Most models for the time series of stock prices have centered on autoregressive (AR) processes. Traditionally, fundamental Box-Jenkins analysis have been the mainstream methodology used to develop time series models. We briefly describe developing a classical AR model for stock price forecasting. Then a fuzzy regression model is introduced. Following this description, an artificial fuzzy neural...

Abstract: This paper proposed a new method to estimate the missing data by using the filtering process. We used datasets without missing data and randomly missing data to evaluate the new method of estimation by using the Box Jenkins modeling technique to predict monthly average rainfall for site 5504035 Lahar Ikan Mati at Kepala Batas, P. Pinang station in Malaysia. The rainfall data was colle...

This paper outlines the practical steps which need to be undertaken to use autoregressive integrated moving average (ARIMA) time series models for forecasting Irish inflation. A framework for ARIMA forecasting is drawn up. It considers two alternative approaches to the issue of identifying ARIMA models the Box Jenkins approach and the objective penalty function methods. The emphasis is on forec...

Under a variety of natural and experimental conditions, speakers and listeners distinguish among different types of non-native phonetic/phonological structure. For example, when asked to judge the acceptability of nonce words, speakers exhibit gradient preferences for certain non-native sound sequences over others (e.g., Greenberg and Jenkins 1964, Scholes 1966, Coleman and Pierrehumbert 1997, ...

Forecasting daily and weekly passenger demand is a key fundamental process used by existing urban rail transit (URT) station authorities to diagnose operational problems make decisions about train schedule patterns improve efficiency, increase revenue management, driving safety. The accuracy of the forecast results will directly affect operation planning (URT). Therefore, based on collected inb...

Model ARIMA merupakan salah satu model dalam metode Box-Jenkins yang digunakan untuk memprediksi data pada waktu akan datang berdasarkan sebelumnya. Dalam pengolahan dengan menggunakan melalui 4 tahap yaitu, identifikasi model, estimasi parameter, verifikasi dan peramalan. Tujuan penelitian ini adalah jumlah narapidana di lapas kelas II A Pekanbaru. Dengan adanya hasil prediksi Pekanbaru, maka ...