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51 results for “Autoregressive Model”
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Research ArticleOpen accessIn the abstractForecasting of Humidity of Some Selected Stations from the Northern Part of Bangladesh: An Application of SARIMA ModelMd. Moyazzem Hossain, Md. Atikur Rahman, Md. Zahirul Islam, Ajit Kumar MajumderCommunity risk from natural hazards and climate change depends largely on physical and climatic settings of an area, socio-economic condition of a community and the magnitude, duration and consecutiveness of the hazard or change itself. Impacts of climate change can be characterized by increasing temperatures, rainfall, humidity changes and climate related extreme events such as floods, cyclone, droughts, sea level … …American Journal of Environmental Sciences, Vol. 12, Issue 3 · 10 May 2016 · 8,618 accessesView PDFCite
Research ArticleOpen accessIn the abstractGeneral Linear Models in a Missing Outcome Environment of Clinical Trials Incorporating with Splines for Time-Invariant Continuous AdjustmentMinjeong Park, Dejian Lai, Xianglin L. Du et al.Missing data is a common occurrence in longitudinal studies of health care research. Although many studies have shown the potential usefulness of current missing analyses, e.g., (1) Complete Case (CC) analysis; (2) imputation methods such as Last Observation Carried Forward (LOCF), multiple imputations, Expectation-Maximization algorithm approach; and (3) methods using all available data such as linear mixed model and generalized … …Current Research in Biostatistics, Vol. 5, Issue 1 · 18 Aug 2015 · 7,401 accessesView PDFCite
Research ArticleOpen accessIn the abstractAn Investigation of Causality between Advertising and Operating Activity: Macro and Micro Evidence from JapanKosei FukudaThe relationship between advertising and operating activity is one of the topical issues in marketing and economic research. However, micro data have not been analyzed. In this paper, causality between them is empirically examined by using macro and micro data and applying four models-conventional Vector Autoregressive (VAR) model, vector error correction model, homogeneous parameter panel VAR model and heterogeneous parameter … …American Journal of Economics and Business Administration, Vol. 7, Issue 1 · 29 May 2015 · 6,469 accessesView PDFCite
Research ArticleOpen accessIn the abstractSingle-Digit Inflation Targeting and Economic GrowthRichard AyisiIn recent times, most central banks have adopted inflation-targeting monetary policy approach aimed primarily to achieve single-digit inflation. Though, the literature suggest that low level of inflation promotes economic growth, the literature is silent on the threshold inflation level needed to promote growth. Studies in developing countries that seek to estimate the threshold level of inflation that promotes economic growth … …American Journal of Economics and Business Administration, Vol. 5, Issue 1 · 4 Sep 2013 · 7,364 accessesView PDFCite
Research ArticleOpen accessIn the abstractPredicting Battery Charge Depletion in Wireless Sensor Networks Using Received Signal Strength IndicatorInacio Henrique Yano, Vitor ChavesDe Oliveira, Eric Alberto de Mello Fagotto et al.This article aims to identify an adequate mathematical model to predict battery power depletion at the nodes of a Wireless Sensor Network (WSN), by analyzing the Received Signal Strength Indicator (RSSI). Six general models were tested, the simplest Average model, Linear Regression model, Autoregressive (AR) models and Autoregressive Moving Average (ARMA) models.The selected model (AR) presented a low absolute mean … …Journal of Computer Science, Vol. 9, Issue 7 · 12 Jun 2013 · 7,239 accessesView PDFCite
Research ArticleOpen accessIn the abstractFORECASTING 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 accessIn the abstractSpatial Durbin Model to Identify Influential Factors of DiarrheaRokhana Dwi Bekti, SutiknoProblem statement: An analysis of regression modeling which influenced by the characteristics of the region is very important. That modeling is the spatial autoregressive model. One type of spatial autoregressive model is a Spatial Durbin Model (SDM), which performs a lag effect of the dependent and independent variables. This model was developed because the dependencies in the spatial relationships doesn’t … …Journal of Mathematics and Statistics, Vol. 8, Issue 3 · 13 Oct 2012 · 8,282 accessesView PDFCite
Research ArticleOpen accessIn the abstractNeural Networks Based Nonlinear Time Series Regression for Water Level Forecasting of Dungun RiverSiti Hajar Arbain, Antoni WibowoThe Department of Irrigation and Drainage (DID) Malaysia and Meteorological Malaysia Department (MMD) has been measured the flood characteristics benchmark which included water level, area inundation, peak inundation, peak discharge, volume of flow and duration of flooding. In terms of water levels, DID have introduced three categories of critical level stages namely normal, alert and danger levels. One of the … …Journal of Computer Science, Vol. 8, Issue 9 · 13 Aug 2012 · 7,792 accessesView PDFCite
Research ArticleOpen accessIn the abstractForecasting 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 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 PDFCite