نتایج جستجو برای: series forecast models such as arma and garch which don
تعداد نتایج: 17519232 فیلتر نتایج به سال:
data with high frequency have a particular type of none stationary that is called fractional none stationary. this property causes the emergence of long-term memory in financial time series with high frequency. the existence of long-term memory in cement industry time-series is studied in this paper at first and its presence will be confirmed in a high confidence level by two tests r/s and gph....
nowadays in trade and economic issues, prediction is proposed as the most important branch of science. existence of effective variables, caused various sectors of the economic and business executives to prefer having mechanisms which can be used in their decisions. in recent years, several advances have led to various challenges in the science of forecasting. economical managers in various fi...
abstract: the present study is an attempt to find out cultural exophoric references in iranian high-school elt textbooks and touch stone series to compare the frequency of occurrence of such references in these books. the purpose is to find out which of the series of the books under investigation impose a greater referential burden on efl learners as far as their reading comprehension of the ...
Forecasting financial markets is an important issue in finance area and research studies. On one hand, the importance of prediction, and on the other hand, its complexity, have led to huge number of researches which have proposed many forecasting methods in this area. In this study, we propose a hybrid model including Wavelet Transform, ARMA-GARCH and Artificial Neural Network (ANN) for single-...
purpose a metabolic abnormality such as obesity is a major obstacle in the maintenance of the human health system and causes various chronic diseases including type 2 diabetes, hypertension, cardiovascular diseases, as well as various cancers. this study was designed to summarize the recent scientific knowledge regarding the anti-obesity role of curcumin (diferuloylmethane), which is isolated f...
The study has two aims. The first aim is to propose a family of nonlinear GARCH models that incorporate fractional integration and asymmetric power properties to MS-GARCH processes. The second purpose of the study is to augment the MS-GARCH type models with artificial neural networks to benefit from the universal approximation properties to achieve improved forecasting accuracy. Therefore, the ...
the methods which are used to analyze microstrip antennas, are divited into three categories: empirical methods, semi-empirical methods and full-wave analysis. empirical and semi-empirical methods are generally based on some fundamental simplifying assumptions about quality of surface current distribution and substrate thickness. thses simplificatioms cause low accuracy in field evaluation. ful...
efl/esl textbooks have been regarded as essential language teaching materials with which the learners spend about 70 up to 90 percent of their class time. the important role they play and their vast use make them not only influential in learning the language but also in shaping values and attitudes. put it another way, textbooks socialize learners using their contents (i.e. texts, illustrations...
With the increase of wind power as a renewable energy source in many countries, wind speed forecasting has become more and more important to the planning of wind speed plants, the scheduling of dispatchable generation and tariffs in the day-ahead electricity market, and the operation of power systems. However, the uncertainty of wind speed makes troubles in them. For this reason, a wind speed f...
the present study aimed to investigate representation of discourse markers and metadiscourse markers in conversations and readings of general elt coursebook series used in the language centers of iran. to this aim, four elt coursebooks popularly taught in language centers of this country were analyzed based on fung and carter’s (2007) framework regarding discourse markers and hyland’s (2005) fr...
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