM application and ARIMA models optimized for forecasting (with and without explanatory variables). This improvement in forecasting accuracy is most pronounced over longer time horizons, specifically from the seventh month onwards.
APA, Harvard, Vancouver, ISO, and other styles
5

Hafer, R. W., Scott E. Hein, and Clemens J. M. Kool. Comparing Multi-State Kalman Filter and ARIMA Forecasts: An Application to the Money Multiplier. Federal Reserve Bank of St. Louis, 1985. http://dx.doi.org/10.20955/wp.1985.001.

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

Hipp, Christine. LANL’s Digital Supply Chain Transformation with Ariba. Office of Scientific and Technical Information (OSTI), September 2021. http://dx.doi.org/10.2172/1823715.

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

Hopkins, Matthew Morgan, Harry K. Moffat, David R. Noble, Patrick K. Notz, and Samuel Ramirez Subia. Aria 1.5 : user manual. Office of Scientific and Technical Information (OSTI), April 2007. http://dx.doi.org/10.2172/922079.

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

Ekdahl, Carl August Jr. Beam Dynamics for ARIA. Office of Scientific and Technical Information (OSTI), October 2014. http://dx.doi.org/10.2172/1158826.

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

Alley, Patricia. Request to Register with LANL in Ariba www.lanl.gov/business. Office of Scientific and Technical Information (OSTI), June 2021. http://dx.doi.org/10.2172/1804328.

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

Hipp, Christine. LANL’s Digital Supply Chain Transformation with Ariba Part 2. Office of Scientific and Technical Information (OSTI), January 2022. http://dx.doi.org/10.2172/1841907.

Full text
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'ARIMAX' 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