The objective of the study was to describe seasonality of hospitalizations for heart failure in tropical climate as it has been described in cold climates. Seasonal Auto-regressive Integrated Moving-Average model was applied to time-series data of heart failure hospitalizations between 1996 and 2004 in Niteroi (Southeastern Brazil), collected from the Brazilian National Health Service Database....

Spam has been one of the most difficult problems to be addressed since the invention of Internet. Outbound spam can reflect the information security level of an organization as most spam emails are generated by compromised computers. Understanding the trend of outbound spam can help organizations adopt proactive policies and measures toward a more informed decision on resource allocation in ter...

Despite several individual forecasting models that have been proposed in the literature, accurate forecasting is yet one of the major challenging problems facing decision makers in various fields, especially financial markets. This is the main reason that numerous researchers have been devoted to develop strategies to improve forecasting accuracy. One of the most well established and widely use...

Due to notable depletion of fuel, non-conventional energy aids the present grid for Power management across the country. Wind energy indeed has major contribution next to solar. Prediction of wind power is essential to integrate wind farms into the grid. Due to intermittency and variability of wind power, forecasting of wind behavior becomes intricate. Wind speed forecasting tools can resolve t...

This paper applies the Hodrck-Prescott (HP) filter to forecast short-term residential real estate prices under cyclical movements. We separate the trend component from the cyclical component. We show that each regional residential market reacts not only to previous price movements, but also that these regional markets react to previous shocks under Auto Regressive Integrated Moving Average (ARI...

With the increasing competition in the telecommunications industry, the operators try their best to increase telecom income via various measures, one of which is to set an amount of income as a goal to make the encouragement. Since accurate forecast of income plays an important role in income target setting, this paper builds a time series Autoregressive Integrated Moving Average Model (ARIMA) ...

We examine recursive out-of-sample forecasting of monthly postwar U.S. core inflation and log price levels. We use the autoregressive fractionally integrated moving average model with explanatory variables (ARFIMAX). Our analysis suggests a significant explanatory power of leading indicators associated with macroeconomic activity and monetary conditions for forecasting horizons up to two years....

This paper develops a general asymptotic theory for the estimation of strictly stationary and ergodic time series models. Under simple conditions that are straightforward to check, we establish the strong consistency, the rate of strong convergence and the asymptotic normality of a general class of estimators that includes LSE, MLE, and some M-type estimators. As an application, we verify the a...