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This paper explores the applicability of time series analysis for stock trend forecast and presents the Self projecting Time Series Forecasting (STSF) System which we have developed. The basic idea behind this system is the online discovery of mathematical formulae that can approximately...
Persistent link: https://www.econbiz.de/10009448087
, insbesondere der Zeitreihenanalyse liegt. Das Konzept besteht darin, sämtliche wiederkehrenden Aufgaben mit Hilfe von Java …
Persistent link: https://www.econbiz.de/10009467166
Persistent link: https://www.econbiz.de/10009449118
integrado com médias móveis (ARIMA) que melhor se ajusta à série temporal para fins de previsão são apresentados quatro modelos … ajusta à série é o ARIMA (1, 0, 3). Verifica-se, por meio de uma previsão ex-ante fundamentada nas estimações realizadas com … arevages (ARIMA) thet better it is adjusted to he temporary series for forecast ends four models they are introduced candidates …
Persistent link: https://www.econbiz.de/10009442796
Recent increases in commodity prices have led to calls for the regulation of speculators. These calls have come from many reputable quarters including leading agricultural and food policy institutions such as International Food Policy Research Institute as well as different members of the U.S....
Persistent link: https://www.econbiz.de/10009445819
the most common methods for time series prediction is autoregressive integrated moving average (ARIMA) and artificial …. In this paper, a hybrid model of ARIMA and ANN models are employed to predict the number of fatal injuries in the USA …
Persistent link: https://www.econbiz.de/10009465814
Transcribing medical documents accurately into pre-defined formats and within certain time frames is vital for administrative and medical purposes in any hospital. This paper describes quantitative models incorporating available data to represent transcription activities of a medical records...
Persistent link: https://www.econbiz.de/10009477346
modifikacijų AR, MA, ARIMA modeliai ir jų tinkamumas prognozavimui. Antroje magistrinio darbo dalyje praktiškai pritaikyti … nagrinėti prognozavimo modeliai. Didesnis dėmesys buvo skirtas ARIMA modelio taikymui. Darbe atliktas modelio modifikacijų ARIMA … (1, 0, 0) ir ARIMA (1, 0, 1) pritaikymas Lietuvos vartotojų kainų indekso prognozavimui. Nustatyti Euro zonos, Latvijos …
Persistent link: https://www.econbiz.de/10009478261
parduotos pramonės produkcijos kainų indekso (GKI) laiko eilutes ir atrinkti kiekvienai jų geriausią ARIMA prognozavimo modelį … teorinė ARIMA (autoregresinis integruotas slenkamųjų vidurkių) metodo analizė, dažnai naudojama laiko eilučių prognozavimui … ir ieškoma kiekvienai tinkamiausio ARIMA prognozavimo modelio. Praktinė analizė baigiama lyginant nagrinėjamų šalių GKI …
Persistent link: https://www.econbiz.de/10009478752
participants, different currency instruments traded, and a 24 hour timeframe. Statistical approaches such as ARIMA and GARCH models ….0 statistical package. 8 ARIMA and 8 GARCH variants were estimated for each currency pair. Models with at least one statistically … model outperforms ARIMA model and Naïve Forecasting in terms of Mean Absolute Percentage Error. ARIMA forecasts for USD …
Persistent link: https://www.econbiz.de/10009478870