Autoregressive – spectrally integrated moving average model

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Forecasting Inflation: Autoregressive Integrated Moving Average Model

This study compares the forecasting performance of various Autoregressive integrated moving average (ARIMA) models by using time series data. Primarily, The Box-Jenkins approach is considered here for forecasting. For empirical analysis, we used CPI as a proxy for inflation and employed quarterly data from 1970 to 2006 for Pakistan. The study classified two important models for forecasting out ...

متن کامل

Comparison of autoregressive integrated moving average (ARIMA) model and adaptive neuro-fuzzy inference system (ANFIS) model

Proper models for prediction of time series data can be an advantage in making important decisions. In this study, we tried with the comparison between one of the most useful classic models of economic evaluation, auto-regressive integrated moving average model and one of the most useful artificial intelligence models, adaptive neuro-fuzzy inference system (ANFIS), investigate modeling procedur...

متن کامل

Dierential Geometry of Autoregressive Fractionally Integrated Moving Average Models

The di erential geometry of autoregressive fractionally integrated moving average processes is developed. Properties of Toeplitz forms associated with the spectral density functions of these long memory processes are used to compute the geometric quantities. The role of these geometric quantities on the asymptotic bias of the maximum likelihood estimates of the model parameters and on the Bartl...

متن کامل

On continuous-time autoregressive fractionally integrated moving average processes

In this paper, we consider a continuous-time autoregressive fractionally integrated moving average (CARFIMA) model, which is defined as the stationary solution of a stochastic differential equation driven by a standard fractional Brownian motion. Like the discrete-time ARFIMA model, the CARFIMA model is useful for studying time series with short memory, long memory and antipersistence. We inves...

متن کامل

Application of an autoregressive integrated moving average model for predicting injury mortality in Xiamen, China

OBJECTIVE Injury is currently an increasing public health problem in China. Reducing the loss due to injuries has become a main priority of public health policies. Early warning of injury mortality based on surveillance information is essential for reducing or controlling the disease burden of injuries. We conducted this study to find the possibility of applying autoregressive integrated moving...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Technology audit and production reserves

سال: 2014

ISSN: 2312-8372,2226-3780

DOI: 10.15587/2312-8372.2014.21699