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8 results for “Box-Jenkins Method”
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Research ArticleOpen accessIn the keywordsForecasting 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 · 8,389 accessesView PDFCite
Research ArticleOpen accessIn the keywordsMODEL BUILDING FOR AUTOCORRELATED PROCESS CONTROL: AN INDUSTRIAL EXPERIENCEM. A. Djauhari, S. L. Lee, Z. IsmailWe show that many time series data are governed by Geometric Brownian Motion (GBM) law. This motivates us to propose a procedure of time series model building for autocorrelated process control that might consist of two steps. First, we test whether the process data are governed by GBM law. If it is affirmative, the appropriate model is directly given by … …American Journal of Applied Sciences, Vol. 11, Issue 6 · 29 Mar 2014 · 6,628 accessesView PDFCite
Research ArticleOpen accessIn the abstractForecasting Ozone Concentrations Using Box-Jenkins ARIMA Modeling in MalaysiaWan Rozita Wan Mahiyuddin, Nur Izzah Jamil, Zamtira Seman et al.Time series analysis and forecasting has become a major tool in many applications in air pollution and environmental management fields. Among the most effective approaches for analyzing time series data is the model introduced by Box and Jenkins. In this study, we used Box-Jenkins methodology to build Autoregressive Integrated Moving Average (ARIMA) model on the average of monthly ozone data … …American Journal of Environmental Sciences, Vol. 14, Issue 3 · 25 May 2018 · 8,946 accessesView PDFCite
Research ArticleOpen accessIn the abstractPrediction of Grain Products in TurkeyÖzlem Akay, Gökmen Bozkurt, Güzin YükselMarketing of agricultural products starts with the planning of production on the farm and ends with the sale of food or other goods to manufacturers or consumers. Overall, marketing is a main part of successful agriculture but its significance is usually underestimated, particularly in developing countries. In Turkey, annual variations in grain production are reasonable and result primarily from changes … …Journal of Mathematics and Statistics, Vol. 13, Issue 3 · 10 Jul 2017 · 7,325 accessesView PDFCite
Research ArticleOpen accessIn the abstractForecasting of Humidity of Some Selected Stations from the Northern Part of Bangladesh: An Application of SARIMA ModelMd. Moyazzem Hossain, Md. Atikur Rahman, Md. Zahirul Islam, Ajit Kumar MajumderCommunity risk from natural hazards and climate change depends largely on physical and climatic settings of an area, socio-economic condition of a community and the magnitude, duration and consecutiveness of the hazard or change itself. Impacts of climate change can be characterized by increasing temperatures, rainfall, humidity changes and climate related extreme events such as floods, cyclone, droughts, sea level … …American Journal of Environmental Sciences, Vol. 12, Issue 3 · 10 May 2016 · 8,619 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 · 8,478 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 · 8,817 accessesView PDFCite
Research ArticleOpen accessIn the abstractForecasting Peak Load Electricity Demand Using Statistics and Rule Based ApproachZ. Ismail, A. Yahya, K. A. MahpolProblem statement: Forecasting of electricity load demand is an essential activity and an important function in power system planning and development. It is a prerequisite to power system expansion planning as the world of electricity is dominated by substantial lead times between decision making and its implementation. The importance of demand forecasting needs to be emphasized at all level as … …American Journal of Applied Sciences, Vol. 6, Issue 8 · 31 Aug 2009 · 7,943 accessesView PDFCite