The most well-known models of long-range dependent processes are fractional Gaussian noise [7] (thus secondorder self-similarity) and fractional ARIMA [3, 4]. Each of these models has a corresponding long-range dependence parameter. Since the value of the parameter indicates the intensity of this dependence structure, it is important to have a better tool to estimate it. Such an estimator shoul...

This paper works on the agricultural drought forecasting in the Guanzhong Plain of China using Autoregressive Integrated Moving Average (ARIMA) models based on the time series of drought monitoring results of Vegetation Temperature Condition Index (VTCI). About 90 VTCI images derived from Advanced Very High Resolution Radiometer (AVHRR) data were selected to develop the ARIMA models from the er...

The goal of this research is to predict total stock market index of Tehran Stock Exchange, using the compound method of ARIMA and neural network in order for the active participations of finance market as well as macro decision makers to be able to predict trend of the market. First, the series of price index was decomposed by wavelet transform, then the smooth's series  predicted by using...

Kalman filters and ARIMA models provide optimum control and evaluation techniques (in a minimum squared error sense) for clocks and precision oscillators. Typically, before the models can be used, an analyeie of data provides estimates of the model parameters (e.g., the phi's and theta's for an ARIMA model). These model parameters are often evaluated in a batch mode on a computer after a large ...

Abstract As one of the main rock-breaking tools on cutterhead shield machine, disc cutter often fails due to abnormal wear, which in turn affects tunneling efficiency order find and replace failed time, a means effectively detect wear state method diagnose failure are required.In this paper, diagnosis combining measurement ARIMA prediction is proposed, theoretical model change law under three c...

The Singular Spectrum Analysis (SSA)-Autoregressive Integrated Moving Average (ARIMA) hybrid method is a good combination of forecasting methods to improve accuracy and suitable for economic data that tends have trend seasonal patterns, one which inflation data. purpose this study obtain the results East Kalimantan Province in 2021 using SSA-ARIMA model. SSA-ARIMA(1,1,1) model overall experienc...

A method of combining three analytic techniques including regression rule induction, the k-nearest neighbors method and time series forecasting by means of the ARIMA methodology is presented. A decrease in the forecasting error while solving problems that concern natural hazards and machinery monitoring in coal mines was the main objective of the combined application of these techniques. The M5...

OBJECTIVES To investigate the impact of Australia's plain tobacco packaging policy on two stated purposes of the legislation--increasing the impact of health warnings and decreasing the promotional appeal of packaging--among adult smokers. DESIGN Serial cross-sectional study with weekly telephone surveys (April 2006-May 2013). Interrupted time-series analyses using ARIMA modelling and linear ...