time series forecasting is an active research area that has drawn considerable attention for applications in a variety of areas. forecasting accuracy is one of the most important features of forecasting models. nowadays, despite the numerous time series forecasting models which have been proposed in several past decades, it is widely recognized that financial markets are extremely difficult to ...

A common method to study the dynamic behavior of macroeconomic variables is using linear time series models; however, they are unable to explain nonlinear behavior of the series. Given the dependency between stock market and derivatives, the behavior of the underlying asset price can be modeled using Markov switching process properties and the economic regime significance. In this paper, a two-...

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 efficient ...

accurate groundwater level modeling and forecasting contribute to civil projects, land use, citys planning and water resources management. combined wavelet-artificial neural network (wann) model has been widely used in recent years to forecast hydrological and hydrogeological phenomena. this study investigates the sensitivity of the pre-processing to the wavelet type and decomposition level in ...

In this work, the time series modeling was used to predict the Tazareh coal mine risks. For this purpose, initially, a monthly analysis of the risk constituents including frequency index and incidence severity index was performed. Next, a monthly time series diagram related to each one of these indices was for a nine year period of time from 2005 to 2013. After extrusion of the trend, seasonali...

extended abstract 1. introduction climate change refers to the increase or decrease in the average climatic factors over a long period of time (i.e. more than 30 years). today, climate change has become a human concern and the scientific community are already aware of this fact. global temperature has followed an unprecedented increase over the last hundred years. based on synoptic climatology,...