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133 articles for “Forecasting Model”
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Research ArticleOpen accessIn the keywordsMultilevel Mixed Analysis and Mapping on Divorce Problem in UAEFaisal G. KhamisDespite the wealth of research investigating the divorce problem in the developed countries, few and inconsistent studies investigated this problem at emirate-level in developing countries, such as United Arab Emirates (UAE). The Questions are raised whether divorce is changed over time and whether clustering in divorce exists within emirates in UAE. The objectives are to investigate the change in divorce … …Journal of Mathematics and Statistics, Vol. 12, Issue 4 · 31 Oct 2016 · 7,302 accessesView PDFCite
Research ArticleOpen accessIn the keywordsJute Production in Bangladesh: A Time Series AnalysisMd. Moyazzem Hossain, Faruq AbdullaJute is called the Golden Fiber of Bangladesh. Bangladesh is currently the second largest producer of jute fiber. Bangladesh falls behind its other competitors in applying recent technological advancements. In terms of world export of jute fiber, Bangladesh’s share is more than 70%, which makes Bangladesh the largest exporter of jute fiber in the world. The global demand for jute … …Journal of Mathematics and Statistics, Vol. 11, Issue 3 · 6 Dec 2015 · 10,398 accessesView PDFCite
Research ArticleOpen accessIn the keywordsAn Evolving Autoregressive Predictor for Time Series ForecastingDe Z. Li, Wilson Wang, Fathy IsmailAutoregressive (AR) model is a common predictor that has been extensively used for time series forecasting. Many training methods can used to update AR model parameters, for instance, least square estimate and maximum likelihood estimate; however, both techniques are sensitive to noisy samples and outliers. To deal with the problems, an evolving AR predictor, EAR, is developed in this study … …American Journal of Engineering and Applied Sciences, Vol. 8, Issue 1 · 8 Apr 2015 · 6,972 accessesView PDFCite
Research ArticleOpen accessIn the keywordsFUZZY MODEL OPTIMIZATION FOR TIME SERIES DATA USING A TRANSLATION IN THE EXTENT OF MEAN ERRORNurhayadi, Subanar, Abdurakhman, Agus Maman AbadiRecently, many researchers in the field of writing about the prediction of stock price forecasting, electricity load demand and academic enrollment using fuzzy methods. However, in general, modeling does not consider the model position to actual data yet where it means that error is not been handled optimally. The error that is not managed well can reduce the accuracy of … …Journal of Mathematics and Statistics, Vol. 10, Issue 2 · 2 Jun 2014 · 6,738 accessesView PDFCite
Research ArticleOpen accessIn the keywordsFORECASTING 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 · 7,441 accessesView PDFCite
Research ArticleOpen accessIn the keywordsForecasting 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 · 7,868 accessesView PDFCite
Research ArticleOpen accessIn the keywordsSeasonal 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 · 10,332 accessesView PDFCite
Research ArticleOpen accessIn the keywordsFuzzy 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 · 8,478 accessesView PDFCite
Research ArticleOpen accessIn the keywordsForecasting 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 · 7,743 accessesView PDFCite
Research ArticleOpen accessIn the keywordsTime 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 · 8,817 accessesView PDFCite