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133 articles for “Forecasting Model”

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Research ArticleOpen accessEvery word in the titleForecasting River Flow in the USA: A Comparison between Auto-Regression and Neural Network Non-Parametric ModelsAbdel K.M. Baareh, Alaa F. Sheta, Khaled A. KhnaifesForecasting a time series became one of the most challenging tasks to variety of data sets. The existence of large number of parameters to be estimated and the effect of uncertainty and outliers in the measurements makes the time series modeling too complicated. Recently, Artificial Neural Network (ANN) became quite successful tool to handle time series modeling problem. This paper … …Journal of Computer Science, Vol. 2, Issue 10 · 31 Oct 2006 · 6,962 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleWeather Forecasting Using Merged Long Short-Term Memory Model (LSTM) and Autoregressive Integrated Moving Average (ARIMA) ModelAfan Galih Salman, Yaya Heryadi, Edi Abdurahman, Wayan SupartaWeather forecasting is an interesting research problem in flight navigation area. One of the important weather data in aviation is visibility. Visibility is an important factor in all phases of flight, especially when the aircraft is maneuvering on or close to the ground, i.e., during taxi-out, take-off and initial climb, approach and landing and taxi-in. The aim of these study … …Journal of Computer Science, Vol. 14, Issue 7 · 28 Jun 2018 · 11,422 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleForecasting Ozone Concentrations Using Box-Jenkins ARIMA Modeling in MalaysiaWan Rozita Wan Mahiyuddin, Nur Izzah Jamil, Zamtira Seman et al.Time series analysis and forecasting has become a major tool in many applications in air pollution and environmental management fields. Among the most effective approaches for analyzing time series data is the model introduced by Box and Jenkins. In this study, we used Box-Jenkins methodology to build Autoregressive Integrated Moving Average (ARIMA) model on the average of monthly ozone data … …American Journal of Environmental Sciences, Vol. 14, Issue 3 · 25 May 2018 · 8,943 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleA VAR Model for Forecasting Land Market Value in USALei WangForecasts of the future tendency of economic variables such as GDP, inflation rate and unemployment rate, arise many interests from business and government. Also, Modeling the land market at the national level can capture rich dynamic presenting in interdependent economies. In this paper, we studied a Vector Auto-regression (VAR) of Land Market Value and five US macroeconomic variables. We employed … …Journal of Mathematics and Statistics, Vol. 14, Issue 1 · 1 Jan 2018 · 7,639 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleForecasting Bangladesh's Inflation through Econometric ModelsNazmul IslamThis research tries to sketch the concrete steps that help carry out to use ARIMA time series models for forecasting Bangladesh’s inflation. The focus, in this paper, is short-term basis annual inflation forecasting. For this purpose, different ARIMA models are used and the candid model is proposed. Based on the diagnostic and evaluation criteria, the most accurate model is selected. … …American Journal of Economics and Business Administration, Vol. 9, Issue 3 · 8 Nov 2017 · 9,195 accessesView PDFCite
Case ReportOpen accessEvery word in the titleEvaluation of Seasonal Autoregressive Integrated Moving Average Models for River Flow ForecastingKassahun Birhanu Tadesse, Megersa Olumana Dinka, Tena Alamirew, Semu Ayalew MogesReservoir operation policies cannot be functional in instant decision making without forecasting the future reservoir inflows. For forecasting inflows into reservoirs with only hydrological data is available like Koga irrigation dam, multivariate forecasting models cannot be used to generate accurate river flow information. As a result, an evaluation of univariate Seasonal Autoregressive Integrated Moving Average (SARIMA) models was done for … …American Journal of Environmental Sciences, Vol. 13, Issue 5 · 28 Sep 2017 · 7,885 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleParameters 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 PDFCite
Research ArticleOpen accessEvery word in the titleForecasting the Spanish Stock Market Returns with Fractional and Non-Fractional ModelsGuglielmo Maria Caporale, Juncal Cunado, Luis A. Gil-AlanaProblem statement: The content of this note was to assess the forecasting accuracy of various models of the Spanish stock market returns. Approach: We use daily data on the IBEX 35 for the time period January 4th, 2001-March 28th, 2006 and employ both fractional and non-fractional models. Results: The results on the prediction errors for the out-of-sample forecasts indicate that … …American Journal of Economics and Business Administration, Vol. 3, Issue 4 · 8 Dec 2011 · 7,316 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleA Hybrid Approach based on Winter's Model and Weighted Fuzzy Time Series for Forecasting Trend and Seasonal DataSuhartono, Muhammad Hisyam LeeProblem statement: In the literature, the most studied of fuzzy time series for the purpose of forecasting is the first order fuzzy time series model. In this model, only the first lagged variable is used when constructing the first order fuzzy time series model. Therefore, such approaches fail to analyze accurately trend and seasonal time series which is an important … …Journal of Mathematics and Statistics, Vol. 7, Issue 3 · 18 Jul 2011 · 7,942 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleTime 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 PDFCite