2 1 1 =0 | | d t t t p p q q d d k k t () () ()(1) () = () (0) () () (1) (1) = () ())(+ 1) () () 0 5 1. Fractionally integrated timeseries and ARFIMA modelling 1 This presentation of ARFIMA modelling draws heavily from Baum and Wiggins (2000). The model of an autoregressive fractionally integrated moving average process of a timeseries of order , denoted by ARFIMA , with mean , may be written u...

rainfall spatial analysis methods are very helpful since there are not enough rainfall gauge stations and watersheds are scattered in large extent. there are many different methods for estimating average precipitation such as; arithmetic method and thiessen polygon. however, the arrangement and location of data and their correlations are not considered by classic methods. thus, geostatistical t...

This paper proposes a new medium/long term investment strategy for stock markets based on a combination of Simple Moving Averages Crossover (SMAC) and Moving Average Derivate (MAD). This strategy is compared with the Buy and Hold, with the Moving Averages Crossover, and with the Moving Average Derivate strategy. The experiments show that the combination of SMAC and MAD outperforms the results o...

The problem faced by TIO ACCU is the difficulty of providing stock according to consumer needed, it caused every month has difference sale product. purpose this research create a battery sales prediction system using Moving Average method. algorithm used for past data doesn’t seasonal trends or elements. This method applied predict number in future periods. results from 5 periods and validity t...