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106 articles for “Time Series Analysis”
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Research ArticleOpen accessIn the abstractTrends and Multifractal Analyses of Precipitation Data from Shandong Peninsula, ChinaMeng Gao, Xiyong HouProblem statement: Water shortage is a very serious problem in Shandong Peninsula, which is one of the most rapidly developed zone in China. As the major source of water supply is in this area, precipitation is crucial to sustainable development in Shandong Peninsula. The purpose of the present study is to investigate the trend and characteristics of precipitation during the … …American Journal of Environmental Sciences, Vol. 8, Issue 3 · 23 May 2012 · 7,160 accessesView PDFCite
Research ArticleOpen accessIn the abstractSeasonal 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 accessIn the abstractSpecification of Dynamic Time Series Model with Volatile-Outlier Input SeriesT. A. Lasisi, D.K. Shangodoyin, O. O. Sangodoyin et al.Problem statement: This study considers the precision of the output series generated from aberrant input series in the context of the distribution of the dynamic estimate and also investigate relative merit of analyzing residuals with outliers for a volatility input dynamic model. Approach: The study developed a methodology for checking volatility at every time point and evaluates the influence of … …American Journal of Applied Sciences, Vol. 8, Issue 11 · 1 Oct 2011 · 7,102 accessesView PDFCite
Research ArticleOpen accessIn the abstractEconomic, Social and Political Scenarios of Mexico in the Next Two DecadesJosè G. Vargas-Hernàndez, Mohammad Reza NoruziProblem statement: This research proposal aims to analyze the economic, social and political foreseeable scenarios of Mexico by the year 2030. Approach: Starting from the analyzes of the recent economic, social and political developments, to searching the trends in specific economic issues such as international commerce, energy, employment, environmental constraints; social trends such as demographic transition, fertility, population growth, aging, … …Journal of Social Sciences, Vol. 5, Issue 4 · 31 Dec 2009 · 7,650 accessesView PDFCite
Research ArticleOpen accessIn the abstractThe Numerical Computation of Rational Structures and Asymptotic Standard Deviations in Causal Time Series DataConcepción González-Concepción, María Candelaria Gil-Fariña, Celina Pestano-GabinoProblem statement: The specific properties of data series are of primary importance in several sciences. In the field of time series analysis, several researchers have considered the rational approximation theory, particularly the Padé Approximation and Orthogonal Polynomials. Approach: In this study, an approach for the statistical significance of two numerical methods, the r-s and q-d algorithm, was proposed which made … …Journal of Mathematics and Statistics, Vol. 5, Issue 3 · 30 Sep 2009 · 7,049 accessesView PDFCite
Research ArticleOpen accessIn the abstractInvestigation of Vegetation Dynamics using Long-Term Normalized Difference Vegetation Index Time-SeriesTamara Bellone, Piero Boccardo, Francesca PerezProblem statement: The Normalized Difference Vegetation Index (NDVI) is the most extensively used satellite-derived index of vegetation health and density. Since climate is one of the most important factors affecting vegetation condition, satellite-derived vegetation indexes have been often used to evaluate climatic and environmental changes at regional and global scale. The proposed study attempted to investigate the temporal vegetation dynamics … …American Journal of Environmental Sciences, Vol. 5, Issue 4 · 31 Aug 2009 · 7,404 accessesView PDFCite
Research ArticleOpen accessIn the abstractStochastic Behavior of Redundant Complex System with Two Types of FailureG. S. Mokaddis, M. Salah EL-Sherbeny, Entesar Al-EsayehProblem statement: This study presented the reliability and Mean Time To System Failure (MTTF) analysis of a two-state complex with repairable system, consisting of two sub-systems A and B arranged in series, incorporating the concept of hardware and human failures. The failure times of operating units and repair time of failed units were exponential distributed. Approach: Markov-renewal processes and properties … …Journal of Mathematics and Statistics, Vol. 5, Issue 2 · 30 Jun 2009 · 7,100 accessesView PDFCite
Research ArticleOpen accessIn the abstractModeling, Simulation and Group Control of Distributed Static Series CompensatorsPoria Fajri, Saeed Afsharnia, Daryoush Nazarpour, Mohammad Ali TavallaeiThis study investigates the new concept of Distributed Static Series Compensator (DSSC); a small, light weight cylinder that clamps directly onto the transmission line conductor and has the ability to alter the impedance of the power lines in order to increase power transfer capability and maximize economic value of the transmission system. A graphic-based simulation model of the DSSC is … …American Journal of Engineering and Applied Sciences, Vol. 1, Issue 4 · 19 Dec 2008 · 7,658 accessesView PDFCite
Research ArticleOpen accessIn the abstractMultivariate Modelling of the Canary Islands Banana Output. The Role of Farmer Income ExpectationConcepción González Concepción, María Candelaria Gil-Fariña, Celina Pestano-GabinoThe EU is the world‘s largest importer of bananas and the only major managed market in the international banana trade. Spain is the main banana producer within the European Union (EU), followed by France and Portugal. In all these countries the fruit is grown in overseas islands situated in tropical or sub-tropical areas and bananas are a pillar of the … …Journal of Social Sciences, Vol. 4, Issue 2 · 30 Jun 2008 · 7,766 accessesView PDFCite
Research ArticleOpen accessIn the abstractVolatility in Malaysian Stock Market: An Empirical Study Using Fractionally Integrated ApproachChin Wen CheongThis study explores the fractionally integrated (FI) time series analysis in Malaysian stock market. Four proxies of latent volatility, namely the absolute return, squared return and range-based (Parkinson and Garman and Klass) volatilities are selected for the empirical studies. In addition, the well-known FI autoregressive conditional variance (ARCH) type model is also taken into account for comparison purposes. Our empirical … …American Journal of Applied Sciences, Vol. 5, Issue 6 · 30 Jun 2008 · 6,706 accessesView PDFCite