24 results for “autocorrelation”

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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 of Rainfall and Temperature Interactions in Coastal CatchmentsGurudeo Anand Tularam, Mahbub IlaheeProblem statement: As a result of climate change more work is now being done on climate indices such as SOI, rainfall, temperature and so on. The research concerning rainfall and temperature variations in coastal tropical and subtropical catchments as noted by the dated references in this study shows a lack of attention. The authors examined long term data from coastal … …Journal of Mathematics and Statistics, Vol. 6, Issue 3 · 30 Sep 2010 · 15,823 accessesView PDF Cite

Research ArticleOpen accessIn the abstractModeling and Controller Design of an Electro-Hydraulic Actuator SystemM. F. Rahmat, S. Md. Rozali, N. Abdul Wahab et al.Problem statement: Electro-hydraulic actuators are widely used in motion control application. Its valve needs to be controlled to determine direction of the motion. Mathematical modeling is a description of a system in terms of equations. It can be divided into two parts; physical modeling and system identification. The objective of this study was to obtain mathematical model of an electro-hydraulic … …American Journal of Applied Sciences, Vol. 7, Issue 8 · 31 Aug 2010 · 11,183 accessesView PDF Cite

Research ArticleOpen accessIn the abstractThe Random Walk Hypothesis for the Zimbabwe Stock Exchange: January 1998-November 2006Tafirenyika Sunde, James ZivanomoyoThe main intention of this study was to investigate, using monthly data, whether prices in the Zimbabwe Stock Exchange (ZSE) follow a random-walk process as required for there to be market efficiency. The study applied the unit root tests to establish if the ZSE followed a random walk or not. If the ZSE follows a random walk it is said … …Journal of Social Sciences, Vol. 4, Issue 3 · 30 Sep 2008 · 8,085 accessesView PDF Cite