neural network model outperformed a monthly ARIMA model with respect to the mean square error criterion and performed … similarly to the ARIMA model with respect to turning point accuracy. The more positive results of the monthly neural network …

forecasting horizon we either favour a denoising step plus an ARIMA forecast or an multiscale wavelet decomposition plus an ARIMA …

Decomposition and ARIMA modeling of time series to provide more accurate prediction. Extensive experiments on 5 real datasets is …

explicit nature of the dynamics of the CBS we show that the introduction of herding modifies the random walk to an ARIMA($0 …

This paper conducts a USDTRY rate forecast by ARIMA method using 3,069 daily observations between the dates of 3 … forecast using ARIMA method generate static models, and none of them conduct multi-step prediction or out of sample fit. The …-term ARIMAs in predicting accuracy. Specifically, for the short-term ARIMAs appropriate specification is raised as ARIMA (2 …

family (ARCH, GARCH, TGARCH, EGARCH and PGARCH) and ARIMA models are used to assess and forecast volatilities in prices on …

Distributed Lag (ARDL), Autoregressive Integrated Moving Av- erage (ARIMA) and a multivariate time series Vector Autoregressive …