نتایج جستجو برای: arima garch

تعداد نتایج: 7234  

2017
Wang-Chuan Juang Sin-Jhih Huang Fong-Dee Huang Pei-Wen Cheng Shue-Ren Wann

OBJECTIVE Emergency department (ED) overcrowding is acknowledged as an increasingly important issue worldwide. Hospital managers are increasingly paying attention to ED crowding in order to provide higher quality medical services to patients. One of the crucial elements for a good management strategy is demand forecasting. Our study sought to construct an adequate model and to forecast monthly ...

2015
Ayush Agrawal

This paper presents a comprehensive study of ANFIS+ARIMA+IT2FLS models for forecasting the weather of Raipur, Chhattisgarh, India. For developing the models, ten year data (2000-2009) comprising daily average temperature (dry-wet), air pressure, and wind-speed etc. have been used. Adaptive Network Based Fuzzy Inference System (ANFIS) and Auto Regressive Moving Average (ARIMA) models based on In...

2013
P. Arumugam

Forecasting accuracy is one of the most favorable critical issues in Autoregressive Integrated Moving Average (ARIMA) models. The study compares the application of two forecasting methods on the amount of Taiwan export, the Fuzzy time series method and ARIMA method. Model discussed for the ARIMA method and Fuzzy time series method include the Sturges rules. When the sample period is extend in o...

Journal: :JCP 2012
Yan Gao Chengjun Zhang Liyan Zhang

Since ARCH and GARCH models are presented, more and more authors are interested in the study of volatilities in financial markets with GARCH models. Method for estimating the coefficients of GARCH models is mainly the maximum likelihood estimation. Now we consider another method—MCMC method to substitute for maximum likelihood estimation method. Then we compare three GARCH models based on it. M...

2013
Guoliang Zhang Shuqiong Huang Qionghong Duan Wen Shu Yongchun Hou Shiyu Zhu Xiaoping Miao Shaofa Nie Sheng Wei Nan Guo Hua Shan Yihua Xu

BACKGROUND A prediction model for tuberculosis incidence is needed in China which may be used as a decision-supportive tool for planning health interventions and allocating health resources. METHODS The autoregressive integrated moving average (ARIMA) model was first constructed with the data of tuberculosis report rate in Hubei Province from Jan 2004 to Dec 2011.The data from Jan 2012 to Jun...

Journal: :BCP business & management 2022

Stock price series prediction has always been a hot issue in the field of quantitative finance. The commonly used models include ARIMA, GARCH, LSTM neural network and BP network. Aiming at these models, this paper proposes an optimization framework based on function information stacking model averaging. proposed method uses intra-day as auxiliary extracts functional features principal component...

Journal: :Mathematics 2021

The aim of this paper is to design an approach evaluate the expected efficiency and performance future airport infrastructure. First, sampling method select similar airports developed based on socioeconomic operational variables that are summarized in a proxy variable; second, ARIMA-GARCH-Bootstrap applied forecast selected outputs (PAX ATMS) whilst inputs (Cities, Gates, Runaways, Airport Size...

2010
Mohammad Anwar Rahman Bhaba R. Sarker

Natural calamities (e.g., hurricane, excessive ice-fall) may often impede the inventory replenishment during the peak sale season. Due to the extreme situations, sales may not occur and demand may not be recorded. This study focuses on forecasting of intermittent seasonal demand by taking random demand with a proportion of zero values in the peak sale season. Demand pattern for a regular time i...

2013
Thoranin Sujjaviriyasup

In this study we develop the hybrid models for forecasting in agricultural production planning. Real data of Thailand’s orchid export and Thailand’s pork product are used to validate candidate models. Autoregressive Integrate Moving Average (ARIMA) is also selected as a benchmarking to compare other developed models. The main concept of building the models is to combine different forecasting te...

2007
S. ABDULLAH M. D. IBRAHIM

Auto Regressive Integrated Moving Average (ARIMA) is a broad class of time series models, and it has been achieved using the statistical differencing approach. It is normally being performed using the computational method. Thus, it is useful to choose the suitable model from a possibly large selection of the available ARIMA formulations. The ARIMA approach was then analysed with the presence of...

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