In recent years, various time series models have been proposed for financial markets forecasting. In each case, the accuracy of time series forecasting models are fundamental to make decision and hence the research for improving the effectiveness of forecasting models have been curried on. Many researchers have compared different time series models together in order to determine more efficien...

introduction: time series models are generally categorized as a data-driven method or mathematically-based method. these models are known as one of the most important tools in modeling and forecasting of hydrological processes, which are used to design and scientific management of water resources projects. on the other hand, a better understanding of the river flow process is vital for appropri...

abstract autoregressive integrated moving average (arima) has been one of the widely used linear models in time series forecasting during the past three decades. recent studies revealed the superiority of artificial neural network (ann) over traditional linear models in forecasting. but neither arima nor anns can be adequate in modeling and forecasting time series since the first model cannot d...

in order to investigate the effects of  management models on the diversity of wooden species, forests of third series of shiler, the first division mehrbanrud watershed and third and fourth series of eight division of behshahr – neka townships were studied with participatory and governmental management respectively. the diversity of the wooden species have been evaluated by diversity parametric...

this article is a comparative study of estimation power of artificial neural networks and autoregressive time series models in inflation forecasting. using 37 years iran’s inflation data, neural networks performs better on average for short horizons than autoregressive models. this study shows usefulness of early stopping technique in learning stage of neural networks for estimating time series...

Time series and their methods of analysis are important subjects in statistics. Most of time series have a linear behavior and can be modelled by linear ARIMA models. However, some of realized time series have a nonlinear behavior and for modelling them one needs nonlinear models. For this, many good parametric nonlinear models such as bilinear model, exponential autoregressive model, threshold...