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48 results for “Moving Average Model”
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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 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 abstractPerformance Evaluation of Wireless Sensor Network Channel in Agricultural ApplicationNaseer Sabri, S. A. Aljunid, R. B. Ahmad et al.Problem statement: In this study, the behavior of small scale fading channel due to a moving sink node of a Wireless Sensor Network (WSN) or moving of surrounding objects is presented. Approach: Specifically, this research introduces the effects of multipath and scattering on the transmitted signal due to mobile sink node within forest or closed field filled of reflectors and … …American Journal of Applied Sciences, Vol. 9, Issue 1 · 24 Nov 2011 · 7,096 accessesView PDFCite
Research ArticleOpen accessIn the abstractFuzzy 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 accessIn the abstractLatent Dirichlet Allocation Model for Raga Identification of Carnatic MusicRajeswari Sridhar, Manasa Subramanian, B. M. Lavanya et al.Problem statement: In this study the Raga of South Indian Carnatic music is determined by constructing a model. Raga is a pre-determined arrangement of notes, which is characterized by an Arohana and Avarohana, which is the ascending and descending arrangement of notes and Raga lakshana. Approach: In this study a Latent Dirichlet Allocation (LDA) model is constructed to identify the … …Journal of Computer Science, Vol. 7, Issue 11 · 30 Aug 2011 · 7,734 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
Research ArticleOpen accessIn the abstractArtificial Intelligence Based Three-Phase Unified Power Quality ConditionerMoleykutty GeorgePower quality is an important measure of the performance of an electrical power system. This paper discusses the topology, control strategies using artificial intelligent based controllers and the performance of a unified power quality conditioner for power quality improvement. UPQC is an integration of shunt and series compensation to limit the harmonic contamination within 5 %, the limit imposed by … …Journal of Computer Science, Vol. 3, Issue 7 · 31 Jul 2007 · 6,911 accessesView PDFCite
Research ArticleOpen accessIn the abstractForecasting Foreign Direct Investment Inflow in Jordan: Univariate ARIMA ModelAl-Abdulrazag Bashier, Bataineh TalalThe present study is an attempt to build a Univariate time series model to forecast the FDI inflows into Jordan over the coming period 2004-2025. The study employs Box-Jenkins methodology of building ARIMA (Autoregressive Integrated Moving Average) model to achieve the goals of the study. An annual sample time series data for the FDI in Jordan was utilized over the … …Journal of Social Sciences, Vol. 3, Issue 1 · 31 Mar 2007 · 8,385 accessesView PDFCite
Research ArticleOpen accessIn the abstractGenetic Algorithms Connected Simulation with Smoothing Function for Searching Rule CurvesAnongrit Kangrang, Chavalit ChaleeraktrakoonRule curves are fundamental guidelines for operating a reservoir system. The objective of this paper is to find a suitable objective function and to propose a smoothing function constraint for searching the optimal rule curves by using genetic algorithms connected simulation model. The results show that an average water shortage is the optimal objective function for searching the optimal rule … …American Journal of Applied Sciences, Vol. 4, Issue 2 · 28 Feb 2007 · 7,482 accessesView PDFCite