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106 articles for “time series analysis”
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Research ArticleOpen accessIn the abstractStock Market Development and Economic GrowthAthanasios Vazakidis, Antonios AdamopoulosProblem statement: This study investigated the causal relationship between stock market development and economic growth for France for the period 1965-2007 using a Vector Error Correction Model (VECM). Questions were raised whether stock market development causes economic growth or reversely taking into account the negative effect of interest rate. Stock market development is estimated by the general stock market index. … …American Journal of Applied Sciences, Vol. 6, Issue 11 · 30 Nov 2009 · 8,364 accessesView PDFCite
Research ArticleOpen accessIn the abstractTrade-GDP Nexus in Iran: An Application of the Autoregressive Distributed Lag (ARDL) ModelMosayeb Pahlavani, Ed Wilson, Andrew C. WorthingtonThis study employed annual time series data (1960-2003) and unit root tests with multiple breaks to determine the most likely times of structural breaks in major factors impacting on the trade-GDP nexus in Iran We found, inter alia, that the endogenously determined structural breaks coincided with important events in the Iranian economy, including the 1979 Islamic revolution and the outbreak … …American Journal of Applied Sciences, Vol. 2, Issue 7 · 31 Jul 2005 · 8,523 accessesView PDFCite
Research ArticleOpen accessIn the abstractWind Speed Simulation Using WaveletsA. H. Siddiqi, S. Khan, S. RehmanMost of the renewable energy sources have direct or indirect link with the sun. Wind is also a form of solar energy. It is initiated by uneven heating of the atmospheric air by the sun, affected from the topography and surface roughness of the earth's surface and rotation of the earth. The earth's terrain, water surfaces and vegetation cover modifies … …American Journal of Applied Sciences, Vol. 2, Issue 2 · 28 Feb 2005 · 7,553 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordStock Return, Growth and Inflation in India: Analysis of Stochastic Seasonality, Impulse Response and Multivariate GARCHPanchanan DasThis study analyses the empirical interdependence among asset returns, industrial growth and inflation after controlling for interest rate by considering stochastic seasonality and conditional volatility with monthly time series in India. The HEGY unit root test suggests that industrial growth and inflation experience only stochastic trend and no persistent stochastic behaviour at any other seasonal frequencies, while stock return follows … …American Journal of Applied Sciences, Vol. 18, Issue 1 · 3 May 2021 · 7,348 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordAnalysis of Artificial Neural Network Point Forecasting Models and Prediction Intervals for Solar Irradiance EstimationAntônio Fabrício Guimarães de Sousa, Helaine Cristina Moraes Furtado, Wilson Negrão Macêdo, Anderson Alvarenga de Moura MenesesAn accurate knowledge on solar irradiance prediction is particularly required for proper development and planning of Photovoltaic (PV) energy systems. The main purpose of the present research is to assess the accuracy of Artificial Neural Networks (ANN) short-term forecast of univariate solar irradiance time series, with conventional point prediction and Prediction Intervals (PIs), comparing models. The Lower Upper Bound Estimation … …American Journal of Engineering and Applied Sciences, Vol. 13, Issue 3 · 17 Jul 2020 · 7,443 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordMultilevel 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 accessAll words, across the recordApproximate Series Solution of Nonlinear, Fractional Klein-Gordon Equations Using Fractional Reduced Differential Transform MethodEman Abuteen, Asad Freihat, Mohammed Al-Smadi et al.This analysis proposes an analytical-numerical approach for providing solutions of a class of nonlinear fractional Klein-Gordon equation subjected to appropriate initial conditions in Caputo sense by using the Fractional Reduced Differential Transform Method (FRDTM). This technique provides the solutions very accurately and efficiently in convergent series formula with easily computable coefficients. The behavior of the approximate series solution for different … …Journal of Mathematics and Statistics, Vol. 12, Issue 1 · 26 Mar 2016 · 7,907 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordFUZZY 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 accessAll words, across the recordVoltage Stability of Medium Transmission Line Equipped with a Thyristor Controlled Series CapacitorPrechanon KumkratugProblem statement: Power-Voltage curve provides very important information for voltage stability analysis. The exact medium transmission line model consists of the resistance and the reactance. The resistance causes in the active line loss. It is not an easy task to achieve the power-voltage curve characteristics of power system with the exact medium line model equipped with a. Thyristor Controlled Series … …American Journal of Applied Sciences, Vol. 9, Issue 10 · 16 Aug 2012 · 7,026 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordVoltage Stability of Long Transmission Line Equipped with a Thyristor Controlled Series CapacitorPrechanon KumkratugProblem statement: Power-Voltage curve provides very important information for voltage stability analysis. The exact long transmission line model consists of the resistance and the reactance. The resistance causes in the active line loss. It is not easy task to achieve the power-voltage curve characteristics of power system with the exact long line model equipeed with a Thyristor Controlled Series Capacitor … …American Journal of Applied Sciences, Vol. 9, Issue 9 · 6 Aug 2012 · 6,974 accessesView PDFCite