Time Series Modeling of Guinea Fowls Production in Kenya Using the ARIMA and ARFIMA Models

Some problems in the overspeci cation of ARMA and ARIMA processes using ARFIMA models

Nonstationary ARIMA processes and nearly nonstationary ARMA processes, such as autoregressive processes having a root of the AR polynomial close to the unit circle, have sample autocovariance and spectral properties that are, in practice, almost indistinguishable from those of a stationary longmemory process, such as a Fractionally Integrated ARMA (ARFIMA) process. Because of this, model misspe...

a time-series analysis of the demand for life insurance in iran

با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند

Prediction of the Type and Amount of Surface Water Pollutants using Time Series Models (ARIMA) and L-THIA Model (Case Study: Namrood Sub-Basin, Hablehrood Watershed)

     Due to the important role of non-point source pollution in water resources management, in this study time series modeling was applied to forecast water quality parameters and L-THIA model (one type of non-point source pollution models) was applied to estimate water pollutants. The purpose of this study was to compare results of L-THIA model and ARIMA models in Namrood sub-basin located in ...

Efficient Bayesian inference for natural time series using ARFIMA processes

Many geophysical quantities, such as atmospheric temperature, water levels in rivers, and wind speeds, have shown evidence of long memory (LM). LM implies that these quantities experience non-trivial temporal memory, which potentially not only enhances their predictability, but also hampers the detection of externally forced trends. Thus, it is important to reliably identify whether or not a sy...

Short-Term Forecasting with ARIMA Time Series Models