• Traditional approaches, including Box–Jenkins autoregressive integrated moving average (ARIMA) model, autoregressive and moving average with exogenous variables (ARMAX) model, seasonal autoregressive integrated moving average (SARIMA) model, exponential smoothing models [including Holt–Winters model (HW) and seasonal Holt and Winters’ linear exponential smoothing (SHW)], state space/Kalman fi...

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...

In the past few years, crude oil industry has seen so much volatility in terms of prices international market. this research paper, we explore many aspects overall and its impact on Indian economy, it is crucial to have an idea about price movements order ascertain demand supply oil. paper researchers focus Box- Jenkins approach along with normal regression model required used for forecasting s...

While some college lead e rs ’ sa laries a re climbing into the millions of dollars , the total c o m p e n s a t i o n fo r N o t r e D a m e ’s p r e s i d e n t w a s la s t r eg is te red a t ju s t $476,325. W h a t e v e r t h e s u m , in U niversity P re s id en t F a th e r Jo h n J e n k in s ’ c a se , i t ’s his r e l i g i o u s o r d e r — t h e I n d i a n a P r o v in c e of th ...

In this paper, we consider the asymptotic behavior of two Teichmüller geodesic rays determined by Jenkins-Strebel differentials, and we obtain a generalization of a theorem by the author in On behavior of pairs of Teichmüller geodesic rays, 2014 . We also consider the infimum of the asymptotic distance up to choice of base points of the rays along the geodesics. We show that the infimum is repr...

Monitoring and testing for regression of large scale systems such as the NCSA’s Blue Waters supercomputer are challenging tasks. In this paper we describe the solution we came up with to perform those tasks. Our goal was to find an automated solution for running user-level regression tests to evaluate system usability and performance. Jenkins, an automation server software, was chosen for its v...

Abstra t. This paper analyzes the ombined e e t of slip velo ity and transverse roughness on the performan e of a Jenkins model based ferro uid lubriation of a squeeze lm in urved rough annular plates. The slip model of Beavers and Joseph has been invoked to evaluate the e e t of slip velo ity. In order to nd the e e t of surfa e roughness the sto hasti averaging model of Christensen and Tonder...

In statistical field Box-Jenkins Time Series is a linear method widely used to forecasting. The linearity makes the method inadequate to forecast real time series, which could present irregular behavior. On the other hand, in artificial intelligent field FeedForward Artificial Neural Networks and Continuous Machine Learning Systems are robust handlers of data in the sense that they are able to ...

This paper examines the current growth in psychometric testing for recruitment, and the degree to which it reflects dissatisfaction with formal qualifications in the general education and/or vocational sectors, changes in skill needs, or other non-education related factors. It is a companion piece to Jenkins (2001) which reviews the evidence on levels of test use and confirms that there has bee...

High-order ARX models can be used to approximate a quite general class of linear systems in a parametric model structure, and wellestablished methods can then be used to retrieve the true plant and noise models from the ARX polynomials. However, this commonly used approach is only valid when the plant is stable or if the unstable poles are shared with the true noise model. In this contribution,...