نتایج جستجو برای: الگوی arima
تعداد نتایج: 47446 فیلتر نتایج به سال:
پیشبینی سود هر سهم و تغییرات آن، یک رویداد اقتصادی است که از دیرباز مورد علاقۀ سرمایهگذاران، مدیران، تحلیلگران مالی و اعتباردهندگان بوده است. در این پژوهش از شبکۀ عصبی gmdh که ابزاری با قابلیت بالا در مسیریابی و تشخیص روندهای غیرخطی پیچیده با تعداد مشاهدات محدود است، برای الگوسازی و پیشبینی سود هر سهم از شرکتهای پذیرفتهشده در بورس اوراق بهادار تهران استفاده شده است. ابتدا الگویی شامل هشت ...
پیش بینی رفتار متغیرهای اقتصادی یکی از الزامات برنامه ریزی برای آینده است، که اغلب با استفاده از تکنیک های سری زمانی انجام می شود. اما انتخاب نوع الگوی سری زمانی بر دقت پیش بینی اثر گذار است. در این تحقیق، ضمن تصریح و انتخاب الگوی مناسب و با به کارگیری داده های سالانه 1353 تا 1389، اقدام به پیش بینی مصرف و قیمت گندم در ایران طی سال های 1395-1390 نمودیم. پژوهش حاضر، میزان مصرف سرانه گندم تا سال ...
It is meaningful and of certain theoretical value for the development economy through analyzing fluctuation rules international oil prices forecasting future trend prices. By composing autoregressive integrated moving average (ARIMA) model combination model-generalized conditional heteroskedasticity (ARIMA-GARCH) prices, study shows that ARIMA (1,1,0)-GARCH (1,1) more suitable short-term with h...
This study aimed to identify circulating influenza virus strains and vulnerable population groups and investigate the distribution and seasonality of influenza viruses in Ningbo, China. Then, an autoregressive integrated moving average (ARIMA) model for prediction was established. Influenza surveillance data for 2006-2014 were obtained for cases of influenza-like illness (ILI) (n = 129,528) fro...
The objective of the present study was to characterize the heart rate (HR) patterns of healthy males using the autoregressive integrated moving average (ARIMA) model over a power range assumed to correspond to the anaerobic threshold (AT) during discontinuous dynamic exercise tests (DDET). Nine young (22.3 +/- 1.57 years) and 9 middle-aged (MA) volunteers (43.2 +/- 3.53 years) performed three D...
This paper presents an on-line Statistical Process Control (SPC) technique, based on a Generalized Likelihood Ratio Test (GLRT), for detecting and estimating mean shifts in autocorrelated processes that follow a normally distributed Autoregressive Integrated Moving Average (ARIMA) model. The GLRT is applied to the uncorrelated residuals of the appropriate time-series model. The performance of t...
Due to the important role of climatic parameters such as radiation, temperature, precipitation and evaporation rate in water resources management, this study employed time series modeling to forecast climatic parameters. After normality test of the parameters, nonparametric Mann-Kendall test was used in order to do trend analysis of data at P-value<0.05. Relative humidity and evaporation (with ...
This paper proposes a technique to implement wavelet analysis (WA) for improving a forecasting accuracy of the autoregressive integrated moving average model (ARIMA) in nonlinear time-series. With the assumption of the linear correlation, and conventional seasonality adjustment methods used in ARIMA (that is, differencing, X11, and X12), the model might fail to capture any nonlinear pattern. Ra...
This study examines the forecasting performance of Adaptive Neuro Fuzzy Inference System(ANFIS) compared in comparison to statistical autoregressive integrated moving average (ARIMA) and the artificial neural network (ANN) model in forecasting of rice yield production.. To assess the effectiveness of these models, we used 9 years of time series records for rice yield data in Malaysia from 1995 ...
Traffic prediction constitutes a hot research topic of network metrology. MultiStep ahead prediction allows to predict more values in the future. Then, the result can be used to act proactively in many prediction applications. In this work, the AutoRegressive Integrated Moving Average (ARIMA) model and the linear minimum mean square error (LMMSE) are used for multiStep predicting. Via experimen...
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