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109 results for “Time Series Analysis”
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Research ArticleOpen accessAll words, across the recordComparative Analysis of the Artificial Neural Networks Options Pricing Model Under Constant and Time-Variant VolatilitiesHanningtone Meshack Simiyu, Anthony Gichuhi Waititu, Jane Aduda AkinyiOption pricing using artificial neural networks (ANN) model while relaxing the assumption of constant volatility still remains a challenge. The conventional practice for pure ANN models has been to either model volatility using the very ANN model and have the model output fed as an input to the ANN option pricing model, or to make allowances for a large number … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 20 Jul 2019 · 7,010 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordMultilevel Mixed Analysis and Mapping on Divorce Problem in UAEFaisal G. KhamisDespite the wealth of research investigating the divorce problem in the developed countries, few and inconsistent studies investigated this problem at emirate-level in developing countries, such as United Arab Emirates (UAE). The Questions are raised whether divorce is changed over time and whether clustering in divorce exists within emirates in UAE. The objectives are to investigate the change in divorce … …Journal of Mathematics and Statistics, Vol. 12, Issue 4 · 31 Oct 2016 · 7,296 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordApproximate Series Solution of Nonlinear, Fractional Klein-Gordon Equations Using Fractional Reduced Differential Transform MethodEman Abuteen, Asad Freihat, Mohammed Al-Smadi et al.This analysis proposes an analytical-numerical approach for providing solutions of a class of nonlinear fractional Klein-Gordon equation subjected to appropriate initial conditions in Caputo sense by using the Fractional Reduced Differential Transform Method (FRDTM). This technique provides the solutions very accurately and efficiently in convergent series formula with easily computable coefficients. The behavior of the approximate series solution for different … …Journal of Mathematics and Statistics, Vol. 12, Issue 1 · 26 Mar 2016 · 7,901 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordMULTI SCALE TIME SERIES PREDICTION FOR INTRUSION DETECTIONG. Palanivel, K. DuraiswamyWe propose an anomaly-based network intrusion detection system, which analyzes traffic features to detect anomalies. The proposed system can be used both in online as well as off-line mode for detecting deviations from the expected behavior. Although our approach uses network packet or flow data, it is general enough to be adaptable for use with any other network variable, which … …American Journal of Applied Sciences, Vol. 11, Issue 8 · 27 Jun 2014 · 6,776 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordFUZZY MODEL OPTIMIZATION FOR TIME SERIES DATA USING A TRANSLATION IN THE EXTENT OF MEAN ERRORNurhayadi, Subanar, Abdurakhman, Agus Maman AbadiRecently, many researchers in the field of writing about the prediction of stock price forecasting, electricity load demand and academic enrollment using fuzzy methods. However, in general, modeling does not consider the model position to actual data yet where it means that error is not been handled optimally. The error that is not managed well can reduce the accuracy of … …Journal of Mathematics and Statistics, Vol. 10, Issue 2 · 2 Jun 2014 · 6,733 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordVoltage Stability of Medium Transmission Line Equipped with a Thyristor Controlled Series CapacitorPrechanon KumkratugProblem statement: Power-Voltage curve provides very important information for voltage stability analysis. The exact medium transmission line model consists of the resistance and the reactance. The resistance causes in the active line loss. It is not an easy task to achieve the power-voltage curve characteristics of power system with the exact medium line model equipped with a. Thyristor Controlled Series … …American Journal of Applied Sciences, Vol. 9, Issue 10 · 16 Aug 2012 · 7,021 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordVoltage Stability of Long Transmission Line Equipped with a Thyristor Controlled Series CapacitorPrechanon KumkratugProblem statement: Power-Voltage curve provides very important information for voltage stability analysis. The exact long transmission line model consists of the resistance and the reactance. The resistance causes in the active line loss. It is not easy task to achieve the power-voltage curve characteristics of power system with the exact long line model equipeed with a Thyristor Controlled Series Capacitor … …American Journal of Applied Sciences, Vol. 9, Issue 9 · 6 Aug 2012 · 6,971 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordBayesian Changepoint Analysis of the Extreme Rainfall EventsWan Zawiah Wan Zin, Abdul Aziz Jemain, Kamarulzaman IbrahimProblem statement: This study assesses recent changes in extremes of annual rainfall in Peninsular Malaysia based on daily rainfall data for 50 rain-gauged stations over the period 1975-2004. Approach: Eight indices that represent the extreme events are defined and analyzed, which are extreme Dry Spell (XDS), extreme Rain-Sum (XRS), extreme wet-day intensities at 95% and 99% percentiles (I95 and I99), … …Journal of Mathematics and Statistics, Vol. 8, Issue 1 · 6 Feb 2012 · 7,250 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordInvestigation of Socially Responsible Investment Markets (SRI) Using Dynamic Conditional Correlation (DCC) Method: Implications for DiversificationGurudeo Anand Tularam, Eduardo Roca, Victor Siew Howe WongProblem statement: Over the last ten years there has been a phenomenal growth in the amount of funds placed in SRI globally estimated to be around US$6.5 trillion while around US$55 billion in the Australian market. Accurate knowledge of correlation of the Australian SRI market with other SRI markets overseas is crucially important for Australian (SRI) investors for international portfolio … …Journal of Mathematics and Statistics, Vol. 6, Issue 4 · 4 Nov 2010 · 16,234 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordRecent Trends in Ozone and Particle Concentrations in the Sydney (Australia) AirshedMerched Azzi, Hiep DucAn overview is presented of changes in ground level ozone and atmospheric fine particles determined using ambient monitoring data collected at selected locations in Sydney, Australia. After removing seasonally, auto-regressive and moving average dependence from the selected time series, the trend of a selected series was modelled using the fractional long-term dependent component. The selected technique was able to detect … …American Journal of Environmental Sciences, Vol. 4, Issue 5 · 31 Oct 2008 · 6,682 accessesView PDFCite