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 this paper, we investigate the continuity of linear and sublinear correspondences defined on cones in normed spaces. we also generalize some known results for sublinear correspondences.

Monitoring and controlling thermoelectric power plants (TPPs) operational parameters have become essential to ensure system reliability, especially in emergencies. Due complexity, operating control is often performed based on technical know-how simplified analytical models that can result limited observations. An alternative this task using time series forecasting methods seek generalize charac...

This paper deals with sales forecasting in retail stores of large distribution. For several years statistical methods such as ARIMA and Exponential Smoothing have been used to this aim. However the statistical methods could fail if high irregularity of sales are present, as happens in case of promotions, because they are not well suited to model the nonlinear behaviors of the sales process. In ...

Problem statement: Network traffic prediction plays a vital role in the optimal resource allocation and management in computer networks. This study introduces an ARIMA based model augmented by Adaptive Linear Prediction (ALP) for the real time prediction of VBR video traffic. The synergy of the two can successfully address the challenges in traffic prediction such as accuracy in prediction, res...

The X11-ARIMA method, or X12 method based on the latter procedure, with their various variants are the most commonly procedures used for estimating the seasonally adjusted data and the trend-cycle. Both of these procedures fail to provide estimates for the variances of the estimators that they produce. In this paper we propose a simple general method, based on linear approximation, for estimati...

With accurate visitor traffic forecasts, retail businesses can optimise their staff schedule and stock distribution for increased profits. Existing models such as Linear Regression, ARIMA and other statistical methods are being employed for traffic predictions, but the accuracy of these models leaves room for improvement. Neural Network models show promising results on similar data. Therefore, ...

Electricity price forecasting is becoming more important in everyday business of power utilities. Good forecasting models can increase effectiveness of producers and buyers playing roles in electricity market. Price is also a very important element in investment planning process. This paper presents a forecasting technique to model day-ahead spot price using well known ARIMA model to analyze an...