• Support Vector Machine (SVM) is known in classification and regression modeling. It has been receiving attention in the application of nonlinear functions. The aim is to motivate the use of the SVM approach to analyze the time series models. This is an effort to assess the performance of SVM in comparison with ARMA model. The applicability of this approach for a unit root situation is also co...

This paper proposes an auxiliary model based hierarchical least squares algorithm for multivariable Box-Jenkins-like systems using the hierarchical identification principle. To improve the computational efficiency, a multivariable system is decomposed into two subsystems by using the data filtering technique. Furthermore, this paper presents a data filtering based auxiliary model hierarchical l...

In statistical field Box-Jenkins Time Series is a linear method widely used to forecasting. The linearity makes the method inadequate to forecast real time series, which could present irregular behavior. On the other hand, in artificial intelligent field FeedForward Artificial Neural Networks and Continuous Machine Learning Systems are robust handlers of data in the sense that they are able to ...

We have studied neural networks as models for time series forecasting, and our research compares the Box-Jenkins method against the neural network method for long and short term memory series. Our work was inspired by previously published works that yielded inconsistent results about comparative performance. We have since experimented with 16 time series of di ering complexity using neural netw...

The group method of data handling technique (GMDH) and Box-Jenkins methods are two wellknown time series forecasting of mathematical modeling. In this paper, we introduce a hybrid modeling which combines the GMDH method with the Box-Jenkins method to model time series data. The Box-Jenkins method was used to determine the useful input variables of GMDH method and then the GMDH method which work...

background: predicting the incidence of tuberculosis (tb) plays an important role in planning health control strategies for the future, developing intervention programs and allocating resources. objectives: the present longitudinal study estimated the incidence of tuberculosis in 2014 using box-jenkins methods. materials and methods: monthly data of tuberculosis cases recorded in the surveillan...