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163 results for “forecasting”
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Research ArticleOpen accessEvery word in the titleFORECASTING RETURNS FOR THE STOCK EXCHANGE OF THAILAND INDEX USING MULTIPLE REGRESSION BASED ON PRINCIPAL COMPONENT ANALYSISNop Sopipan, Anchalee Sattayatham, Samruam ChongcharoenThe aim of this study was to forecast the returns for the Stock Exchange of Thailand (SET) Index by adding some explanatory variables and stationary Autoregressive Moving-Average order p and q (ARMA (p, q)) in the mean equation of returns. In addition, we used Principal Component Analysis (PCA) to remove possible complications caused by multicollinearity. Afterwards, we forecast the volatility … …Journal of Mathematics and Statistics, Vol. 9, Issue 1 · 18 Mar 2013 · 7,438 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleForecasting the Stock Exchange of Thailand uses Day of the Week Effect and Markov Regime Switching GARCHP. Sattayatham, N. Sopipan, B. PremanodeProblem statement: We forecast return and volatility of the Stock Exchange of Thailand (SET) Index. Approach: In this study, we modeled the SET Index returns using mean equation with day of the week effect and autoregressive moving-average. Next we forecast the volatility of the SET Index by using the GARCH-type model and the Markov Regime Switching GARCH (MRS-GARCH) model. Results: … …American Journal of Economics and Business Administration, Vol. 4, Issue 1 · 15 Mar 2012 · 7,865 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleSeasonal ARIMA for Forecasting Air Pollution Index: A Case StudyMuhammad Hisyam Lee, Nur Haizum Abd. Rahman, Suhartono et al.Problem statement: Both developed and developing countries are the major reason that affects the world environment quality. In that case, without limit or warning, this pollution may affect human health, agricultural, forest species and ecosystems. Therefore, the aim of this study was to determine the monthly and seasonal variations of Air Pollution Index (API) at all monitoring stations in Johor. … …American Journal of Applied Sciences, Vol. 9, Issue 4 · 14 Feb 2012 · 10,326 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleFuzzy Time Series: An Application to Tourism Demand ForecastingMuhammad Hisyam Lee, Maria Elena Nor, Suhartono et al.Problem statement: Forecasting is very important in many types of organizations since predictions of future events must be incorporated into the decision-making process. In the case of tourism demand, better forecast would help directors and investors make operational, tactical and strategic decisions. Besides that, government bodies need accurate tourism demand forecasts to plan required tourism infrastructures, such as accommodation site … …American Journal of Applied Sciences, Vol. 9, Issue 1 · 24 Nov 2011 · 8,474 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleForecasting and Modelling Electricity Demand Using Anfis PredictorM. Mordjaoui, B. BoudjemaProblem statement: Load forecasting plays an important task in power system planning, operation and control. It has received an increasing attention over the years by academic researchers and practitioners. Control, security assessment, optimum planning of power production required a precise short term load forecasting. Approach: This study tries to combine neural network and fuzzy logic for next week electric load … …Journal of Mathematics and Statistics, Vol. 7, Issue 4 · 14 Sep 2011 · 7,811 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleAn Efficient Weather Forecasting System using Radial Basis Function Neural NetworkTiruvenkadam Santhanam, A. C. SubhajiniProblem statement: Accurate weather forecasting plays a vital role for planning day to day activities. Neural network has been use in numerous meteorological applications including weather forecasting. Approach: A neural network model has been developed for weather forecasting, based on various factors obtained from meteorological experts. This study evaluates the performance of Radial Basis Function (RBF) with Back Propagation (BPN) … …Journal of Computer Science, Vol. 7, Issue 7 · 28 Jun 2011 · 7,754 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleForecasting Daily Demand in Cash Supply ChainsMichael WagnerProblem statement: Previous studies focused on explaining the long run determinants of currency demand offering limited insight into the short-run determinants and co-variability of daily demand in cash supply chains. Approach: This study contrasted competing techniques of forecasting daily demand in cash supply chains in order to determine the overall performance and the potential of joint forecasting for integrated planning. … …American Journal of Economics and Business Administration, Vol. 2, Issue 4 · 28 Nov 2010 · 7,736 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleConstructing Fuzzy Time Series Model Based on Fuzzy Clustering for a ForecastingAshraf K. Abd Elaal, Hesham A. Hefny, Ashraf H. Abd ElwahabProblem statement: In this study researchers introduced a fuzzy time series model depending on fuzzy clustering to solve the problem in which the membership values are assumed as Song and Chissom model and to increase the performance of fuzzy time series model. Approach: Proposed model employed seven main procedures in time-invariant fuzzy time-series and time-variant fuzzy time series models. In … …Journal of Computer Science, Vol. 6, Issue 7 · 31 Jul 2010 · 9,748 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleForecasting and Time Series Analysis of Air Pollutants in Several Area of MalaysiaMohd Zamri Ibrahim, Roziah Zailan, Marzuki Ismail, Muhd Safiih LolaProblem statement: In keeping abreast with Malaysia’s rapid economic development and to meet the nation's aspiration for an improved quality of life, clean-air legislation limiting industrial and automobile emissions was adopted in 1978. Approach: Yet, to this day, air pollution from both sources still poses a problem for the nation. In order to predict the status of future air quality … …American Journal of Environmental Sciences, Vol. 5, Issue 5 · 31 Oct 2009 · 7,761 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleForecasting Peak Load Electricity Demand Using Statistics and Rule Based ApproachZ. Ismail, A. Yahya, K. A. MahpolProblem statement: Forecasting of electricity load demand is an essential activity and an important function in power system planning and development. It is a prerequisite to power system expansion planning as the world of electricity is dominated by substantial lead times between decision making and its implementation. The importance of demand forecasting needs to be emphasized at all level as … …American Journal of Applied Sciences, Vol. 6, Issue 8 · 31 Aug 2009 · 7,936 accessesView PDFCite