نتایج جستجو برای: مدل arima

تعداد نتایج: 122901  

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علامه طباطبایی - دانشکده اقتصاد 1391

چکیده پیش بینی قیمت نفت خام نقش مهمی در بهینه سازی تولید، بازاریابی و استراتژی بازار دارد. علاوه بر این موارد، نقش موثری در سیاست های دولت بازی می کند، چرا که دولت سیاست های خود را فقط نه بر مبنای وضع موجود، بلکه بر مبنای پیش بینی های کوتاه مدت و بلند مدت از متغیرهای کلیدی اقتصادی از جمله قیمت نفت تدوین کرده و به اجرا می گذارد. هدف از انجام این مطالعه مدل سازی و پیش بینی قیمت نفت تک محموله (sp...

2016
Alexander Phinikarides George Makrides Bastian Zinsser Markus Schubert George E. Georghiou

In this work, the seasonality and performance loss rates of eleven grid-connected photovoltaic (PV) systems of different technologies were evaluated through seasonal adjustment. The classical seasonal decomposition (CSD) and X-12-ARIMA statistical techniques were applied on monthly DC performance ratio, RP, time series, constructed from field measurements over the systems' first five years of o...

2002
Catherine C. Hood Victor Gomez

Two widely-used seasonal adjustment programs are the U.S. Census Bureau's X-12-ARIMA and the SEATS program for ARIMA-model-based signal extraction written by Agustin Maravall. In previous studies with SEATS and X-12-ARIMA, we found some series where the adjustment from SEATS had smaller revisions than the adjustment from X-12-ARIMA (Hood, Ashley, and Findley, 2000). Based on this previous work,...

Journal: :Knowl.-Based Syst. 2011
Yi-Shian Lee Lee-Ing Tong

0950-7051/$ see front matter 2010 Elsevier B.V. A doi:10.1016/j.knosys.2010.07.006 * Corresponding author. Tel.: +886 3 5712121x573 E-mail addresses: [email protected] (Y.-S (L.-I. Tong). The autoregressive integrated moving average (ARIMA), which is a conventional statistical method, is employed in many fields to construct models for forecasting time series. Although ARIMA can be adopte...

2007
Roselina Sallehuddin Siti Mariyam Hj. Shamsuddin Siti Zaiton Mohd. Hashim Ajith Abraham

In business, industry and government agencies, anticipating future behavior that involves many critical variables for nation wealth creation is vitally important, thus the necessity to make precise decision by the policy makers is really essential. Consequently, an accurate and reliable forecast system is needed to compose such predictions. Accordingly, the aim of this research is to develop a ...

مصرف گاز طبیعی به عنوان یکی از مهم‌ترین حامل‌های انرژی، طی سالیان اخیر روند صعودی را داشته و مدیریت مصرف و برنامه‌ریزی جهت تأمین نیازهای آن، نیازمند شناخت وضعیت مصرف کنونی و پیش‌بینی روند آتی آن می‌باشد. با معرفی و کاربرد گسترده مدل‌های مختلف همچون شبکه‌های عصبی مصنوعی جهت برآورد روند آتی مصرف و از طرفی تصادفی بودن آن‌ها، آگاهی از دقت این مدل‌ها جهت نیل به هدف پیش‌بینی دقیق‌تر، اهمیت بیشتری یاف...

2013
Hong Ren Jian Li Zheng-An Yuan Jia-Yu Hu Yan Yu Yi-Han Lu

BACKGROUND Sporadic hepatitis E has become an important public health concern in China. Accurate forecasting of the incidence of hepatitis E is needed to better plan future medical needs. Few mathematical models can be used because hepatitis E morbidity data has both linear and nonlinear patterns. We developed a combined mathematical model using an autoregressive integrated moving average model...

2018
Sima Siami-Namini Akbar Siami Namin

Forecasting time series data is an important subject in economics, business, and finance. Traditionally, there are several techniques to effectively forecast the next lag of time series data such as univariate Autoregressive (AR), univariate Moving Average (MA), Simple Exponential Smoothing (SES), and more notably Autoregressive Integrated Moving Average (ARIMA) with its many variations. In par...

2014
Farah Yasmeen Muhammad Sharif

Now-a-days, different sectors of the economy are being significantly affected by the electricity variable. In this research, we analyzed the monthly electricity consumption in Pakistan for the period of January 1990 through December 2011, using linear and non linear modeling techniques. They include ARIMA, Seasonal ARIMA (SARIMA) and ARCH/GARCH models. Electricity consumption model reveals a si...

2015
Seongbae Kong Minseok Jang Rakkyung Ko Hyeonjin Kim Juyoung Jeong

The electric power load forecasting is critical for stable electric power system supply. In this paper, a seasonal ARIMA model was used to effectively forecast power load data characterized using periodicity. A numerical example reveals that the seasonal ARIMA model effectively forecast periodic power load.

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