نتایج جستجو برای: الگوی arima
تعداد نتایج: 47446 فیلتر نتایج به سال:
This work aims to treat the parameter estimation problem for fractional-integrated autoregressive moving average (F-ARIMA) processes under external noise. Unlike the conventional approaches from the perspective of the time domain, a maximum likelihood (ML) method is developed in the frequency domain since the power spectrum of an F-ARIMA process is in a very explicit and more simple form. Howev...
This manuscript deals with the similarity querying problems for cases where data loss exists. Limitations in traditional methodologies for querying incomplete data in database, data mining and information retrieval research has urged to shift into development of different new innovative models. This Investigation is done based on a model developed based on ARIMA constructional model to check th...
For the fractional ARIMA model, we demonstrate that wrong model speciication might lead to serious problems of inference in nite samples. We assess the performance of various model selection criteria when the true model is fractionally integrated and the alternatives of interest are ARMA and fractional ARIMA models. The likelihood of successful identiication increases substantially with rising ...
BACKGROUND The infection rate of syphilis in China has increased dramatically in recent decades, becoming a serious public health concern. Early prediction of syphilis is therefore of great importance for heath planning and management. METHODS In this paper, we analyzed surveillance time series data for primary, secondary, tertiary, congenital and latent syphilis in mainland China from 2005 t...
BACKGROUND Hepatitis is a serious public health problem with increasing cases and property damage in Heng County. It is necessary to develop a model to predict the hepatitis epidemic that could be useful for preventing this disease. METHODS The autoregressive integrated moving average (ARIMA) model and the generalized regression neural network (GRNN) model were used to fit the incidence data ...
مقایسه عملکرد مدلهای رگرسیونی ARIMA وشبکه عصبی باالگوریتم ژنتیک (GMDH) درپیش بینی قیمت نفت خام ایران
این پژوهش باهدف معرفی یک الگوی مناسب جهت پیش بینی قیمت نفت خام سنگین ایران صورت پذیرفته است. داده های مورداستفاده دراین پژوهش به صورت هفتگی وشامل بازه ی زمانی هفته سوم 4/2002 الی هفته چهارم 7/2011 که مشتمل بر485مشاهده بوده که جهت مجزاسازی پیش بینی های داخل نمونه ای وخارج ازنمونه استفاده شده است. همچنین الگوهای مورداستفاده دراین پژوهش عبارتنداز:یک مدل شبکه عصبی مصنوعی مبتنی برالگوریتم ژنتیک (GM...
Both theoretical and empirical findings have suggested that combining different models can be an effective way to improve the predictive performance of each individual model. It is especially occurred when the models in the ensemble are quite different. Hybrid techniques that decompose a time series into its linear and nonlinear components are one of the most important kinds of the hybrid model...
یکی از مسائل مهم هنگام بودجه ریزی، دسترسی به درآمدهای قابل تحقق است که این موضوع مستلزم پیش بینی های دقیق از انواع درآمدها در آینده می باشد. یکی از منابع درآمدی پر اهمیت دولت مالیات بوده که در این مقاله، پیش بینی مالیات بر ارزش افزوده ناشی از مصرف بنزین مدنظر قرار گرفته است. هدف اصلی، دستیابی به روشی کارا جهت پیش بینی مصرف بنزین و مالیات بر ارزش افزوده ناشی از آن در ایران می باشد. در این مقاله،...
The present study aims at developing a forecasting model to predict the next year’s air pollution concentrations in the atmosphere of Iran. In this regard, it proposes the use of ARIMA, SVR, and TSVR, as well as hybrid ARIMA-SVR and ARIMA-TSVR models, which combined the autoregressive part of the autoregressive integrated moving average (ARIMA) model with the support vector regression technique...
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