Hybrid Models Combining EMD/EEMD and ARIMA for Long-Term Streamflow Forecasting

Short-term Streamflow Forecasting: ARIMA Vs Neural Networks

Streamflow forecasting is very important for water resources management and flood defence. In this paper two forecasting methods are compared: ARIMA versus a multilayer perceptron neural network. This comparison is done by forecasting a streamflow of a Mexican river. Surprising results showed that in a monthly basis, ARIMA has lower prediction errors than this Neural Network. Key-Words: Auto re...

The Comparison among ARIMA and hybrid ARIMA-GARCH Models in Forecasting the Exchange Rate of Iran

This paper attempts to compare the forecasting performance of the ARIMA model and hybrid ARMA-GARCH Models by using daily data of the Iran’s exchange rate against the U.S. Dollar (IRR/USD) for the period of 20 March 2014 to 20 June 2015. The period of 20 March 2014 to 19 April 2015 was used to build the model while remaining data were used to do out of sample forecasting and check the forecasti...

Forecasting with limited data: Combining ARIMA and diffusion models

Article history: Received 29 March 2009 Received in revised form 11 January 2010 Accepted 23 January 2010 Forecasting diffusion of new technologies is usually performed by the means of aggregate diffusion models, which tend to monopolize this area of research and practice, making the alternative approaches, like the Box-Jenkins, less favourable choices due to their lack of providing accurate lo...

Short-Term Forecasting with ARIMA Time Series Models

the comparison among arima and hybrid arima-garch models in forecasting the exchange rate of iran

this paper attempts to compare the forecasting performance of the arima model and hybrid arma-garch models by using daily data of the iran’s exchange rate against the u.s. dollar (irr/usd) for the period of 20 march 2014 to 20 june 2015. the period of 20 march 2014 to 19 april 2015 was used to build the model while remaining data were used to do out of sample forecasting and check the forecasti...