15 articles for “Autoregressive Integrated Moving Average (ARIMA)”

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Research ArticleOpen accessIn the abstractParameters Estimate of Autoregressive Moving Average and Autoregressive Integrated Moving Average Models and Compare Their Ability for Inflow ForecastingMohammad Valipour, Mohammad Ebrahim Banihabib, Seyyed Mahmood Reza BehbahaniIn this study the ability of Autoregressive Moving Average (ARMA) and Autoregressive Integrated Moving Average (ARIMA) models in forecasting the monthly inflow of Dez dam reservoir located in Teleh Zang station in Dez dam upstream is estimated. ARIMA model has found a widespread application in many practical sciences. In addition, dam reservoir inflow forecasting is done by some methods such … …Journal of Mathematics and Statistics, Vol. 8, Issue 3 · 30 Aug 2012 · 17,288 accessesView PDF Cite

Research ArticleOpen accessIn the abstractTime Series Forecasting by using Seasonal Autoregressive Integrated Moving Average: Subset, Multiplicative or Additive ModelSuhartonoProblem statement: Most of Seasonal Autoregressive Integrated Moving Average (SARIMA) models that used for forecasting seasonal time series are multiplicative SARIMA models. These models assume that there is a significant parameter as a result of multiplication between nonseasonal and seasonal parameters without testing by certain statistical test. Moreover, most popular statistical software such as MINITAB and SPSS only has facility … …Journal of Mathematics and Statistics, Vol. 7, Issue 1 · 29 Jan 2011 · 18,295 accessesView PDF Cite

Research ArticleOpen accessIn the abstractTime Series Analysis Model for Rainfall Data in Jordan: Case Study for Using Time Series AnalysisP.E. Naill M. MomaniProblem statement: Time series analysis and forecasting has become a major tool in different applications in hydrology and environmental management fields. Among the most effective approaches for analyzing time series data is the model introduced by Box and Jenkins, ARIMA (Autoregressive Integrated Moving Average). Approach: In this study we used Box-Jenkins methodology to build ARIMA model for monthly rainfall data … …American Journal of Environmental Sciences, Vol. 5, Issue 5 · 31 Oct 2009 · 8,813 accessesView PDF Cite

Research ArticleOpen accessIn the abstractForecasting Foreign Direct Investment Inflow in Jordan: Univariate ARIMA ModelAl-Abdulrazag Bashier, Bataineh TalalThe present study is an attempt to build a Univariate time series model to forecast the FDI inflows into Jordan over the coming period 2004-2025. The study employs Box-Jenkins methodology of building ARIMA (Autoregressive Integrated Moving Average) model to achieve the goals of the study. An annual sample time series data for the FDI in Jordan was utilized over the … …Journal of Social Sciences, Vol. 3, Issue 1 · 31 Mar 2007 · 8,385 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordSeasonal Autoregressive Integrated Moving Average Model for Precipitation Time SeriesYan Wang, Xinghua Chang, Meng Gao, Xiyong HouPredicting the trend of precipitation is a difficult task in meteorology and environmental sciences. Statistical approaches from time series analysis provide an alternative way for precipitation prediction. The ARIMA model incorporating seasonal characteristics, which is referred to as seasonal ARIMA model was presented. The time series data is the monthly precipitation data in Yantai, China and the period is from … …Journal of Mathematics and Statistics, Vol. 8, Issue 4 · 20 Feb 2013 · 12,655 accessesView PDF Cite