BACKGROUND Cases of hemorrhagic fever with renal syndrome (HFRS) are widely distributed in eastern Asia, especially in China, Russia, and Korea. It is proved to be a difficult task to eliminate HFRS completely because of the diverse animal reservoirs and effects of global warming. Reliable forecasting is useful for the prevention and control of HFRS. METHODS Two hybrid models, one composed of...

Seasonal patterns and of food production are linked with each other, which contributes to have a significant impact on the economy country. Seasons other. Because this, it is utmost importance establish projections about that sensitive variations in climate, will ultimately result satisfied customers successful production. vital trustworthy techniques dairy forecasting order prevent shortage an...

Overnight forecasting is a crucial challenge for revenue managers because of the uncertainty associated between demand and supply. However, there limited research that focuses on predicting daily hotel demand. Hence, this paper evaluates various models’ traditional time series performances at multiple horizons. The models include seasonal naïve, Holt–Winters (HW) triple exponential smoothing, a...

We reveal that in the estimation of univariate GARCH or multivariate generalized orthogonal GARCH (GO-GARCH) models, maximizing the likelihood is equivalent to making the standardized residuals as independent as possible. Based on that, we propose three factor GARCH models in the framework of GO-GARCH: independent-factor GARCH exploits factors that are statistically as independent as possible; ...

BACKGROUND Accurate forecasting of hospital outpatient visits is beneficial for the reasonable planning and allocation of healthcare resource to meet the medical demands. In terms of the multiple attributes of daily outpatient visits, such as randomness, cyclicity and trend, time series methods, ARIMA, can be a good choice for outpatient visits forecasting. On the other hand, the hospital outpa...

4 GARCH Models 7 4.1 Basic GARCH Specifications . . . . . . . . . . . . . . . . . . . 8 4.2 Diagnostic Checking . . . . . . . . . . . . . . . . . . . . . . . 11 4.3 Regressors in the Variance Equation . . . . . . . . . . . . . . . 12 4.4 The GARCH–M Model . . . . . . . . . . . . . . . . . . . . . . 12 4.5 The Threshold GARCH (TARCH) Model . . . . . . . . . . . . 12 4.6 The Exponential GARCH (EG...

Tingkat inflasi nasional merupakan salah satu indikator yang penting dalam menganalisis pertumubuhan perekonomian suatu negara. tidak dikelola dengan baik dapat menyebabkan negara mengalami kemunduran. Pada data tingkat digunakan model ARIMA (Autoregressive Integrated Moving Average) dan terdeteksi terdapat adanya heteroskedastisitas, sehingga time series ARCH-GARCH Conditional Heteroskedastici...

Economic growth has a direct link with the volume of cargo at port terminals. To encourage growth, investment decisions on infrastructure are required that can be performed by development econometric models. We compare three time-series models and one machine-learning model to estimate forecast volume. apply an ARIMA+GARCH+Bootstrap, multiplicative Holt-Winters, support vector regression model,...