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51 results for “Autoregressive Model”
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Research ArticleOpen accessIn the abstractSales Forecasting Models: Comparison between ARIMA, LSTM and ProphetDmitry BrykinSales forecasting is crucial for business planning and resource allocation. Data-driven approaches have become popular in this field. This study compares the performance of three forecasting models: Autoregressive Integrated Moving Average (ARIMA), Long Short-Term Memory (LSTM) and Prophet within the context of specific sales categories derived from acquiring data provided by a bank. This study uses a time series dataset … …Journal of Computer Science, Vol. 20, Issue 10 · 1 Aug 2024 · 7,981 accessesView PDFCite
Research ArticleOpen accessIn the abstractWest African Emerging Economies: Comparative Insights on Ghana’s and Nigeria’s Stock Market DevelopmentFisayo Fagbemi, John Oluwasegun AjibikeThe study examines the long-run and causal relationship between stock market development and West African emerging economies in a comparative context of Ghana and Nigeria. Based on Autoregressive Distributed Lag (ARDL) bounds test approach, the findings support the evidence of long-run cointegration between stock market development and economic growth in Ghana, whereas further evidence reveals an insignificant positive long-run impact … …American Journal of Economics and Business Administration, Vol. 14, Issue 1 · 2 Dec 2022 · 6,548 accessesView PDFCite
Review ArticleOpen accessIn the abstractThe use of Principal Component Regression and Time Series Analysis to Predict Nitrous Oxide Emissions in GhanaBenjamin Odoi, Lewis Brew, Christopher AttafuahThe disturbing pace of emanation of Nitrous Oxide (N2O) into the atmosphere and its calamitous impact on the environment, as monitored by many governmental agencies and researchers has become a wellspring of worry for many nations and therefore needs due attention. The study deployed nitrous oxide emissions from the three sectors to the total nitrous oxide emissions in Ghana over … …Energy Research Journal, Vol. 12, Issue 1 · 6 Jan 2021 · 8,597 accessesView PDFCite
Research ArticleOpen accessIn the abstractPoisson Quasi-Maximum Likelihood Estimator-based CUSUM Test for Integer-Valued Time SeriesSangyeol LeeThis study considers the parameter change test for integer-valued time series models based on the Poisson quasi-maximum likelihood estimates. As a change point test, we consider the score vector-based CUSUM test and show that its limiting null distribution takes the form of a function of Brownian bridges. Moreover, the residual-based CUSUM tests are considered as alternatives. For evaluation, we conduct … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 1 Oct 2019 · 7,650 accessesView PDFCite
Research ArticleOpen accessIn the abstractRandom Forest Based Feature Selection of Macroeconomic Variables for Stock Market PredictionIsaac Kofi Nti, Adebayo Felix Adekoya, Benjamin Asubam WeyoriA firm’s equity price on the stock-market is reported to be closely related to the Macroeconomic Variable (MVs) of the country in which the firm trades. For this reason, researchers, market traders, financial analysts and forecasters to examine the association between MVs and stock-price have carried out numerous studies, using time-series statistical analysis methods like Autoregressive Integrated Moving Average (ARIMA), … …American Journal of Applied Sciences, Vol. 16, Issue 7 · 31 Jul 2019 · 10,234 accessesView PDFCite
Research ArticleOpen accessIn the abstractSubset ARMA Model Identification for Monthly Electricity Consumption DataAmaal El Sayed Abd El Ghany MubarakSubset models can always be highly influential in series analysis, particularly when the data demonstrate a sort of form in periodic behavior with miscellaneous natural period's ranges, specifically; days, weeks, months and years. Subset models can also be effective as they let the number of parameters lower allowing only the really needed ones to be present in the model. Though … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 8 Mar 2019 · 7,140 accessesView PDFCite
Research ArticleOpen accessIn the abstractForecasting 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 accessIn the abstractImpact of Financial and Trade Openness on Financial Development in Emerging Market Economies: The Case of TurkeyEsin CakanThe study aims to examine whether the intensity of financial openness, trade openness and foreign direct investment promoted financial development in Turkey for the period 1974–2014. Three financial development indicators are used constructing the data from the World Development Indicators. Autoregressive Distributed Lag Model (ARDL) and the bounds tests are employed to show the long run relationship among variables. The … …American Journal of Economics and Business Administration, Vol. 9, Issue 4 · 30 Mar 2018 · 8,193 accessesView PDFCite
Research ArticleOpen accessIn the abstractPrediction of Grain Products in TurkeyÖzlem Akay, Gökmen Bozkurt, Güzin YükselMarketing of agricultural products starts with the planning of production on the farm and ends with the sale of food or other goods to manufacturers or consumers. Overall, marketing is a main part of successful agriculture but its significance is usually underestimated, particularly in developing countries. In Turkey, annual variations in grain production are reasonable and result primarily from changes … …Journal of Mathematics and Statistics, Vol. 13, Issue 3 · 10 Jul 2017 · 7,322 accessesView PDFCite
Research ArticleOpen accessIn the abstractModelling the Error Term of Australia Gross Domestic ProductAyodele Abraham Agboluaje, Suzilah Ismail, Chee Yin YipThe main aim of this study is to model the Gross Domestic Product (GDP) with the new Combine White Noise (CWN) Model and compare the results with the Vector Autoregressive (VAR) Model and Exponential Generalized Autoregressive Conditional Heteroscedasticity (EGARCH) Model which are the existing models. The CWN model estimation yields best results with least information criteria and high log likelihood … …Journal of Mathematics and Statistics, Vol. 12, Issue 4 · 2 Nov 2016 · 6,930 accessesView PDFCite