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218 results for “Forecast”
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Research ArticleOpen accessEvery word in the titleCOMBINING LONG MEMORY AND NONLINEAR MODEL OUTPUTS FOR INFLATION FORECASTHeri Kuswanto, Irhamah, Laylia AfidahLong memory and nonlinearity have been proven as two models that are easily to be mistaken. In other words, nonlinearity is a strong candidate of spurious long memory by introducing a certain degree of fractional integration that lies in the region of long memory. Indeed, nonlinear process belongs to short memory with zero integration order. The idea of the forecast … …Journal of Mathematics and Statistics, Vol. 10, Issue 3 · 7 Jul 2014 · 6,981 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleBAYESIAN MODEL AVERAGING WITH MARKOV CHAIN MONTE CARLO FOR CALIBRATING TEMPERATURE FORECAST FROM COMBINATION OF TIME SERIES MODELSHeri Kuswanto, Mega Rahmatia SariGlobal warming is an important issue related to the climate and weather forecast. It is shown by significantly increasing the atmospheric temperature level. Hence, improving the forecast accuracy of temperature is an important issue. The forecast is commonly done by performing a deterministic forecast meaning that the system will generate a point forecast without taking into account the uncertainty induced … …Journal of Mathematics and Statistics, Vol. 9, Issue 4 · 29 Nov 2013 · 7,078 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleForecasting of Energy Consumption and Pollutant Emission for Road Transportation Policies EvaluationPunravee Kongboontiam, Rungsun UdomsriProblem statement: The energy demand in Thailand has significantly increased over last ten years, particularly in transportation sector. Road transportation contributes the highest energy consumption, 38% of the total energy in the whole country, but it consumes 60% of the total energy usage in the northern region of Thailand. Various chemical pollutants emitted from the road transportation affecting to human … …Energy Research Journal, Vol. 2, Issue 1 · 23 Jan 2012 · 7,720 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleSeasonal Time Series Data Forecasting by Using Neural Networks Multiscale Autoregressive ModelSuhartono, B. S.S. Ulama, A. J. EndhartaProblem statement: The aim of this research was to study further some latest progress of wavelet transform for time series forecasting, particularly about Neural Networks Multiscale Autoregressive (NN-MAR). Approach: There were three main issues that be considered further in this research. The first was some properties of scale and wavelet coefficients from Maximal Overlap Discrete Wavelet Transform (MODWT) decomposition, particularly … …American Journal of Applied Sciences, Vol. 7, Issue 10 · 31 Oct 2010 · 7,751 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleModeling and Forecasting Volatility of the Malaysian Stock MarketsAhmed Shamiri, Zaidi IsaProblem statement: One of the main purposes of modeling variance is forecasting, which is crucial in many areas of finance. Despite the burgeoning interest in and evaluation of volatility forecasts, a clear consensus on witch volatility model/or distribution specification to use has not yet been reached. Therefore, the out of-sample forecasting ability should be a natural model selection criterion for … …Journal of Mathematics and Statistics, Vol. 5, Issue 3 · 30 Sep 2009 · 7,900 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleForecasting the Number of Monthly Active Facebook and Twitter Worldwide Users Using ARMA ModelQasem Abu Al-Haija, Qian Mao, Kamal Al NasrIn this study, an Auto-Regressive Moving Average (ARMA) Model with optimal order has been developed to estimate and forecast the short term future numbers of the monthly active Facebook and Twitter worldwide users. In order to pickup the optimal estimation order, we analyzed the model order vs. the corresponding model error in terms of final prediction error. The simulation results … …Journal of Computer Science, Vol. 15, Issue 4 · 19 Apr 2019 · 8,599 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleForecasting Bangladesh's Inflation through Econometric ModelsNazmul IslamThis research tries to sketch the concrete steps that help carry out to use ARIMA time series models for forecasting Bangladesh’s inflation. The focus, in this paper, is short-term basis annual inflation forecasting. For this purpose, different ARIMA models are used and the candid model is proposed. Based on the diagnostic and evaluation criteria, the most accurate model is selected. … …American Journal of Economics and Business Administration, Vol. 9, Issue 3 · 8 Nov 2017 · 9,195 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleModeling and Forecasting of International Tourism Demand in ASEAN CountriesAsrin Karimi, Pouya Faroughi, Khalid Abdul RahimThis study attempts to find the best model to forecast international tourism demand using a series of key macroeconomic variables in ASEAN countries. Generally, we find that generalized Poisson regression model is the best one for estimating long-run international tourism demand. In addition, we find that inflation and real exchange rate have negative relationship with international tourism demand. On the … …American Journal of Applied Sciences, Vol. 12, Issue 7 · 8 Aug 2015 · 7,938 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleForecast and Performance of Wind TurbinesT. Ahilan, S. Arumugham, R. Suja ManimalarProblem statement: Wind energy industry is a nonprofit organization that works hands-on with local and community based wind projects, providing technical support to create an understanding of wind energy opportunities for rural economic benefit. This study provides a detailed vision of the global wind power market and the Indian wind market in particular. It also helps in analyzing and forecasting … …American Journal of Applied Sciences, Vol. 9, Issue 2 · 2 Dec 2011 · 7,909 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleDesign and Implementation of Novel Artificial Neural Network Based Stock Market Forecasting System on Field-Programmable Gate ArraysMd. Syedul Amin, Md. Mamun, Fazida Hanim Hashim et al.Problem statement: Multiagent system is very proficient and has rules well-suited for financial forecast with its neural network. In financial forecasting, the approach for rules extractions is less pertinent and involves algorithms which are complex. The unsupervised network method lacks in comprehensibility and leads to ambiguity. Approach: The application of neural network technology to real-time processing of financial market analysis … …American Journal of Applied Sciences, Vol. 8, Issue 10 · 12 Sep 2011 · 7,627 accessesView PDFCite