نتایج جستجو برای: Time Series Model
تعداد نتایج: 3811299 فیلتر نتایج به سال:
the aim of this thesis is an approach for assessing insurer’s solvency for iranian insurance companies. we use of economic data with both time series and cross-sectional variation, thus by using the panel data model will survey the insurer solvency.
abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...
in this study, scour of mashkid bridge pier located in mashkid river of saravan county has been studied and to measure the scour rate, the numerical model hec-ras 4.0 has been used. upon selection of mashkid river as the case study and whereas the studied zone is important with respect to the climatic conditions and showery monsoon raining and flowing the great and destructive floodwaters, ther...
over the past decades a number of approaches have been applied for forecasting mortality. in 1992, a new method for long-run forecast of the level and age pattern of mortality was published by lee and carter. this method was welcomed by many authors so it was extended through a wider class of generalized, parametric and nonlinear model. this model represents one of the most influential recent d...
in the management of river basins, prediction of river water quality is essential to maintain water quality within standard limits. this study performed a time-series analysis of the prediction of chlorine concentration and electrical conductivity time series data for the period of 1991-2005 from sefidrood river in northern iran. the seasonal prediction of chlorine and electrical conductivity t...
Extended Abstract 1- Introduction Nowadays, forecasting and modeling the rainfall-runoff process is essential for planning and managing water resources. Rainfall-Runoff hydrologic models provide simplified characterizations of the real-world system. A wide range of rainfall-runoff models is currently used by researchers and experts. These models are mainly developed and applied for simulation...
Background : Controlling occurrence of accidents in work place has been an interesting subject in all countries worldwide. Financial consequences of these accidents and their economic losses imposed on the involved companies is only one of the insignificant aspects of such damages and when the non-economic but intangible losses to the society are taken into consideration ,these economic damag...
in this paper, economic convergence in selected oic (36 countries) is studied. the convergence hypothesis is tested through three approaches: beta convergence, sigma convergence, and time series model. ols is used for estimating the cross section model and cross variance is used to test the distributive model. for analyzing time series model, we used augmented dicky fuller test. beta convergenc...
in this paper, we propose a new residual analysis method using fourier series transform into fuzzy time series model for improving the forecasting performance. this hybrid model takes advantage of the high predictable power of fuzzy time series model and fourier series transform to fit the estimated residuals into frequency spectra, select the low-frequency terms, filter out high-frequency term...
accurate forecasting of streamflows has been one of the most important issues as it plays a key role in allotment of water resources. river flow simulations to determine the future river flows are important and practical. given the importance of flow in the coming years, in this research three stations: haji qooshan, ghare shoor and tamar in gorganrood cachment were simulated in 2002-2011. to s...
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